Notes

A news scan found the headline about historical option marks for BB with the ticker BB260717P00007000. Measured on September 19, there was an issuer event on June 25, 2026. The exact entry trade close was 0.21 on June 22, 2026, and the post-reaction close was 0.05 on June 25, 2026. This means the price changed after the event. One contract has a multiplier of 100, and there is a 0.02 share friction, which is a small cost, on each side, plus a 1 USD round trip, which is the cost of buying and selling. The nearest out-of-the-money, or OTM, half-dollar grid with entry plus 0.02 less than or equal to 0.30, and the first monthly expiry is greater than or equal to 7 days after the reaction. There is no entry or exit forward fill, which means no advance orders were placed. Trade marks are not executable quotes, which are prices that cannot be traded. The selection was made before checking exit availability, and missing values are not zero. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about historical option marks for BB with the ticker BB260417P00003500. Measured on September 19, there was an issuer event on April 9, 2026. The exact entry trade close was 0.16 on April 6, 2026, and the post-reaction close was 0.04 on April 9, 2026. This trade involved one contract with a 100 multiplier, and there was a 0.02 share friction on each side, plus a 1 USD round trip, which is the cost of buying and selling. The nearest out-of-the-money, or OTM, half-dollar grid had an entry price plus 0.02 that was less than or equal to 0.30, with the first monthly expiry being at least 7 days after the reaction. There was no entry or exit forward fill, meaning no advance orders were placed. The trade marks were not executable quotes, which are prices at which a trade can be made. The selection was made before checking exit availability, and missing values were not treated as zero. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about BB historical option marks for BB260116P00004000. Measured on September 19, there was an issuer event on December 18, 2025. The exact entry trade close was 0.16 on December 16, 2025, and the post-reaction close was 0.38 on December 19, 2025. This was for one contract with a 100 multiplier, and there was a 0.02 share friction on each side, plus a 1 USD roundtrip. The nearest out-of-the-money, or OTM, half-dollar grid had an entry plus 0.02 that was less than or equal to 0.30, with the first monthly expiry being greater than or equal to 7 days after the reaction. There was no entry or exit forward fill, and trade marks were not executable quotes. The selection was made before checking exit availability, and missing marks were not zero. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about BB historical option marks for BB251017P00004000. Measured on September 19, there was an issuer event on September 25, 2025. The exact entry trade close was 0.17 on September 22, 2025, and the post-reaction close was 0.07 on September 25, 2025. This trade had one contract with a 100 multiplier, and there was a 0.02 share friction on each side, plus a 1 USD roundtrip. The nearest out-of-the-money, or OTM, half-dollar grid had an entry with a plus 0.02 less than or equal to 0.30, and the first monthly expiry was greater than or equal to 7 days after the reaction. There was no entry or exit forward fill, and trade marks were not executable quotes. The selection was made before checking exit availability, and missing marks were not zero. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline is not available, but an issuer 10Q filing from August 6, 2026, reports that Supplier A accounted for less than 10% of purchases in the second quarter and first half of 2026, compared to 20% in the corresponding period of 2025. This does not prove that all supplier dependency has disappeared. The collaboration with Broad Weichai expired on March 20, 2026, and as of the filing, there was no formal extension. A separate contract for engine purchases with SWIEC has minimums of 49.937 million for 2026 and 2027, and 95.117 million for 2028 and 2029, totaling 290.108 million. A separate fee, known as a MOR fee, of 1.75% of selected engine gross revenue will be paid through December 2029. There is a tariff cash liability of 22.687 million, which is entirely a liability, with the retained share unknown and allocation expected by the end of 2026, and no recognized gain. The different contract scopes explain the expiration and ongoing commitments, and are not a contradiction. https://www.sec.gov/Archives/edgar/data/1137091/000162828026054328/psix-20260630.htm

A news scan found the headline about historical option marks for BB250718P00004000. Measured on September 19, there was an issuer event on June 24, 2025. The exact entry trade close was 0.23 on June 20, 2025, and the post-reaction close was 0.05 on June 25, 2025. This was for one contract with a 100 multiplier, and there was a 0.02 share friction on each side, plus a 1 USD round trip. The nearest out-of-the-money, or out-of-the-money means the option has no intrinsic value, half-dollar grid with entry plus 0.02 was less than or equal to 0.30, and the first monthly expiry was greater than or equal to 7 days after the reaction. There was no entry or exit forward fill, and trade marks were not executable quotes. The selection was made before checking exit availability, and missing marks were not zero. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about BB historical option marks for BB250117P00003000. Measured on September 19, there was an issuer event on December 19, 2024. The exact entry trade close was 0.16 on December 17, 2024, and the post-reaction close was 0.04 on December 20, 2024. This was for one contract with a 100 multiplier, and there was a 0.02 share friction on each side, plus a 1 USD roundtrip. The nearest out-of-the-money half-dollar grid had an entry plus 0.02, which was less than or equal to 0.30, and the first monthly expiry was more than or equal to 7 days after the reaction. There was no entry or exit forward fill, and trade marks were not executable quotes. The selection was made before checking exit availability, and missing values were not zero. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about historical option marks for BB241018P00002000. Measured on September 19, there was an issuer event on September 26, 2024. The exact entry trade close was 0.02 on September 24, 2024, and the post-reaction close was 0.01 on September 27, 2024. This trade involved one contract with a 100 multiplier, and there was a 0.02 share friction on each side, plus a 1 USD roundtrip. The nearest out-of-the-money, or OTM, half-dollar grid had an entry price plus 0.02 that was less than or equal to 0.30, with the first monthly expiry being at least 7 days after the reaction. There was no entry or exit forward fill, and trade marks were not executable quotes. The selection was made before checking exit availability, and missing marks were not zero. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about BB historical option marks for BB240719P00002000. Measured on September 19, there was an issuer event on June 26, 2024. The exact entry trade close was 0.06 on June 24, 2024, and the post-reaction close was 0.02 on June 27, 2024. This trade involved one contract with a 100 multiplier, and there was a 0.02 share friction on each side, plus a 1 USD roundtrip cost. The nearest out-of-the-money option, which is an option with a strike price that is not profitable to exercise, was on a half-dollar grid with an entry price plus 0.02, which was less than or equal to 0.30. The first monthly expiry was more than or equal to 7 days after the reaction. There was no entry or exit forward fill, meaning no advance orders were placed. The trade marks were not executable quotes, which are quotes that cannot be traded on. The selection was made before checking the exit availability, and missing values were not treated as zero. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about historical option marks for BB with the ticker BB240419P00002500. Measured on September 19, there was an issuer event on April 3, 2024. The exact trade close on April 1, 2024, was 0.11, and the post-reaction close on April 4, 2024, was 0.03. This trade involved one contract with a 100 multiplier, and there was a 0.02 share friction on each side, plus a 1 USD round trip, which is the cost of buying and selling. The nearest out-of-the-money, or OTM, option with a half-dollar grid had an entry price plus 0.02 that was less than or equal to 0.30, and the first monthly expiry was more than or equal to 7 days after the reaction. There was no entry or exit forward fill, which means no advance orders were placed. The trade marks were not executable quotes, meaning they were not actual prices that could be traded. The selection was made before checking the exit availability, and missing values were not treated as zero. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline is not available, but a 10Q filing by the issuer on August 6, 2026, provides the following information for PSIX. The periods covered are Q2 and H1, with the end date being June 30. For Q2, the revenue was 152.544 million dollars, the gross profit was 41.368 million dollars, the operating income was 23.920 million dollars, the net income was 16.861 million dollars, and there were 23.072 million diluted shares. For H1, the revenue was 281.136 million dollars, the gross profit was 70.792 million dollars, the net income was 24.161 million dollars, and there were 23.067 million diluted shares. Additionally, the operating cash flow was 75.724 million dollars, the capital expenditures were 2.736 million dollars, the tariff liability increase was 22.687 million dollars, the accounts receivable release was 12.594 million dollars, the inventory release was 3.992 million dollars, and the acquisition outflow was 11.911 million dollars. As of June 30, the unrestricted cash was 70.062 million dollars and the revolver was 65 million dollars, with 23.050 million common shares. The source of this information is the closest to the issuer and indicates that management incentives are positive. The Q2 sales decreased by 21 percent year over year, with a gross margin of 27.1 percent compared to 28.2 percent, and there was a sequential margin improvement of approximately 420 basis points. It is expected that H2 sales will be higher than H1, although no precise guidance is given. https://www.sec.gov/Archives/edgar/data/1137091/000162828026054328/psix-20260630.htm

A news scan found the headline about historical option marks for BB with the ticker BB260417C00004000. This is about a type of financial contract called an option, which is a contract to buy or sell something at a set price. Measured on September 19, there was an event related to the company that issued the option on April 9, 2026. The price of the option was 0.07 when the trade was entered on April 6, 2026, and 0.08 after the event on April 9, 2026. One contract for this option is for 100 units, and there is a cost of 0.02 per share to buy or sell, plus an extra 1 USD for each round trip, which means buying and selling. The option is for a price that is half a dollar away from the current price, and the trade was entered when the price was 0.02 or less than 0.30, with the first expiration date at least 7 days after the event. There is no plan to fill the trade at a later time. The trade marks are not based on actual quotes that can be executed. The option was selected before checking if it could be exited, and missing values are not treated as zero. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about BB historical option marks for BB260116C00005000. Measured on September 19, there was an issuer event on December 18, 2025. The exact entry trade close was 0.16 on December 16, 2025, and the post-reaction close was 0.04 on December 19, 2025. This trade involved one contract with a 100 multiplier, and there was a 0.02 share friction on each side, plus a 1 USD roundtrip. The nearest out-of-the-money, or OTM, half-dollar grid had an entry price plus 0.02 that was less than or equal to 0.30, with the first monthly expiry being at least 7 days after the reaction. There was no entry or exit forward fill, and trade marks were not executable quotes. The selection was made before checking exit availability, and missing values were not zero. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about BB historical option marks for BB251017C00005000. Measured on September 19, there was an issuer event on 2025-09-25. The exact entry trade close was 0.2 on 2025-09-22 and the post-reaction close was 0.17 on 2025-09-25. This trade had one contract with a 100 multiplier, and there was a 0.02 share friction on each side, plus a 1 USD roundtrip cost. The nearest out-of-the-money, or OTM, option with a half-dollar grid, had an entry price plus 0.02 that was less than or equal to 0.30, and the first monthly expiry was more than or equal to 7 days after the reaction. There was no entry or exit forward fill, and trade marks were not executable quotes. The selection was made before checking exit availability, and missing values were not zero. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about historical option marks for BB250718C00004500. Measured on September 19, there was an issuer event on June 24, 2025. The exact entry trade close was 0.26 on June 20, 2025, and the post-reaction close was 0.54 on June 25, 2025. This means that one contract has a multiplier of 100, and there is a 0.02 share friction on each side, plus a 1 USD round trip cost. The nearest out-of-the-money, or OTM, half-dollar grid is used, which means the option is traded when its price is 0.30 or less, and the first monthly expiry is at least 7 days after the reaction. OTM refers to an option that is currently not profitable to exercise. There is no entry or exit forward fill, which means that the trade is only executed at the current market price. The trade marks are not executable quotes, which means they are not actual prices that can be traded. The selection was made before checking exit availability, and missing values are not considered zero. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about BB Historical option marks for BB250117C00003500. Measured on September 19, there was an issuer event on December 19, 2024. The exact entry trade close was 0.2 on December 17, 2024, and the post-reaction close was 0.37 on December 20, 2024. This trade involved one contract with a 100 multiplier, and there was a 0.02 share friction on each side, plus a 1 USD roundtrip. The nearest out-of-the-money, or OTM, half-dollar grid had an entry price plus 0.02 that was less than or equal to 0.30, with the first monthly expiry being at least 7 days after the reaction. There was no entry or exit forward fill, and trade marks were not executable quotes. The selection was made before checking exit availability, and missing values were not zero. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about historical option marks for BB with the ticker BB241018C00002500. Measured on September 19, there was an issuer event on 2024-09-26, with the exact entry trade close at 0.16 on 2024-09-24 and a post-reaction close at 0.16 on 2024-09-27. This trade involved one contract with a 100 multiplier, and there was a 0.02 share friction on each side, plus a 1 USD round trip cost. The nearest out-of-the-money, or OTM, half-dollar grid, which is a pricing system for options, had an entry price plus 0.02 that was less than or equal to 0.30, with the first monthly expiry being at least 7 days after the reaction. There was no entry or exit forward fill, meaning no advance orders were placed. The trade marks were not executable quotes, which are quotes that cannot be traded on. The selection was made before checking the exit availability, and missing values were not treated as zero. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about BB Historical option marks BB240719C00002500. Measured on September 19, there was an issuer event on June 26, 2024. The exact entry trade close was 0.14 on June 24, 2024, and the post-reaction close was also 0.14 on June 27, 2024. This trade involved one contract with a 100 multiplier, and there was a 0.02 share friction on each side, plus a 1 USD round trip cost. The nearest out-of-the-money option, which is an option with a strike price that is not profitable to exercise, was on a half-dollar grid, with the entry price plus 0.02 being less than or equal to 0.30. The first monthly expiry had to be at least 7 days after the reaction. There was no entry or exit forward fill, meaning no advance orders were placed. The trade marks were not executable quotes, which are quotes that cannot be traded on. The selection was made before checking the exit availability, and missing values were not considered zero. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about BB historical option marks for BB240419C00003000. Measured on September 19, there was an issuer event on April 3, 2024. The exact entry trade close was 0.12 on April 1, 2024, and the post-reaction close was 0.11 on April 4, 2024. This trade involved one contract with a 100 multiplier, and there was a 0.02 share friction on each side, plus a 1 USD roundtrip. The nearest out-of-the-money, or out-of-the-money means the option has no intrinsic value, half-dollar grid had an entry price plus 0.02 that was less than or equal to 0.30, with the first monthly expiry being at least 7 days after the reaction. There was no entry or exit forward fill, meaning no advance orders were placed. The trade marks were not executable quotes, which are quotes that cannot be traded on. The selection was made before checking exit availability, and missing values were not treated as zero. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline 'NVT R91906 natural-exit trade uncertainty NVT_recent'. The trade details are as follows: the number of closed trades is 4, the compound percentage change is 2.0085053748746695, and the mean percentage change is 1.6804084019572174. The mean bootstrap 95 percent confidence interval is between -7.987309160601363 and 20.56874740674428 percent. The win percentage is 25, the average win percentage is 30.047441731488522, and the average loss percentage is 7.7752693745532175. The half Kelly stock weight is 0.3595. This data excludes sample boundary liquidations and is based on a bootstrap with 20000 samples and a seed of 9190601. The results show that common regimes and small sample size weaken coverage, and the half Kelly maximum empirical log overstock weight is between 0 and 1, then halved, but this is not an allocation approval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A trade analysis shows the following results: 11 trades were closed, with a compound percentage gain of 87.17%. The mean percentage gain per trade was 6.99%, with a 95% confidence interval of -1.99% to 16.71%. The win percentage was 54.55%, with an average win percentage of 19.53% and an average loss percentage of 8.07%. The half Kelly stock weight is 0.5. This analysis excludes sample boundary liquidations and is based on a bootstrap diagnostic with 20,000 iterations and a seed of 9190601. The results indicate that common regimes and small sample sizes may weaken coverage. The half Kelly method suggests a maximum empirical log overstock weight of 0 to 1, then half, but this is not an allocation approval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A natural-exit trade analysis was done on NVT, which is a type of investment, and the results show the following: 28 trades were closed, with a total gain of 15.39%. The average gain per trade was 1.05%. The range of possible average gains, with 95% confidence, is between -2.75% and 5.20%. 28.57% of trades were winners, with an average gain of 17.71% for winning trades and an average loss of 5.61% for losing trades. The half Kelly stock weight, a measure of how much to invest, is 0.5, which means invest 50% of the budget. This analysis excludes trades that were closed due to sample boundary liquidations, which means selling investments to free up cash. The analysis used a bootstrap method, which is a statistical technique, with 20,000 samples and a seed of 9190601, to estimate the results. The results also show that the mean and confidence interval, which is a measure of uncertainty, are affected by common regimes, which are patterns in the data, and small sample size, which is the number of trades. The half Kelly method suggests that the maximum empirical log, which is a measure of return, is achieved with a stock weight between 0 and 1, and then reduced by half, but this is not an approved allocation, which means it is not a recommended investment strategy. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A natural-exit trade for POWL has been made, but there is uncertainty about it. The trade's results are as follows: 5 trades were closed, with a total gain of 81.45%. The average gain per trade was 15.07%. The average gain when a trade was successful was 33.58%, and the average loss when a trade failed was 12.70%. 60% of trades were successful. A diagnostic check was done using a method called bootstrap, which involves repeating a calculation many times to see how reliable the results are. This check used 20,000 repetitions and a random number seed of 9190601. The results of this check suggest that the trade's success may not be as reliable as it seems, because the number of trades is small and the market conditions may have changed. A calculation called HalfKelly was used to determine the optimal stock weight, which is a measure of how much of the portfolio should be invested in the stock. The result of this calculation was 0.5, which means that half of the portfolio should be invested in the stock. However, this is not a recommendation to invest in the stock, but rather a calculation of the optimal investment amount. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A natural-exit trade analysis for POWL, excluding sample-boundary liquidations, found the following results: it closed 16 trades, with a compound percentage gain of 33.29%. The mean percentage gain per trade was 3.65%, with a 95% confidence interval of -6.21% to 13.95%. The win percentage was 37.5%, with an average win percentage of 29.38% and an average loss percentage of 11.79%. The half Kelly stock weight, a measure of optimal bet size, was 0.5. This analysis used a bootstrap method with 20,000 iterations and a seed of 9190601, assuming independent and identically distributed trades. The results show a mean confidence interval diagnostic, which can be affected by common regimes and small sample size. The half Kelly method also found the maximum empirical log overstock weight to be between 0 and 1, then halved it, but this does not constitute allocation approval. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all

A natural-exit trade analysis of POWL, which is a type of investment, showed the following results: 47 trades were closed, with a total return of -67.53%. The average return per trade was -1.64%. The average winning trade return was 21.51%, while the average losing trade return was -7.90%. The winning trade percentage was 21.28%. A diagnostic test, called a bootstrap, which is a statistical method, was run 20,000 times with a seed of 9190601, and the results showed that the mean return confidence interval, which is a range of possible values, was between -5.04% and 2.15%. The HalfKelly, a betting strategy, stock weight was calculated to be 0, which means no investment. This result excludes sample-boundary liquidations, which are sales of assets at the start or end of a trading period. The analysis also found that common regimes, which are patterns in the market, and small sample sizes, which are the number of trades, can weaken the accuracy of the results. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PSIX,ETN,POWL,NVT,SPY&timeframe=1Day&feed=sip&adjustment=all