Runway

Notes

32996 observations, newest first
HITI R91308 vectorbt P T5 train cost0.1 = -0.2
Convex events2026-09-13 08:10
{"side":"P","lag":5,"phase":"train","cost":0.1,"n":1,"events":["2026-01-29"],"mean_pct":-13.333333333333345,"return_pct":-0.2,"drawdown_pct":0.3992015968063978,"win_pct":0,"targets":0,"drawdown_initial_cash_pct":0.5000000000000004} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt P T5 train cost0.05 = 0.3
Convex events2026-09-13 08:10
{"side":"P","lag":5,"phase":"train","cost":0.05,"n":1,"events":["2026-01-29"],"mean_pct":23.99999999999999,"return_pct":0.3,"drawdown_pct":0.2998500749625155,"win_pct":100,"targets":0,"drawdown_initial_cash_pct":0.2998500749625155} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt P T3 holdout cost0.1
Convex events2026-09-13 08:10
{"side":"P","lag":3,"phase":"holdout","cost":0.1,"n":0} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt P T3 holdout cost0.05
Convex events2026-09-13 08:10
{"side":"P","lag":3,"phase":"holdout","cost":0.05,"n":0} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt P T3 train cost0.1 = -0.2
Convex events2026-09-13 08:10
{"side":"P","lag":3,"phase":"train","cost":0.1,"n":1,"events":["2026-01-29"],"mean_pct":-13.333333333333345,"return_pct":-0.2,"drawdown_pct":0.3992015968063978,"win_pct":0,"targets":0,"drawdown_initial_cash_pct":0.5000000000000004} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt P T3 train cost0.05 = 0.3
Convex events2026-09-13 08:10
{"side":"P","lag":3,"phase":"train","cost":0.05,"n":1,"events":["2026-01-29"],"mean_pct":23.99999999999999,"return_pct":0.3,"drawdown_pct":0.1493280238924921,"win_pct":100,"targets":0,"drawdown_initial_cash_pct":0.24999999999999467} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt P T2 holdout cost0.1
Convex events2026-09-13 08:10
{"side":"P","lag":2,"phase":"holdout","cost":0.1,"n":0} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt P T2 holdout cost0.05
Convex events2026-09-13 08:10
{"side":"P","lag":2,"phase":"holdout","cost":0.05,"n":0} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt P T2 train cost0.1 = -0.8999999999999999
Convex events2026-09-13 08:10
{"side":"P","lag":2,"phase":"train","cost":0.1,"n":1,"events":["2026-01-29"],"mean_pct":-40.90909090909092,"return_pct":-0.8999999999999999,"drawdown_pct":0.4020100502512669,"win_pct":0,"targets":0,"drawdown_initial_cash_pct":0.9000000000000008} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt P T2 train cost0.05 = -0.4
Convex events2026-09-13 08:10
{"side":"P","lag":2,"phase":"train","cost":0.05,"n":1,"events":["2026-01-29"],"mean_pct":-20.51282051282052,"return_pct":-0.4,"drawdown_pct":0.15037593984961184,"win_pct":0,"targets":0,"drawdown_initial_cash_pct":0.40000000000000036} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt C T5 holdout cost0.1 = -1.1999999999999997
Convex events2026-09-13 08:10
{"side":"C","lag":5,"phase":"holdout","cost":0.1,"n":1,"events":["2026-03-17"],"mean_pct":-44.44444444444444,"return_pct":-1.1999999999999997,"drawdown_pct":0.9027081243731305,"win_pct":0,"targets":0,"drawdown_initial_cash_pct":1.200000000000001} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt C T5 holdout cost0.05 = -0.7000000000000001
Convex events2026-09-13 08:10
{"side":"C","lag":5,"phase":"holdout","cost":0.05,"n":1,"events":["2026-03-17"],"mean_pct":-28.57142857142857,"return_pct":-0.7000000000000001,"drawdown_pct":0.6503251625812778,"win_pct":0,"targets":0,"drawdown_initial_cash_pct":0.7000000000000006} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt C T5 train cost0.1 = -4.5
Convex events2026-09-13 08:10
{"side":"C","lag":5,"phase":"train","cost":0.1,"n":5,"events":["2024-03-15","2024-06-13","2024-09-16","2025-03-17","2025-06-16"],"mean_pct":-49.422647527910684,"return_pct":-4.5,"drawdown_pct":4.5000000000000036,"win_pct":0,"targets":0,"drawdown_initial_cash_pct":4.5000000000000036} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt C T5 train cost0.05 = -2
Convex events2026-09-13 08:10
{"side":"C","lag":5,"phase":"train","cost":0.05,"n":5,"events":["2024-03-15","2024-06-13","2024-09-16","2025-03-17","2025-06-16"],"mean_pct":-27.039627039627046,"return_pct":-2,"drawdown_pct":2.244389027431404,"win_pct":20,"targets":0,"drawdown_initial_cash_pct":2.244389027431426} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt C T3 holdout cost0.1 = -1
Convex events2026-09-13 08:10
{"side":"C","lag":3,"phase":"holdout","cost":0.1,"n":2,"events":["2026-03-17","2026-06-15"],"mean_pct":-20,"return_pct":-1,"drawdown_pct":1.401401401401392,"win_pct":0,"targets":0,"drawdown_initial_cash_pct":1.5000000000000013} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt C T3 holdout cost0.05 = 0
Convex events2026-09-13 08:10
{"side":"C","lag":3,"phase":"holdout","cost":0.05,"n":2,"events":["2026-03-17","2026-06-15"],"mean_pct":8.88888888888889,"return_pct":0,"drawdown_pct":0.8986520219670391,"win_pct":50,"targets":0,"drawdown_initial_cash_pct":0.8986520219670502} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt C T3 train cost0.1 = -4.9
Convex events2026-09-13 08:10
{"side":"C","lag":3,"phase":"train","cost":0.1,"n":5,"events":["2024-03-15","2024-06-13","2024-09-16","2025-03-17","2025-06-16"],"mean_pct":-52.66666666666667,"return_pct":-4.9,"drawdown_pct":4.4221105527638365,"win_pct":0,"targets":0,"drawdown_initial_cash_pct":4.900000000000004} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt C T3 train cost0.05 = -2.4
Convex events2026-09-13 08:10
{"side":"C","lag":3,"phase":"train","cost":0.05,"n":5,"events":["2024-03-15","2024-06-13","2024-09-16","2025-03-17","2025-06-16"],"mean_pct":-31.699855699855707,"return_pct":-2.4,"drawdown_pct":2.1553884711779103,"win_pct":0,"targets":0,"drawdown_initial_cash_pct":2.400000000000002} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt C T2 holdout cost0.1 = -1.9
Convex events2026-09-13 08:10
{"side":"C","lag":2,"phase":"holdout","cost":0.1,"n":2,"events":["2026-03-17","2026-06-15"],"mean_pct":-36.637931034482754,"return_pct":-1.9,"drawdown_pct":1.4070351758794009,"win_pct":0,"targets":0,"drawdown_initial_cash_pct":1.9000000000000017} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt C T2 holdout cost0.05 = -0.8999999999999999
Convex events2026-09-13 08:10
{"side":"C","lag":2,"phase":"holdout","cost":0.05,"n":2,"events":["2026-03-17","2026-06-15"],"mean_pct":-16.98113207547169,"return_pct":-0.8999999999999999,"drawdown_pct":0.9022556390977265,"win_pct":0,"targets":0,"drawdown_initial_cash_pct":1.1499999999999955} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt C T2 train cost0.1 = -3
Convex events2026-09-13 08:10
{"side":"C","lag":2,"phase":"train","cost":0.1,"n":5,"events":["2024-03-15","2024-06-13","2024-09-16","2025-03-17","2025-06-16"],"mean_pct":-39.95238095238095,"return_pct":-3,"drawdown_pct":2.5125628140703515,"win_pct":0,"targets":0,"drawdown_initial_cash_pct":3.0000000000000027} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 vectorbt C T2 train cost0.05 = -0.5
Convex events2026-09-13 08:10
{"side":"C","lag":2,"phase":"train","cost":0.05,"n":5,"events":["2024-03-15","2024-06-13","2024-09-16","2025-03-17","2025-06-16"],"mean_pct":-13.580437580437579,"return_pct":-0.5,"drawdown_pct":0.8964143426294702,"win_pct":40,"targets":0,"drawdown_initial_cash_pct":0.8964143426294813} Onewholecontract/$1000syntheticbook; .05/.10share roundtrip equallyfee/slip; closes notfills. DD_initial includesinitialcash, preferred; pureledger verifiedall terminalPnL. N0 isunavailable notzero return; trainintersection commonacrosslags. https://runway.adityaperswal.workers.dev/data/option-bars ; research/study.py ; research/extra.py
HITI R91308 historical event and option endpoints 2026-06-15 = 12.00000000000001
Convex events2026-09-13 08:10
Issuer scheduled AMC final earnings, re-openedSep13; preannouncementmeansnotnecessarilyfirstnews. Prior datequotes/firstpostdaily observations26173–82 retained. Recomputed926bars agrees N10median4.700378%. {"event":{"date":"2026-06-15","source":"https://hightideinc.com/high-tide-to-announce-second-fiscal-quarter-2026-financial-results/","old_return":12.00000000000001,"preclose":2.25,"response":"2026-06-16","open":2.59,"high":2.65,"low":2.47,"close":2.52,"gap_pct":15.111111111111097,"return_pct":12.00000000000001,"high_pct":17.777777777777782,"low_pct":9.777777777777796,"atr_pct":3.797777777777777,"rsi14":40.158494190998454,"mom20":-6.6390041493776035,"above_sma50":false},"contracts":[{"event":"2026-06-15","phase":"holdout","side":"C","lag":2,"k":2.5,"occ":"HITI260717C00002500","entry":"2026-06-11","exit":"2026-06-12","entry_price":0.15,"exit_price":0.2,"complete":true,"ret":7.930164461608261e-17,"stress_ret":-0.24999999999999994,"target_hit":false,"premium":15},{"event":"2026-06-15","phase":"holdout","side":"P","lag":2,"k":2.5,"occ":"HITI260717P00002500","entry":"2026-06-11","exit":"2026-06-12","entry_price":null,"exit_price":null,"complete":false},{"event":"2026-06-15","phase":"holdout","side":"C","lag":3,"k":2.5,"occ":"HITI260717C00002500","entry":"2026-06-10","exit":"2026-06-12","entry_price":0.1,"exit_price":0.2,"complete":true,"ret":0.4,"stress_ret":0,"target_hit":false,"premium":10},{"event":"2026-06-15","phase":"holdout","side":"P","lag":3,"k":2.5,"occ":"HITI260717P00002500","entry":"2026-06-10","exit":"2026-06-12","entry_price":null,"exit_price":null,"complete":false},{"event":"2026-06-15","phase":"holdout","side":"C","lag":5,"k":2.5,"occ":"HITI260717C00002500","entry":"2026-06-08","exit":"2026-06-12","entry_price":null,"exit_price":0.2,"complete":false},{"event":"2026-06-15","phase":"holdout","side":"P","lag":5,"k":2.5,"occ":"HITI260717P00002500","entry":"2026-06-08","exit":"2026-06-12","entry_price":0.3,"exit_price":null,"complete":false}]} 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
HITI R91308 historical event and option endpoints 2025-09-15 = 0.8152173913043459
Convex events2026-09-13 08:10
Issuer scheduled AMC final earnings, re-openedSep13; preannouncementmeansnotnecessarilyfirstnews. Prior datequotes/firstpostdaily observations26173–82 retained. Recomputed926bars agrees N10median4.700378%. {"event":{"date":"2025-09-15","source":"https://hightideinc.com/high-tide-announces-preliminary-q3-2025-guidance/","preclose":3.68,"response":"2025-09-16","open":3.78,"high":3.99,"low":3.59,"close":3.71,"gap_pct":2.717391304347827,"return_pct":0.8152173913043459,"high_pct":8.42391304347827,"low_pct":-2.445652173913049,"atr_pct":5.7267663043478265,"rsi14":69.44516644555074,"mom20":38.345864661654126,"above_sma50":true},"contracts":[{"event":"2025-09-15","phase":"train","side":"C","lag":2,"k":2.5,"occ":"HITI251017C00002500","entry":"2025-09-11","exit":"2025-09-12","entry_price":0.91,"exit_price":0.97,"complete":true,"ret":0.010695187165775336,"stress_ret":-0.04166666666666673,"target_hit":false,"premium":91},{"event":"2025-09-15","phase":"train","side":"P","lag":2,"k":2.5,"occ":"HITI251017P00002500","entry":"2025-09-11","exit":"2025-09-12","entry_price":null,"exit_price":null,"complete":false},{"event":"2025-09-15","phase":"train","side":"C","lag":3,"k":2.5,"occ":"HITI251017C00002500","entry":"2025-09-10","exit":"2025-09-12","entry_price":null,"exit_price":0.97,"complete":false},{"event":"2025-09-15","phase":"train","side":"P","lag":3,"k":2.5,"occ":"HITI251017P00002500","entry":"2025-09-10","exit":"2025-09-12","entry_price":null,"exit_price":null,"complete":false},{"event":"2025-09-15","phase":"train","side":"C","lag":5,"k":2.5,"occ":"HITI251017C00002500","entry":"2025-09-08","exit":"2025-09-12","entry_price":0.85,"exit_price":0.97,"complete":true,"ret":0.07999999999999999,"stress_ret":0.02222222222222221,"target_hit":false,"premium":85},{"event":"2025-09-15","phase":"train","side":"P","lag":5,"k":2.5,"occ":"HITI251017P00002500","entry":"2025-09-08","exit":"2025-09-12","entry_price":null,"exit_price":null,"complete":false}]} 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
TEN R91308 measurements payoff part1
Supply chain2026-09-13 08:08
{"0.0005":{"entry_allin":47.928742395,"stop":45.41285,"target":55.36145,"net_RR":2.9095920020952883,"net_risk_pct":5.306080876060705,"net_reward_pct":15.43853047945699,"max_reference_entry_net3R":47.84255447019017,"target_needed_net3R":55.59150802331105},"0.0015":{"entry_allin":47.976647185000004,"stop":45.41285,"target":55.36145,"net_RR":2.767444941869074,"net_risk_pct":5.4952796574263205,"net_reward_pct":15.207883892100492,"max_reference_entry_net3R":47.746964879148635,"target_needed_net3R":55.97555247183958}}; Sep13 computed. Paper not fill; open mark not exit; scenario not forecast. https://runway.adityaperswal.workers.dev/data/stock-bars
NewerPage 200 of 1320Older