Notes

A news scan found the following data: Calculated September 2019, the assumptions and method are in R91906 analyses. The data includes the following simulations: a list of options with their characteristics, such as strike price, premium, implied volatility, and volatility, as well as target prices, number of paths, stop percentages, target percentages, win percentages, mean profit and loss, and half Kelly intrinsic percentages. The list includes four options with the following details: for a strike price of 7 and premium of 0.2, with implied volatility of 0.8403 and volatility of 0.4, 0.6, and 0.8, and for a strike price of 7.5 and premium of 0.2, with implied volatility of 0.987 and volatility of 0.4. The specific numbers are as follows: for strike 7 and vol 0.4, target is 0.6000000000000001, paths are 50000, stop percentage is 95.182, target percentage is 3.84, win percentage is 4.590000000000001, mean profit and loss is -14.38994179879527, and half Kelly intrinsic percentage is 0, for strike 7 and vol 0.6, stop percentage is 92.146, target percentage is 6.644, win percentage is 7.564, mean profit and loss is -11.054812105625267, for strike 7 and vol 0.8, stop percentage is 87.014, target percentage is 11.81, win percentage is 12.662, mean profit and loss is -6.657609379713598, and for strike 7.5 and vol 0.4, stop percentage is 84.166, target percentage is 12.648000000000001, win percentage is 15.036, mean profit and loss is -7.589115983463404. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Calculated September 19; assumptions and method in R91906 analyses. The results are as follows: a list of two sets of data, one for the training period and one for the holdout period, with the following values: for the training period, the look is 100, the volatility is 2, the return is 0.2034182050000001, the drawdown is 0.11563757598641589, the win rate is 100, and the sample size is 1, and for the holdout period, the look is 100, the volatility is 2, the return is 0.3466013494999998, the drawdown is 0.1512695203183756, the win rate is 100, and the sample size is 1. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Calculated on September 19; assumptions and method are in R91906 analyses. The results are as follows: a list of trading performance metrics, where look refers to the number of days to look back, vol is volatility, period is the time frame, return is the profit, drawdown is the largest loss, win rate is the percentage of winning trades, and sample is the number of trades. The results are: [{look: 100 days, vol: 1, period: training, return: 0.2034182050000001, drawdown: 0.11563757598641589, win rate: 100, sample: 1}, {look: 100 days, vol: 1, period: holdout, return: 0.18921019600000025, drawdown: 0.38457594157697006, win rate: 50, sample: 2}, {look: 100 days, vol: 1.5, period: training, return: 0.2034182050000001, drawdown: 0.11563757598641589, win rate: 100, sample: 1}, {look: 100 days, vol: 1.5, period: holdout, return: 0.42876543149999985, drawdown: 0.15114592947241823, win rate: 100, sample: 1}]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Calculated September 19; assumptions and method in R91906 analyses. The results are as follows: a list of test results with the following parameters: look, vol, period, return, drawdown, win rate, and sample. The list includes four test results with the following values: the first test had a look of 50, vol of 1.5, period of train, return of 0.1477981530000002, drawdown of 0.19110904605433854, win rate of 66.66666666666666, and sample of 3. The second test had a look of 50, vol of 1.5, period of holdout, return of 0.42876543149999985, drawdown of 0.15114592947241823, win rate of 100, and sample of 1. The third test had a look of 50, vol of 2, period of train, return of 0.1477981530000002, drawdown of 0.19110904605433854, win rate of 66.66666666666666, and sample of 3. The fourth test had a look of 50, vol of 2, period of holdout, return of 0.3466013494999998, drawdown of 0.1512695203183756, win rate of 100, and sample of 1. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Calculated September 19; assumptions and method in R91906 analyses. The results are as follows: a list of trading performance metrics, where look refers to the number of days considered, vol is the volatility, period is the time frame, return is the profit, drawdown is the largest loss, win rate is the percentage of successful trades, and sample is the number of trades. The list includes: a train period with 20 look, 1 vol, 0.3612243660000002 return, 0.11560293428156676 drawdown, 100 win rate, and 3 sample; a holdout period with 20 look, 1 vol, 0.18921019600000025 return, 0.38457594157697006 drawdown, 50 win rate, and 2 sample; a train period with 20 look, 1.5 vol, 0.26803827300000016 return, 0.13237723895045406 drawdown, 100 win rate, and 3 sample; and a holdout period with 20 look, 1.5 vol, 0.42876543149999985 return, 0.15114592947241823 drawdown, 100 win rate, and 1 sample. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'NVT R91906 required CLI diagnostic'. The symbol NVT had 1003 bars, with a return percentage of -14.782468414417615. The buy and hold percentage was 378.6666666666667, and the maximum drawdown percentage was 27.910008187297343. The win rate was 31.958762886597935, and the average trade percentage was -0.11469056936866569, based on a sample of 97. The strategy used was CLI 1460 days with a breakout of 20 and a 10 percent stop, and a 30 percent target. The same close signal was used on the IEX, with no explicit fees, holdout, or gap execution. This is not comparable to the next open ATR model, as stated in research/cli.json. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'POWL R91906 required CLI diagnostic'. The given data is about the stock symbol POWL. It has 1003 bars of data, with a return percentage of -4.9891654704569355. The buy and hold percentage is 687.8372591006424. The maximum drawdown percentage is 33.076553060750676. The win rate is 38.46153846153847. The average trade percentage is 0.091954638563117. The sample size is 78. The strategy used is CLI1460days with a breakout of 20 and a 10 percent stop and 30 percent target. It uses the IEX same close signal and does not account for explicit fees, holdout, or gap execution. This is not comparable to the next open ATR model, with more information in research/cli.json. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'ETN R91906 required CLI diagnostic'. The given data is about the stock symbol ETN. It has 1003 bars of data, with a return percentage of 15.45128983210866. The buy and hold percentage is 205.21626670498634. The maximum drawdown percentage is 16.11425534173869. The win rate is 41.75824175824176, and the average trade percentage is 0.1834885677941043, based on a sample of 91. The strategy used is called CLI, which stands for Command Line Interface, with 1460 days of data, a breakout of 20, a 10 percent stop, and a 30 percent target. The same close signal was used on the IEX, which is an exchange, with no explicit fees, holdout, or gap execution. This is not comparable to the next open ATR model, which is a type of financial model. More information can be found in research/cli.json, which is a file containing data in JavaScript Object Notation format. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'PSIX R91906 required CLI diagnostic'. The symbol PSIX had 433 bars, with a return percentage of 24.83161228654909, and a buy and hold percentage of 52.73333333333334. The maximum drawdown percentage was 18.772271202307728, the win rate was 41.935483870967744, and the average trade percentage was 0.8971532075083042, based on a sample of 31. The strategy used was CLI, with 1460 days, a breakout of 20, a 10 percent stop, and a 30 percent target. This means the strategy used a computer program to make trades, a breakout is when a stock price moves above a certain level, and a stop is when a trade is automatically sold if it loses a certain percentage of its value. The signal to buy or sell was based on the same closing signal from IEX, without explicit fees, holdout, or gap execution. This strategy is not comparable to the next open ATR model, which is another type of trading strategy, and more information can be found in research/cli.json. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A data scan found the following entry-condition regime table: the sample group NVT holdout had a field called sma200, which is a simple moving average over 200 days, with a value of true, and this happened 10 times with a mean percentage of 3.659785744393773 and a win percentage of 50. The same sample group had a field called sma200 with a value of false, and this happened 1 time with a mean percentage of 40.28343956642031 and a win percentage of 100. The sample group NVT holdout also had a field called spy_above, which means the price of the SPY stock is above a certain point, with a value of true, and this happened 10 times with a mean percentage of 3.659785744393773 and a win percentage of 50. The same sample group had a field called spy_above with a value of false, and this happened 1 time with a mean percentage of 40.28343956642031 and a win percentage of 100. The sample group NVT recent had a field called sma200 with a value of true, and this happened 5 times with a mean percentage of 0.8232544066043146 and a win percentage of 20. The same sample group had a field called sma200 with a value of false, and this happened 0 times with no mean percentage and no win percentage. The sample group NVT recent also had a field called spy_above with a value of true, and this happened 5 times with a mean percentage of 0.8232544066043146 and a win percentage of 20. The same sample group had a field called spy_above with a value of false, and this happened 0 times with no mean percentage and no win percentage. This data is about baseline entry cohorts and does not include a rerun filter strategy, excludes unavailable SMA200, and includes boundary liquidations. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data: a list of entry-condition regime table 32 results. The results include the sample groups POWL_recent and NVT_train, with fields sma200 and spy_above. Sma200 refers to a simple moving average over 200 periods, which is a way to smooth out price data. Spy_above refers to whether the price of the SPY stock, which tracks the S&P 500 index, is above a certain level. The results show the number of times each condition was met, the mean percentage change, and the win percentage. For example, when sma200 was true for POWL_recent, the mean percentage change was 15.069984119084474 and the win percentage was 60. The list includes: POWL_recent with sma200 true, mean percentage change 15.069984119084474, win percentage 60; POWL_recent with sma200 false, no data; POWL_recent with spy_above true, mean percentage change 15.069984119084474, win percentage 60; POWL_recent with spy_above false, no data; NVT_train with sma200 true, mean percentage change 1.9117517882597042, win percentage 33.33333333333333; NVT_train with sma200 false, mean percentage change -0.7230783660077744, win percentage 20; NVT_train with spy_above true, mean percentage change 0.47527929583197137, win percentage 28.000000000000004; NVT_train with spy_above false, mean percentage change 6.800093952582237, win percentage 50. These results are for baseline entry cohorts, do not include a re-run filter strategy, exclude unavailable SMA200, and include boundary liquidations. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A data scan found the following entry-condition regime table: the table shows results for two groups, POWL_train and POWL_holdout, with different conditions, such as sma200, which means a simple moving average over 200 days, and spy_above, which means the price of the S&P 500 index is above a certain level. The results are as follows: for POWL_train, when sma200 is true, the mean percentage change is -0.9693384319537593 and the win percentage is 22.22222222222222, based on 27 samples, and when sma200 is false, the mean percentage change is -3.5218451327856495 and the win percentage is 17.647058823529413, based on 17 samples. For POWL_train, when spy_above is true, the mean percentage change is -3.223505099037463 and the win percentage is 16.666666666666664, based on 36 samples, and when spy_above is false, the mean percentage change is 2.9824350791197984 and the win percentage is 33.33333333333333, based on 12 samples. For POWL_holdout, when sma200 is true, the mean percentage change is 2.307475657313983 and the win percentage is 33.33333333333333, based on 15 samples, and when sma200 is false, the mean percentage change is 23.82285042142529 and the win percentage is 100, based on 1 sample. For POWL_holdout, when spy_above is true, the mean percentage change is 2.307475657313983 and the win percentage is 33.33333333333333, based on 15 samples, and when spy_above is false, the mean percentage change is 23.82285042142529 and the win percentage is 100, based on 1 sample. This data is from baseline entry cohorts, does not include a re-run filter strategy, excludes unavailable SMA200, and includes boundary liquidations. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data: a list of entry-condition regime table 16 results. The results are for two sample groups, ETN_holdout and ETN_recent, with two fields, sma200 and spy_above. Sma200 refers to a simple moving average over 200 periods, which is a way to smooth out price data. Spy_above refers to whether the price of the SPY stock, which tracks the S&P 500 index, is above a certain level. The results show the mean percentage change and win percentage for each combination of sample group, field, and value. For ETN_holdout, when sma200 is true, the mean percentage change is -1.4586 and the win percentage is 25. When sma200 is false, the mean percentage change is 29.3149 and the win percentage is 100. The same results are seen for spy_above. For ETN_recent, when sma200 is true, the mean percentage change is 1.3718 and the win percentage is 50. There are no results when sma200 is false. The same results are seen for spy_above. These results are for baseline entry cohorts, do not include a rerun filter strategy, exclude unavailable SMA200, and include boundary liquidations. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A data scan found the following entry-condition regime table: the sample group PSIX_recent had a true sma200 value with a mean percentage of 11.320170164558158 and a win percentage of 50, and a false sma200 value with a mean percentage of -8.215684772652187 and a win percentage of 33.33333333333333. The sample group PSIX_recent also had a true spy_above value with a mean percentage of -0.4013427977680495 and a win percentage of 40, and a false spy_above value with no data. The sample group ETN_train had a true sma200 value with a mean percentage of 2.3250242571392166 and a win percentage of 48.38709677419355, and a false sma200 value with a mean percentage of -1.8603438377289818 and a win percentage of 40. The sample group ETN_train also had a true spy_above value with a mean percentage of 1.8684165388076233 and a win percentage of 45.16129032258064, and a false spy_above value with a mean percentage of -0.824720055036849 and a win percentage of 44.44444444444444. This data is from baseline entry cohorts, does not include a re-run filter strategy, excludes unavailable SMA200, and includes boundary liquidations. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line: a list of entry-condition regime table results for R91906, which is a set of data used by an automated trading fund manager. The list includes the sample group, field, value, number of times the condition was met, mean percentage, and win percentage. The fields include sma200, which refers to a simple moving average over 200 days, and spy_above, which refers to whether the SPY stock, a type of stock that tracks the S&P 500 index, is above a certain level. The sample groups are PSIX_train and PSIX_holdout, which are sets of data used for training and testing the trading strategy. The results show that when spy_above is true, the mean percentage is 12.206112293337375 and the win percentage is 66.66666666666666, and when spy_above is false, the mean percentage is 57.88061271237257 and the win percentage is 100. This data is part of the baseline entry cohorts and does not include a re-run filter strategy, excludes unavailable SMA200, and includes boundary liquidations. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data: intercept daily percentage is 0.06540495963803512, market beta is 1.3713518469117147, and power equal weight beta is 0.8374169719866996. HAC5 t values are 0.25552091035823293, 4.15616496244254, and 6.195264643983802. The R2 value is 0.27973778631499047. There is a caveat that the sample is survivor-selected, factors are correlated, and it does not represent causal alpha. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A data scan found the following correlation coefficients between stocks: PSIX has a correlation of 1 with itself, 0.4864408979123419 with ETN, 0.4105750631007611 with POWL, 0.44835401808611863 with NVT, and 0.45530650536746176 with SPY. ETN has a correlation of 0.4864408979123419 with PSIX, 1 with itself, 0.6700774937953293 with POWL, 0.774793437141043 with NVT, and 0.6434208679281574 with SPY. POWL has a correlation of 0.4105750631007611 with PSIX, 0.6700774937953293 with ETN, 1 with itself, 0.6021954338597514 with NVT, and 0.501400908122826 with SPY. NVT has a correlation of 0.44835401808611863 with PSIX, 0.774793437141043 with ETN, 0.6021954338597514 with POWL, 1 with itself, and 0.6109077484238157 with SPY. SPY has a correlation of 0.45530650536746176 with PSIX, 0.6434208679281574 with ETN, 0.501400908122826 with POWL, 0.6109077484238157 with NVT, and 1 with itself. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A list of valuation scenarios for PSIX was found, which is a stock ticker symbol. The list includes different combinations of annual earnings per share, known as annual EPS, and price-to-earnings ratios, or PE. The annual EPS values are 2.0948541206051936, 2.923196948682386, 3.5, and 4.0. The PE values are 15, 20, and 25. The list shows the calculated value and net return, or netR, for each scenario. The netR calculation uses an E, which refers to the current stock price, of 45.87 and an S, which refers to the strike price, of 41.2664, with a fee of 5 basis points, or 0.05%, and a 50 basis point, or 0.5%, slip on each side. The annual EPS values of 2.09485 and 2.92320 are based on H1 and Q2 annualizations, which means they are estimates for the first half and second quarter of the year. The values of 3.5 and 4.0, and the PE values of 15, 20, and 25, are analyst assumptions and not official guidance. No odds or probabilities are assigned to any of the scenarios. https://www.sec.gov/Archives/edgar/data/1137091/000162828026054328/psix-20260630.htm

A news scan found the following data: the second quarter gross margin percentage is 27.11873295573736 and the first quarter gross margin percentage is 22.88167226577081. The reported free cash flow, or money a company has to pay debts or invest, for the first half of the year is 72.988 million dollars. The free cash flow for the first half of the year, excluding the impact of tariffs, is 50.301 million dollars. The free cash flow for the first half of the year, excluding the impact of tariffs and accounts receivable inventory release, is 33.715 million dollars. The annualized earnings per share for the quarter is 2.923196948682386 dollars. The annualized earnings per share for the half year is 2.0948541206051936 dollars. The market capitalization, or the total value of the company's shares, is 1057.3035 million dollars. The annualized price to earnings ratio for the second quarter is 15.691724097028644. The target price is 61.71023682896718 dollars. The stop price, or the price at which to sell a stock to limit losses, is 41.2664 dollars. The required earnings per share at 20 times the price is 3.0855118414483593 dollars. The net stop risk share is 5.082861708999985. The net target gain share is 15.248585126999956. The cost of one share is 46.12239967499998 dollars. The cost of two shares is 92.24479934999997 dollars. The loss if the stock price falls by 50% for one share is 23.31348483749998 dollars. The loss if the stock price falls by 50% for two shares is 46.62696967499996 dollars. The historic loss if the stock price falls by the same amount as it has in the past for one share is 16.100097038610873 dollars. The historic loss if the stock price falls by the same amount as it has in the past for two shares is 32.200194077221745 dollars. An analyst's note from September 19 at a price of 45.87 dollars per share of PSIX says that annualizing the quarter or half year is not a forecast, and subtracting accounts receivable inventory is a sensitivity analysis, not a generally accepted accounting principle normalized free cash flow. The 50% gap stress assumption is not a probability. https://www.sec.gov/Archives/edgar/data/1137091/000162828026054328/psix-20260630.htm

The current technical measurements for BB are as follows: the current price is 7.99, the 20-day simple moving average, or sma20, is 7.851, the 50-day simple moving average, or sma50, is 8.517, and the 200-day simple moving average, or sma200, is 6.154. The average true range, or atr20, over 20 days is 0.358, the realized volatility, or rv20, over 20 days is 0.561, the variance ratio, or vr, is 1.496, and the momentum, or mom20, over 20 days is -0.018. The relative strength index, or rsi, is 48.42. The highest price in the last 252 days, or high252, was 13.59. The correlation measurements are: dist50, mom20, rsi, rv20, vr, and move, with the following correlation coefficients: dist50 and mom20 have a correlation of 0.838, dist50 and rsi have a correlation of 0.876, dist50 and rv20 have a correlation of 0.038, dist50 and vr have a correlation of 0.098, dist50 and move have a correlation of 0.479, mom20 and rsi have a correlation of 0.897, mom20 and rv20 have a correlation of -0.028, mom20 and vr have a correlation of 0.229, mom20 and move have a correlation of 0.295, rsi and rv20 have a correlation of -0.246, rsi and vr have a correlation of 0.293, rsi and move have a correlation of 0.297, rv20 and vr have a correlation of -0.482, rv20 and move have a correlation of 0.32, vr and move have a correlation of -0.339. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following output: the system tested several indicators, including dist50, mom20, rsi, rv20, and vr, which are technical indicators used to predict stock prices. The results are as follows: for dist50, the intercept was 0.02080530770946604, the slope was 0.3390742424092792, the training correlation was 0.3735555928745949, the predicted test values were 0.03154754756133819 and 0.09084894687796825, the actual test values were 0.0821529745042493 and 0.19953596287703035, the test mean absolute error was 0.0796462214709866, and the null mean absolute error was 0.1145137990584352. For mom20, the intercept was 0.018729316322312825, the slope was 0.24702481960965997, the training correlation was 0.33380961390909497, the predicted test values were 0.024457428081377353 and 0.024596889234656256, the actual test values were 0.0821529745042493 and 0.19953596287703035, the test mean absolute error was 0.11631731003262302, and the null mean absolute error was 0.1145137990584352. For rsi, the intercept was -0.10679691451512244, the slope was 0.0026033748359571875, the training correlation was 0.288071480930642, the predicted test values were 0.04484195816343414 and 0.03282937080149151, the actual test values were 0.0821529745042493 and 0.19953596287703035, the test mean absolute error was 0.102008804208177, and the null mean absolute error was 0.1145137990584352. For rv20, the intercept was -0.06597785865859225, the slope was 0.1790304881687717, the training correlation was 0.3006989330627181, the predicted test values were -0.002762085200662859 and 0.05235827429137922, the actual test values were 0.0821529745042493 and 0.19953596287703035, the test mean absolute error was 0.11604637414528163, and the null mean absolute error was 0.1145137990584352. For vr, the intercept was 0.08138329391361909, the slope was -0.03412892694922373, the training correlation was -0.2524915182411401, the predicted test values were 0.051882048802971564 and 0.05091940776090957, the actual test values were 0.0821529745042493 and 0.19953596287703035, the test mean absolute error was 0.08944374040869925, and the null mean absolute error was 0.1145137990584352. https://runway.adityaperswal.workers.dev/data/stock-bars

In a March 2, 2026 filing, item 1A, the company noted that it uses technologically sophisticated components sourced from limited suppliers, which can lead to long lead times and contract commitments that may prevent quick or economic replacement. Additionally, competitive or contractual limits can block the full cost pass-through. The company experienced UFLPA delays and a forklift import suspension from late 2023 to Q3 2024, and resourced from CDM and SPY to replace SAME in 2024. These are historical risks, not confirmed new 2026 outages. The risk text states that Weichai has 46% ownership as of February 26, 2026, but later refers to it as a majority, which is an unresolved internal inconsistency, and should not be taken to assert majority ownership. https://www.sec.gov/Archives/edgar/data/1137091/000162828026013207/psix-20251231.htm

A data scan found the following option cost sweep results: the results are presented in a list of option types, including call options, referred to as type C, and put options, referred to as type P, with their respective costs, periods, returns, drawdowns, win rates, and sample sizes. The list includes: a call option with a cost of 0.02, a return of -0.6, a drawdown of 2.45, a win rate of 28.57 percent, and a sample size of 7, during the training period, a call option with a cost of 0.02, a return of -0.4, a drawdown of 0.4, a win rate of 0 percent, and a sample size of 1, during the holdout period, a put option with a cost of 0.02, a return of -6.5, a drawdown of 8.2, a win rate of 14.29 percent, and a sample size of 7, during the training period, a put option with a cost of 0.02, a return of -3.8, a drawdown of 3.8, a win rate of 0 percent, and a sample size of 2, during the holdout period, a call option with a cost of 0.05, a return of -6.4, a drawdown of 6.4, a win rate of 14.29 percent, and a sample size of 7, during the training period, a call option with a cost of 0.05, a return of -1, a drawdown of 1, a win rate of 0 percent, and a sample size of 1, during the holdout period, a put option with a cost of 0.05, a return of -9.8, a drawdown of 10.9, a win rate of 14.29 percent, and a sample size of 7, during the training period, a put option with a cost of 0.05, a return of -4.9, a drawdown of 4.9, a win rate of 0 percent, and a sample size of 2, during the holdout period, a call option with a cost of 0.1, a return of -13.8, a drawdown of 13.8, a win rate of 0 percent, and a sample size of 7, during the training period, a call option with a cost of 0.1, a return of -1.8, a drawdown of 1.8, a win rate of 0 percent, and a sample size of 1, during the holdout period, a put option with a cost of 0.1, a return of -12.5, a drawdown of 12.6, a win rate of 14.29 percent, and a sample size of 7, during the training period, and a put option with a cost of 0.1, a return of -2.7, a drawdown of 2.7, a win rate of 0 percent, and a sample size of 1, during the holdout period. https://runway.adityaperswal.workers.dev/data/stock-bars