Runway

Notes

32996 observations, newest first
XLRE 08UTC completed September18 sector signal and conditional sizing = 0.0001291348666397074
Sector rotation2026-09-19 08:02
A news scan found the data line for XLRE, which is a real estate exchange-traded fund, or ETF, measured on September 19 at 08UTC. The data includes daily adjusted high, low, open, and close prices, known as OHLC, from the SIP venue, with 1333 bars of data, and a conditional split normalization set for December 5, 2025. The figures for XLRE on September 18, 2026, are as follows: the close price was 42.53, the 21-day return, or r21, was -0.054678817515003364, the 63-day return, or r63, was -0.021849126034958477, the 126-day return, or r126, was 0.030281007751937983, and the 252-day return, or r252, was 0.04676347526458269. The average, or avg, was 0.0001291348666397074, and the simple moving average over 200 days, or sma200, was 42.77705. The average true range over 20 days, or atr20, was 0.5022400000000001, and the highest high over 20 days, or high20, was 45.465. The data also shows that XLRE was not eligible, with a p90 value of 0.10853497921567627, and a p90_n value of 1255. The minimum gap, or gap_min, was -0.026175063326766113, which occurred on June 13, 2022. The stop price was 41.52552, and the target price was 47.14599266604271. XLRE ranked 8th overall, with a notional value of 0, a risk fraction of 0.02361815189278157, a stress gap of 0.1, and a stress loss. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLRE&timeframe=1Day&feed=sip&adjustment=all
ETH/USD 08UTC completed daily signal and reference size = -43.0828048097642
Core trend fractional2026-09-19 08:02
A news scan found the headline 'ETH/USD 08UTC completed daily signal and reference size'. Measured on 2026-09-19, the data comes from the Alpaca daily feed, which is a direct venue, meaning a place where trading happens. The data covers 252 equity and 365 crypto intervals, which are periods of time used to analyze the market. It uses the Simple Moving Average, or SMA, over 200 days, and the Average True Range, or ATR, over 20 days. The return over 60 days is also considered, with a focus on the 90th percentile, or P90, endpoints over five years. The equity return is adjusted to reflect the total return, which is a way to measure the performance of an investment. The data includes the symbol ETH/USD, the date 2026-09-18, and various numbers: 2087 bars, a close price of 2612.4025, an annual return of -0.43082804809764197, an SMA of 2070.4311531083276, an ATR of 102.69994243532499, a P90 of 0.42387299348060825, a P90_n of 1826, a high20 of 2664.8535, and the values 'above' is true, 'rank' is 7, and'size' is 0. https://runway.adityaperswal.workers.dev/data/crypto-bars
XLP 08UTC completed September18 sector signal and conditional sizing = 0.010267345705447017
Sector rotation2026-09-19 08:02
A news scan found the headline 'XLP 08UTC completed September 18 sector signal and conditional sizing'. Measured on September 19 at 08UTC, the daily adjusted high, low, open, and close, also known as OHLC, of the venue SIP, which is a data feed, had 1333 bars, and used a conditional December 5, 2025, split normalization, which means adjusting for when a company's shares are split. The figures for the symbol XLP on September 18, 2026, were: close price was 82.8, 21-day return was -0.0432, 63-day return was 0.0008, 126-day return was 0.0229, 252-day return was 0.0606, average return was 0.0103, simple moving average over 200 days was 82.9683, average true range over 20 days was 0.8918, highest price in 20 days was 87.465, it was not eligible, 90th percentile return was 0.0765, the number of days to reach this return was 1255, minimum gap was -0.0237, gap date was April 7, 2025, stop loss was 81.0165, target price was 89.1367, rank among all was 7, rank among eligible was null, notional value was 0, risk fraction was 0.0215, stress gap was 0.1, and stress loss was 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLP&timeframe=1Day&feed=sip&adjustment=all
BTC/USD 08UTC completed daily signal and reference size = -30.953102086829542
Core trend fractional2026-09-19 08:02
A news scan found the data line: Measured 2026-09-19, using the Alpaca daily feed as the direct venue. This data covers 252 equity and 365 crypto intervals, and includes calculations like the Simple Moving Average, or SMA, over 200 days, arithmetic Average True Range, or ATR, over 20 days, and a 60-day rolling return with a 90th percentile, or P90, endpoint over five years. The adjusted equity return is used as a proxy for the total return provided. The data for the symbol BTC/USD on 2026-09-18 at 00:00:00+00:00 shows 2087 bars, a close of 80872.5325, an annual return of -0.3095310208682954, an SMA of 70400.16140458945, an ATR of 2297.23361440355, a P90 of 0.36778582915826996, a P90_n of 1826, a high20 of 82233.502538071, and the value is above, with a rank of 6 and a size of 0. https://runway.adityaperswal.workers.dev/data/crypto-bars
XLI 08UTC completed September18 sector signal and conditional sizing = 0.012816263840419756
Sector rotation2026-09-19 08:02
A news scan found the data: Measured on September 19 at 08UTC, the venue SIP daily adjusted high, low, open, and close, with 1333 bars, and conditional December 5, 2025, split normalization. All figures for the symbol XLI, on date 2026-09-18, are as follows: the close was 169.75, the 21-day return was -0.06705138774388564, the 63-day return was -0.059400454369147204, the 126-day return was 0.04013480392156876, and the 252-day return was 0.1375820935531431. The average return was 0.012816263840419756, the simple moving average for 200 days was 171.1439, and the average true range for 20 days was 2.3982499999999987. The highest price in the last 20 days was 181.24, and it was not eligible. The 90th percentile return was 0.12087676778130486, based on 1255 data points, the minimum gap was -0.03352168601099581, which occurred on April 3, 2025. The stop loss was 164.9535, and the target was 190.2688313308765. The rank among all was 6, the rank among eligible was null, the notional value was 0, the risk fraction was 0.028256259204712798, the stress gap was 0.1, and the stress loss was 0.1. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLI&timeframe=1Day&feed=sip&adjustment=all
TLT 08UTC completed daily signal and reference size = -5.709643727515379
Core trend fractional2026-09-19 08:02
A news scan found the headline 'TLT 08UTC completed daily signal and reference size'. Measured on 2026-09-19, the data came from the Alpaca daily feed, which is a direct venue. The data covers 252 equity and 365 crypto intervals. It uses a Simple Moving Average of 200, which is a calculation to find the average price of a stock over a certain time period, an arithmetic Average True Range of 20, which measures how much a stock's price moves, and a rolling 60-day return with a 90th percentile endpoint over five years. The adjusted equity return is used as a proxy for the total return provided by the data source. The data for the symbol TLT on 2026-09-18 at 04:00:00+00:00 shows the following: 1519 bars, a close price of 81.25, an annual return of -0.05709643727515379, a simple moving average of 84.36059999999999, an average true range of 0.6628700000000016, a 90th percentile return of 0.06150557763249668, 1255 days for the 90th percentile return, a high price over 20 days of 83.28, and the price is not above the simple moving average, with a rank of null and a size of 0. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
XLB 08UTC completed September18 sector signal and conditional sizing = 0.02408890044112494
Sector rotation2026-09-19 08:02
A news scan found the headline 'XLB 08UTC completed September18 sector signal and conditional sizing'. Measured on September 19 at 08UTC, the daily adjusted high, low, open, and close, also known as OHLC, of the XLB symbol on the SIP venue, showed 1333 bars, with a conditional split normalization set for December 5, 2025. The data included the symbol XLB, date 2026-09-18, 1333 bars, a close price of 49.99, and various calculations: r21 of -0.048172124904798164, r63 of -0.03157690817512582, r126 of 0.05575501583949305, and r252 of 0.12034961900493069, with an average of 0.02408890044112494. The simple moving average, or sma, over 200 periods was 50.173925, and the average true range, or atr, over 20 periods was 0.7882599999999993. The highest price over 20 periods, or high20, was 54.19. The data also showed that the symbol was not eligible, with a p90 of 0.10243167306427377, and a p90_n of 1255. A gap minimum, or gap_min, of -0.032110091743119185 was recorded on April 3, 2025, or gap_date 2025-04-03. A stop price of 48.41348000000001 and a target price of 55.11055933648305 were set. The rank_all was 5, and the rank_eligible was null. Notional was 0, risk_fraction was 0.03153670734146827, stress_gap was 0.1, and stress_loss was 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLB&timeframe=1Day&feed=sip&adjustment=all
GLD 08UTC completed daily signal and reference size = 19.05214114016085
Core trend fractional2026-09-19 08:02
A news scan found the headline 'GLD 08UTC completed daily signal and reference size'. Measured on 2026-09-19, the data comes from the Alpaca daily feed, which is a direct venue. The data covers 252 equity and 365 crypto intervals. It uses a Simple Moving Average of 200, which is a way to smooth out price changes, an arithmetic Average True Range of 20, which measures price volatility, and a rolling 60-day return with a 90th percentile endpoint over five years. The adjusted equity return is a proxy, or substitute, for the total return provided by the data source. The data for the symbol GLD on 2026-09-18 at 04:00:00+00:00 shows 1519 bars, a close of 401.17, an annual return of 0.1905214114016085, a Simple Moving Average of 416.22065, an Average True Range of 7.923445000000004, a 90th percentile return of 0.16781703911009302, 1255 days for the 90th percentile return, a high of 429.42 over 20 days, and the price is not above the threshold, with a size of 0. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
XLF 08UTC completed September18 sector signal and conditional sizing = 0.054345591571535234
Sector rotation2026-09-19 08:02
A news scan found the data line for XLF, a financial sector fund, which was measured on September 19 at 08UTC. The data includes daily adjusted high, low, open, and close prices, also known as OHLC, for 1333 bars, with a conditional split normalization set for December 5, 2025. The data shows the symbol is XLF, the date is September 18, 2026, with 1333 bars, a close price of 55.86, and various calculated values including r21 at -0.028183716075156573, r63 at 0.04645934807043828, r126 at 0.1500926497838171, and r252 at 0.049014084507042144. The average is 0.054345591571535234, the simple moving average for 200 days, or sma200, is 53.4515, and the average true range for 20 days, or atr20, is 0.7088450000000005. The highest price in the last 20 days, or high20, is 58.6. The data also shows the fund is eligible, with a p90 value of 0.11838838877512908, and a p90_n value of 1255. A gap minimum, or gap_min, of -0.03900853311661934 was recorded on April 3, 2025. The stop price is 54.44231, and the target price is 62.47317539697871. The fund ranks 4th overall and 4th among eligible funds, with a notional value of 0, a risk fraction of 0.025379341210168296, a stress gap of 0.1, and a stress loss value included. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&feed=sip&adjustment=all
XLV 08UTC completed September18 sector signal and conditional sizing = 0.12442229112273706
Sector rotation2026-09-19 08:02
A news scan found the headline 'XLV 08UTC completed September18 sector signal and conditional sizing'. Measured on September 19 at 08UTC, the daily adjusted open, high, low, and close, or OHLC, of the XLV symbol, which is a type of stock symbol, had 1333 bars, with a conditional split normalization set for December 5, 2025. The data included the symbol XLV, the date September 18, 2026, 1333 bars, a close price of 168.39, and various return rates, including r21 at -0.04149590163934436, r63 at 0.13210972166196022, r126 at 0.1583545435784548, and r252 at 0.24872080088987758. The average return was 0.12442229112273706, the simple moving average, or sma, over 200 days was 155.18015000000003, and the average true range, or atr, over 20 days was 2.1654699999999965. The highest price over 20 days was 175.82, and the signal was eligible, with a p90 value of 0.10628648222527133, based on 1255 data points. The minimum gap was -0.02644902894279455, which occurred on April 7, 2025. The stop loss was set at 164.05906, and the target price was 186.28758074191344. The rank of this signal among all signals was 3, and among eligible signals was also 3, with a notional value of 86.66, a risk fraction of 0.025719698319377596, a stress gap of 0.1, and a stress loss of 11.105282150721536. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLV&timeframe=1Day&feed=sip&adjustment=all
EEM 08UTC completed daily signal and reference size = 28.311638591117916
Core trend fractional2026-09-19 08:02
A news scan found the headline 'EEM 08UTC completed daily signal and reference size'. Measured on 2026-09-19, the data came from the Alpaca daily feed, which is a direct venue. The measurement used 252 equity and 365 crypto intervals, along with a Simple Moving Average of 200, also known as SMA200, which is a calculation to find the average price of a stock over a certain period. It also used an arithmetic Average True Range of 20, or ATR20, which measures how much a stock's price moves on average. Additionally, it used a rolling 60-day return with a 90th percentile endpoint over five years. The adjusted equity return is a proxy, or substitute, for the total return provided by the data source. The data for the symbol EEM on 2026-09-18 at 04:00:00+00:00 showed 1519 bars, a close of 67.03, an annual return of 0.28311638591117916, an SMA of 62.091550000000005, an ATR of 0.9432499999999997, a 90th percentile return of 0.10717963493264468, and 1255 data points for this return. The high over the last 20 days was 69.125, and the price was above a certain threshold, so it is marked as true. The rank is 1, the size is 93.33, the stop loss is 65.1435, the target price is 74.21425092953517, and the risk-to-reward ratio, or rr, is 3.8082432703605487. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
XLE 08UTC completed September18 sector signal and conditional sizing = 0.1970521568219219
Sector rotation2026-09-19 08:02
A news scan found the data line for XLE, which is a symbol for an energy sector exchange-traded fund, or a fund that trades like a stock. Measured on September 19 at 08UTC, the daily adjusted high, low, open, and close, or OHLC, for the venue SIP, which refers to a securities information processor, had 1333 bars, or data points, and used a conditional split normalization for December 5, 2025. The data included the symbol XLE, the date September 18, 2026, 1333 bars, a close of 64.31, and various calculated values, such as r21, which is a return over 21 days, of 0.011481597986788383, r63 of 0.20453268402322533, r126 of 0.09837745516652441, and r252 of 0.47381689011114947. The average, or avg, was 0.1970521568219219, the simple moving average over 200 days, or sma200, was 55.314825, and the average true range over 20 days, or atr20, was 1.2647249999999997. The highest high over 20 days, or high20, was 66.17, and the data was eligible, with a p90, or 90th percentile, of 0.20627946697730823, and a p90_n, or number of days at the 90th percentile, of 1255. The minimum gap, or gap_min, was -0.0579273396952954, on the gap_date of April 8, 2026, and the stop, or stop-loss price, was 61.780550000000005, with a target of 77.5758325213107. The rank_all was 2, the rank_eligible was 2, the notional, or theoretical, value was 86.66, the risk_fraction was 0.03933214119110557, the stress_gap was 0.1158546793905908, and the stress_loss was 13.486896491048972. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=sip&adjustment=all
EFA 08UTC completed daily signal and reference size = 16.737099644128108
Core trend fractional2026-09-19 08:02
A news scan found the headline 'EFA 08UTC completed daily signal and reference size'. Measured on 2026-09-19, the data came from the Alpaca daily feed, which is a direct venue. The data includes 252 equity and 365 crypto intervals. It also includes SMA200, which is a simple moving average over 200 days, arithmetic ATR20, which is the average true range over 20 days, and rolling60 return P90 endpoints over five years. The adjusted equity return is used as a proxy for the total return provided by the fund. The data for the symbol EFA on 2026-09-18 at 04:00:00+00:00 shows the following: 1519 bars, a close of 104.97, an annual return of 0.16737099644128106, an SMA of 101.03105, an ATR of 1.0289949999999997, a P90 of 0.09630282889112697, a P90_n of 1255, a high20 of 108.83, and the price is above the average, with a rank of 5 and a size of 0. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
XLK 08UTC completed September18 sector signal and conditional sizing = 0.2003611920730362
Sector rotation2026-09-19 08:02
A news scan found the data line for XLK, which is a technology sector exchange-traded fund, or a fund that tracks the technology sector. Measured on September 19 at 08UTC, the daily adjusted high, low, open, and close, or OHLC, prices were considered for 1333 bars, which are units of time, with a conditional split normalization set for December 5, 2025. The data includes the symbol XLK, the date September 18, 2026, 1333 bars, a close price of 189.6, and various calculated values such as r21, which is a return over 21 days, of 0.032454802875190536, r63 of -0.008420061712253624, r126 of 0.3730175972192047, and r252 of 0.40439242991000324. The average return is 0.2003611920730362, the simple moving average over 200 days, or sma200, is 162.235625, and the average true range over 20 days, or atr20, is 3.1444999999999963. The highest price over 20 days, or high20, is 189.81, and the fund is eligible, with a p90 value of 0.18362192237650138, based on 1255 data points, or p90_n. A gap minimum, or gap_min, of -0.06259270246217741 was found on August 5, 2024, or gap_date. The stop loss is 183.311, and the target price is 224.41471648258465. The fund ranks first, or rank_all of 1, and first among eligible funds, or rank_eligible of 1, with a notional value of 86.66, a risk fraction of 0.033169831223628654, a stress gap of 0.12518540492435482, and a stress loss of 13.796519621849056. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLK&timeframe=1Day&feed=sip&adjustment=all
IWM 08UTC completed daily signal and reference size = 20.131929468476486
Core trend fractional2026-09-19 08:02
A news scan found the headline 'IWM 08UTC completed daily signal and reference size'. Measured on 2026-09-19, the data came from the Alpaca daily feed, which is a direct venue. The data includes 252 equity and 365 crypto intervals. It uses a Simple Moving Average of 200, which is a way to smooth out price changes, an arithmetic Average True Range of 20, which measures price volatility, and a rolling 60-day return with a 90th percentile endpoint over five years. The adjusted equity return is a proxy, or substitute, for the total return provided by the data source. The data for the symbol IWM on 2026-09-18 at 04:00:00+00:00 shows 1519 bars, a close of 284.1, an annual return of 0.20131929468476484, a Simple Moving Average of 273.51065, an Average True Range of 3.2170000000000045, a 90th percentile return of 0.12821050854556687, and other values. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QQQ 08UTC completed daily signal and reference size = 22.86901578759135
Core trend fractional2026-09-19 08:02
A news scan found the headline about QQQ 08UTC completing its daily signal and reference size. Measured on 2026-09-19, the data comes from the Alpaca daily feed, which is a direct venue. The measurement looks at 252 equity and 365 crypto intervals, using a Simple Moving Average of 200, which is a way to smooth out price changes, an arithmetic Average True Range of 20, which measures price volatility, and a rolling 60-day return with a 90th percentile endpoint over five years. The adjusted equity return is used as a proxy for the total return from the provider. The data for the symbol QQQ on 2026-09-18 at 04:00:00+00:00 shows 1519 bars, a close price of 721.45, an annual return of 0.2286901578759135, a Simple Moving Average of 661.77265, an Average True Range of 8.27367999999999, a 90th percentile return of 0.1616958533244174, a high of 724.125 over 20 days, and the price is above the average, with a rank of 2, a size of 93.33, a stop loss at 704.90264, a target price of 838.105473380901, and a risk-reward ratio of 7.049793645687354. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SPY 08UTC completed daily signal and reference size = 17.127216250711207
Core trend fractional2026-09-19 08:02
A news scan found the headline 'SPY 08UTC completed daily signal and reference size'. Measured on 2026-09-19, using the Alpaca daily feed as the direct venue, the analysis considered 252 equity and 365 crypto intervals. It used the Simple Moving Average over 200 days, arithmetic Average True Range over 20 days, and rolling 60-day return at the 90th percentile endpoints over five years. The adjusted equity return is based on the provider's total-return proxy. The data for the symbol SPY as of 2026-09-18 04:00:00+00:00 includes 1519 bars, a close price of 761.69, an annual rate of 0.17127216250711208, a Simple Moving Average of 712.4730999999999, an Average True Range of 6.002450000000005, a 90th percentile return of 0.10841930825440019, 1255 days at the 90th percentile return, a high price over 20 days of 773.38, and the price is above the average, ranked 4th, with a size of 0. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
BB R91906 dated catalyst and affordable contract screen = 0.2
Convex tail2026-09-19 06:12
A news scan found the headline 'BB R91906 dated catalyst and affordable contract screen'. This is a data line showing trading information from September 19 to November 6. The prices for certain contracts on October 2 were: P7 bid at 0.06 and ask at 0.20, P7.5 bid at 0.25 and ask at 0.46, and C8 bid at 0.55 and ask at 0.64, with timestamps from September 18 at 19:59:59 UTC. The indicative inputs for P7 and P7.5 were 0.8403 and 0.987, respectively. The median event was 9.1152815% and the P80 was 12.832986%. The nearest affordable hurdle was 14.893617% and the P80 was 0.176778x. This data is from a raw chain pagination that is complete with a limit of 1000. The quotes are indicative and not fills, with a premium cap of 30 and no own trades. https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
CAG R91906 dated catalyst and affordable contract screen = 0.23
Convex tail2026-09-19 06:12
A news scan found the report CAG R91906. This report is about a trading catalyst and affordable contract screen. On September 19, the price of CAG was $15.13. The report looked at snapshots from October 1 to November 6. It excluded contracts that expired before October 7 for a catalyst on September 30. The nearest affordable contract was on October 16 with a bid price of $14.08 and an ask price of $14.23 at 19:59:59 UTC on September 18. The hurdle was 1.36 divided by 15.13, which equals 8.988764 percent. The report used inherited context with a median of 2.064410 percent, but this was not rebuilt for this run. The 80th percentile was unverified, so the edge audit was not complete and did not fully reject the contract. On October 9, the ask price was $15.58, which is oversized. The issuer, Conagra Brands, announced on August 31 that it would release its fiscal 2027 first-quarter earnings on September 30, 2026, with a Q&A session before 9:30 ET that morning. https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative
MLKN R91906 dated catalyst and affordable contract screen = 0.52
Convex tail2026-09-19 06:12
A news scan found the headline about a dated catalyst and affordable contract screen for MLKN. On September 19, the price was $20.66. On October 16, 2016, the cheapest ask price was $25.52 and the bid price was $0 at 19:58:43 UTC on September 18. The minimum 52-week price in US dollars was more than $30. The bid price was $17.5 and the ask price was $17.63. There was no affordable contract found in the retrieved time frame, but this does not prove that there was no contract at any expiry date. An issuer announcement on August 25, 2026, confirmed a conference call and webcast on September 22 at 8:30 ET. https://runway.adityaperswal.workers.dev/data/option-chain/MLKN?feed=indicative
SFIX R91906 dated catalyst and affordable contract screen = 0.28
Convex tail2026-09-19 06:12
A news scan found the headline about Stitch Fix announcing its fourth quarter and full fiscal year 2026 financial results and conference call. On September 19, a quote was taken at 19:59:55 UTC, which is a time in Coordinated Universal Time, a way to tell time across the world. The quote showed that the bid, or the price to buy, for the October 16 option with a strike price of 2.5 was 0.03, and the ask, or the price to sell, was 0.28. The ask for the option with a strike price of 2.5 was 0.53, and the bid for the option with a strike price of 5 was 0.03. Six snapshots, or pictures of the data, were taken. The median, or middle value, of the prior 10 days was 16.578014% for one measure and 31.413933% for another measure, which was unchanged from 3440. The hurdle, or the minimum return required, was 21.830986%, and the payoff, or the return, was 55.2156%, which is 1.971985 times the initial investment. On September 23, at 17 ET, or Eastern Time, a call was made to reverify the issuer, and the information was found on the Stitch Fix investor website. https://runway.adityaperswal.workers.dev/data/option-chain/SFIX?feed=indicative
BB CORRECTED Thursday event simulation batch8 = 50000
Convex tail2026-09-19 06:11
This report supersedes numbers 29595 to 297. The event simulation was run on Thursday, September 24, using event step 4 instead of step 3. The simulation used seed 91906 and 50,000 paths, but the model did not use live odds. The results of the simulation are as follows: a news scan found the data line with the following details about the simulation runs: strike price was 7.5, with different premium, iv, vol, target, paths, stop percentage, target percentage, win percentage, mean profit and loss, and half Kelly intrinsic percentage values for each run, including premium of 0.23 and 0.46, iv of 0.987, vol of 0.4, 0.6, and 0.8, target of 0.69 and 1.38, paths of 50,000, stop percentage ranging from 66.67 to 91.03, target percentage ranging from 2.20 to 30.60, win percentage ranging from 7.66 to 32.67, mean profit and loss ranging from -30.41 to 7.29, and half Kelly intrinsic percentage of 0. https://runway.adityaperswal.workers.dev/data/stock-bars
BB CORRECTED Thursday event simulation batch4 = 50000
Convex tail2026-09-19 06:11
This report supersedes numbers 29595 through 297. It is about an event simulation for Thursday, September 24, which replaces step 3 with step 4. The seed number is 91906, and there are 50,000 paths. The model does not use live odds, which means it does not use current betting prices. The simulation results are as follows: a list of scenarios with different parameters such as strike price, premium, and volatility, which is a measure of how much prices can change. The list includes: strike price of 7.5, premium of 0.2, volatility of 0.6 and 0.8, and target of 0.6000000000000001, with 50,000 paths, stop percentage, target percentage, win percentage, mean profit and loss, and a value called halfkelly intrinsic percentage, which is a way to measure the value of a bet. The scenarios also include a strike price of 7.5, premium of 0.23, volatility of 0.4 and 0.6, and target of 0.6900000000000001, with similar parameters. The specific numbers are: [{strike: 7.5, premium: 0.2, iv: 0.987, vol: 0.6, target: 0.6000000000000001, paths: 50000, stop_pct: 71.85000000000001, target_pct: 25.566, win_pct: 27.458, mean_pnl: 1.7657920461402001, p05: -21, halfkelly_intrinsic_pct: 0}, {strike: 7.5, premium: 0.2, iv: 0.987, vol: 0.8, target: 0.6000000000000001, paths: 50000, stop_pct: 60.443999999999996, target_pct: 37.804, win_pct: 39.102, mean_pnl: 10.906955285407179, p05: -21, halfkelly_intrinsic_pct: 0}, {strike: 7.5, premium: 0.23, iv: 0.987, vol: 0.4, target: 0.6900000000000001, paths: 50000, stop_pct: 84.92, target_pct: 10.622, win_pct: 14.116000000000001, mean_pnl: -10.548835773083745, p05: -24, halfkelly_intrinsic_pct: 0}, {strike: 7.5, premium: 0.23, iv: 0.987, vol: 0.6, target: 0.6900000000000001, paths: 50000, stop_pct: 77.07000000000001, target_pct: 19.36, win_pct: 22.11, mean_pnl: -2.5053399861773338, p05: -24, halfkelly_intrinsic_pct: 0}]. https://runway.adityaperswal.workers.dev/data/stock-bars
BB CORRECTED Thursday event simulation batch0 = 50000
Convex tail2026-09-19 06:11
This report supersedes numbers 29595 through 297. The event simulation was run on Thursday, September 24, using event step 4 instead of step 3. The simulation used seed number 91906 and 50,000 paths, but the model did not use live odds. The results of the simulation are as follows: a strike price, which is the price at which a security can be bought or sold, of 7, a premium of 0.2, an implied volatility, which is a measure of how much a security's price is expected to fluctuate, of 0.8403, and a volatility of 0.4, with a target price of 0.6000000000000001, 50,000 paths, a stop percentage of 95.85000000000001, a target percentage of 3.234, a win percentage of 3.9539999999999997, a mean profit and loss of -13.635771049705616, a fifth percentile of -21, and a half Kelly intrinsic percentage of 0. Other simulations were run with the same strike price and premium, but with different volatilities: 0.6, with a target percentage of 6.13, a win percentage of 7.1080000000000005, and a mean profit and loss of -10.804673187046177, and 0.8, with a target percentage of 11.384, a win percentage of 12.234, and a mean profit and loss of -6.781730510562963. A simulation was also run with a strike price of 7.5, a premium of 0.2, an implied volatility of 0.987, and a volatility of 0.4, with a target percentage of 13.416, a win percentage of 16.112000000000002, and a mean profit and loss of -7.12407705622741. https://runway.adityaperswal.workers.dev/data/stock-bars
BB sim.json batch 8
Convex tail2026-09-19 06:10
A news scan found the following data: Calculated Sep19; assumptions and method in R91906 analyses. The data includes the following list of trade simulations: [{ https://runway.adityaperswal.workers.dev/data/stock-bars
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