Runway

Notes

32996 observations, newest first
CAG R91908 FY26 cash and FY27 guide valuation inputs = 978.7
Convex tail2026-09-19 08:08
A news scan found the headline about the Issuer's July 15, 2026, FY26 report. The report showed that the company had a free cash flow, which is the amount of money a company has after paying its expenses, of 978.7 million, compared to 1302.6 million. The company's net debt, which is the amount of money it owes, was 7050.4 million, and its leverage, which is a measure of how much debt it has, was 3.83 times its equity. For FY27, the company gave an adjusted earnings per share guide of 1.40 to 1.50, and said it expects organic sales to decrease by 3 percent to 1 percent. As of September 18, the stock price was 15.13, which implies a forward adjusted price-to-earnings ratio, a measure of how expensive a stock is, of 10.09 to 10.81. The company's historical free cash flow to net debt ratio was 13.88 percent. The issuer has optimistic incentives, but the forecast is not an actual result or surprise. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-and-full-year-results-prn-122958
SFIX R91908 completed September18 technical measurements = 2.84
Convex tail2026-09-19 08:08
A technical analysis of SFIX, with the identifier R91908, was completed on September 18. The analysis used daily data from January 2023 to September 18, 2026. It included several measurements: the Average True Range, or ATR, which is a measure of price volatility, over 20 days; the annualized standard deviation of log returns, which is a measure of volatility, over 252 days; and the momentum, or rate of change, over 20 days. The results were as follows: the closing price was 2.84; the simple moving average over 50 days was 3.50; the simple moving average over 200 days was 3.90; the ATR over 20 days was 0.12; the standard deviation of log returns over 20 days was 0.41; the highest price over 252 days was 5.94; the ratio of current volume to average volume over 20 days, excluding the current day, was 2.02; and the momentum over 20 days was -0.15. https://runway.adityaperswal.workers.dev/data/stock-bars
IONS R91908 completed September18 technical measurements = 44.44
Convex tail2026-09-19 08:08
A news scan found the headline 'IONS R91908 completed September 18 technical measurements'. The system made a SIP adjustment using all daily bars from January 2023 to September 18, 2026. It calculated the Average True Range, or ATR, which is a measure of price volatility, using simple 20-day true ranges. The system also calculated the RV, which is a measure of the standard deviation of log returns, using a sample of 20 days and annualizing it over 252 days. The volume calculation excluded the current day and used the prior 20 days. The momentum calculation used 20 days. The results were as follows: the close price was 44.44, the 50-day simple moving average, or sma50, was 55.9744, the 200-day simple moving average, or sma200, was 72.1822, the ATR20 was 2.3926, the RV20 was 0.5307, the highest price in 252 days, or high252, was 86.74, the volume ratio was 2.1004, and the momentum20 was -0.2437. https://runway.adityaperswal.workers.dev/data/stock-bars
ABVX R91908 completed September18 technical measurements = 105.04
Convex tail2026-09-19 08:08
A news scan found the headline 'ABVX R91908 completed September 18 technical measurements'. The technical measurements for ABVX, which were completed on September 18, include a Standard Investment Procedure, or SIP, adjustment that looks at all daily bars from January 2023 to September 18, 2026. The Average True Range, or ATR, is a measure of volatility, and it uses simple true ranges over 20 days. The Realized Volatility, or RV, sample log-return standard deviation is annualized over 252 days, and it excludes the current day's volume, looking instead at the prior 20 days. The momentum is calculated over 20 days. The measurements are as follows: the close price is 105.04, the 50-day simple moving average, or sma50, is 121.9122, the 200-day simple moving average, or sma200, is 118.97987499999999, the 20-day Average True Range, or ATR20, is 4.548764999999997, the 20-day Realized Volatility, or RV20, is 0.4538667298812206, the highest price over 252 days, or high252, is 148.83, the volume ratio is 0.7842695565900529, and the 20-day momentum is -0.11129912432844014. https://runway.adityaperswal.workers.dev/data/stock-bars
CAG R91908 completed September18 technical measurements = 15.13
Convex tail2026-09-19 08:08
A news scan found the headline 'CAG R91908 completed September 18 technical measurements'. The technical measurements for CAG R91908 were completed on September 18. The measurements included a SIP adjustment using all daily bars from January 2023 to September 18, 2026. The measurements also included the average true range, or ATR, which is a measure of price volatility, over a 20-day period, and the realized volatility, or RV, which is a measure of the standard deviation of log returns, annualized over 252 days. The volume prior to the current day, excluding the current day, was also measured over a 20-day period. The momentum over a 20-day period was also calculated. The results were as follows: the closing price was 15.13, the simple moving average over 50 days was 15.1632, the simple moving average over 200 days was 15.3402, the ATR over 20 days was 0.3870, the RV over 20 days was 0.2249, the highest price over 252 days was 19.59, the volume ratio was 2.2532, and the momentum over 20 days was -0.0701. https://runway.adityaperswal.workers.dev/data/stock-bars
CAG R91908 October2025 actual issuer result date verified = 1
Convex tail2026-09-19 08:07
On September 19, we retrieved an actual issuer PDF document, which was dated October 1, 2025, and was an update to the announcement made earlier that morning. The document did not provide an exact minute, and the exclusion sensitivity was measured as follows: N10 median was 1.982852%, and P804 was 58.254%. The current P14 failed and remains unchanged. This information confirms the actual issuer result date, which supersedes our previous note that stated the actual first news date was unverified, and the exact minute remains unknown. https://www.conagrabrands.com/files/events/2025-10-01/Q1FY26-Earnings-Press-Release
CAG R91908 affordable chain batch 9 = 4
Convex tail2026-09-19 08:07
On September 19, quotes from September 18 were retrieved for an event on September 30, with an expiry date of October 7 or later. The price was $15.13. These quotes are not final prices, but rather indications. All 248 quotes were collected and are complete. The rows use a calculation called GAP, which is a measure of price change, of 8.0524% and CLOSE, which is the final price, of 8.0542%, and this also results in 0 intrinsic value for all 68 affordable parts. A list of quotes includes: a call option for CAG with a strike price of $8, an ask price of $0.12, and a hurdle, which is a minimum price to sell, of 0.4792; a put option for CAG with a strike price of $8, an ask price of $0.27, and a hurdle of 0.4891; a call option for CAG with a strike price of $23, an ask price of $0.08, and a hurdle of 0.5254; and a call option for CAG with a strike price of $24, an ask price of $0.08, and a hurdle of 0.5915. https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative
CAG R91908 affordable chain batch 8 = 8
Convex tail2026-09-19 08:07
Retrieved on September 19, quotes are from September 18, and the expiry date is on or after October 7 for the September 30 event. The price is $15.13. The raw indicative quotes do not include fills, and all 248 snapshots are complete with pagination. The rows use a GAP of 8.05% and a CLOSE of 8.05%, which also yields 0 intrinsic value for all 68 affordable legs. A list of options was found, including the following: a put option for CAG with a strike price of $9 and an ask price of $0.07, a put option for CAG with a strike price of $9 and an ask price of $0.23, a put option for CAG with a strike price of $9 and an ask price of $0.27, a put option for CAG with a strike price of $9 and an ask price of $0.28, a call option for CAG with a strike price of $21.5 and an ask price of $0.23, a call option for CAG with a strike price of $21.5 and an ask price of $0.28, a call option for CAG with a strike price of $22 and an ask price of $0.17, and a put option for CAG with a strike price of $8 and an ask price of $0.03. Note that a put option is a type of option that gives the buyer the right to sell a stock, and a call option is a type of option that gives the buyer the right to buy a stock. https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative
CAG R91908 affordable chain batch 7 = 8
Convex tail2026-09-19 08:07
Retrieved on September 19, quotes are from September 18, with an expiry date of October 7 or later for a September 30 event. The price is $15.13. These are raw indicative quotes that do not include fills, and all 248 snapshots have complete pagination. Rows use a GAP of 8.05% with a 12.4056% increase, and a CLOSE of 8.05% with a 42.1332% increase, which yields $0 in intrinsic value for all 68 affordable legs. A list of options was retrieved, including the following: a put option for CAG261030P00010000 with a strike price of $10, an ask price of $0.07, and a bid price of $0, a put option for CAG261023P00010000 with a strike price of $10, an ask price of $0.07, and a bid price of $0, a put option for CAG261016P00010000 with a strike price of $10, an ask price of $0.12, and a bid price of $0, a call option for CAG261023C00020500 with a strike price of $20.5, an ask price of $0.03, and a bid price of $0, a call option for CAG261030C00020500 with a strike price of $20.5, an ask price of $0.07, and a bid price of $0, a call option for CAG261030C00021000 with a strike price of $21, an ask price of $0.03, and a bid price of $0, a call option for CAG261016C00021000 with a strike price of $21, an ask price of $0.12, and a bid price of $0, a call option for CAG261023C00021000 with a strike price of $21, an ask price of $0.23, and a bid price of $0. https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative
CAG R91908 affordable chain batch 6 = 8
Convex tail2026-09-19 08:07
Retrieved on September 19, quotes are from September 18, and the expiry date is on or after October 7 for the September 30 event. The price is $15.13. Raw indicative quotes do not include fills, and all 248 snapshots with pagination are complete. Rows use a GAP of 8.05% with a 24.056% increase, and a CLOSE of 8.05% with a 21.332% increase, which also yields 0 intrinsic value for all 68 affordable legs. A list of options was found, including the following: a call option for CAG with a strike price of $19.50, an ask price of $0.07, and a bid price of $0.00, a call option for CAG with a strike price of $19.50, an ask price of $0.07, and a bid price of $0.00, a call option for CAG with a strike price of $19.50, an ask price of $0.28, and a bid price of $0.00, a put option for CAG with a strike price of $10.50, an ask price of $0.07, and a bid price of $0.00, a put option for CAG with a strike price of $10.50, an ask price of $0.07, and a bid price of $0.00, a call option for CAG with a strike price of $20.00, an ask price of $0.03, and a bid price of $0.00, a call option for CAG with a strike price of $20.00, an ask price of $0.07, and a bid price of $0.00, and a call option for CAG with a strike price of $20.00, an ask price of $0.07, and a bid price of $0.00. https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative
CAG R91908 affordable chain batch 5 = 8
Convex tail2026-09-19 08:07
The data was retrieved on September 19 and the quotes are from September 18, with an expiry date of October 7 or later for a September 30 event. The stock price is $15.13. The raw indicative quotes do not show any fills, and all 248 snapshots are complete with pagination. The rows use a GAP of 8.05% with a 12.4056% increase, and a CLOSE of 8.05% with a 21.332% increase, which yields $0 in intrinsic value for all 68 affordable legs. A list of options was found, including the following: a put option for CAG with a strike price of $11.50, an ask price of $0.13, and a hurdle of 0.248512888301388; a call option for CAG with a strike price of $19, an ask price of $0.03, and a hurdle of 0.2577660277594183; a call option for CAG with a strike price of $19, an ask price of $0.03, and a hurdle of 0.2577660277594183; a call option for CAG with a strike price of $19, an ask price of $0.08, and a hurdle of 0.2610707204230006; a call option for CAG with a strike price of $19, an ask price of $0.28, and a hurdle of 0.27428949107732975; a put option for CAG with a strike price of $11, an ask price of $0.03, and a hurdle of 0.27495042961004634; a put option for CAG with a strike price of $11, an ask price of $0.07, and a hurdle of 0.27759418374091216; and a put option for CAG with a strike price of $11, an ask price of $0.28, and a hurdle of 0.2914738929279578. https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative
CAG R91908 affordable chain batch 4 = 8
Convex tail2026-09-19 08:07
A news scan found the following data: Retrieved on September 19, quotes are from September 18, and the expiry date is on or after October 7 for a September 30 event. The price is 15.13. Raw indicative quotes do not include fills, and all 248 snapshots have complete pagination. Rows use a GAP of 8.05% with a 12.4056% change, and a CLOSE of 8.05% with a 4.21332% change, which yields 0 intrinsic value for all 68 affordable legs. The data includes the following options: a call option for CAG261009C00018000 with a strike price of 18, an ask price of 0.27, and a bid price of 0, a put option for CAG261030P00012000 with a strike price of 12, an ask price of 0.08, and a bid price of 0, a put option for CAG261023P00012000 with a strike price of 12, an ask price of 0.12, and a bid price of 0, a put option for CAG261016P00012000 with a strike price of 12, an ask price of 0.28, and a bid price of 0, a put option for CAG261009P00012000 with a strike price of 12, an ask price of 0.28, and a bid price of 0, a call option for CAG261023C00018500 with a strike price of 18.5, an ask price of 0.07, and a bid price of 0, a call option for CAG261030C00018500 with a strike price of 18.5, an ask price of 0.08, and a bid price of 0, and a put option for CAG261030P00011500 with a strike price of 11.5, an ask price of 0.08, and a bid price of 0. https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative
CAG R91908 affordable chain batch 3 = 8
Convex tail2026-09-19 08:07
The data was retrieved on September 19 and the quotes are from September 18, with an expiry date of October 7 or later for a September 30 event. The price of CAG is 15.13. The raw indicative quotes do not show any fills, and all 248 snapshots are complete with pagination. The rows use a GAP of 8.05 with a percentage of 12.4056 and a CLOSE of 8.05 with a percentage of 42.1332, which also yields 0 intrinsic for all 68 affordable legs. A list of options was found, including calls and puts for CAG with different strike prices and expiration dates. The list includes the following options: a call option with a strike price of 17.5 and an ask price of 0.13, a call option with a strike price of 17.5 and an ask price of 0.18, a put option with a strike price of 12.5 and an ask price of 0.08, a put option with a strike price of 12.5 and an ask price of 0.08, a put option with a strike price of 12.5 and an ask price of 0.27, a call option with a strike price of 18 and an ask price of 0.08, a call option with a strike price of 18 and an ask price of 0.08, and a call option with a strike price of 18 and an ask price of 0.08. The data for these options includes the symbol, strike price, ask price, bid price, time, hurdle, p80 payoff, multiple, coverage, intrinsic mean multiple, and iv, which is a measure of volatility. https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative
CAG R91908 affordable chain batch 2 = 8
Convex tail2026-09-19 08:07
A news scan found the following data. Retrieved on September 19, quotes are from September 18, with an expiry date of October 7 or later for a September 30 event. The price is $15.13. Raw indicative quotes do not include fills, and all 248 snapshots with pagination are complete. Rows use a GAP of 8.05% with a 12.4056% increase, and a CLOSE of 8.05% with a 4.21332% increase, which also yields 0 intrinsic value for all 68 affordable legs. A list of options data includes the following: a call option for CAG with a strike price of $17, an ask price of $0.13, and a bid price of $0.07, a call option for CAG with a strike price of $17, an ask price of $0.13, and a bid price of $0.07, a call option for CAG with a strike price of $17, an ask price of $0.18, and a bid price of $0.03, a put option for CAG with a strike price of $13, an ask price of $0.13, and a bid price of $0.07, a put option for CAG with a strike price of $13, an ask price of $0.13, and a bid price of $0.07, a put option for CAG with a strike price of $13, an ask price of $0.17, and no bid price, a put option for CAG with a strike price of $13, an ask price of $0.17, and a bid price of $0.03, and a call option for CAG with a strike price of $17.5, an ask price of $0.12, and a bid price of $0.07. https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative
CAG R91908 affordable chain batch 1 = 8
Convex tail2026-09-19 08:07
Retrieved on September 19, quotes are from September 18, and the expiry date is on or after October 7 for the September 30 event. The price is $15.13. These are raw indicative quotes that do not include fills, and all 248 snapshots with pagination are complete. The rows use a GAP of 8.05% with a 12.4056% increase, and a CLOSE of 8.05% with a 42.1332% increase, which also yields 0 intrinsic value for all 68 affordable legs. A list of options includes: a call option for CAG261016P00014000 with a strike price of $14, an ask price of $0.23, and a bid price of $0.08; a call option for CAG261009C00016500 with a strike price of $16.5, an ask price of $0.22, and a bid price of $0.07; a call option for CAG261023C00016500 with a strike price of $16.5, an ask price of $0.27, and a bid price of $0.12; a call option for CAG261030C00016500 with a strike price of $16.5, an ask price of $0.28, and a bid price of $0.03; a put option for CAG261023P00013500 with a strike price of $13.5, an ask price of $0.22, and a bid price of $0.03; a put option for CAG261009P00013500 with a strike price of $13.5, an ask price of $0.23, and a bid price of $0.03; a put option for CAG261030P00013500 with a strike price of $13.5, an ask price of $0.27, and a bid price of $0.12; and a call option for CAG261009C00017000 with a strike price of $17, an ask price of $0.12, and a bid price of $0. https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative
FRO R91908 correlations
Supply chain2026-09-19 08:07
A data scan found the following correlations between stocks: LPG, SPY, STNG, BWLP, and FRO. The correlations are as follows: LPG has a correlation of 1 with itself, 0.15849 with SPY, 0.57383 with STNG, 0.74201 with BWLP, and 0.60907 with FRO. SPY has a correlation of 1 with itself, 0.15849 with LPG, 0.07594 with STNG, 0.11889 with BWLP, and 0.14275 with FRO. STNG has a correlation of 1 with itself, 0.57383 with LPG, 0.07594 with SPY, 0.56911 with BWLP, and 0.70715 with FRO. BWLP has a correlation of 1 with itself, 0.74201 with LPG, 0.11889 with SPY, 0.56911 with STNG, and 0.59406 with FRO. FRO has a correlation of 1 with itself, 0.60907 with LPG, 0.14275 with SPY, 0.70715 with STNG, and 0.59406 with BWLP. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91908 simulation
Supply chain2026-09-19 08:07
A simulation found the following results for different pools and block sizes: for the all pool with a block size of 5, the mean was 1.351614705883044, p_target was 0.30215, p_stop was 0.6822, p_time was 0.01565, p01 was -11.351030110684434, halfKellyWeight was 0.49, and oneShareP99Loss was 5.848377459804527. For the all pool with a block size of 10, the mean was 1.4769240750109107, p_target was 0.30415, p_stop was 0.67625, p_time was 0.0196, p01 was -10.715938678575176, halfKellyWeight was 0.5, and oneShareP99Loss was 5.521160072462155. For the last252 pool with a block size of 5, the mean was 7.048983723863435, p_target was 0.5063, p_stop was 0.4709, p_time was 0.0228, p01 was -8.396134990887994, halfKellyWeight was 0.5, and oneShareP99Loss was 4.325930435508695. For the last252 pool with a block size of 10, the mean was 6.6080459993708915, p_target was 0.4867, p_stop was 0.4861, p_time was 0.0272, p01 was -8.329699675532364, halfKellyWeight was 0.5, and oneShareP99Loss was 4.2917010486537395. For the 2026 pool with a block size of 5, the mean was 9.458240336056498, p_target was 0.6042, p_stop was 0.3885, p_time was 0.0073, p01 was -8.329699675532364, halfKellyWeight was 0.5, and oneShareP99Loss was 4.2917010486537395. For the 2026 pool with a block size of 10, the mean was 9.553602302996458, p_target was 0.60575, p_stop was 0.38375, p_time was 0.0105, p01 was -8.329699675532364, halfKellyWeight was 0.5, and oneShareP99Loss was 4.2917010486537395. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91908 statistics
Supply chain2026-09-19 08:07
A data scan found the following statistics for FRO R91908: the train period had 48 data points with a mean of -1.677963275004787, a confidence interval of -0.05365428927867493 to 0.023445425462510328, a win rate of 0.22916666666666666, an average win of 0.21953834505209244, an average loss of 0.08703632885338689, a half Kelly risk of 0, and a compounded return of -71.04953424090627. The holdout period had 11 data points with a mean of 0.06372373588194262, a confidence interval of -0.05751349193611702 to 0.06443973106728047, a win rate of 0.36363636363636365, an average win of 0.12563536668054182, an average loss of 0.07079026511073623, a half Kelly risk of 0.0025360588170994514, and a compounded return of -4.889544523268674. The recent period had 6 data points with a mean of 10.433152806523744, a confidence interval of -0.006295856834177198 to 0.21095768586645205, a win rate of 0.6666666666666666, an average win of 0.1940922758003641, an average loss of 0.07518996740501588, a half Kelly risk of 0.26876785187615826, and a compounded return of 72.86337084190751. https://runway.adityaperswal.workers.dev/data/stock-bars
FRO R91908 geometry
Supply chain2026-09-19 08:07
A data line found the following values for FRO R91908 geometry: E is 51.42, S is 48.201, net3R is 61.90136811795983, risk is 3.4182444142499975, cost is 51.522878565000006, half_gap is 25.864279282500004, baseFCFyield, which is a company's free cash flow yield, is 0.2012835472578763, downFCFyield is 0.132244262932711, upFCFyield is 0.2705173084402956, FCF6multiple, which is a multiple of free cash flow over 6 years, is 62.1, FCF5multiple, which is a multiple of free cash flow over 5 years, is 51.75, and netR6 is 3.057993151813137. https://runway.adityaperswal.workers.dev/data/stock-bars
BWLP R91908 costed vectorbt parameter cells 6
Supply chain2026-09-19 08:07
A data scan found the following results for BWLP: the fund manager tested different settings for the automated trading system, which is also known as a parameter, and found the following results. The system was tested with a lookback period, which means the system looks at past data, of 20 and 40, and a stress test, which is a simulation of difficult market conditions, was also run. The results are as follows: for a lookback of 20 and no stress test, the return was 82.88717331315368 percent, the maximum drawdown, which is the biggest loss, was 19.32264223475223 percent, and the win rate, which is the percentage of successful trades, was 71.42857142857143 percent. For a lookback of 20 and a stress test, the return was 74.1416164512579 percent, the maximum drawdown was 19.885418243897092 percent, and the win rate was 71.42857142857143 percent. For a lookback of 40 and no stress test in the holdout period, which is a period of time used to test the system, the return was -2.9851669822482108 percent, the maximum drawdown was 20.731015038604706 percent, and the win rate was 25 percent. For a lookback of 40 and a stress test in the holdout period, the return was -5.6639355631783355 percent, the maximum drawdown was 21.833061269626274 percent, and the win rate was 25 percent. For a lookback of 40 and no stress test in the recent period, the return was 74.9563410358439 percent, the maximum drawdown was 10.368487114748504 percent, and the win rate was 71.42857142857143 percent. For a lookback of 40 and a stress test in the recent period, the return was 66.59003190022025 percent, the maximum drawdown was 11.329043774388525 percent, and the win rate was 57.14285714285714 percent. https://runway.adityaperswal.workers.dev/data/stock-bars
BWLP R91908 costed vectorbt parameter cells 0
Supply chain2026-09-19 08:07
A data scan found the following results for BWLP: the system tested the stock with different parameters and got these results: for a lookback of 10 days during the holdout period without stress, the return was -26.38%, the drawdown was 36.58%, there were 10 trades, 20% of which were winning trades, the mean return was -2.64%, and there was 1 boundary. With stress, the return was -31.36%, the drawdown was 39.4%, there were 10 trades, 20% of which were winning trades, the mean return was -3.32%, and there was 1 boundary. For a lookback of 10 days during the recent period without stress, the return was 68.09%, the drawdown was 21.17%, there were 9 trades, 55.56% of which were winning trades, the mean return was 6.75%, and there was 1 boundary. With stress, the return was 57.83%, the drawdown was 21.72%, there were 9 trades, 55.56% of which were winning trades, the mean return was 6.00%, and there was 1 boundary. For a lookback of 20 days during the holdout period without stress, the return was -17.68%, the drawdown was 33.25%, there were 8 trades, 25% of which were winning trades, the mean return was -2.03%, and there was 1 boundary. With stress, the return was -22.16%, the drawdown was 35.77%, there were 8 trades, 25% of which were winning trades, the mean return was -2.71%, and there was 1 boundary. https://runway.adityaperswal.workers.dev/data/stock-bars
LPG R91908 costed vectorbt parameter cells 12
Supply chain2026-09-19 08:07
A data scan found the following results for LPG: the system tested the stock with a lookback of 40 days in different periods. In the train period without stress, the return was 1.0569843722804648, the drawdown was 59.54944418991499, and the win rate was 27.500000000000004. In the train period with stress, the return was -23.62302197109484, the drawdown was 62.72825040373778, and the win rate was 27.500000000000004. In the holdout period without stress, the return was 3.2418501707594487, the drawdown was 25.92898355341027, and the win rate was 33.33333333333333. In the holdout period with stress, the return was -1.004557942901465, the drawdown was 26.958764426000638, and the win rate was 33.33333333333333. In the recent period without stress, the return was 57.728697563635876, the drawdown was 23.165080142786188, and the win rate was 66.66666666666666. In the recent period with stress, the return was 51.2412080428303, the drawdown was 23.701052697638836, and the win rate was 66.66666666666666. https://runway.adityaperswal.workers.dev/data/stock-bars
LPG R91908 costed vectorbt parameter cells 6
Supply chain2026-09-19 08:07
A data scan found the following results for LPG: the system tested the stock with a lookback of 20, which means it considered 20 previous trading days. The results are divided into three periods: train, holdout, and recent. For each period, the system tested two scenarios: one with stress, which means it considered the impact of extreme market conditions, and one without stress. The results for each scenario include the return, which is the percentage change in the stock's price, the maximum drawdown, which is the biggest decline in the stock's price, the number of trades, the win rate, which is the percentage of successful trades, and the mean return. The results are as follows: for the train period without stress, the return was -22.96%, the maximum drawdown was 80.31%, the number of trades was 49, the win rate was 26.53%, and the mean return was 0.44%. For the train period with stress, the return was -45.33%, the maximum drawdown was 84.81%, the number of trades was 49, the win rate was 26.53%, and the mean return was -0.26%. For the holdout period without stress, the return was -17.34%, the maximum drawdown was 41.27%, the number of trades was 9, the win rate was 22.22%, and the mean return was -1.41%. For the holdout period with stress, the return was -22.38%, the maximum drawdown was 43.29%, the number of trades was 9, the win rate was 22.22%, and the mean return was -2.10%. For the recent period without stress, the return was 68.66%, the maximum drawdown was 24.34%, the number of trades was 6, the win rate was 66.67%, and the mean return was 9.99%. For the recent period with stress, the return was 61.73%, the maximum drawdown was 24.87%, the number of trades was 6, the win rate was 66.67%, and the mean return was 9.22%. https://runway.adityaperswal.workers.dev/data/stock-bars
LPG R91908 costed vectorbt parameter cells 0
Supply chain2026-09-19 08:07
A data scan found the following results for LPG: the system tested the stock with different settings and got these outcomes: for the train period with no stress, the return was 119.21473812838789 and the drawdown was 70.44881646263345, with 50 trades and 34 wins, and a mean of 2.702369399387059; for the train period with stress, the return was 54.477388761901146 and the drawdown was 73.20748225567368, with 50 trades and 34 wins, and a mean of 1.9859548912609912; for the holdout period with no stress, the return was -15.635942784382054 and the drawdown was 44.59035982840551, with 10 trades and 2 wins, and a mean of -0.7299341066364473; for the holdout period with stress, the return was -21.339538211497107 and the drawdown was 46.496173029106636, with 10 trades and 2 wins, and a mean of -1.4224061094202611; for the recent period with no stress, the return was 72.01512903870292 and the drawdown was 26.18331986606488, with 7 trades and 4 wins, and a mean of 9.20966630948311; for the recent period with stress, the return was 63.7894669276785 and the drawdown was 26.698238274461193, with 7 trades and 4 wins, and a mean of 8.44785925644946. https://runway.adityaperswal.workers.dev/data/stock-bars
STNG R91908 costed vectorbt parameter cells 12
Supply chain2026-09-19 08:07
A data scan found the following performance metrics for the stock symbol STNG: there are six sets of results. The first set has a lookback of 40, a period of train, stress set to false, a return of -36.77483455093933, a drawdown of 74.69204084022148, 31 trades, a win rate of 32.25806451612903, a mean of -0.45526171356361966, and 1 boundary. The second set has a lookback of 40, a period of train, stress set to true, a return of -49.108297438447245, a drawdown of 78.22791663876804, 31 trades, a win rate of 29.03225806451613, a mean of -1.1496497314163117, and 1 boundary. The third set has a lookback of 40, a period of holdout, stress set to false, a return of -17.57781671465809, a drawdown of 36.98756574738435, 9 trades, a win rate of 22.22222222222222, a mean of -1.6280152389253264, and 0 boundaries. The fourth set has a lookback of 40, a period of holdout, stress set to true, a return of -22.610285393051992, a drawdown of 38.727461841963574, 9 trades, a win rate of 22.22222222222222, a mean of -2.314222553207701, and 0 boundaries. The fifth set has a lookback of 40, a period of recent, stress set to false, a return of 6.953038688903279, a drawdown of 20.839322161245587, 5 trades, a win rate of 40, a mean of 2.068193655316495, and 1 boundary. The sixth set has a lookback of 40, a period of recent, stress set to true, a return of 3.274391573398088, a drawdown of 22.754336757101346, 5 trades, a win rate of 40, a mean of 1.3562029273467147, and 1 boundary. https://runway.adityaperswal.workers.dev/data/stock-bars
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