Runway

Notes

32996 observations, newest first
R92102 US measured census 223/436
Supply chain2026-09-21 02:19
This is a US discovery census report for the period from August 1, 2026, to September 18, 2026. The report includes daily data for various stocks, with columns for symbol, date, close price, one-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout. The data is rounded and nonfinite values are displayed as NA. The stocks included in the report are: CHE, CHIQ, CKX, CCOM, CGBL, CIB, CIG, CIVG, CLB, CLH, CLOO, CDNG, CFIT, CIEI, CLOX, CLSX, CLW, CLX, CDX, CIM, CLCG, CLIP, CLOC, CMBT, CM, CNC, CDE, and CGDV. The report shows the price action for each stock on September 18, 2026, with the corresponding data for each column. For example, CHE had a close price of 504.06, a one-day percentage change of -0.377493, and a 20-day percentage change of -5.76204. A breakout is indicated by a 1 or 0, with 1 meaning the stock's close price broke out of its prior 20-day range. https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 US measured census 222/436
Supply chain2026-09-21 02:19
This is a US discovery census report for the period of August 1 to September 18, 2026. The report includes daily data for various stocks, with columns representing the stock symbol, date, closing price, one-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout. The data is rounded and nonfinite values are displayed as NA. The stocks listed include CLIM, CLS, CEGX, CFND, CGHM, CHNU, CIG.C, CII, CLVT, CCEF, CCUP, CEV, CIA, CLBR.U, CLOI, CL, CMI, CCK, CGW, CHDG, CIMN, CMF, CMT, CCID, CFG, CGMS, CGNG, and CGUI, with their respective prices and percentage changes on September 18, 2026. https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 US measured census 221/436
Supply chain2026-09-21 02:19
This is a US discovery census report for the period from August 1, 2026, to September 18, 2026. The report includes daily data for various stocks, with columns representing the stock symbol, date, closing price, one-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout. The data shows the price action for each stock, with some stocks experiencing significant changes. For example, CLBR had a closing price of 10.17 on September 18, 2026, with a one-day percentage change of -0.391773 and a 20-day percentage change of -0.780488. The report also includes data for other stocks, such as CLM, CMCM, and CC, with their respective closing prices and percentage changes. The term'relative volume' refers to the comparison of a stock's trading volume to its average volume over a certain period. The term 'prior 20-day close breakout' refers to whether the stock's price has broken out of its prior 20-day closing price range, with 1 indicating a breakout and 0 indicating no breakout. The data is rounded for display purposes, and nonfinite values are represented as NA. https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 US measured census 220/436
Supply chain2026-09-21 02:19
This is a US discovery census report for the period of August 1, 2026, to September 18, 2026. The report includes daily data for various stocks, with columns representing the stock symbol, date, closing price, one-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout. A breakout is when a stock's price moves above a certain level, indicated by 1 for yes and 0 for no. The data is rounded, and nonfinite values are displayed as NA. The stocks listed include CATX, CAAA, CAAP, BRT, BSEP, BSV, BURL, BWMX, BWTG, BRW, CALX, CATF, CATG, BRZX, BWET, CAFX, CBXO, CACI, CAF, BSBR, BSL, BXDC, CBAN, CBOX, CBXA, CCRP, CEMB, and CERY, with their respective prices and percentage changes on September 18, 2026. https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 US measured census 219/436
Supply chain2026-09-21 02:19
The R92102 US discovery census is a collection of data on various stocks, including their symbol, date, close price, one-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout. The data is for the period from August 1, 2026, to September 18, 2026. A breakout, which is when a stock's price moves above a certain level, is indicated by a 1 or 0. The data includes the following stocks: BUL, BY, BZZ, CAMC, BSMC, BUI, BVAL, CARS, CARU, CARX, CBRZ, CBSE, BTCL, BRZU, BST, BTCW, BUDA, BUSA, BUSM, CALF, CBOY, BUXX, BTE, BWIV, CAMX, CAM, CANE, and CARK. The data shows the price action of each stock, with some stocks experiencing significant changes, such as BTCL with a 12.3014% increase and CARU with a -5.29507% decrease. The data also includes the volume of each stock, with some stocks having a high relative volume, such as CARS with a relative volume of 3.72087. https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 US measured census 218/436
Supply chain2026-09-21 02:19
A news scan found the headline 'R92102 US discovery census'. This data is about the US stock market from August 1, 2026, to September 18, 2026. The data includes the symbol of the stock, the date, the closing price, the one-day percentage change, the 20-day percentage change, the 20-day mean dollar volume, the relative volume, and whether the stock had a breakout in the prior 20 days. The columns are: symbol, date, close, 1-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout. The data shows the following stocks: BTAL, BUFS, BUFZ, BUYB, CAH, CAVA, BSX, BRX, BSAC, BWOW, BX, BTGO, BWIV.U, BWZ, CAUG, CBLS, CBOA, BUR, BW, CAL, CAPL, CBIL, CBNA, CBTA, BTCC, BTG, BTOT, BTU. For example, on September 18, 2026, BTAL closed at 12.28, with a one-day percentage change of -0.887813 and a 20-day percentage change of 1.65563. A breakout is when a stock's price moves outside a certain range, in this case, the prior 20-day close, which is indicated by a 1 or 0, where 1 means the stock had a breakout and 0 means it did not. https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 US measured census 217/436
Supply chain2026-09-21 02:19
This is a US discovery census report for the period of August 1, 2026, to September 18, 2026. The report includes daily data for various stocks, with columns representing the stock symbol, date, closing price, one-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout, which is a measure of whether the stock's price has broken out of its previous 20-day range, indicated by 1 for a breakout and 0 for no breakout. The data is rounded and nonfinite values are represented as NA. The stocks listed include CBU, BTA, BSTP, BUD, BUFB, BUFQ, BWXT, BTCK, BTR, BUFF, BXC, CAG, BTCI, BUFP, BUZZ, CAOS, BTT, BTZ, BXSL, BYLD, CBOE, CBON, BUFX, BUYO, BWG, CATO, CBXY, and CBL, with their respective prices and percentage changes on September 18, 2026. For example, CBU's closing price was 62, with a one-day percentage change of -0.561347 and a 20-day percentage change of -1.02171. The report also shows that some stocks, such as BUFQ, BTCI, BUZZ, CBON, and CBXY, had a prior 20-day close breakout, indicated by a value of 1 in the last column. https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 US measured census 216/436
Supply chain2026-09-21 02:19
The US discovery census was measured from August 1, 2026, to September 18, 2026. The data includes the symbol, date, close price, one-day percentage change, 20-day percentage change, 20-day mean dollar volume, relative volume, and prior 20-day close breakout. A breakout is when a stock's price moves above a certain level, which is a significant event in trading, indicated by 1 if it happened and 0 if it did not. The data is rounded and nonfinite values are displayed as NA. The data is as follows: CARD, on September 18, 2026, had a close price of 2.7276, a one-day percentage change of 4.9521, a 20-day percentage change of 15.0546, a 20-day mean dollar volume of 42688.8, a relative volume of 2.26745, and a prior 20-day close breakout of 1. Other stocks include CBTO, BSM, BTX, BUFG, BULZ, CBOT, CBRG, CBTJ, CBXJ, BTI, BUFH, BXMT, CB, BTC, BTO, BUFR, BUYZ, BZH, CABZ, CALY, CANF, BSOL, BUCK, CAIE, CAML, CBOL, and CBRX, with their respective data points. https://runway.adityaperswal.workers.dev/data/stock-bars
DSX R92102 CLI breakout diagnostic = 57
Convex tail2026-09-21 02:18
A diagnostic report for the stock symbol DSX shows the following results over 1028 bars: a return percentage of -28.066166908777856, a buy and hold percentage of -43.69287020109689, a maximum drawdown percentage of 32.981704518599855, a win rate of 19.298245614035086, and an average trade percentage of -0.5222162834973375. This is based on a 1500-day period with a 20-day lookback, a 5% stop, and a 15% target, without isolated holdout and not including option profit and loss. https://runway.adityaperswal.workers.dev/data/stock-bars
MG R92102 CLI breakout diagnostic = 82
Convex tail2026-09-21 02:18
A news scan found the following data line for MG: symbol MG, 1028 bars, return percentage 10.494775296119062, buy and hold percentage 231.2051077414206, max drawdown percentage 23.656327062347124, win rate 36.58536585365854, average trade percentage 0.19383250662725013. This is a diagnostic for a 1500 days, 20 lookback, 5 percent stop, 15 percent target, with no isolated holdout and not an option profit and loss. https://runway.adityaperswal.workers.dev/data/stock-bars
HZO R92102 CLI breakout diagnostic = 62
Convex tail2026-09-21 02:18
A news scan found the following data line for the stock symbol HZO: it had 1028 bars, a return percentage of -46.71403962853199, a buy and hold percentage of 28.393250183418917, a maximum drawdown percentage of 47.422179853250555, a win rate of 24.193548387096776, and an average trade percentage of -0.948066028128663. This data is for a 1500 day period with a 20 day lookback, a 5 percent stop, and a 15 percent target, without isolated holdout, and not including option profit and loss. https://runway.adityaperswal.workers.dev/data/stock-bars
TRMD R92102 CLI breakout diagnostic = 75
Convex tail2026-09-21 02:18
A diagnostic report for TRMD shows the following results over 1028 bars: a return percentage of 65.51677329623679, a buy and hold percentage of 105.20386266094421, a maximum drawdown percentage of 18.46015381687281, a win rate of 38.666666666666664, and an average trade percentage of 0.6823193561589996. This is based on a 1500-day period with a 20-day lookback, a 5% stop, and a 15% target, without isolated holdout and not including option profit and loss. https://runway.adityaperswal.workers.dev/data/stock-bars
COST R92102 CLI breakout diagnostic = 83
Convex tail2026-09-21 02:18
A news scan found the following data line for COST: symbol is COST, it has 1028 bars, return percentage is 3.047723696128668, buy and hold percentage is 64.12499770965792, maximum drawdown percentage is 9.071912587169466, win rate is 36.144578313253014, and average trade percentage is 0.05199952912495964. This data is for a 1500 day period with a 20 day lookback, 5 percent stop, and 15 percent target, without isolated holdout, and not including option profit and loss. https://runway.adityaperswal.workers.dev/data/stock-bars
COST R92102 terminal intrinsic bootstrap = 100000
Convex tail2026-09-21 02:18
A news scan found the following data line: a terminal intrinsic bootstrap for COST R92102 with 100000 paths, a mean of -20.0, a median of -20.0, a loss percentage of 100.0, a terminal 3 times percentage of 0.0, and a maximum sample move percentage of 6.070161995422074. The note also mentions a premium of 0.18, friction of 0.02, 9 signed moves, and states it is not an option price or path stop. https://runway.adityaperswal.workers.dev/data/stock-bars
COST R92102 earnings vectorbt holdout grid = 8
Convex tail2026-09-21 02:18
A news scan found the headline about COST R92102 earnings vectorbt holdout grid. The stock notional value is 29 USD and the book value is 999.38. The fees are 10 basis points, which is a measure of the cost of buying or selling a stock, and the first 6 are used for training and the latest 3 are used for testing, with only proxy data used. The results are as follows: [{"era": "train", "lead": 3, "slippage": 0.001, "return_pct": -0.15007738028775322, "drawdown_pct": 0.21803904195506485, "win_rate_pct": 16.666666666666664, "n": 6}, {"era": "test", "lead": 3, "slippage": 0.001, "return_pct": -0.2699585671709049, "drawdown_pct": 0.2699585671709359, "win_rate_pct": 0.0, "n": 3}, {"era": "train", "lead": 3, "slippage": 0.005, "return_pct": -0.28904167896449545, "drawdown_pct": 0.32199913026118576, "win_rate_pct": 16.666666666666664, "n": 6}, {"era": "test", "lead": 3, "slippage": 0.005, "return_pct": -0.3386602565412006, "drawdown_pct": 0.33866025654120113, "win_rate_pct": 0.0, "n": 3}, {"era": "train", "lead": 5, "slippage": 0.001, "return_pct": -0.1437082247188003, "drawdown_pct": 0.22270132265853615, "win_rate_pct": 16.666666666666664, "n": 6}, {"era": "test", "lead": 5, "slippage": 0.001, "return_pct": -0.3988266546642137, "drawdown_pct": 0.3988266546642527, "win_rate_pct": 0.0, "n": 3}, {"era": "train", "lead": 5, "slippage": 0.005, "return_pct": -0.28269802551994344, "drawdown_pct": 0.3266682588568992, "win_rate_pct": 16.666666666666664, "n": 6}, {"era": "test", "lead": 5, "slippage": 0.005, "return_pct": -0.46701235569619703, "drawdown_pct": 0.4670123556961503, "win_rate_pct": 0.0, "n": 3}]. https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 path bootstrap stop sensitivity = 5
Convex tail2026-09-21 02:18
A news scan found the headline '100000 bootstrap seed 92102'. This refers to a type of statistical analysis, where a seed is a starting point for random number generation. The analysis used historical daily close paths, a BSM put mark, which is a type of financial model, with a 4% assumed rate, over 28 days, using a linear calendar clock, and an IV mult/spread grid, which refers to a way of measuring volatility and the difference between two prices. The analysis had a 50% stop and an 80% target, but did not use actual option profit and loss. The results were as follows: for the symbol 'MG', with an implied sigma of 0.17884537357194014, the analysis found different results for different combinations of ivmult, which is a multiplier for volatility, and spread, which is the difference between two prices. The combinations were: ivmult 1 and spread 0.025, ivmult 1 and spread 0.05, ivmult 1.25 and spread 0.01, ivmult 1.25 and spread 0.025, and ivmult 1.25 and spread 0.05. For each combination, the analysis found a mean, a loss percentage, a stop count, a target count, and a list of profits. For example, for ivmult 1 and spread 0.025, the mean was 16.89975913218041, the loss percentage was 83.22699999999999, the stop count was 5, the target count was 1, and the profits were -10.487439275592743, 156.0, -11.651387059355264, -13.040634745334318, -10.669147306789824, and -9.813925472892434. https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 path bootstrap stop sensitivity = 5
Convex tail2026-09-21 02:18
A news scan found the headline '100000 bootstrap seed 92102'. This refers to a test of a trading strategy using historical daily close paths, with a 4% assumed rate and 28 days on a linear calendar clock. The test used a grid of implied volatility multipliers and spreads. The strategy had a 50% stop loss and an 80% target. The results are not actual option profits and losses. The test results for the symbols DSX and MG are as follows: for DSX, the implied sigma was 0.5449134282406624, the implied volatility multiplier was 1.25, the spread was 0.05, and the mean profit was -5.866598958473888, with a loss percentage of 87.628, 7 stop losses, and 0 target hits, with profits of -13.295003587820547, -15.0, -10.418036898200327, 32.69188191881921, -9.56297680121822, -10.24394405498607, -8.958776899994886, and -11.70430121630736. For MG, with an implied sigma of 0.17884537357194014, the results were: with an implied volatility multiplier of 0.75 and a spread of 0.01, the mean profit was -11.50250971873304, with a loss percentage of 100.0, 6 stop losses, and 0 target hits, with profits of -13.051438723519313, -9.460045465526399, -13.57993538721611, -10.865012489317403, -9.413242117511986, and -12.674047996733359. With the same implied volatility multiplier and a spread of 0.025, the mean profit was -11.778695014280766, with a loss percentage of 100.0, 6 stop losses, and 0 target hits, with profits of -13.999999999999998, -10.960045465526399, -13.999999999999998, -12.365012489317403, -10.913242117511986, and -8.439856303112322. With a spread of 0.05, the mean profit was -10.828953869077344, with a loss percentage of 100.0, 6 stop losses, and 0 target hits, with profits of -13.999999999999998, -13.460045465526399, -8.894810995121155, -9.332260852088009, -8.279453062381364, and -10.939856303112322. With an implied volatility multiplier of 1 and a spread of 0.01, the mean profit was 18.148164132180412, with a loss percentage of 83.22699999999999, 5 stop losses, and 1 target hit, with profits of -8.987439275592743, 156.0, -10.151387059355264, -11.54063474533432, -9.169147306789824, and -8.313925472892434. https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 path bootstrap stop sensitivity = 4
Convex tail2026-09-21 02:18
A news scan found the headline about a 100000 bootstrap seed 92102. This refers to a test of 100,000 scenarios using a specific starting point, or seed, identified as 92102. The test used historical daily close paths, a BSM put mark, which is a type of financial model, with a 4% assumed rate, over 28 days, using a linear calendar clock, and an IV mult/spread grid, which refers to a table of implied volatility multiples and spreads. The test had a 50% stop and an 80% target, but did not use actual option profit and loss. The results were as follows: for the symbol DSX, with an implied sigma of 0.5449134282406624, the test was run with different parameters, including ivmult of 1, spread of 0.025, and ivmult of 1.25, spread of 0.01, and ivmult of 1.25, spread of 0.025. The results included mean values, loss percentages, stop counts, target counts, and profits for each scenario. For example, with ivmult of 1 and spread of 0.025, the mean was -10.879627951510546, the loss percentage was 100.0, the stop count was 8, the target count was 0, and the profits were [-13.857321369017644, -15.0, -9.325795991079218, -8.664272696594862, -8.662420366396379, -9.163983664169358, -9.953839759855628, -12.410010811648583]. https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 path bootstrap stop sensitivity = 4
Convex tail2026-09-21 02:18
A news scan found the headline '100000 bootstrap seed 92102'. This refers to a test of 100,000 bootstrap simulations with a seed of 92102. The test used historical daily close paths and a Black-Scholes model, or BSM, which is a mathematical model used to estimate the value of a call option or a put option. The test assumed a 4% interest rate and a 28-day time period, with a linear calendar clock, which is a way of measuring time. The test also used an implied volatility, or IV, multiplier and spread grid, which are tools used to estimate the volatility of a security. The test had a 50% stop loss and an 80% target, which are limits on the amount of money that can be lost or gained. The results of the test are as follows: for the symbol DSX, with an implied sigma of 0.5449134282406624, the test results were: with an IV multiplier of 0.75 and a spread of 0.01, the mean loss was -11.75671077402723, with a 100% loss percentage, 8 stop losses, and 0 target hits, and profits of -14.665339736224889, -15.0, -9.426704365062509, -10.339416060100758, -10.978928087599936, -11.266769272983122, -8.73253566173334, -13.63960793171994; with an IV multiplier of 0.75 and a spread of 0.025, the mean loss was -11.615190558958329, with a 100% loss percentage, 8 stop losses, and 0 target hits, and profits of -15.0, -15.0, -8.639189374026586, -9.58115069005205, -12.478928087599934, -12.766769272983119, -9.983484262927107, -9.443053758861938; with an IV multiplier of 0.75 and a spread of 0.05, the mean loss was -11.823314171943972, with a 100% loss percentage, 8 stop losses, and 0 target hits, and profits of -15.0, -10.899883272777961, -11.139189374026587, -10.107129826647926, -14.978928087599932, -9.462176869273915, -12.483484262927108, -10.454661372796654; with an IV multiplier of 1 and a spread of 0.01, the mean loss was -5.075137527188443, with an 87.628% loss percentage, 7 stop losses, and 1 target hit, and profits of -12.357321369017647, -14.889889774470005, -9.748698924315123, 36.0, -9.291506551614912, -9.672402987593896, -9.263364134631567, -10.910010811648583. https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 distributional Kelly target sensitivity = 8
Convex tail2026-09-21 02:18
A news scan found the following data: Optimize empirical log wealth over 0 to 0.99 fractions then half. The current premiums are 0.02 cost, target cap, and haircut, but the live odds are not calibrated. The data includes the following list of items: a list of 7 items about the symbol TRMD, which is a type P, with different premiums, targets, haircuts, mean net, half Kelly USD, quantity, positive, and n values. The list includes the following items: TRMD with k 32.5, premium 0.33, target 1.5170240521810037, haircut 0.25, mean net -35.0, halfKelly USD 0.0, qty 0, positive 0, n 11, and other similar items with different premiums, targets, and haircuts. https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 distributional Kelly target sensitivity = 9
Convex tail2026-09-21 02:18
The system optimizes empirical log wealth over fractions from 0 to 0.99, then halves them. It considers current premiums plus a 0.02 cost, target cap, and haircut, but notes that live odds are not calibrated. The system provides data on the following symbols: DSX and TRMD. For each symbol, it lists the type, which is either a call, referred to as C, or a put, referred to as P, the k value, premium, target, haircut, mean net, half Kelly USD, quantity, positive, and n. The data is as follows: for DSX, the type is C, k is 3, premium is 0.28, targets are 0.8400000000000001 and 0.7346525573356999, haircuts are 0, 0.25, and 0.5, mean nets are -15.093768926776097, -20.062512617850732, -10.125025235701463, and -15.093768926776097, half Kelly USD is 0.0, quantities are 0, positives are 2, 1, 3, and 2, and n is 8. For TRMD, the type is P, k is 32.5, premium is 0.33, targets are 0.99 and 1.5170240521810037, haircuts are 0, 0.25, and 0.5, mean nets are -35.0, half Kelly USD is 0.0, quantities are 0, positives are 0, and n is 11. https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 distributional Kelly target sensitivity = 8
Convex tail2026-09-21 02:18
The system optimizes empirical log wealth over fractions from 0 to 0.99, then halves them. It considers current premiums plus a 0.02 cost, target cap, and haircut, but notes that live odds are not calibrated. The system provides data on several symbols, including MG and DSX, with details on type, k value, premium, target, haircut, mean net, half Kelly USD, quantity, positive value, and number of data points. The data includes: a symbol MG with type P, k 20, premium 0.27, target 1.702272727272728, haircut 0.5, mean net -14.814393939393936, halfKelly_USD 0.0, qty 0, positive 1, and n 6; and multiple entries for symbol DSX with varying parameters. https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 distributional Kelly target sensitivity = 8
Convex tail2026-09-21 02:18
A news scan found the following data: Optimize empirical log wealth over 0 to 0.99 fractions then half. Current premiums are 0.02 cost, target cap and haircut, but not calibrated live odds. The data includes the following list of items: [{"symbol": "MG", "type": "C", "k": 22.5, "premium": 0.18, "target": 0.702272727272728, "haircut": 0, "mean_net": 1.3286799748223908, "halfKelly_USD": 14.890762, "qty": 0, "positive": 2, "n": 6}, {"symbol": "MG", "type": "C", "k": 22.5, "premium": 0.18, "target": 0.702272727272728, "haircut": 0.25, "mean_net": -4.003490018883206, "halfKelly_USD": 0.0, "qty": 0, "positive": 2, "n": 6}, {"symbol": "MG", "type": "C", "k": 22.5, "premium": 0.18, "target": 0.702272727272728, "haircut": 0.5, "mean_net": -9.335660012588804, "halfKelly_USD": 0.0, "qty": 0, "positive": 2, "n": 6}, {"symbol": "MG", "type": "P", "k": 20, "premium": 0.27, "target": 0.81, "haircut": 0, "mean_net": -15.500000000000004, "halfKelly_USD": 0.0, "qty": 0, "positive": 1, "n": 6}, {"symbol": "MG", "type": "P", "k": 20, "premium": 0.27, "target": 0.81, "haircut": 0.25, "mean_net": -18.875000000000007, "halfKelly_USD": 0.0, "qty": 0, "positive": 1, "n": 6}, {"symbol": "MG", "type": "P", "k": 20, "premium": 0.27, "target": 0.81, "haircut": 0.5, "mean_net": -22.250000000000004, "halfKelly_USD": 0.0, "qty": 0, "positive": 1, "n": 6}, {"symbol": "MG", "type": "P", "k": 20, "premium": 0.27, "target": 1.702272727272728, "haircut": 0, "mean_net": -0.6287878787878693, "halfKelly_USD": 0.0, "qty": 0, "positive": 1, "n": 6}, {"symbol": "MG", "type": "P", "k": 20, "premium": 0.27, "target": 1.702272727272728, "haircut": 0.25, "mean_net": -7.721590909090903, "halfKelly_USD": 0.0, "qty": 0, "positive": 1, "n": 6}]. https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 distributional Kelly target sensitivity = 9
Convex tail2026-09-21 02:18
The goal is to optimize the empirical log wealth over fractions from 0 to 0.99, then take half of that. The current premiums are increased by 0.02 for costs, and the target and haircut are considered, but live odds are not calibrated. A list of results for the symbol MG is provided, including the type, k value, premium, target, haircut, mean net, half Kelly USD, quantity, positive value, and number of data points. The list includes the following entries: for type P with k 20, premium 0.12, target 0.36, and haircut 0, 0.25, and 0.5, and for type P with k 20, premium 0.12, target 1.702272727272728, and haircut 0, 0.25, and 0.5, and for type C with k 22.5, premium 0.18, target 0.54, and haircut 0, 0.25, and 0.5. The results are: [{symbol: MG, type: P, k: 20, premium: 0.12, target: 0.36, haircut: 0, mean_net: -8.0, halfKelly_USD: 0.0, qty: 0, positive: 1, n: 6}, {symbol: MG, type: P, k: 20, premium: 0.12, target: 0.36, haircut: 0.25, mean_net: -9.499999999999998, halfKelly_USD: 0.0, qty: 0, positive: 1, n: 6}, {symbol: MG, type: P, k: 20, premium: 0.12, target: 0.36, haircut: 0.5, mean_net: -10.999999999999998, halfKelly_USD: 0.0, qty: 0, positive: 1, n: 6}, {symbol: MG, type: P, k: 20, premium: 0.12, target: 1.702272727272728, mean_net: 14.371212121212142, halfKelly_USD: 45.97148, qty: 2, positive: 1, n: 6}, {symbol: MG, type: P, k: 20, premium: 0.12, target: 1.702272727272728, haircut: 0.25, mean_net: 7.278409090909101, halfKelly_USD: 31.98016, qty: 2, positive: 1, n: 6}, {symbol: MG, type: P, k: 20, premium: 0.12, target: 1.702272727272728, haircut: 0.5, mean_net: 0.18560606060606666, halfKelly_USD: 1.2991940000000002, qty: 0, positive: 1, n: 6}, {symbol: MG, type: C, k: 22.5, premium: 0.18, target: 0.54, haircut: 0, mean_net: -1.9999999999999962, halfKelly_USD: 0.0, qty: 0, positive: 2, n: 6}, {symbol: MG, type: C, k: 22.5, premium: 0.18, target: 0.54, haircut: 0.25, mean_net: -6.4999999999999964, halfKelly_USD: 0.0, qty: 0, positive: 2, n: 6}, {symbol: MG, type: C, k: 22.5, premium: 0.18, target: 0.54, haircut: 0.5, mean_net: -10.999999999999996, halfKelly_USD: 0.0, qty: 0, positive: 2, n: 6}]. https://runway.adityaperswal.workers.dev/data/stock-bars
TRMD R92102 binary endpoint sizing diagnostic = 2
Convex tail2026-09-21 02:18
A news scan found the following data line: Full premium loss assumes all non-target outcomes are a full loss and ignores partial profits. Distributional Kelly supersedes. The data includes two entries: one with a premium of 0.33 and another with a premium of 0.29. The details are as follows: [{ https://runway.adityaperswal.workers.dev/data/stock-bars
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