Notes

A news scan found the headline is not available, but a data line shows a trade for BWLP with the following details: the entry price was 12.67, the stop loss was 12.218, the target price was 14.026, and the exit price was 14.026. The reason for the exit was that the target was reached. The trade started on August 6, 2025, at 04:00:00 and ended on August 22, 2025, at 04:00:00. This is part of a daily paper trade, which is a simulated trade used for testing, for the ticker BWLP, with an entry of 318 and an exit of 330. A separate calculation was done on September 13 for a daily all-adjusted screening proxy, but this is not an executable trade and is based on a 15-minute policy. The data from December 2025 to January 2026 has been removed. https://runway.adityaperswal.workers.dev/data/stock-bars

A daily paper trade for BWLP was made on July 7, 2025, at 04:00:00. The entry price was 10.61 and the exit price was 12.34 on August 5, 2025, at 04:00:00. The reason for the trade was a gap target. The trade had an enrollment of 296, an exit of 317, a stop loss of 10.1047, and a take profit of 12.1259. This was part of a calculated daily all-adjusted screening proxy on September 13, which is not executable due to a 15-minute policy. The trade data from December 2025 to January 2026 was purged. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'BWLP R91308 BWLP daily paper trade 6'. The trade details are as follows: the entry price was 9.9142, the exit price was 9.9142, the stop price was 10.4, and the target price was 11.8574. The trade entered on 2025-06-16 04:00:00+00:00 and exited on 2025-06-24 04:00:00+00:00 due to a stop, which is a price level that triggers a sale. The trade had an entry value of 283 and an exit value of 288. A Sep 13 calculation of a daily all-adjusted screening proxy, which is a measure used to evaluate trades, was not executable due to a 15-minute policy, which is a rule that governs trading frequency. The Dec 2025-Jan 2026 boundary was purged, meaning that data from that time period was removed. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'BWLP daily paper trade 5'. The trade details are as follows: the entry price was 8.950800000000001 on 2025-05-13 04:00:00+00:00 and the exit price was 9.361 on 2025-05-22 04:00:00+00:00, with a reason for exit being a stop. Other details include an entry of 260, an exit of 267, and a target of 10.591600000000001. This is a daily all-adjusted screening proxy calculated on September 13, which is not executable, and is based on a 15-minute policy, with the December 2025 to January 2026 boundary purged. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline for a BWLP daily paper trade on January 13, 2025. The trade details are as follows: the entry price was 9.069, the exit price was 9.1855, the high price was 11.1195, and the low price was 9.669. The trade started on January 13, 2025, at 05:00:00 and ended on February 27, 2025, at 05:00:00. The reason for the trade was a gap stop, which is a stop order used to limit losses. The trade was not executable due to a 15-minute policy and was part of a daily all-adjusted screening proxy calculated on September 13. The data from December 2025 to January 2026 was removed. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'BWLP R91308 BWLP daily paper trade 3'. The trade details are as follows: the entry price was 9.113999999999999, the exit price was 9.113999999999999, the highest price was 10.982000000000001, and the lowest price was 9.581. The trade was exited due to a stop reason. The trade started on 2025-01-03 05:00:00+00:00 and ended on 2025-01-06 05:00:00+00:00. This is a result of a calculated daily all-adjusted screening proxy, which is not executable, and is based on a 15-minute policy. The data from the Dec2025-Jan2026 boundary has been purged. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line shows the following information about a trade: the entry price was 11.7, the reason for the trade was a gap stop, the entry date was 2024-10-02 04:00:00+00:00, and the exit date was 2024-10-09 04:00:00+00:00. Other numbers related to the trade are: en 108, E 12.32, S 11.84, T 13.76, and ex 113. This trade is part of a daily paper trade for BWLP, which is a type of simulated trading. A note mentions a Sep 13 calculated daily all-adjusted screening proxy, which is not executable, and a 15-minute policy for a manager, and that a Dec 2025 to Jan 2026 boundary was purged. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline for BWLP daily paper trade 1. The trade had an entry price of 11.088 on 2024-08-26 04:00:00+00:00 and an exit price of 11.088 on 2024-09-03 04:00:00+00:00, with a reason for exit being a stop, which is a predetermined price level to limit losses. The trade had a high of 14.175999999999998, a low of 11.088, and an average price of 11.86. The trade also had an executable price of 11.088 and an exchange price of 87. Additionally, a calculated daily all-adjusted screening proxy was done on September 13, but it was not executable due to a 15-minute policy. The data from December 2025 to January 2026 boundary was also removed. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about HITI R91308. On June 15, the issuer reported its Q2 results as of April 30, with revenue of CAD 179.3 million, EBITDA of 13.9 million, and free cash flow, or FCF, of 1.5 million, compared to 4.9 million. The company also reported cash, including restricted cash, of 36.5 million, compared to 46.4 million. The ratio of FCF to EBITDA was 10.791367%, and the year-over-year change in FCF was -69.387755%. On August 4, the company released preliminary Q3 results, showing at least 30%, 27%, and 43% year-over-year growth in revenue, gross profit, and EBITDA, respectively. The company also reported sales of more than 10 tonnes in Germany, which represents a 33% increase from the previous quarter and a 60% increase from the same quarter last year. This information was released 41 days before the scheduled September 14 release. The issuer is interested, but there are no independent paid invoices. https://hightideinc.com/high-tide-reports-second-quarter-2026-financial-results-featuring-record-revenue-of-179-3mm-and-adjusted-ebitda-of-13-9mm/ ; https://hightideinc.com/high-tide-announces-preliminary-q3-2026-guidance/

A May 27 filing for the March 31 FY26 period showed that Helios had 99% of its revenue come from a pool, with no individual charterer making up more than 10% of the revenue within that pool. This means that the pool's revenue concentration does not rely on a single end customer. It was also noted that for voyages through the Panama Canal, the fees are typically unpaid by charterers, and instead the pool distributes the collected net earnings after voyage expenses and working capital have been accounted for. This is the same warning that was given in the prior 2025 annual report, and it has been verified in the current 2026 report. https://www.sec.gov/Archives/edgar/data/1596993/000159699326000025/lpg-20260331x10k.htm

A news scan found the headline 'BWLP R91308 gas carrier current signals'. On September 13, a system fetched all signals from September 11. For BWLP, it completed analysis of 595 bars, with a current price of 25.13, which is higher than the prior 20 days' average of 25 and the 50-day Simple Moving Average, or SMA, of 21.4608, and the Average Daily Range, or ADR, of 20.66525, resulting in a true signal. For LPG, it analyzed 1682 bars, with a current price of 55.18, which is lower than the prior 20 days' average of 55.2, and the SMA of 45.9394, and the ADR of 1.640525, resulting in a false signal. The historical periods covered differ, with BWLP's US series starting around 2024 onward, and no long US training was assumed. https://runway.adityaperswal.workers.dev/data/stock-bars

On August 25, the issuer reported second-quarter results. The company realized $127.4 million in gains, but had an unrealized loss of $145.5 million, resulting in a gross loss of $18.1 million. After expenses and tax losses, the net loss was $30.9 million. For the first half of the year, operating cash flow was $371.4 million, but this was after a working capital outflow of $109.1 million. In the shipping segment, time charter coverage was 53% in the second quarter, and charter hire expense increased by $7.7 million due to index-linked charter insurance. The company declared a dividend of $0.95, which is 120% of total common earnings and 100% of shipping net profit after tax. Note that these figures are from different periods and segments and cannot be combined as one profit figure. https://www.sec.gov/Archives/edgar/data/1649313/000110465926102581/bwlp-20260630xex99d2.htm

A news scan found the headline about a company's disclosure on September 4 for the September 30 quarter. The company has a forward charter with a fixed rate of more than 88,000 USD per day for 99 percent of calendar days, which does not include potential demurrage, a fee for delaying a ship, and this money has not been collected yet. The company is also building three new Panamax ships that can hold 90,000 cubic meters, which will cost 345 million USD and be delivered in June, September, and December 2030, but these ships are not part of the company's current capacity. On September 2, the company refinanced 368.4 million USD for seven years with a margin of 140 basis points, or 1.4 percent, over the SOFR, or secured overnight financing rate, a measure of the cost of borrowing, which includes a 213.4 million USD term loan and a 155.1 million USD revolver, a type of loan that can be borrowed and repaid repeatedly, with a 200 million USD accordion, a type of loan that can be increased in size, and the source of the components rounds to 0.1 million USD. https://www.dorianlpg.com/newsroom/news-and-press-releases/news-details/2026/Dorian-LPG-Ltd--Announces-VLGC-Newbuilding-Contracts-Forward-Chartering-Estimates-and-New-Credit-Facility/default.aspx

A diagnostic check was done on the HITI R91308 stock using a momentum calculation over 20 and 1000 days, which looked at 685 bars of data and found a return of 26.210635% with a drawdown of 44.737554% and a win rate of 29.62963%. For comparison, buying and holding the stock would have given a return of 55.246914%. This diagnostic is for the stock itself and does not consider any options or adopted rules for trading. The data for March 2025 to April 18 had 0 bars, but this was corrected on April 17 with 12 bars of data from the 9th. All 20 requests for corrections were successful without any issues. There was an event in June 2026 that started on June 15 and was supposed to happen monthly on June 18, but it actually happened less than 7 days later, on July 17, not on June 18. The workflow for trading must use the full exchange calendar and not rely on guesses about holidays. node /app/agent/dist/backtest.js ; https://cdn.cboe.com/resources/options/Cboe2025OPTIONSCalendar.pdf ; https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline 'Repairs oversized-record rejection'. The system reopened the issuer's scheduled AMC date and received a quote and stock response in the range of 26173 to 82. The data includes rows for side, lag, OCC, entry day, exit day, entry close, exit close, net return R, stress return R, and 4x close hit. The system does not impute missing values that are not zero. The data is split into training and holdout sets, with the first 8 used for training and the last 2 known used as a calendar holdout. The data points are as follows: for call option C with 2 days of lag, the ticker is HITI260417C00002500, the entry date is 2026-03-13, the exit date is 2026-03-16, the entry close is 0.24, the exit close is 0.2, the net return R is -0.3396226415094339, and the stress return R is -0.48275862068965514, with a 4x close hit of false. For put option P with 2 days of lag, the ticker is HITI260417P00002500, the entry date is 2026-03-13, the exit date is 2026-03-16, the entry close is null, the exit close is 0.22, with null net return R and stress return R, and a 4x close hit of null. Similar data points are listed for call and put options with 3 and 5 days of lag, with respective tickers, dates, and return values. https://hightideinc.com/high-tide-opens-220th-canna-cabana-in-sarnia-ontario/ ; https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about repairs to an oversized-record rejection. The issuer has a scheduled AMC date, with a quote and stock response in the range of 26173 to 82. The data includes rows for side, lag, OCC, entry day, exit day, entry close, exit close, net return R, stress return R, and 4x close hit. The data does not impute missing values and holds out the last two known calendar days for training. The data points are as follows: for call option HITI260220C00002500 on 2026-01-27 to 2026-01-28, the entry close was 0.22 and exit close was 0.16, with a net return R of -0.4489795918367347 and stress return R of -0.5925925925925926. For put option HITI260220P00002500 on the same days, the entry close was 0.17 and exit close was 0.18, with a net return R of -0.20512820512820523 and stress return R of -0.40909090909090917. Other data points include call option HITI260220C00002500 from 2026-01-26 to 2026-01-28 with a null exit close, put option HITI260220P00002500 from 2026-01-26 to 2026-01-28 with an entry close of 0.1 and exit close of 0.18, call option HITI260220C00002500 from 2026-01-22 to 2026-01-28 with an entry close of 0.27 and exit close of 0.16, and put option HITI260220P00002500 from 2026-01-22 to 2026-01-28 with an entry close of 0.1 and exit close of 0.18. https://hightideinc.com/high-tide-to-announce-fourth-fiscal-quarter-and-full-fiscal-year-2025-financial-results/ ; https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about repairs to oversized-record rejection. The issuer has a scheduled AMC date. The quote and stock response are in the range of 26173 to 82. The rows show side, lag, OCC, entry day, exit day, entry close, exit close, net return R, stress return R, and 4x close hit. Null missing values are not zero and there is no imputation. The first 8 are used for training and the last 2 are known calendar holdout. The data includes the following events: for call option C with 2 days of lag, the ticker is HITI250718C00002500, the entry day is 2025-06-12, the exit day is 2025-06-13, the entry close is 0.15, the exit close is 0.11, the net return R is -0.5142857142857143, the stress return R is -0.7000000000000001, and 4x close hit is false. For put option P with 2 days of lag, the ticker is HITI250718P00002500, the entry day is 2025-06-12, the exit day is 2025-06-13, the entry close is 0.35, and the exit close is null. Similar data is provided for other events with different lags and dates. https://hightideinc.com/high-tide-to-announce-second-fiscal-quarter-2025-financial-results/ ; https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline 'HITI R91308 compact historical event endpoints 2025-03-17'. This is a data line. Repairs were made to fix the rejection of oversized records. The issuer's scheduled AMC date was reopened, and the quote and stock response were in the range of 26173 to 82. The rows represent the side, lag, OCC, entry day, exit day, entry close, exit close, net return R, stress return R, and 4x close hit. Null or missing values were not replaced with zero, and no imputation was done. The first 8 were used for training, and the last 2 were used as a known calendar holdout. The data includes the following entries: for call option C with 2 days of lag, the ticker is HITI250417C00002500, the entry day is 2025-03-13, the exit day is 2025-03-14, the entry close is 0.15, the exit close is 0.25, the net return R is 0.28571428571428575, the stress return R is 0, and 4x close hit is false. Similar data is provided for other call and put options with different lag days. https://hightideinc.com/high-tide-to-announce-first-fiscal-quarter-2025-financial-results/ ; https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about repairs to oversized-record rejection. The issuer has a scheduled AMC date, with a quote and stock response in the range of 26173 to 82. The data includes rows for side, lag, OCC, entry day, exit day, entry close, exit close, net return R, stress return R, and 4x close hit. The data does not impute missing values and holds out the last two known calendar days for training. The data points are as follows: for call option HITI250221C00002500 on 2025-01-27 to 2025-01-28, the entry close was 0.45 and exit close was 0.5, with a net return R of -2.921639538487254e-17 and stress return R of -0.10000000000000003. For put option HITI250221P00002500 on 2025-01-27 to 2025-01-28, the entry close was 0.11 and exit close was 0.15, with a net return R of -0.07407407407407414 and stress return R of -0.37500000000000006. Other data points include call option HITI250221C00002500 on 2025-01-24 to 2025-01-28, put option HITI250221P00002500 on 2025-01-24 to 2025-01-28, call option HITI250221C00002500 on 2025-01-22 to 2025-01-28, and put option HITI250221P00002500 on 2025-01-22 to 2025-01-28, with various entry and exit closes and returns. https://hightideinc.com/high-tide-to-announce-fourth-fiscal-quarter-and-full-fiscal-year-2024-financial-results/ ; https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline 'HITI R91308 compact historical event endpoints 2024-09-16'. This is a list of events related to the stock ticker HITI. The list includes the type of event, which is either a call option, referred to as 'C', or a put option, referred to as 'P'. The number after the type is the lag, which means the delay in days. The next piece of information is the stock option identifier, such as 'HITI241018C00002500', which is a unique code for a specific option. The dates '2024-09-12' and '2024-09-13' are the entry and exit days, which are the days when the option was bought and sold. The numbers 0.15 and 0.2 are the entry and exit prices, which are the prices at which the option was bought and sold. The net return and stress return are measures of the profit or loss made on the option, with values such as 7.930164461608261e-17 and -0.24999999999999994. The list includes the following events: [[C, 2, HITI241018C00002500, 2024-09-12, 2024-09-13, 0.15, 0.2, 7.930164461608261e-17, -0.24999999999999994, false], [P, 2, HITI241018P00002500, 2024-09-12, 2024-09-13, 0.5, null, null, null, null], [C, 3, HITI241018C00002500, 2024-09-11, 2024-09-13, 0.2, 0.2, -0.22222222222222224, -0.4, false], [P, 3, HITI241018P00002500, 2024-09-11, 2024-09-13, 0.45, null, null, null, null], [C, 5, HITI241018C00002500, 2024-09-09, 2024-09-13, 0.14, 0.2, 0.06060606060606057, -0.21052631578947373, false], [P, 5, HITI241018P00002500, 2024-09-09, 2024-09-13, null, null, null, null, null]]. https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2024-financial-results/ ; https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about repairs to an oversized-record rejection. The issuer has a scheduled AMC date. The quote and stock response are in the range of 26173 to 82. The rows represent side, lag, OCC, entry day, exit day, entry close, exit close, net return R, stress return R, and 4x close hit. Null missing values are not zero and there is no imputation. The first 8 are used for training and the last 2 are known calendar holdout. The data includes the following events: Repairs oversized-record rejection. Reopened issuer scheduled AMC date; quote and stock response in 26173–82. Rows = side, lag, OCC, entry day, exit day, entry close, exit close, net return R, stress return R, 4x close hit. The list of events is as follows: [[Call, 2, HITI240621C00002500, 2024-06-11, 2024-06-12, 0.16, 0.25, 0.21621621621621617, -0.04761904761904766, false], [Put, 2, HITI240621P00002500, 2024-06-11, 2024-06-12, null, 0.2, null, null, null], [Call, 3, HITI240621C00002500, 2024-06-10, 2024-06-12, 0.25, 0.25, -0.18181818181818182, -0.33333333333333337, false], [Put, 3, HITI240621P00002500, 2024-06-10, 2024-06-12, 0.21, 0.2, -0.25531914893617014, -0.423076923076923, false], [Call, 5, HITI240621C00002500, 2024-06-06, 2024-06-12, 0.25, 0.25, -0.18181818181818182, -0.33333333333333337, false], [Put, 5, HITI240621P00002500, 2024-06-06, 2024-06-12, 0.15, 0.2, 7.930164461608261e-17, -0.24999999999999994, false]]. https://hightideinc.com/high-tide-to-announce-second-fiscal-quarter-2024-financial-results/ ; https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline 'HITI R91308 compact historical event endpoints 2024-03-15'. Repairs were made to fix the rejection of oversized records. The issuer's scheduled AMC date was reopened, and the quote and stock response were recorded in the range of 26173 to 82. The rows of data include information about the side, lag, OCC, entry day, exit day, entry close, exit close, net return R, stress return R, and 4x close hit. Missing values were not replaced with anything, and the first 8 train and last 2 known calendar holdout were used. The data includes the following events: ['C', 2, 'HITI240419C00002500', '2024-03-13', '2024-03-14', 0.05, 0.05, -0.6666666666666666, -1, false], ['P', 2, 'HITI240419P00002500', '2024-03-13', '2024-03-14', null, null, null, null, null], ['C', 3, 'HITI240419C00002500', '2024-03-12', '2024-03-14', 0.05, 0.05, -0.6666666666666666, -1, false], ['P', 3, 'HITI240419P00002500', '2024-03-12', '2024-03-14', null, null, null, null, null], ['C', 5, 'HITI240419C00002500', '2024-03-08', '2024-03-14', 0.05, 0.05, -0.6666666666666666, -1, false], ['P', 5, 'HITI240419P00002500', '2024-03-08', '2024-03-14', null, null, null, null, null]. https://hightideinc.com/wp-content/uploads/2024/02/03-01-24-1Q2024-Earnings-Call-Info.pdf ; https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the following data: the current gates indicators and simulation for HITI R91308 are as follows. The gates indicators are: for the call side, the probability is 0.21, the number of trades is 10, the median absolute percentage change is 4.700377747252748, the hurdle percentage is 9.090909090909083, the number of hits is 1, the intrinsic multiple is 0.2135305662805659, the mean net intrinsic is -0.21515858108108116, and the ceiling 40 is -0.05. For the put side, the probability is 0.16, the number of trades is 10, the median absolute percentage change is 4.700377747252748, the hurdle percentage is 9.486166007905128, the number of hits is 1, the intrinsic multiple is 0.571515402496617, the mean net intrinsic is -0.11855753560054128, and the ceiling 40 is 0.059010989010989154. The indicators are: the close price is 2.53, the simple moving average 20 is 2.5010000000000003, the simple moving average 50 is 2.3244, the relative strength index 14 is 56.263135424542334, the average true range 20 is 0.08098999999999994, and the realized volatility 20 is 36.111155699136496. The selected trades are: for the call side, the lag is 2, the training number is 5, the holding number is 2, the returns are -0.6666666666666666, 0.21621621621621617, 7.930164461608261e-17, 0.28571428571428575, and -0.5142857142857143, and the holding returns are -0.3396226415094339 and 7.930164461608261e-17. For the put side, the lag is 3, the training number is 1, the holding number is 0, the return is 0.23999999999999988, and there are no holding returns. The simulation results are: for the call side with no stress, the terminal percentage values are 12.47907335907333, 30.717168597168595, and 104.21909909909905, the loss probability percentage is 94.36, the below 25 percentage is 47.425, and the median maximum drawdown percentage is 74.86202715145835. For the call side with stress, the terminal percentage values are 2.239047619047625, 15.989047619047625, and 24.739047619047625, the loss probability percentage is 100, the below 25 percentage is 99.875, and the median maximum drawdown percentage is 84.34288325592672. The integrity values are: for the call side, the mean confidence interval 95 percentage values are -47.23809523809524 and 20.077220077220076, and the half Kelly dollars value is 0. A simulation was run with $25 scaled exposure, $102.12 cash, 20 opportunities, and 20,000 paths, with stops funding below 25. The scenarios were not executable with fractional scaling and constant whole contracts. The catalog dates are September 11, 2021, for the call side and September 10, 2020, for the put side, with an expiry date of October 16. There is no new weekend print. The bootstrap is not a forecast, and put N1 was not resampled. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars ; NumPy seed91308

The trading fund manager made a decision to hold a position, known as a holdout phase, with a cost of 0.1. This decision was made on March 17, 2026. The mean percentage change was -43.33%, the return percentage was -1.30%, and the drawdown percentage was 0.80%. The win percentage was 0% and there were no targets. The initial cash drawdown percentage was 1.30%. A drawdown is a measure of the decline in value of a trading account. The manager used a synthetic book with a value of $1000 for one whole contract. The roundtrip fee, which is the cost of buying and selling, was 0.05 or 0.10 per share. The manager only counted closes, not fills, which means they only looked at completed trades. The pure ledger, a record of all transactions, was verified and all terminal profits and losses, known as PnL, were accounted for. The manager noted that N0, which refers to a specific data point, was unavailable and not zero, and that the training intersection, where different data points meet, was common across different time periods, known as lags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading fund manager made a decision to hold a position, also known as a long position, with a lag of 5, meaning the decision was based on data from 5 time periods before. This was during the holdout phase, which is a period of testing. The cost of each trade was 0.05. On March 17, 2026, the mean percentage change was -29.09 percent and the return percentage was -0.8 percent. The drawdown percentage, which is the decrease in value from the peak, was 0.55 percent. The win percentage was 0 percent, meaning no profitable trades were made, and there were no targets met. The drawdown initial cash percentage, which includes the initial cash, was 0.80 percent. The fund manager used a synthetic book, which is a simulated portfolio, with a value of $1000 per whole contract. The roundtrip fee, which is the cost of buying and selling, was 0.05 or 0.10 per share, and the slip, which is the difference between the expected and actual price, was also considered. The closes, which are the prices at the end of a trading period, were not always the same as the fills, which are the actual prices of the trades. The drawdown initial cash percentage includes the initial cash and is preferred. The pure ledger, which is a record of all transactions, was verified and all terminal profits and losses were accounted for. The return percentage of 0, also known as N0, is not available and does not mean a zero return. The train intersection, which is the point where the training data meets the testing data, is common across different lags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py