Notes

A data scan found the following results for the symbol STNG: 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 simulated difficult market conditions, and one without stress. The results include the return, or ret, which is the profit or loss, the maximum drawdown, or dd, which is the biggest loss, the number of trades, or n, the win rate, or win, which is the percentage of profitable trades, the mean return, and the number of boundaries, which refers to the number of times the system reached a certain profit or loss limit. The results are as follows: for the train period without stress, the return was -14.1339, the drawdown was 76.4655, the number of trades was 40, the win rate was 32.5, the mean return was 0.8589, and the number of boundaries was 1. For the train period with stress, the return was -35.104, the drawdown was 79.1787, the number of trades was 40, the win rate was 32.5, the mean return was 0.1554, and the number of boundaries was 1. For the holdout period without stress, the return was 3.9166, the drawdown was 27.2614, the number of trades was 9, the win rate was 33.3333, the mean return was 1.0325, and the number of boundaries was 0. For the holdout period with stress, the return was -2.4282, the drawdown was 28.773, the number of trades was 9, the win rate was 33.3333, the mean return was 0.3277, and the number of boundaries was 0. For the recent period without stress, the return was -7.2087, the drawdown was 26.7869, the number of trades was 7, the win rate was 28.5714, the mean return was -0.4794, and the number of boundaries was 1. For the recent period with stress, the return was -11.6459, the drawdown was 29.0564, the number of trades was 7, the win rate was 28.5714, the mean return was -1.1737, and the number of boundaries was 1. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following results for the symbol STNG, which is a stock ticker symbol. The results are divided into different periods: train, holdout, and recent. For each period, there are two sets of results, one with stress set to false and one with stress set to true, which refers to a type of testing. The results include the following metrics: return, which is the profit or loss, abbreviated as ret, drawdown, which is the largest decline, abbreviated as dd, number of trades, abbreviated as n, win rate, which is the percentage of winning trades, abbreviated as win, mean return, which is the average profit or loss, and boundaries, which refers to the number of times a certain limit was reached. The results are as follows: for the train period with stress set to false, the return was -57.365236507722464, the drawdown was 87.88069090665603, the number of trades was 48, the win rate was 27.083333333333332, the mean return was -0.4334027425110798, and the boundaries were 1. For the train period with stress set to true, the return was -69.53233147963567, the drawdown was 90.21051475397225, the number of trades was 48, the win rate was 27.083333333333332, the mean return was -1.12794324062383, and the boundaries were 1. For the holdout period with stress set to false, the return was 10.523671809680797, the drawdown was 25.36223677029278, the number of trades was 11, the win rate was 36.36363636363637, the mean return was 1.5299397860509005, and the boundaries were 0. For the holdout period with stress set to true, the return was 2.332655038272742, the drawdown was 27.929400787122205, the number of trades was 11, the win rate was 36.36363636363637, the mean return was 0.8217037220022387, and the boundaries were 0. For the recent period with stress set to false, the return was 8.120891643856396, the drawdown was 20.423995918757264, the number of trades was 7, the win rate was 42.857142857142854, the mean return was 1.7164200421501556, and the boundaries were 1. For the recent period with stress set to true, the return was 2.950614315488815, the drawdown was 22.763798159348525, the number of trades was 7, the win rate was 42.857142857142854, the mean return was 1.0068831594180578, and the boundaries were 1. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following results for the symbol FRO: a list of backtest results with different parameters, including lookback of 40, and three periods, train, holdout, and recent, with stress test results. The results are as follows: for the train period with no stress test, the return was -54.52953512126888 percent, the maximum drawdown was 69.2095414501645 percent, the number of trades was 40, the win rate was 25, the mean return was -1.0623106715588697 percent, and there were 0 boundary events. For the train period with a stress test, the return was -65.6342733896228 percent, the maximum drawdown was 74.86647774261353 percent, the number of trades was 40, the win rate was 25, the mean return was -1.75246413588379 percent, and there were 0 boundary events. For the holdout period with no stress test, the return was -26.138467711611874 percent, the maximum drawdown was 42.92066427955628 percent, the number of trades was 11, the win rate was 18.181818181818183 percent, the mean return was -2.262435827016204 percent, and there were 0 boundary events. For the holdout period with a stress test, the return was -31.61241767934259 percent, the maximum drawdown was 44.883906617286485 percent, the number of trades was 11, the win rate was 18.181818181818183 percent, the mean return was -2.944217653199146 percent, and there were 0 boundary events. For the recent period with no stress test, the return was 4.696130818422875 percent, the maximum drawdown was 38.72931566683657 percent, the number of trades was 6, the win rate was 33.33333333333333 percent, the mean return was 1.5132420173282146 percent, and there was 1 boundary event. For the recent period with a stress test, the return was 0.38990714419653616 percent, the maximum drawdown was 40.42111865219792 percent, the number of trades was 6, the win rate was 33.33333333333333 percent, the mean return was 0.80512243086265 percent, and there was 1 boundary event. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following results for the symbol FRO: the system tested the stock with a lookback period of 20 days, which is a way to measure performance over a certain time frame. The results are divided into three periods: train, holdout, and recent. For the train period, when stress, or high market volatility, was not considered, the return was -71.04953424090631 percent and the maximum drawdown, or largest loss, was 81.78333450149938 percent. When stress was considered, the return was -79.31140876580707 percent and the maximum drawdown was 86.13547111829227 percent. For the holdout period, without stress, the return was -4.889544523268773 percent and the maximum drawdown was 43.32812023963554 percent. With stress, the return was -11.93827284716731 percent and the maximum drawdown was 45.277348139715244 percent. For the recent period, without stress, the return was 96.51833483413102 percent and the maximum drawdown was 28.040252386079377 percent. With stress, the return was 87.12094386043951 percent and the maximum drawdown was 29.040681099551556 percent. The number of trades, or n, and the win percentage are also given for each period. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following results for the symbol FRO: a list of performance metrics for different time periods and stress conditions. The results are as follows: for a lookback period of 10, the performance metrics are given for the train, holdout, and recent periods, with and without stress. The metrics include return, drawdown, number of trades, win rate, mean return, and boundaries. The specific results are: for the train period without stress, the return was -78.34995330450742, the drawdown was 86.67948505261809, the number of trades was 56, the win rate was 23.214285714285715, the mean return was -1.812194398963399, and the boundaries were 1. For the train period with stress, the return was -85.37104080681569, the drawdown was 90.74373048182315, the number of trades was 56, the win rate was 23.214285714285715, the mean return was -2.497116946174507, and the boundaries were 1. For the holdout period without stress, the return was -14.039306384407485, the drawdown was 48.36721245249226, the number of trades was 13, the win rate was 30.76923076923077, the mean return was -0.7279451189667501, and the boundaries were 0. For the holdout period with stress, the return was -21.51644701729954, the drawdown was 50.83626192848647, the number of trades was 13, the win rate was 30.76923076923077, the mean return was -1.420430996207717, and the boundaries were 0. For the recent period without stress, the return was 108.30233584974293, the drawdown was 20.842219281261155, the number of trades was 7, the win rate was 71.42857142857143, the mean return was 11.891810186908906, and the boundaries were 1. For the recent period with stress, the return was 98.34144089118637, the drawdown was 21.394395271645884, the number of trades was 7, the win rate was 71.42857142857143, the mean return was 11.111293470233544, and the boundaries were 1. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'FRO R91908 completed September 18 technical packet'. The packet contains technical information about the stock symbol FRO, which closed at 51.42 on the given date. The prior 20-day average was 50.66. The simple moving average, or average price, over 50 days was 39.77 and over 200 days was 31.53. The average true range, or price volatility, was 1.61. A signal, which is a trigger to buy or sell, was true. The relative vigor index over 20 days, which measures buying and selling pressure, was 0.35. The worst gap, which is the largest price jump, was -0.14. The return over 60 days was 0.35. This data was retrieved on September 19 and is based on 2693 bars of data from 2016 forward, except for BWLP 600, and uses adjusted historical quotes, not live quotes. The worst gap is based on the full available history. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FRO,STNG,LPG,BWLP,SPY&timeframe=1Day&feed=sip&adjustment=all

A technical packet for BWLP was completed on September 18. The packet includes the following information: the symbol is BWLP, the close price is 25.66, the prior 20-day average is 26.14, the 50-day simple moving average, or sma50, is 22.19, and the 200-day simple moving average, or sma200, is 17.29. The average true range, or atr, is 0.85, and the signal is false. The realized volatility over 20 days, or rv20, is 0.35, and the worst gap is -0.13. The return over 60 days, or ret60, is 0.45. This data was retrieved on September 19 and is based on 2693 bars of data from 2016 forward, except for BWLP 600, and uses adjusted historical quotes, not live quotes. The worst gap is based on the full available history. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FRO,STNG,LPG,BWLP,SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'STNG R91908 completed September 18 technical packet'. The technical packet for the symbol STNG, which is a stock symbol, shows the following information: it closed at 87.16, its prior 20-day average was 87.85, its 50-day simple moving average, which is a way to smooth out price changes, was 79.11, and its 200-day simple moving average was 71.57. The average true range, which measures price volatility, was 2.34. The signal, which is a trigger to buy or sell, is false. The relative volatility over 20 days was 0.25, and the worst gap, which is the biggest difference between two prices, was -0.11. The return over 60 days was 0.12. This data was retrieved on September 19 and is based on 2693 bars of data from 2016 forward, except for BWLP 600, and uses adjusted historical quotes, not live quotes. The worst gap is based on the full available history. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FRO,STNG,LPG,BWLP,SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'SPY R91908 completed September 18 technical packet'. The packet contains technical information about the SPY symbol. The close price was 761.69. The prior 20-day average was 771.25. The simple moving average over 50 days was 757.89 and over 200 days was 712.47. The average true range, a measure of volatility, was 6.00. The signal, a trigger to buy or sell, was false. The realized volatility over 20 days was 0.092 and the worst gap, the biggest difference between two days, was -0.107. The return over 60 days was 0.041. This data was retrieved on September 19 and is based on 2693 bars of data from 2016 forward, except for BWLP 600, and uses adjusted historical quotes, not live quotes. The worst gap is calculated over the full available history. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FRO,STNG,LPG,BWLP,SPY&timeframe=1Day&feed=sip&adjustment=all

A technical packet for LPG was completed on September 18. The data includes: the symbol LPG, a close price of 58.15, a prior 20-day average of 58.31, a 50-day simple moving average, which is a calculation of the average price over 50 days, of 47.91, a 200-day simple moving average of 36.43, an average true range, which measures price volatility, of 1.92, a signal of false, a 20-day realized volatility of 0.34, and the worst gap, which is the largest percentage change, of -0.22. The 60-day return is 0.49. This data was retrieved on September 19 and is based on 2693 bars of data from 2016 forward, except for BWLP 600, and uses adjusted historical quotes, not live quotes. The worst gap is calculated over the full available history. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FRO,STNG,LPG,BWLP,SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline that Stitch Fix will announce its fourth quarter and full fiscal year 2026 financial results. On September 19, the fund manager reviewed six snapshots of Stitch Fix stock, which closed at $2.84 on September 18. The bid price was $2.5 and the ask price was $2.28 at 19:59:55.952Z on September 18. Another ask price was $2.53 and a bid price was $0.03. The inherited close-event median was 16.578014% and the put hurdle was 21.830986%. The premium was 1.971985 times the intrinsic value. The raw price of the stock was unchanged, and there was no new independent event evidence. One premium of $28 fits the $30 cap but fails both gates, so no orders were placed. The information was verified from the Stitch Fix investor website on September 23. https://runway.adityaperswal.workers.dev/data/option-chain/SFIX?feed=indicative

On September 19, the latest daily close for ABVX on September 18 was $105.04. Between September 29 and November 1, there were 556 snapshots, but only one affordable option was found on October 2, with a bid of $71.22 and an ask of $28. This was recorded at 19:05:58.984Z on September 18. The breakeven point would be a 32.673267% drop. The issuer, Abivax, announced its H1 2026 financial results on September 21, which did not include a promised trial readout. No matched half-year distribution was established, and there was no entry or inferred edge. The indicative quote was not a fillable order, and the pagination token was checked separately. https://runway.adityaperswal.workers.dev/data/option-chain/ABVX?feed=indicative

A news scan found the headline about CAG's earnings reaction on 2026-07-15. The company released its earnings before the market opened, with the information available from a 07:30 source or a morning call before 09:30. The earnings release was used to adjust the Securities Information Processor, or SIP, which is a system that processes and distributes market data. The stock's prior close was 13.99, it opened at 13.54 after the earnings release, and closed at 13.93. This means the stock had an overnight gap of -3.216583273766982%, and the close-to-close change was -0.42887776983560055%. The actual first-news timestamp for the October 2025 event was not retrieved, so the scheduled event date was used instead, and some data was excluded to avoid duplication. A count of press pages from January 4 was only included once. This data does not represent the return on an executed option. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-and-full-year-results-prn-122958

A news scan found the headline about CAG's earnings reaction on 2026-04-01. The company released its earnings before the market opened, specifically at 07:30, which is before the usual 09:30 morning announcement time for October events. The stock's price changed as follows: it closed at 15.16 the day before, opened at 15.31 after the earnings release, and then closed at 14.97. This means the stock had an overnight gap of 0.9894459102902431%, and from the previous close to the new close, it decreased by 1.253298153034299%. The actual time the first news about the earnings came out in October 2025 was not retrieved, so the scheduled event date was used instead, and some data was excluded to avoid errors. Some press pages from January 4 were counted only once. This data does not include the return on any executed options. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122950

A news scan found the headline about CAG's earnings reaction on 2025-12-19. The company released its earnings before the market opened, specifically at 07:30, which is the time before the stock market opens at 09:30. The reaction to the earnings was measured using a system called SIP adjustment, which can be found at https://runway.adityaperswal.workers.dev/data/stock-bars. The stock closed at 16.83 the day before, opened at 16.84 after the earnings release, and closed at 16.41. This means there was a very small overnight gap of 0.05941770647654998%, and the stock price decreased by 2.4955436720142443% from the previous close. The exact time of the first news about the earnings in October 2025 was not retrieved, so the scheduled event date was used instead. It is also noted that duplicate press pages from January 4 were only counted once, and this was not about an executed option return. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122942

A news scan found the headline about CAG's earnings reaction on 2025-10-01. The company released its earnings before the market opened, specifically at 07:30, which is the morning before 09:30. The reaction to the earnings can be seen in the stock price, which was 16.97 at the prior close, opened at 17.45, and closed at 17.89. This means there was an overnight gap of 2.828520919269306% and a close-to-close change of 5.421331761932824%. The exact time of the first news about the earnings is not available, so the scheduled event date was used instead. It is also noted that duplicate press pages from January 4 are only counted once, and this is not a return from an executed option. https://www.conagrabrands.com/news-room/news-conagra-brands-to-release-fiscal-2026-first-quarter-earnings-on-october-1-2025-prn-122932

A news scan found the headline about CAG's earnings reaction on 2025-07-10. The company released its earnings before the market opened, specifically at 07:30, which is the morning before 09:30. The reaction to the earnings was a decrease in stock price, with the stock opening at 17.59, which is a drop from the previous close of 18.54. The stock then closed at 17.73. This means the stock price dropped by 5.12% overnight and by 4.37% from the previous close. The exact time of the first news about the earnings in October 2025 was not found, so the scheduled event date was used instead. It is also noted that some press pages from January 4 were counted only once. This information is not about the return on an executed option. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-results-prn-122930

A news scan found the headline about CAG's earnings reaction on 2025-04-03. The company released its earnings before the market opened, specifically at 07:30, which is the morning before 09:30. This is based on data from a system called SIP, which is a system that collects and disseminates market data. The stock's prior close was 23.66, it opened at 24.22 after the earnings release, and closed at 24.02. This means the stock had an overnight gap of 2.3668639053254337%, and the close-to-close change was 1.5215553677092153%. The actual time of the first news about the earnings in October 2025 was not retrieved, so the scheduled event date was used instead. It's also noted that duplicate press pages from January 4 were only counted once, and this is not about an option that was actually executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122917

A news scan found the headline about CAG's earnings reaction on 2024-12-19. The company released its earnings before the market opened, specifically at 07:30, which is the time before the stock market opens at 09:30. The earnings report caused a change in the stock price, with the stock opening at 23.84, which is a drop from the previous day's close of 24.22. At the end of the day, the stock closed at 23.72. This means the stock price dropped by 1.57% overnight and by 2.06% from the previous day's close to the current day's close. The actual time the news was first reported in October 2025 was not found, so the scheduled event date was used instead. A note was made to only count duplicate press pages from January 4 once. This data is not about an option that was bought or sold. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122911

A news scan found the headline about CAG's earnings reaction on 2024-10-02. The company released its earnings before the market opened, specifically at 07:30, which is the morning before 09:30. The reaction to the earnings can be seen in the stock prices, where the prior close was 28.6, the reaction open was 26.31, and the close was 26.3. This represents an overnight gap of -8.006993006993014% and a close-to-close change of -8.041958041958042%. The actual first-news timestamp for October 2025 was not retrieved, so the scheduled event date was used instead, which requires sensitivity exclusion. It is noted that duplicate press pages from January 4 are only counted once, and this is not a return from an executed option. https://www.conagrabrands.com/files/events/2024-10-02/Q1FY25-Earnings-Press-Release

A news scan found the headline about CAG's earnings reaction on 2024-07-11. The company released its earnings before the market opened, with the announcement coming at 7:30 in the morning. The stock's prior close was 24.9, it opened at 24.2, and closed at 24.52. This means there was an overnight gap of -2.8112449799196804% and a close-to-close change of -1.5261044176706817%. The actual time of the first news about the earnings in October 2025 was not retrieved, so the scheduled event date was used instead. A note was made to exclude sensitivity and count duplicate press pages from January 4 only once. This is not a return from an executed option. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-results-and-quarterly-dividend-prn-122894

A news scan found the headline about CAG's earnings reaction on 2024-04-04. The company released its earnings before the market opened, specifically at 07:30, which is the time before the market opens at 09:30. The reaction to the earnings can be seen in the stock prices, where the stock closed at 24.83 the day before and opened at 26.55, then closed at 26.18. This means the stock had an overnight gap of 6.927104309303278 percent and a close-to-close change of 5.436971405557789 percent. The actual time of the first news about the earnings in October 2025 was not retrieved separately, so the scheduled event date was used instead. It is also noted that duplicate press pages from January 4 were only counted once. This information is not about the return on an executed option. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122884

A news scan found the headline about CAG's earnings reaction on 2024-01-04. This is a report about how the stock price of CAG reacted to its earnings release. The earnings release was announced before the market opened, at 07:30, on the morning of the announcement, which was about an event in October. The stock price changed, with the price before the announcement being 24.72, the price at the opening being 25.17, and the price at the end of the day being 24.25. This means there was an overnight gap of 1.8203883495145678%, which is a sudden change in the stock price, and a close-to-close change of -1.901294498381878%, which means the stock price went down. The actual time of the first news about the earnings in October 2025 was not retrieved separately, so the scheduled event date was used instead. This report only counts each press page once and does not include the return on any options that were executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122874-0

On September 18, the Office of Foreign Assets Control, or OFAC, which is a government agency that enforces economic sanctions, updated its primary lists to include GL131J Lukoil with contingent sale and maintenance permission, along with frequently asked questions, or FAQs, 1224 and 1225. This update does not include a new tanker blocking list on this page. The original license can be found at https://ofac.treasury.gov/media/936951/download. This update is distinct from a new statute, meaning it is a separate set of rules, and having a license does not mean that Russian exports are unrestricted. It is important to monitor actual new designations and authorizations. https://ofac.treasury.gov/recent-actions/20260918

On September 10, an advisory was issued stating that from September 21, the Neo vessel type is estimated to take 10 days to pass through, and from September 22 to October 3, the Panamax vessel type is estimated to take 11 days, with a cost of 23 dollars per day, which is tentative. Normally, individual Panamax vessels have a capacity of 34 to 36, and Neo vessels have a capacity of 9 to 11, but these capacities cannot be added together because the whole canal can only sustain 36 to 38 vessels. Therefore, Monday, September 10, is within the normal range for Neo vessels and does not demonstrate a severe capacity shock. The latest index, which was updated on September 16, still shows prices of A35, A34, and A33 for booking clarification, and no new maintenance amendments have been found. The decision is to preserve 388, and the waiting list, auctions, and paid time charter equivalent gap remains. https://pancanal.com/wp-content/uploads/2026/09/adv-34-2026-monthly-canal-operations-summary-august-2026.pdf