Notes

{"symbol":"XLF","date":"2026-09-18","bars":1332,"close":55.86,"r21":-0.028183716075156573,"r63":0.04645934807043828,"r126":0.1500926497838171,"r252":0.049014084507042144,"avg":0.054345591571535234,"sma200":53.4515,"atr20":0.7088450000000005,"high20":58.6,"eligible":true,"p90":0.11838838877512908,"p90_n":1255,"gap_min":-0.03900853311661934,"gap_date":"2025-04-03","stop":54.44231,"target":62.47317539697871,"rank_all":4,"rank_eligible":4,"notional":0,"risk_fraction":0.025379341210168296,"stress_gap":0.1,"stress_loss":0}; SIP adjustment=all, conditional known Dec5 split repair; adjusted-close total-return proxy, independent dividend reconciliation remains open. Size conditional on RTH refresh; not an order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLV","date":"2026-09-18","bars":1332,"close":168.39,"r21":-0.04149590163934436,"r63":0.13210972166196022,"r126":0.1583545435784548,"r252":0.24872080088987758,"avg":0.12442229112273706,"sma200":155.18015000000003,"atr20":2.1654699999999965,"high20":175.82,"eligible":true,"p90":0.10628648222527133,"p90_n":1255,"gap_min":-0.02644902894279455,"gap_date":"2025-04-07","stop":164.05906,"target":186.28758074191344,"rank_all":3,"rank_eligible":3,"notional":86.66,"risk_fraction":0.025719698319377596,"stress_gap":0.1,"stress_loss":11.105282150721536}; SIP adjustment=all, conditional known Dec5 split repair; adjusted-close total-return proxy, independent dividend reconciliation remains open. Size conditional on RTH refresh; not an order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLE","date":"2026-09-18","bars":1332,"close":64.31,"r21":0.011481597986788383,"r63":0.20453268402322533,"r126":0.09837745516652441,"r252":0.47381689011114947,"avg":0.1970521568219219,"sma200":55.314825,"atr20":1.2647249999999997,"high20":66.17,"eligible":true,"p90":0.20627946697730823,"p90_n":1255,"gap_min":-0.0579273396952954,"gap_date":"2026-04-08","stop":61.780550000000005,"target":77.5758325213107,"rank_all":2,"rank_eligible":2,"notional":86.66,"risk_fraction":0.03933214119110557,"stress_gap":0.1158546793905908,"stress_loss":13.486896491048972}; SIP adjustment=all, conditional known Dec5 split repair; adjusted-close total-return proxy, independent dividend reconciliation remains open. Size conditional on RTH refresh; not an order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLK","date":"2026-09-18","bars":1332,"close":189.6,"r21":0.032454802875190536,"r63":-0.008420061712253624,"r126":0.3730175972192047,"r252":0.40439242991000324,"avg":0.2003611920730362,"sma200":162.235625,"atr20":3.1444999999999963,"high20":189.81,"eligible":true,"p90":0.18362192237650138,"p90_n":1255,"gap_min":-0.06259270246217741,"gap_date":"2024-08-05","stop":183.311,"target":224.41471648258465,"rank_all":1,"rank_eligible":1,"notional":86.66,"risk_fraction":0.033169831223628654,"stress_gap":0.12518540492435482,"stress_loss":13.796519621849056}; SIP adjustment=all, conditional known Dec5 split repair; adjusted-close total-return proxy, independent dividend reconciliation remains open. Size conditional on RTH refresh; not an order. https://runway.adityaperswal.workers.dev/data/stock-bars

The FRO model showed cash yields of 13.2244%, 20.1284%, and 27.0517% at prices of $51.42, $6.80, $10.35, and $13.91 as of August 28. This requires a multiple of 5.98081 times the base case or 9.10314 times the downside case for a net return of 3R61.901369. These are assumptions and required multiples, not fair value estimates. The quarter's charter earning days were 21.6701% in Q3, decreasing to 2.99266% in Q3 and Q4, respectively, for the period from Q3 to Q3, and then to Q4. https://www.frontlineplc.cy/wp-content/uploads/2026/09/Company-Presentation-Pareto-Conference-2026.pdf

A news scan found the headline 'R92000 daily distribution and correlation packet'. The daily distribution for POWL has a mean of 0.0012326517841382747 and a standard deviation of 0.03329588951969574, with the first percentile at -0.082345594557629 and the 99th percentile at 0.09082484013321984. The daily distribution for FRO has a mean of 0.0007788352523989044 and a standard deviation of 0.03257957774388024, with the first percentile at -0.08594454066669632 and the 99th percentile at 0.09086227530232058. The correlation between the two stocks over the last 252 days is 0.00122052679762677, based on simple daily returns. This data is for 2692 log returns from September 18, 2016, and describes the selected two stocks, without making forecasts. https://runway.adityaperswal.workers.dev/data/stock-bars

A note from collector278 on September 19 at 23:31:04 reports that all 13 tasks, called END13/13, were completed with an exit code of 0. There are 34 runs remaining to be done, which will be done every hour until about September 21 at 08:31 UTC. Another system, called CompactPSIX/ALM270, also completed its 2 tasks, called END2/2, with no changes. A Monday schedule, called ACP388, was kept. This receipt does not guarantee that all underlying pages are complete, but no new job is needed before 02 UTC. query_research fund=supply kind=notes; https://ofac.treasury.gov/recent-actions

A news scan found the headline 'Retrieved Sep 20'. On September 20, there were 0 passing affordable expiry eligible legs, where the ask price was less than or equal to $0.30 and the expiry date was 7 days or more after the event. The price of S was $7.99. On October 2, the bid price for P7 was $0.06 and the ask price was $0.20, and the bid price for P7.5 was $0.25 and the ask price was $0.46, according to a quote from September 18 at 19:59:59.828Z. The inherited numbers are: N13 median at 9.1152815%, P8012 at 12.832986%, P7 hurdle at 14.893617%, and P80 multiple at 0.176778. On September 24 at 8:00 EDT, the issuer made a call that was reverified at https://investors.blackberry.com/. These quotes are indicative and not attainable fills, meaning they are estimates and not actual prices that can be traded. https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative

A news scan found the headline that on September 20, a review of Stitch Fix, or SFIX, showed no affordable options that met certain conditions, specifically options with an asking price of $0.30 or less and an expiration date at least 7 days after the event. The stock price was $2.84. On October 16, the bid price for a $2.5 option was $0.03 and the ask price was $0.28, according to a quote from September 18 at 19:59:55.952Z. This review also looked at some technical terms, including the median, which is a middle value, the hurdle, which is a minimum target, and the multiple, which is a ratio. The numbers were: a median of 16.578014%, a hurdle of 21.830986%, and a multiple of 1.971985. A call option, which is a contract to buy a stock, with a strike price of $2.5 had an ask price of $0.53, which was considered oversized. On September 2, the issuer, or company, announced that it would reverify its fourth quarter and full fiscal year 2026 financial results and conference call on September 23 at 17 ET, as seen on its website at https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2026-Financial-Results-and-Conference-Call/default.aspx. These quotes are indicative, meaning they are estimates, and not attainable fills, meaning they may not be available for actual trading. https://runway.adityaperswal.workers.dev/data/option-chain/SFIX?feed=indicative

On September 20, a review of the data found 0 legs that met the criteria of having an affordable expiry and an ask price of.30 or less, with an expiry date at least 7 days after the event. The price of S was 46.67. For the October 16 option with a strike price of 37.5, the bid price was.18 and the ask price was.23, according to a quote from September 18 at 19:59:07.992Z, with a size of 20 out of 65. This was an inclusive multiple of 11 to 80, with a hurdle of 20.1414%. The bid price for the option with a strike price of 42.5 was.78 and the ask price was 1.02, with costs over 30 being 102. These quotes are indicative, meaning they are not actual prices that can be traded at. https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative

A news scan found the headline about FRO with the following details: the symbol is FRO, the time window is the last 252 sessions, and there are 20,000 paths. The mean is 6.813956192591052. The stop loss price is 47.905, the target price is 49.7, and the loss price is 48.17. The price at the 1st percentile is -8.396135265700488. The half Kelly criterion, a measure of bet size, is 0.5. This is based on a joint analysis of open, high, low, and close prices, prior close prices, 5-day blocks, and a seed of 92000, with 20 basis points per side, stopping at the first stop, and considering gaps that are worse. The results are from historical resampling and are not calibrated for live odds, with a half Kelly portfolio weight grid from 0 to 1. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading fund manager's notes for the stock symbol FRO show the following data: the window of time considered is all available data, with 20,000 paths simulated. The mean result is 1.4020893281369962. The stop loss price is 67.97999999999999 and the target price is 30.39, with a potential loss of 68.2. A news scan found the data point p01 to be -11.11897053815226. The half Kelly criterion, a measure of optimal bet size, is 0.5. The notes also mention a joint analysis of open, high, low, and close prices, with 5-day blocks, a seed of 92000, and 20 basis points per side. The strategy involves stopping at the first loss, considering gaps as worse, and capping targets. The historical resampling is not calibrated for live trading odds, and the half Kelly portfolio weight ranges from 0 to 1. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: this is a regression receipt. The receipt includes a list of regressions with their features, correlations, coefficients, and holdout mean absolute errors. The features are mom20, distSMA50, RV20, and volratio. The correlations are -0.09888696193966241 for mom20, 0.14629280148550736 for distSMA50, 0.07065100661018345 for RV20, and -0.012507575792410767 for volratio. The coefficients are [-0.06643758320353046, -0.2880033712554161] for mom20, [-0.06311432326569552, 0.5381122642016212] for distSMA50, [-0.11630454902311235, 0.1772165012194842] for RV20, and [-0.059810247229316854, -0.00355855890595318] for volratio. The holdout mean absolute errors are 7.406768375909643 for mom20, 1.107368916095698 for distSMA50, 5.508470415972201 for RV20, and 5.217640253798112 for volratio. The null mean absolute error is 4.882972642087758. The feature correlations are also included, with mom20 correlated with distSMA50 at 0.7558751128467563, RV20 at -0.1042292216649193, and volratio at 0.5480666637075435, and other correlations listed similarly. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: a symbol, POWL, was analyzed over the last 252 days. The analysis used 20,000 paths and found a mean of 4.601960844929972. The stop loss was set at 61.13 and the target at 37.03, with a maximum loss of 61.37. A metric called half Kelly, a way to size bets, was set at 0.5. The analysis also considered a 5-day block of open, high, low, and close prices, or OHLC, and prior close prices, with a seed of 92000, and 20 basis points, or 0.2%, per side. The analysis used a method called historical resampling, which is not the same as live calibration of odds, and a half Kelly portfolio weight grid from 0 to 1. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the LW R92000 repaired backtest receipt batch 2 has the following results: for a long-only direction in the training era with a lag of 5, the return was -1.8831741373188455, the drawdown was 2.0383697779589705, the win rate was 50, and the number of trades was 8. For a long-only direction in the holdout era with a lag of 5, the return was -0.08282060381115529, the drawdown was 0.2951152687022285, the win rate was 50, and the number of trades was 2. For a short-only direction in the training era with a lag of 5, the return was 1.6983371527359459, the drawdown was 1.012639246450009, the win rate was 50, and the number of trades was 8. For a short-only direction in the holdout era with a lag of 5, the return was 0.035056357498022446, the drawdown was 0.19707590749650228, the win rate was 50, and the number of trades was 2. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: a list of backtest results for LW R92000, including four sets of data. The first set has a lag of 3, a direction of long only, an era of train, a return of -1.949899808302774, a maximum drawdown of 2.264622219527046, a win rate of 37.5, and 8 trades. The second set has a lag of 3, a direction of long only, an era of holdout, a return of -0.10113412883781761, a maximum drawdown of 0.2840925342991407, a win rate of 50, and 2 trades. The third set has a lag of 3, a direction of short only, an era of train, a return of 1.7653302610109536, a maximum drawdown of 1.1716679110106543, a win rate of 50, and 8 trades. The fourth set has a lag of 3, a direction of short only, an era of holdout, a return of 0.05344328335304667, a maximum drawdown of 0.15968442619489487, a win rate of 50, and 2 trades. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following backtest results for LW R92000: the system tested two strategies, long only and short only, each with a lag of 1, on two sets of data, the training set and the holdout set. For long only in the training set, the return was -1.907859991288732, the maximum drawdown was 2.0069576597423033, the win rate was 44.44444444444444 percent, and the number of trades was 9. For long only in the holdout set, the return was -0.2673307857329064, the maximum drawdown was 0.28586474025974473, the win rate was 50 percent, and the number of trades was 2. For short only in the training set, the return was 1.6990738517609787, the maximum drawdown was 0.945215607445693, the win rate was 44.44444444444444 percent, and the number of trades was 9. For short only in the holdout set, the return was 0.22030605844599338, the maximum drawdown was 0.036535402529047634, the win rate was 50 percent, and the number of trades was 2. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading plan for the stock symbol POWL is set up with the following details: it looks at all available data, generates 20,000 different paths to predict what might happen, and finds the average outcome to be 2.9545. The plan includes a stop-loss at 61.68 and a target price of 28.885. If the trade is lost, the price could go as high as 63.305, and if it does very poorly, it could drop by 11.544. The plan uses a half Kelly strategy, which is a method to determine how much to bet, and it allocates a portfolio weight between 0 and 1. This plan combines open, high, low, and close prices with the previous day's close, looking at blocks of 5 days, using a seed of 92000, and allowing for a 20 basis point movement on either side. It stops the trade at the first stop-loss and considers a gap to be a worse outcome. The target price is capped. This plan uses historical data to make predictions, but it has not been calibrated for real-time trading odds. https://runway.adityaperswal.workers.dev/data/stock-bars

A recent trade packet for POWL R92000 had the following results: the period was recent, with 5 trades, a win rate of 0.6, an average win of 0.3171302813317776, and an average loss of 0.1209762498797749. The confidence interval, or range of likely outcomes, was between -4.229513339550834 and 32.60704710898216, which represents the mean percent, not a future loss bound. The half Kelly, a measure of the optimal fraction of wealth to bet, was 0.22370564591199593, which is a unit-risk fraction, not a portfolio weight. This was for a 20000IID trade bootstrap seed92000. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following trade packet information: the period is a holdout, which is a test period. There were 16 trades, with a win rate of 0.375, or 37.5 percent. The average win was 0.2795, or 27.95 percent, and the average loss was 0.1119, or 11.19 percent. The confidence interval, which is a range of values, is between -5.9239 and 13.1960 percent. This is a measure of the mean percent, not a future loss bound. The half Kelly, a measure of the optimal fraction of a portfolio to invest, is 0.0624, or 6.24 percent, which is a unit-risk fraction, not a portfolio weight. This is based on a 20000 IID trade bootstrap with a seed of 92000. https://runway.adityaperswal.workers.dev/data/stock-bars

A trade packet train has the following results: the period is for training, with 49 data points, a win rate of 0.2653061224489796, an average win of 0.1778424704222086, and an average loss of 0.07163774404633291. The confidence interval is between -3.7229215842946646 and 2.9661594011509513, which represents the mean percent, not a future loss bound. The half Kelly fraction is 0, which is a unit-risk fraction, not a portfolio weight. This is based on a 20000 IID trade bootstrap with a seed of 92000. https://runway.adityaperswal.workers.dev/data/stock-bars

A numerical receipt for LW R92000 preexit has the following details: it has 50000 paths and 20 steps, with the event step being 12. The preIV is 0.5594 and the initial model is 0.23647441475788034. There are three scenarios: the first has a volatility of 0.26, a mean of -13.81059507072913, a p05 of -18.472194367635232, a target percentage of 0.5559999999999999, and a stop percentage of 88.52. The second scenario has a volatility of 0.4, a mean of -9.015445385528585, a p05 of -19.786183637671385, a target percentage of 7.005999999999999, and a stop percentage of 82.26400000000001. The third scenario has a volatility of 0.6, a mean of 0.8821487599948519, a p05 of -21.114419246723916, a target percentage of 20.698, and a stop percentage of 75.248. The intrinsic half Kelly is 0.06703960396039604, the signed win fraction is 0.18181818181818182, and the mean intrinsic is 0.650307578224835. https://runway.adityaperswal.workers.dev/data/stock-bars

A numerical receipt for LW R92000 has the following details: it has 50000 paths, 20 steps, and an event step of 12. The preIV is 0.5594 and the initial model is 0.23647441475788034. There are three scenarios: the first has a volatility of 0.26, a mean of 3.2657104017657885, a p05 of -24.89912667518346, a target percentage of 4.828, and a stop percentage of 95.16. The second scenario has a volatility of 0.4, a mean of 8.808150953181896, a p05 of -21.675173366840152, a target percentage of 11.782, and a stop percentage of 88.21600000000001. The third scenario has a volatility of 0.6, a mean of 7.6663628887275745, a p05 of -21.33210678035207, a target percentage of 22.624, and a stop percentage of 77.374. The intrinsic half Kelly is 0.06703960396039604, the signed win fraction is 0.18181818181818182, and the mean intrinsic is 0.650307578224835. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'POWL R92000 costed breakout L40 recent slip0.005'. The symbol POWL had a recent slip of 0.005. The data shows a return of 98.82461516322316, a drawdown of 18.385854696524483, and 4 trades, with a 75 win rate, and a mean of 20.33017597861894. The boundary is 40. The strategy has a fixed baseline target and fees of 5 basis points per side. The next open will use a 2 ATR stop and a net 3R, with 60 sessions and adjusted bars. The training period is from 2016 to 2023, the holdout period is from 2024 to 2025, and the recent period is 2026. The boundary count is explicit. The data was reconciled using vectorbt and compounded exits. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'POWL R92000 costed breakout L40 recent slip0.0015'. The symbol is POWL, with a recent low of 40 and a slip of 0.0015. The return is 104.47%, the drawdown is 18.39%, and the number of trades is 4, with a win rate of 75%. The mean is 21.18. The strategy has a fixed baseline target and fees of 5 basis points per side. The next open will use a 2 ATR stop, with a net of 3R, over 60 sessions, and adjusted bars. The training period is from 2016 to 2023, the holdout period is from 2024 to 2025, and the recent period is 2026. The boundary count is explicit. The data is reconciled with vectorbt, using compounded exits. https://runway.adityaperswal.workers.dev/data/stock-bars