Notes

The trading fund manager used a system called vectorbt to train a model, which is a way to teach a computer to make predictions. The model was trained with a cost of 0.1 and a lag of 5, meaning it looked back 5 time periods to make decisions. This training happened on January 29, 2026. The results showed a mean percentage change of -13.33%, a return percentage of -0.2%, and a drawdown percentage of 0.4%. The drawdown percentage is a measure of the biggest loss, and in this case, it was 0.4% of the initial cash. The initial cash drawdown percentage was 0.5%, which includes the initial cash and preferred cash. The system used a synthetic book, which is a simulated set of trades, with a contract value of $1000. The fees and slippage, which is the difference between the expected and actual price of a trade, were 0.05% and 0.10% per share for round trips, meaning buying and selling. The system only counted closes, not fills, which means it only looked at completed trades. The results were verified by a pure ledger, which is a record of all transactions. The return percentage of 0, or N0, is not available and does not mean zero return. The training intersection is common across lags, meaning the model was trained to work with different time periods. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading fund manager used a strategy called vectorbt with the following settings: it was a training phase, the cost was 0.05, and it considered one event on 2026-01-29. The mean percentage return was 23.99999999999999, the actual return percentage was 0.3, and the drawdown percentage was 0.2998500749625155. The win percentage was 100. A drawdown is a measure of the decline in value of a trading account, in this case, the drawdown percentage from the initial cash was 0.2998500749625155. The manager considered a whole contract and a synthetic book worth $1000, with a roundtrip fee of 0.05 and a slip of 0.10 per share. The manager verified the results using a pure ledger, which is a record-keeping system, and considered the preferred initial cash. The manager noted that the return was not zero, and the training intersection was common across different time lags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading strategy has the following parameters: it is a long position, with a lag of 3, in the holdout phase, and a cost of 0.1. The strategy is based on a synthetic book of $1000, with a roundtrip fee and slippage of 0.05 and 0.10 per share, respectively. The strategy only considers closes, not fills. The initial drawdown includes the initial cash and preferred amount, and the pure ledger verifies all terminal profit and loss. The return is unavailable when it is not zero, and the training intersection is common across lags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading strategy has the following parameters: it is a long position, with a lag of 3, in the holdout phase, and a cost of 0.05. This means that for every $1000 traded, there is a synthetic book with a total cost. The cost is split equally between a fee of 0.05 and a slip of 0.10 per share for a round trip. The strategy only considers closes, not fills. The initial drawdown includes the initial cash and preferred amounts, and the pure ledger verifies all terminal profits and losses. The number 0 in this context does not mean zero return, but rather that it is unavailable. The training intersection is common across different lags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading fund manager used a strategy called vectorbt with the following settings: it was a training phase, the cost was 0.1, and it looked back 3 periods, which is also known as a lag of 3. The results were based on one event on January 29, 2026. The average percentage change was -13.33%, the return percentage was -0.2%, and the maximum drawdown percentage was 39.92%. The win percentage was 0%, and there were no targets. The drawdown percentage from the initial cash was 50%. This was calculated using a synthetic book with a one-whole contract and a $1000 investment. The fees and slippage were 0.05% and 0.10% per share for a round trip, and only closes were considered, not fills. The drawdown includes the initial cash, and the results were verified. The return is shown as -0.2%, which is not zero, and the training intersection was common across different lags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading fund manager used a strategy called vectorbt with the following settings: it was a purchase, or long, position, it looked back 3 periods, it was in the training phase, and the cost was 0.05. The number of trades was 1, and it happened on the date 2026-01-29. The average percentage gain was 23.99999999999999, the return percentage was 0.3, and the maximum drawdown, or loss, percentage was 0.1493280238924921. The win percentage was 100, there were 0 targets, and the initial drawdown percentage based on the initial cash was 0.24999999999999467. This was for a whole contract with a synthetic book value of $1000. The round trip fee, which is the cost of buying and selling, was 0.05 or 0.10 per share. The closes, or end of trading periods, were not the same as the fills, or actual trades. The initial drawdown included the initial cash and was preferred. The pure ledger, which is a type of record keeping, verified all the terminal profits and losses. The number 0, or N0, is not available and does not mean a zero return. The training intersection was common across different time periods, or lags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading fund manager made a decision with the following parameters: a long position, a lag of 2, in the holdout phase, with a cost of 0.1, and n equals 0. This is for a whole contract with a synthetic book value of $1000. The round trip fee and slippage are 0.05 and 0.10 per share, respectively, and only closed positions are considered, not filled ones. The initial drawdown includes the initial cash and preferred amount, and the pure ledger verifies all terminal profits and losses. The return when n is 0 is not available, not zero, and the training intersection is common across different lags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading strategy has the following parameters: it is a long position, with a lag of 2, in the holdout phase, and a cost of 0.05. The strategy is applied to a synthetic book worth $1000, which is equivalent to one whole contract. The roundtrip fee and slippage are 0.05 and 0.10 per share, respectively. The strategy only considers closes, not fills. The initial drawdown includes the initial cash and preferred cash, and the terminal profit and loss are verified by a pure ledger. The return when n is 0 is not available, and it is not equal to zero. The training intersection is common across different lags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading fund manager made a decision to buy, indicated by the side 'P', with a lag of 2, during the training phase. The cost was 0.1, and there was 1 event on 2026-01-29. The mean percentage change was -40.91%, the return percentage was -0.9%, and the drawdown percentage was 0.4%. The win percentage was 0%, and there were 0 targets. The drawdown initial cash percentage was 0.9%. This was based on a synthetic book with a value of $1000 per whole contract. The roundtrip fee was 0.05, and the slip was 0.10 per share. The closes were not fills. The initial drawdown included the initial cash, which was preferred. The pure ledger verified all terminal profit and loss. The return was not zero, and the train intersection was common across lags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading fund manager made a decision to buy, which is represented by the side 'P', with a lag of 2, during the training phase. The cost was 0.05. There was one event on January 29, 2026. The average percentage change was -20.51%, the return percentage was -0.4%, and the maximum drawdown percentage was 0.15. The win percentage was 0%, and there were no targets. The initial cash drawdown percentage was 0.4%. This was based on a whole contract and a $1000 synthetic book. The round trip fee was 0.05 or 0.10 per share, with equal fees and slippage. The closes were not fills. The initial drawdown included the initial cash, which was preferred. The pure ledger verified all terminal profits and losses. The return of 0, represented by 'N0', was not available and did not mean zero return. The training intersection was common across 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 holdout, with the following parameters: the side of the trade was a call, or a bet that the price would go up, the lag, or delay, was 5, the cost was 0.1, and the number of trades was 1. The events that triggered this decision occurred on 2026-03-17. The mean percentage change was -44.44, the return percentage was -1.20, and the drawdown percentage, which is the decrease in value from the peak, was 0.90. The win percentage was 0, the number of targets was 0, and the drawdown initial cash percentage was 1.20. This was based on a synthetic book with a value of $1000 per contract, with a roundtrip fee of $0.05 and a slip, or difference between expected and actual price, of $0.10 per share. The closes, or end of trade prices, were not the same as the fills, or actual trade prices. The initial cash drawdown includes the initial cash and is preferred. The pure ledger, a record of all transactions, verified all terminal profits and losses. The return percentage of 0, or N0, is not available and does not mean a zero return. The train intersection, or point where the training data meets the testing data, is common across different lags, or delays. 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 holdout, with the following parameters: the side of the trade was a call, denoted as C, with a lag of 5, meaning the decision was based on data from 5 time periods prior. The cost of the trade was 0.05. On March 17, 2026, the mean percentage change was -28.57%, the return percentage was -0.7%, and the drawdown percentage, which is the decrease in value from the initial investment, was 0.65%. The win percentage was 0%, and there were 0 targets. The drawdown initial cash percentage, which includes the initial cash, was 0.7%. The trading strategy used a synthetic book with a value of $1000 per whole contract. The roundtrip fee, which is the cost of buying and selling, and the slip, which is the difference between the expected and actual price, were 0.05 and 0.10 per share, respectively. The closes, which are the prices at the end of a trading period, were not necessarily the fills, which are the actual prices at which the trades were executed. The pure ledger, which is a record of all transactions, verified all terminal profits and losses, denoted as PnL. The notation N0 is unavailable and does not mean a return of zero. The train intersection, which is the point at which the training data meets the testing data, was common across lags, meaning it was consistent across different time periods. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading strategy has the following parameters: it is a call, or long, position, denoted by the side C, with a lag of 5, meaning it looks back 5 periods, and it is in the training phase. The cost is 0.1, and the number of events, or trades, is 5. The events occurred on the following dates: 2024-03-15, 2024-06-13, 2024-09-16, 2025-03-17, and 2025-06-16. The mean percentage change was -49.42%, the return percentage was -4.5%, and the maximum drawdown, or loss, was 4.5%. The win percentage was 0%, and there were 0 targets. The drawdown percentage from the initial cash was also 4.5%. This strategy uses one whole contract and a $1000 synthetic book, with fees of $0.05 and $0.10 per share for round trips, and it only counts closes, not fills. The drawdown includes the initial cash, and the results are verified by a pure ledger, which is a type of accounting system. The return percentage is not zero, and the training intersection is common across different lags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading strategy HITI R91308 used a vectorbt model with the following parameters: it was a call option, with a lag of 5, in the training phase, and a cost of 0.05. The number of events was 5, which occurred on the following dates: 2024-03-15, 2024-06-13, 2024-09-16, 2025-03-17, and 2025-06-16. The mean percentage change was -27.039627039627046, the return percentage was -2, and the drawdown percentage was 2.244389027431404. The win percentage was 20, and there were 0 targets. The drawdown initial cash percentage was 2.244389027431426. This strategy used a synthetic book with one whole contract and $1000, with a roundtrip fee of 0.05 and a slip of 0.10 per share. The closes were not fills. The initial drawdown included the initial cash and was preferred. The pure ledger verified all terminal profits and losses. The number of events, denoted as N, was not zero, and the train intersection was common across lags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading strategy has the following parameters: it is a call, or long, position, denoted by the side 'C', with a lag of 3, which means it looks back 3 periods to make decisions. This is the holdout phase, where the strategy is tested on unseen data. The cost is 0.1. There are 2 events, which occurred on 2026-03-17 and 2026-06-15. The mean percentage change is -20, the return percentage is -1, and the drawdown percentage, which is the maximum loss from a peak, is 1.401401401401392. The win percentage is 0, meaning no winning trades were made, and there are 0 targets. The initial cash drawdown percentage is 1.5000000000000013. This strategy uses a whole contract and a synthetic book of $1000. The fees and slippage, which is the difference between expected and actual trade prices, are 0.05 and 0.10 per share for a round trip, meaning a buy and sell. The strategy only counts closes, not fills, which are the actual executions of trades. The drawdown includes the initial cash and is preferred. The pure ledger, which is a record of all transactions, verifies all terminal profits and losses. The return percentage is not zero, even though it is denoted as N0, and the train intersection is common across lags, meaning the strategy looks for common patterns across different time periods. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading strategy has the following parameters: it is a call, or long, position, denoted by the side C, with a lag of 3, meaning it looks back 3 periods. This is a holdout phase, which is a period of testing. The cost is 0.05. There are 2 events, on 2026-03-17 and 2026-06-15. The mean percentage change is 8.89 percent. The return percentage is 0 percent. The drawdown percentage, which is the decrease in value from a peak, is 0.9 percent. The win percentage, or percentage of winning trades, is 50 percent. There are 0 targets. The drawdown initial cash percentage, which includes the initial cash, is 0.9 percent. A news scan found the note about a whole contract and a $1000 synthetic book. The note also mentions a 0.05 and 0.10 share roundtrip fee and slip, which refers to the cost of buying and selling, equally. It notes that closes are not fills, meaning that the trades are not completed until they are closed. The drawdown initial cash includes the initial cash and is preferred. The pure ledger, which is a record of all transactions, verified all terminal profits and losses. The note also mentions that N0 is unavailable and not zero return, and that the train intersection is common across lags, which refers to the point where the training data meets the testing data. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading strategy has the following parameters: it is a call, or long, position, denoted by 'C', with a lag of 3, which means it looks back 3 periods to make decisions, and it is in the training phase. The cost is 0.1. There are 5 events on the following dates: March 15, 2024, June 13, 2024, September 16, 2024, March 17, 2025, and June 16, 2025. The mean percentage change is -52.67%, the return percentage is -4.9%, and the drawdown percentage, which is the decrease in value from the peak, is 4.42%. The win percentage is 0%, and there are 0 targets. The drawdown initial cash percentage is 4.9%. This strategy uses a synthetic book with a value of $1000 per whole contract. The fees are 0.05% and 0.10% per share for a round trip, which means buying and selling, and the slip, or difference between expected and actual price, is also considered. The closes, or end of period prices, are used, not the fills, which are the actual trade prices. The initial cash drawdown includes the initial cash and is preferred. The pure ledger verifies all terminal profits and losses. The return of 0, denoted by 'N0', is not available and does not mean a zero return. The train intersection is common across different lags, which are periods of time used to analyze data. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading strategy has the following parameters: it is a call, or long, position, denoted by 'C', with a lag of 3, meaning it looks back 3 time periods, and it is in the training phase. The cost is 0.05. There are 5 events on the following dates: March 15, 2024, June 13, 2024, September 16, 2024, March 17, 2025, and June 16, 2025. The mean percentage change is -31.699855699855707, the return percentage is -2.4, and the drawdown percentage, which is the decrease in value from the initial investment, is 2.1553884711779103. The win percentage is 0, meaning no winning trades were made, and there are 0 targets. The drawdown initial cash percentage is 2.400000000000002. This strategy uses one whole contract and a $1000 synthetic book. The fee for buying and selling, or roundtrip, is 0.05 or 0.10 per share, and the trades are closed but not necessarily filled. The initial drawdown includes the initial cash and is preferred. The pure ledger verifies all terminal profits and losses. The return is not zero, even if it is denoted by 'N0', and the training intersection is common across different lags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading strategy has the following parameters: it is a call, or long, position, with a lag of 2, currently in the holdout phase, with a cost of 0.1. The strategy was tested on two events, on 2026-03-17 and 2026-06-15. The average percentage change was -36.64%, the return percentage was -1.9%, and the maximum drawdown percentage was 1.41%. The win percentage was 0%, with 0 targets. The initial cash drawdown percentage was 1.9%. This strategy uses a synthetic book with a value of $1000 per whole contract. The fees and slippage are 0.05 and 0.10 per share for a round trip. The closes are not fills. The drawdown includes the initial cash and is preferred. The pure ledger verifies all terminal profits and losses. The return is not zero when N is 0. The training intersection is common across lags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading strategy has the following parameters: it is a call, or long, position, denoted by the side 'C', with a lag of 2, which means it looks back 2 periods to make decisions. The phase is holdout, meaning it is being tested on unseen data, and the cost is 0.05. There are 2 events, on 2026-03-17 and 2026-06-15. The mean percentage change is -16.98%, the return percentage is -0.90%, and the drawdown percentage, which is the largest peak to trough decline, is 0.90%. The win percentage is 0%, and there are 0 targets. The drawdown initial cash percentage is 1.15%. This strategy uses a whole contract and a $1000 synthetic book. The cost is 0.05 for a share, with a roundtrip fee of 0.10, and the strategy only counts closes, not fills. The drawdown includes the initial cash, and the results are verified by a pure ledger, which is a record of all transactions. The return is not zero, denoted by N0 being unavailable. The strategy is trained at the intersection of common lags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading strategy has the following parameters: it is a closing trade, with a lag of 2, in the training phase, and a cost of 0.1. The number of events is 5, which occurred on the following dates: 2024-03-15, 2024-06-13, 2024-09-16, 2025-03-17, and 2025-06-16. The mean percentage change is -39.95, the return percentage is -3, and the drawdown percentage is 2.51. The win percentage is 0, and there are 0 targets. The initial cash drawdown percentage is 3.00. This strategy uses a synthetic book with a value of $1000 per whole contract, and the fees and slippage are 0.05 and 0.10 per share for a round trip. The closes are not fills. The drawdown initial cash includes the preferred initial cash, and the pure ledger verifies all terminal profit and loss. The number 0 is unavailable and not a zero return, and the train intersection is common across lags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

The trading strategy has the following parameters: it is a call, or long, position, denoted by the side 'C', with a lag of 2, meaning it looks back 2 periods. The phase is train, which means it is in training mode, and the cost is 0.05. The number of events, or trades, is 5, which occurred on the following dates: 2024-03-15, 2024-06-13, 2024-09-16, 2025-03-17, and 2025-06-16. The mean percentage change is -13.58%, the return percentage is -0.5%, and the drawdown percentage, which is the maximum loss from peak to trough, is 0.90, or 90%. The win percentage, which is the percentage of winning trades, is 40%. The targets, or profit goals, are 0. The drawdown initial cash percentage includes the initial cash and is preferred. The pure ledger, which is a record of all transactions, has been verified and all terminal profits and losses have been accounted for. The return percentage is not zero, even if it is denoted by 'N0'. The train intersection is common across lags, meaning the strategy is consistent across different time periods. The trading costs are $0.05 per $1000, with a roundtrip fee, which includes both buying and selling, of $0.10 per share, and the slippage, or difference between expected and actual prices, is equally split. The closes, or prices at which the trades were closed, are not the same as the fills, or prices at which the trades were executed. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py

A news scan found the headline that High Tide Inc. will announce its second fiscal quarter 2026 financial results after market close, which was scheduled and re-opened on September 13. This preannouncement does not necessarily mean it is the first news about the event. Prior date quotes and first post daily observations from 26173 to 282 were retained. The system recomputed 926 bars and found that the median return was 4.700378%. On June 15, 2026, the system recorded the following data: the stock closed at 2.25 before the announcement, opened at 2.59, reached a high of 2.65, and a low of 2.47, and closed at 2.52 on June 16, 2026. The gap percentage was 15.111111111111097%, the return percentage was 12.00000000000001%, the high percentage was 17.777777777777782%, and the low percentage was 9.777777777777796%. The average true range percentage was 3.797777777777777%, and the relative strength index over 14 days was 40.158494190998454. The momentum over 20 days was -6.6390041493776035, and the stock was not above its simple moving average over 50 days. The system also tracked the following contracts: for the event on June 15, 2026, there were contracts to buy and sell options, including calls and puts, with different entry and exit dates, and prices, such as the call option HITI260717C00002500, which was entered on June 11, 2026, and exited on June 12, 2026, with an entry price of 0.15 and an exit price of 0.2, and a return of 7.930164461608261e-17, and a stress return of -0.24999999999999994. The details of the contracts are as follows: a call option with an entry on June 11, 2026, and exit on June 12, 2026, a put option with an entry on June 11, 2026, and exit on June 12, 2026, a call option with an entry on June 10, 2026, and exit on June 12, 2026, a put option with an entry on June 10, 2026, and exit on June 12, 2026, a call option with an entry on June 8, 2026, and exit on June 12, 2026, and a put option with an entry on June 8, 2026, and exit on June 12, 2026. https://hightideinc.com/high-tide-to-announce-second-fiscal-quarter-2026-financial-results/ ; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline 'High Tide Announces Preliminary Q3 2025 Guidance' on the website https://hightideinc.com/high-tide-announces-preliminary-q3-2025-guidance/. The issuer, High Tide, scheduled its final earnings announcement after the market closed, which is referred to as AMC, and it was announced on September 13 that the market would re-open. A preannouncement, which is an early announcement of news, does not necessarily mean it is the first news about the event. The prices from prior dates, specifically the quotes and first post daily observations from 26173 to 82, were retained. The re-computation of 926 bars, which is a unit of time in trading, agrees with the median of 4.700378%. On September 15, 2025, the stock had a pre-close price of 3.68. The next day, on September 16, 2025, the stock opened at 3.78, had a high of 3.99, a low of 3.59, and closed at 3.71. This represents a gap percentage of 2.717391304347827, a return percentage of 0.8152173913043459, a high percentage of 8.42391304347827, and a low percentage of -2.445652173913049. The average true range percentage, which is a measure of volatility, was 5.7267663043478265, the relative strength index, which is a measure of the stock's recent performance, was 69.44516644555074, and the momentum, which is a measure of the stock's speed, was 38.345864661654126. The stock was also above its simple moving average of 50 days. There were several contracts, which are agreements to buy or sell a stock at a certain price, including: a call option, which is a contract to buy a stock, with the ticker HITI251017C00002500, that was entered on September 11, 2025, and exited on September 12, 2025, with an entry price of 0.91 and an exit price of 0.97, resulting in a return of 0.010695187165775336 and a stress return of -0.04166666666666673, a put option, which is a contract to sell a stock, with the same ticker, that was entered on September 11, 2025, and exited on September 12, 2025, but the entry and exit prices were not available, a call option with the same ticker that was entered on September 10, 2025, and exited on September 12, 2025, but the entry price was not available and the exit price was 0.97, a put option with the same ticker that was entered on September 10, 2025, and exited on September 12, 2025, but the entry and exit prices were not available, a call option with the same ticker that was entered on September 8, 2025, and exited on September 12, 2025, with an entry price of 0.85 and an exit price of 0.97, resulting in a return of 0.07999999999999999 and a stress return of 0.02222222222222221, and a put option with the same ticker that was entered on September 8, 2025, and exited on September 12, 2025, but the entry and exit prices were not available. https://hightideinc.com/high-tide-announces-preliminary-q3-2025-guidance/ ; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the following data line for TEN R91308 measurements payoff part 1: the data includes two sets of measurements, one for 0.0005 and one for 0.0015, with details such as entry, stop, target, and risk percentages. For 0.0005, the entry point is 47.928742395, the stop is 45.41285, and the target is 55.36145, with a net risk reward ratio, or net RR, of 2.9095920020952883, and net risk and reward percentages of 5.306080876060705 and 15.43853047945699, respectively. For 0.0015, the entry point is 47.976647185000004, the stop is 45.41285, and the target is 55.36145, with a net RR of 2.767444941869074, and net risk and reward percentages of 5.4952796574263205 and 15.207883892100492, respectively. The data was computed on September 13, and notes that the paper did not fill, the open mark did not exit, and the scenario was not forecast. https://runway.adityaperswal.workers.dev/data/stock-bars