Notes

On September 19, 2026, at 06UTC, a measurement was taken. This was based on the completed bar from September 18, 2026. The vendor made a SIP adjustment, which is a type of data feed adjustment, with a condition documented from December 5, 2025, to repair a split, which is when a company divides its shares. The returns are based on adjusted prices and total returns, acting as proxies, but the exact dividend index reconciliation was not measured separately. The data for the symbol XLF from September 18, 2026, includes a close price of 55.86, with various return rates measured over different periods, such as -0.028183716075156573 over 21 periods and 0.04645934807043828 over 63 periods. Other data points include an average of 0.054345591571535234, a simple moving average over 200 periods of 53.4515, and an average true range over 20 periods of 0.7088450000000005. The highest price over 20 periods was 58.6, and the symbol is eligible, with a 90th percentile value of 0.11838838877512908. A gap minimum of -0.03900853311661934 was recorded on April 3, 2025. The stop price is 54.44231, and the target price is 62.47317539697871, with the symbol ranked 4th overall and among eligible symbols. The notional value is 0, the risk fraction is 0.025379341210168296, the stress gap is 0.1, and the stress loss is given as 0. https://runway.adityaperswal.workers.dev/data/stock-bars

On September 19, 2026, at 06UTC, a measurement was taken based on the completed bar from September 18, 2026. This included a vendor SIP adjustment, which is a type of data feed adjustment, with a conditional repair documented from December 5, 2025, related to a stock split. The returns are based on adjusted prices and total returns, acting as proxies, without an independent reconciliation of the dividend index. The details of the measurement for the symbol XLV are as follows: the close price was 168.39, with various return rates calculated over different periods, including -0.0415 over 21 days, 0.1321 over 63 days, 0.1584 over 126 days, and 0.2487 over 252 days. The average return was 0.1244, and the simple moving average over 200 days was 155.18. Other calculated values include an average true range over 20 days of 2.165, a high price over 20 days of 175.82, and the stock was considered eligible. A 90th percentile value of 0.1063 was found over 1255 data points, with a minimum gap of -0.0264 recorded on April 7, 2025. A stop loss was set at 164.06 and a target at 186.29, with the stock ranked 3rd overall and among eligible stocks. The notional value was 86.66, with a risk fraction of 0.0257, a stress gap of 0.1, and a stress loss of 11.11. https://runway.adityaperswal.workers.dev/data/stock-bars

A measurement was taken on September 19, 2026, at 06UTC, based on the completed bar from September 18, 2026. The vendor used a SIP adjustment, which is a method to account for stock splits and other changes, with a conditional adjustment documented from December 5, 2025, to repair a split. The returns are based on adjusted prices and total returns, acting as proxies, without independently measuring the exact dividend index reconciliation. The data for the symbol XLE includes: a close price of 64.31 on September 18, 2026, with various return rates, such as 0.011481597986788383 over 21 periods, 0.20453268402322533 over 63 periods, 0.09837745516652441 over 126 periods, and 0.47381689011114947 over 252 periods. The average return is 0.1970521568219219, the simple moving average over 200 periods is 55.314825, and the average true range over 20 periods is 1.2647249999999997. The highest price over 20 periods is 66.17, and the symbol is eligible. Other data points include a 90th percentile value of 0.20627946697730823, a gap minimum of -0.0579273396952954 from April 8, 2026, a stop price of 61.780550000000005, and a target price of 77.5758325213107. The symbol ranks 2nd overall and among eligible symbols, with a notional value of 86.66, a risk fraction of 0.03933214119110557, a stress gap of 0.1158546793905908, and a stress loss of 13.486896491048972. https://runway.adityaperswal.workers.dev/data/stock-bars

A measurement was taken on September 19, 2026, at 06UTC, based on the completed bar from September 18, 2026. The vendor made a SIP adjustment, which includes a conditional repair for a split that occurred on December 5, 2025. The returns are based on adjusted prices and total returns, but do not include an independent measurement of dividend index reconciliation. The data for the XLK symbol shows the following information: the date is September 18, 2026, the number of bars is 1333, the close price is 189.6, and various return rates are given, including 0.032454802875190536 for the 21-day period, -0.008420061712253624 for the 63-day period, 0.3730175972192047 for the 126-day period, and 0.40439242991000324 for the 252-day period. The average return is 0.2003611920730362, the simple moving average for 200 days is 162.235625, and the average true range for 20 days is 3.1444999999999963. The highest price in the last 20 days is 189.81, and the symbol is eligible. Other data points include a 90th percentile value of 0.18362192237650138, a stop price of 183.311, and a target price of 224.41471648258465. The rank for all symbols is 1, and the rank for eligible symbols is also 1. The notional value is 86.66, the risk fraction is 0.033169831223628654, the stress gap is 0.12518540492435482, and the stress loss is 13.796519621849056. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'ETH/USD 06UTC completed signal and volatility regime'. Measured from September 19, using data from a provider, the results were authenticated through a proxy. The data was adjusted for total return and used one provider. The measurement used 252 out of 365 annual intervals, with an arithmetic average true range of 20, and a rolling 60-day period with a 90th percentile evaluated over the last 5 years. The results showed the following: the symbol is ETH/USD, the date is September 18, 2026, with 2087 bars, a close of 2612.4025, an annual return of -0.43082804809764197, a simple moving average of 2070.4311531083276, an average true range of 102.69994243532499, a 90th percentile of 0.42387299348060825, and a notional value of 1826. The results also showed that the price was above a certain level, with a high of 2664.8535 over 20 days, a realized volatility of 0.5023620903380691 over 20 days and 0.611675557757322 over 60 days, a simple moving average of the average true range of 5.277231262646301, a rank of 7, and a size of 0. https://runway.adityaperswal.workers.dev/data/crypto-bars?timeframe=1Day&end=2026-09-18T23:59:59Z

A news scan found the signal data for BTC/USD as of September 18, 2026. The data was measured from September 19, using bars from a provider, with an authenticated proxy and adjusted close total return proxy. The signal used 252 out of 365 annual intervals, arithmetic Average True Range of 20 days, and a rolling 60-day evaluation of the 90th percentile over the last 5 years. The data showed the following: the symbol is BTC/USD, the date is September 18, 2026, there were 2087 bars, the close price was 80872.5325, the annual return was -0.3095310208682954, the simple moving average was 70400.16140458945, the Average True Range was 2297.23361440355, the 90th percentile was 0.36778582915826996, the notional value was 1826, and the signal was above, with a high of 82233.502538071, and volatility ratios of 0.4222517733513944 and 0.4154559559484917. The simple moving average to Average True Range ratio was 4.558687906075055, with a rank of 6 and a size of 0. https://runway.adityaperswal.workers.dev/data/crypto-bars?timeframe=1Day&end=2026-09-18T23:59:59Z

A news scan found the signal data for TLT as of September 18, 2026. The data was measured from September 19, using bars from a provider, and was authenticated through a proxy. The data used a total-return proxy with an adjusted close. The annual intervals were calculated over 252 or 365 days. The arithmetic Average True Range over 20 days, or ATR20, was used to measure volatility. A rolling 60-day evaluation of the 90th percentile, or P90, was done over the last 5 years. The data showed the following: the symbol was TLT, the date was September 18, 2026, there were 1519 bars, the close was 81.25, the annual return was -0.05709643727515379, the simple moving average, or sma, was 84.36059999999999, the atr was 0.6628700000000016, the p90 was 0.06150557763249668, the p90 notional was 1255, and the signal was not above, with a high20 of 83.28, rv20 of 0.08715413290888699, and rv60 of 0.09328490770712505. The sma atr was -4.692624496507586, the rank was null, and the size was 0. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&end=2026-09-18T23:59:59Z&feed=sip&adjustment=all

A news scan found the headline 'GLD 06UTC completed signal and volatility regime'. Measured from September 19, using data from a provider through September 18, the signal was authenticated. The data used a total-return proxy with an adjusted close. The measurement used 252 out of 365 annual intervals, which is a common way to calculate a year, and an arithmetic Average True Range, or ATR, of 20 days. A rolling 60-day evaluation of the 90th percentile, or P90, was done over the last 5 years. The signal was conditional and did not fill a notional, or theoretical, position. The data for the symbol GLD on the date 2026-09-18 showed 1519 bars, a close of 401.17, an annual value of 0.1905214114016085, a simple moving average, or sma, of 416.22065, an ATR of 7.923445000000004, a P90 of 0.16781703911009302, and a P90 notional, or p90_n, of 1255. The signal was not above, the high 20 was 429.42, the realized volatility, or rv, over 20 days was 0.24422366642064655, the rv over 60 days was 0.23863792442144555, the sma ATR was -1.8995083577913339, the rank was null, and the size was 0. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&end=2026-09-18T23:59:59Z&feed=sip&adjustment=all

A news scan found the headline 'EEM 06UTC completed signal and volatility regime'. Measured from September 19, using provider bars through September 18, the system used an authenticated proxy, one provider, and adjusted-close total-return proxy. The system looked at 252 out of 365 annual intervals, using arithmetic Average True Range, or ATR, over 20 days, and a rolling 60-day evaluation of the 90th percentile over the last 5 years. The conditional notional did not fill. The data for the symbol EEM on date 2026-09-18 showed 1519 bars, a close of 67.03, an annual value of 0.28311638591117916, a simple moving average, or sma, of 62.091550000000005, an atr of 0.9432499999999997, a 90th percentile, or p90, of 0.10717963493264468, a p90_n of 1255, and the value was above, with a high20 of 69.125, an rv20 of 0.1932396140694298, an rv60 of 0.24840144812103848, an sma_atr of 5.235568513119531, a rank of 1, and a size of 93.33. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&end=2026-09-18T23:59:59Z&feed=sip&adjustment=all

A trading signal for EFA was completed at 06UTC. The signal was measured from September 19, using data from a provider, and was authenticated through a proxy. The measurement used one provider and adjusted close total return data from September 18. The signal used 252 and 365 day intervals, and an arithmetic average true range of 20 days. A rolling 60 day period was evaluated over the last 5 years, with a 90th percentile value of 0.0963. The signal was conditional and did not fill a notional value. The details of the signal are as follows: the symbol is EFA, the date is September 18, 2026, and the closing price is 104.97. The annual value is 0.1674, the simple moving average is 101.03, and the average true range is 1.029. The 90th percentile value over 60 days is 0.0963, and the number of days above this value is 1255. The high value over 20 days is 108.83, and the realized volatility over 20 and 60 days is 0.1142 and 0.1289 respectively. The simple moving average divided by the average true range is 3.828, and the rank is 5. The size is 0. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&end=2026-09-18T23:59:59Z&feed=sip&adjustment=all

A news scan found the headline about IWM 06UTC completed signal and volatility regime. Measured from September 19, using data from a provider, the analysis used a total-return proxy that was adjusted for closing prices. The analysis looked at 252 out of 365 days in a year and used an arithmetic average true range over 20 days. It also evaluated the 90th percentile over a 60-day rolling period for the last 5 years. The results showed the following data for the symbol IWM on the date 2026-09-18: 1519 bars, a close price of 284.1, an annual rate of 0.20131929468476484, a simple moving average of 273.51065, an average true range of 3.2170000000000045, a 90th percentile of 0.12821050854556687, and 1255 days above a certain threshold. The high price over 20 days was 299.61, the realized volatility over 20 days was 0.11570688235583014, and the realized volatility over 60 days was 0.12955340911025792. The simple moving average of the average true range was 3.291684799502645, the rank was 3, and the size was 93.33. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&end=2026-09-18T23:59:59Z&feed=sip&adjustment=all

A news scan found the headline 'QQQ 06UTC completed signal and volatility regime'. Measured from September 19, using data from a provider, the total return was calculated. This used 252 out of 365 days in a year and a 20-day average true range, or ATR, which is a measure of volatility. The last 5 years were evaluated, looking at the 90th percentile, or P90, over a 60-day rolling period. The data showed the QQQ symbol had a date of 2026-09-18, with 1519 bars of data, a close of 721.45, and an annual return of 0.2286901578759135. The simple moving average, or sma, was 661.77265, and the average true range, or atr, was 8.27367999999999. The P90 was 0.1616958533244174, with a notional value of 1255. The signal was above, with a high of 724.125 over 20 days, and a realized volatility, or rv, of 0.13259575277098215 over 20 days and 0.20262312430252308 over 60 days. The sma atr was 7.21291493023662, with a rank of 2 and a size of 93.33. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&end=2026-09-18T23:59:59Z&feed=sip&adjustment=all

A news scan found the headline 'SPY 06UTC completed signal and volatility regime'. Measured from September 19, using data from a provider through September 18, the system used an authenticated proxy and one provider, with an adjusted-close total-return proxy. The system looked at 252 and 365 day intervals, and used an arithmetic Average True Range of 20 days. It evaluated the rolling 60 day period at the 90th percentile over the last 5 years, with a conditional notional that did not fill. The data showed the following results for the symbol SPY on date 2026-09-18: 1519 bars, a close 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 of 0.10841930825440019, and a high of 773.38 over 20 days. The system also calculated a realized volatility over 20 days of 0.09177563610967954 and over 60 days of 0.11312092354477239, with a simple moving average of the Average True Range of 8.199468550341958, and a rank of 4, with a size of 0. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&end=2026-09-18T23:59:59Z&feed=sip&adjustment=all

The SFIX model output was measured on September 19 in the event_calc.py and simulation.py files. The distributions showed a median of 16.578014% and a P80 of 31.413933%. The bootstrap, which is a statistical method, had a 20,000-iteration confidence interval with a median between 7.990075% and 30.251626%, and a P80 between 16.524823% and 44.347826%. A simulation of 30,000 iterations was run for 40%, 60%, and 80% volatility, with the following results: at a premium of 0.13, the stop was 80.416667%, 77.89%, and 73.853333%, the target was 7.233333%, 11.866667%, and 17.726667%, the mean USD was -5.252341, -2.531753, and 1.134710, and the win percentage was 17.943333%, 20.62%, and 24.913333%. The P05, which is the 5th percentile, was -14, including fees. At a premium of 0.28, the means were -18.599587, -16.279246, and -13.772511. At 0.11, the means were -3.223204, -0.528166, and 3.157407. The intrinsic-only Kelly, which is a betting strategy, had the following results: 0.10, 0.11, 0.13, and 0.28, with half of the account at 1.77%, 0.70%, 0%, and 0%. This analysis is based on frozen methodology and assumptions, and these results are calculated model outputs, not market facts or verified live probabilities. https://runway.adityaperswal.workers.dev/data/stock-bars

An analyst's calculations, not based on the issuer's guidance, show that to reach a target return of 21.919686, the price-to-earnings ratio for the years 2020, 2022, and 2025 would require earnings per share of 1.095984, 0.996349, and 0.876787 respectively, and annual sales of 116.059051 million, 112.967913 million, and 109.258546 million, assuming a gross margin of 38%, selling, general, and administrative expenses of 30 million, interest of 1.1 million, royalty amortization of 0.08148 million, a tax rate of 25%, and 8.842024 million shares. A growth scenario of 19.8151 gives a net return of 2.08968. The costs are 55 basis points per side. For a 4-share position, a 50% gap loss would be 30.12906, which is more than the normal account budget of 30. For a 3-share position, the loss would be 22.596795, and for a 1-share position, it would be 7.532265. This corrects the approximate 4-share ceiling to use 3 shares if this stress and cost reserve are adopted. The 50% gap is an explicit stress assumption, not a predicted quantile. A news scan found this to be an analyst's math, not a headline or raw script output. https://www.sec.gov/Archives/edgar/data/1000230/000143774926029950/occ20260731_10q.htm

A news scan found the text: R91904 10 events queried, base 7 matched, with 2 missing affordable exact-entry marks for March and September 2025, and December 2025 P2.5 entry, and 0.8 lacks exact post-event mark. The results show that the missing values are not zero. The analysis used vectorbt with one contract per 1000 accounts, from T-3 close to T+1 close, with a full premium of 30 or less after assumed entry slippage. The costs were 0.02, 0.05, and 0.10 per share on each side, plus a 0.50 USD fee. The training results were 5.05, 2.90, and 5.45 percent returns, with drawdowns of 4.195166, 4.810361, and 2.885572 percent, and win rates of 40, 40, and 66.666667 percent. The held-out results were -1.85, -2.20, and -3.20 percent returns, with the same drawdowns, and a win rate of 0. The base results were a 3.20 percent return, a 5.882353 percent drawdown, and a 28.571429 percent win rate. High-cost samples changed the selection and missingness, but not the improvement. Non-trade-day marks were forward-filled solely for portfolio valuation, and the baseline of 1000 was included in the drawdown. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the following data: Collected on September 19, the SFIX260618P00002500 put option had a close price of 0.06 on June 5, 2026, and a close price of 0.04 on June 11, 2026. The premium multiplier was 100. This option was selected because it was the nearest out-of-the-money, or OTM, option with a strike price on a half-dollar grid, and its price on June 5, 2026, plus 0.02 for assumed slippage, was less than or equal to 0.30. The option also had to have its first monthly expiration at least 7 calendar days after earnings were announced. The data from March and June 2026 were held out of the sample by a chronological split. The daily trade marks were not executable quotes, and the sample excluded any missing data. The June 2026 expiry date was corrected from June 19 to June 18, based on observed OCC bars and a holiday convention. The fee for each trade was 0.50 USD per side, plus 0.02 per share per side, and no stale entries were forward-filled. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline is not available, but a data line shows historical put marks for SFIX. Collected on September 19, the data for SFIX260320P00002500, a put option, shows that on March 6, 2026, three days before the event, the close was 0.1, and on March 12, 2026, one day after the event, the close was 0.01. The premium multiplier is 100. The selection method used the nearest out-of-the-money, or OTM, option with a strike price on a half-dollar grid, adding 0.02 for assumed slippage, which is the difference between the expected and actual price, as long as it was less than or equal to 0.30. The option also had to have an expiry date at least seven calendar days after earnings were announced, with the first monthly expiry being considered. The data for March and June 2026 were held out, or excluded, by splitting the data chronologically. The daily trade marks were not actual quotes that could be executed, but rather a sample that excluded any missing data. The expiry date for June 2026 was corrected from June 19 to June 18, based on observed data from the Options Clearing Corporation, or OCC, and following standard holiday conventions. The fee for each trade was 0.50 USD per side, plus 0.02 per share per side, and no stale entries were forwarded to be filled at a later time. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the following data: Collected on September 19, the SFIX put option with a strike price of 4.00 and an expiration date of June 25, 2025, had a close price of 0.2 on June 5, 2025, and a close price of 0.09 on June 11, 2025. The premium multiplier is 100. The selection criteria for this option was the nearest out-of-the-money, or OTM, strike price listed on a half-dollar grid with an exact T-3 mark plus 0.02 assumed slippage, which is less than or equal to 0.30, and the first monthly expiry is at least 7 calendar days after earnings. The data from March and June 2026 was held out by a chronological split. The daily trade marks are not executable quotes, and the sample excludes missing data. The June 2026 expiry was corrected from June 19 to June 18, based on observed OCC bars and holiday convention. The fee is 0.50 USD per side plus 0.02 per share per side, with no stale entry forward fills. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the following data: Collected on September 19, the SFIX put option with the ticker SFIX241220P00004000, which is a type of financial contract known as an option, had a close price of 0.24 on December 5, 2024, and a close price of 0.01 on December 11, 2024. The premium multiplier, which is a measure used to calculate the value of the option, was 100. The selection criteria for this option included choosing the nearest out-of-the-money, or OTM, strike price, which is the price at which the option can be exercised, listed on a half-dollar grid with an exact T-3 mark, which refers to a specific trading day, plus 0.02 assumed slippage, which is the difference between the expected and actual price of a trade, as long as it was less than or equal to 0.30. The option also had to have its first monthly expiry, which is the date on which the option expires, at least 7 calendar days after earnings, which refers to the company's financial reports. The data from March and June 2026 were held out, or excluded, by a chronological split, which is a way of dividing data into different time periods. The daily trade marks, which are records of trades, were not executable quotes, which are prices at which a trade can be made, and the sample excluded missing data. The expiry date for June 2026 was corrected from June 19 to June 18, based on observed OCC bars, which are a type of financial data, and a holiday convention, which is a set of rules for handling holidays. The fee for the trade was 0.50 USD per side, which refers to the buyer and seller, plus 0.02 per share per side, and there were no stale entry forward fills, which refers to a type of trade that is not executed immediately. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the following data line: Collected on September 19, the SFIX put option with the ticker SFIX241018P00003500 had a close price of 0.14 on September 19, which is three trading days before the current date, and a close price of 1.03 on September 25, which is one trading day after the current date. The premium multiplier is 100. The selection method used the nearest out-of-the-money, or OTM, strike price listed on a half-dollar grid with an exact T-3 mark plus 0.02 assumed slippage, which is a small amount added to account for the difference between the expected and actual price of a trade, as long as the slippage is less than or equal to 0.30. The first monthly expiry had to be at least seven calendar days after earnings. The data from March and June 2026 were held out by a chronological split. The daily trade marks were not executable quotes, which means they were not actual prices at which trades could be made. The sample excluded missing data. The expiry date for June 2026 was corrected from June 19 to June 18 based on observed OCC bars and a holiday convention. The fee was 0.50 USD per side plus 0.02 per share per side, and there were no stale entry forward fills, which means that old data was not used to fill in missing information. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the following data: Collected on September 19, the SFIX240621P00002000 put option had a close price of 0.13 on May 30, 2024, which is three trading days before the event, and a close price of 0.05 on June 5, 2024, which is one trading day after the event. The premium multiplier used was 100. The selection method used was to choose the nearest out-of-the-money, or OTM, option with a strike price on a half-dollar grid and a mark plus 0.02 for assumed slippage, which is the difference between the expected and actual price of a trade, as long as the slippage was less than or equal to 0.30. The first monthly expiry, or expiration date, had to be at least seven calendar days after earnings were announced. The data from March and June 2026 were held out, or excluded, from the sample by a chronological split, which means the data was divided into two parts based on time. The daily trade marks were not executable quotes, which means they were not actual prices at which trades could be made, and the sample excluded any missing data. The expiry date for June 2026 was corrected from June 19 to June 18 based on observed OCC, or Options Clearing Corporation, bars and a holiday convention, which is a set of rules for handling holidays. A fee of 0.50 USD per side, which means per trade, plus 0.02 per share per side, was used, and no stale entry, which is an outdated trade, was forward-filled, which means it was not updated to reflect current prices. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the historical data for SFIX put marks on 2024-03-04. The data was collected on September 19. It shows the put option SFIX240315P00003000, which is a type of financial contract, had a close price of 0.14 on 2024-02-28, and a close price of 0.4 on 2024-03-05. The premium multiplier is 100. The selection criteria for this data include choosing the nearest out-of-the-money, or OTM, option with a strike price on a half-dollar grid, and adding 0.02 for assumed slippage, which is the difference between the expected and actual price of a trade, as long as it is less than or equal to 0.30. The data also excludes the first monthly expiry that is less than 7 calendar days after earnings. The months of March and June 2026 were held out of the sample due to a chronological split. The daily trade marks are not executable quotes, meaning they are not actual prices that can be traded, and the sample excludes any missing data. The expiry date for June 2026 was corrected from June 19 to June 18, based on observed data from the Options Clearing Corporation, or OCC, and following standard holiday conventions. The fee for this trade is 0.50 USD per side, plus 0.02 per share per side, and does not include any stale entry forward fills, which are trades that are filled at a later time. https://runway.adityaperswal.workers.dev/data/option-bars

A data scan found the results of a conditional bootstrap scenario for two models, training2016_23 and recent252. The training2016_23 model had 20,000 paths, a stop probability of 0.5601, a target probability of 0.14305, and a mean return percentage of 0.2761. The recent252 model had the same number of paths, a stop probability of 0.65075, a target probability of 0.3413, and a mean return percentage of 5.5309. Each model used 20,000 paths, 60 sessions, and 5-day blocks, with OHLC relative prior close, a seed of 91904, an entry of 14.82, a stop of 12.672, and a target of 21.919686, with 55 basis points per side. A gap stop was used, which is a stop that is triggered when the price moves worse than the open, and the same bar stop was used first. The binary half Kelly diagnostic, which is a risk stake fraction for normalized average win or loss, was 0.00514789 for the training2016_23 model and 0.06048884 for the recent252 model. The empirical model was not validated for future odds. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=OCC&timeframe=1Day&feed=sip&adjustment=all