Runway

Notes

32996 observations, newest first
NTRA R92102 expanded quoted contract screen = 7
Convex tail2026-09-21 02:18
A news scan found the headline 'NTRA R92102 expanded quoted contract screen'. The Sep 18 indicative is not executable, with an Oct 16 to Nov 20 range. The following quotes were found: a symbol is a stock identifier, and ask and bid are the prices to sell and buy. The quotes are as follows: NTRA261016C00380000 had an ask of 12.32 and a bid of 9.78, NTRA261016P00360000 had an ask of 13.01 and a bid of 10.16, NTRA261016P00320000 had an ask of 4.64 and a bid of 0.87, NTRA261016C00420000 had an ask of 4.61 and a bid of 1.78, NTRA261016C00370000 had an ask of 17.41 and a bid of 14.42, NTRA261016P00370000 had an ask of 17.86 and a bid of 14.25, and NTRA261016C00360000 had an ask of 22.36 and a bid of 19.56. A hurdle is a minimum requirement, and a ratio is a comparison of numbers. All quotes had a hurdle and ratio, and were not affordable, with the following specifics: NTRA261016C00380000 had a hurdle of 0.06207531335444927 and a ratio of 4.8011711500566765, NTRA261016P00360000 had a hurdle of 0.06064051544438124 and a ratio of 4.640309651706244, NTRA261016P00320000 had a hurdle of 0.14626817185088928 and a ratio of 4.390178570840136, NTRA261016C00420000 had a hurdle of 0.1494896992338721 and a ratio of 4.15410598019485, NTRA261016C00370000 had a hurdle of 0.048783128942310336 and a ratio of 3.971879871837924, NTRA261016P00370000 had a hurdle of 0.05000135358293406 and a ratio of 3.940113581674033, and NTRA261016C00360000 had a hurdle of 0.08595251631067433 and a ratio of 3.539822386793303. The quotes were received at the following times: 2026-09-18T19:59:59.420411231Z, 2026-09-18T19:59:59.749540941Z, 2026-09-18T19:59:58.857869309Z, 2026-09-18T19:59:50.246069872Z, 2026-09-18T19:59:59.419814613Z, 2026-09-18T19:59:59.408003427Z, and 2026-09-18T19:59:59.403676399Z. https://runway.adityaperswal.workers.dev/data/option-chain/NTRA
NTRA R92102 expanded quoted contract screen = 7
Convex tail2026-09-21 02:18
A news scan found the headline 'NTRA R92102 expanded quoted contract screen'. The Sep 18 indicative quote is not executable, with an Oct 16 to Nov 20 range. The following quotes were found: a symbol NTRA261016P00250000 with ask price 0.22 and bid price 0, a symbol NTRA261016C00400000 with ask price 6.63 and bid price 3.52, a symbol NTRA261016C00390000 with ask price 8.82 and bid price 6.42, a symbol NTRA261016P00330000 with ask price 5.46 and bid price 2.32, a symbol NTRA261016P00340000 with ask price 7.62 and bid price 3.35, a symbol NTRA261016P00350000 with ask price 9.79 and bid price 6.32, and a symbol NTRA261016C00410000 with ask price 5.67 and bid price 3.16. These quotes have various hurdle and ratio values, and are marked as affordable or not, with quote times ranging from 2026-09-18T16:01:28.495141374Z to 2026-09-18T19:59:59.421143216Z. https://runway.adityaperswal.workers.dev/data/option-chain/NTRA
NTRA R92102 preliminary alladjusted events = 4
Convex tail2026-09-21 02:18
A news scan found the headline 'NTRA R92102 preliminary alladjusted events'. The details are as follows: from September 18, 2016, to 2026, there were adjusted events, with a 20-session reaction and spacing, and a high volume greater than 20 mean plus $2 million. This superseded MG/DSX by split-only. The following list of events occurred: on November 18, 2025, at 05:00:00Z, the move was 0.05541773929323668, with an index of 2484; on January 6, 2026, at 05:00:00Z, the move was -0.17339390528262444, with an index of 2516; on June 24, 2026, at 04:00:00Z, the move was 0.018155941070123305, with an index of 2632; and on August 7, 2026, at 04:00:00Z, the move was 0.018876125426886103, with an index of 2663. https://runway.adityaperswal.workers.dev/data/stock-bars
NTRA R92102 preliminary alladjusted events = 21
Convex tail2026-09-21 02:18
On September 18, 2016, to 2026, there were adjusted events, which are events that have been modified to account for various factors, with a 20 session reaction and spacing of 252 high volume, which means a high volume of trades over 252 periods, greater than 20 mean, or average, plus $2 million. This superseded, or replaced, MG/DSX by split-only, meaning that the events were adjusted only for stock splits. The following list shows the dates and moves, which are changes in value, and index, which refers to a specific point in time, of these events: On October 3, 2017, the move was -0.20362318840579707, with an index of 441. On June 22, 2018, the move was 0.4511512134411948, with an index of 622. On August 23, 2018, the move was -0.13551401869158874, with an index of 665. On August 8, 2019, the move was 0.00470366886171214, with an index of 905. On September 16, 2019, the move was 0.1308854012437073, with an index of 931. On October 14, 2019, the move was -0.02225713537575269, with an index of 951. On May 7, 2020, the move was -0.06826017007584462, with an index of 1093. On June 30, 2020, the move was -0.06377858002406733, with an index of 1130. On August 6, 2020, the move was 0.16131955773065054, with an index of 1156. On September 25, 2020, the move was 0.037452637714951775, with an index of 1191. On November 4, 2020, the move was 0.18516051685093915, with an index of 1219. On December 10, 2020, the move was 0.1162720097146328, with an index of 1244. On January 15, 2021, the move was -0.002496671105193027, with an index of 1268. On September 1, 2023, the move was -0.3013435700575816, with an index of 1929. On January 9, 2024, the move was 0.05779122541603643, with an index of 2017. On February 26, 2024, the move was 0.23183717482140453, with an index of 2049. On May 10, 2024, the move was 0.06049957260898453, with an index of 2102. On September 16, 2024, the move was 0.01688902598904929, with an index of 2189. On November 8, 2024, the move was 0.25121169189471315, with an index of 2228. On January 8, 2025, the move was -0.02145971349300735, with an index of 2268. On October 20, 2025, the move was 0.09247083775185572, with an index of 2463. https://runway.adityaperswal.workers.dev/data/stock-bars
NTRA R92102 expanded preliminary sample summary = 25
Convex tail2026-09-21 02:18
A preliminary sample summary for the symbol NTRA shows a spot price of 369.39. The sample has 25 data points, with a median of 0.06826017007584462 and a 80th percentile of 0.18885305116191078. There are 198 chains and the minimum ask is 0.22. https://runway.adityaperswal.workers.dev/data/stock-bars
DSX R92102 expanded quoted contract screen = 1
Convex tail2026-09-21 02:18
A news scan found the headline about a DSX R92102 expanded quoted contract screen. The contract is not executable on September 18, and the price range is from October 16 to November 20. A data line shows the following information about the contract: the symbol is DSX261016P00006000, the ask price is 3.47, the bid price is 2.28, the strike price, or k, is 6.0, the hurdle is 2.045016077170418, the ratio is 1.01106414078319, and the pay is 3.5083925685176696. The contract is not affordable, and the quote time is September 18, 2026, at 19:59:33. https://runway.adityaperswal.workers.dev/data/option-chain/DSX
DSX R92102 expanded quoted contract screen = 7
Convex tail2026-09-21 02:18
A news scan found the headline 'Sep18 indicative not executable; Oct16-Nov20 range' and the following data: the system provided a list of quotes for DSX contracts, which are agreements to buy or sell something at a set price, on September 18, 2026. The quotes are as follows: a contract with the symbol DSX261120C00002000 had an ask price of 1.48 and a bid price of 0.77, a contract with the symbol DSX261016P00004000 had an ask price of 1.32 and a bid price of 0.53, a contract with the symbol DSX261016C00001000 had an ask price of 2.41 and a bid price of 1.78, a contract with the symbol DSX261120C00001000 had an ask price of 2.47 and a bid price of 1.72, a contract with the symbol DSX261016P00005000 had an ask price of 2.32 and a bid price of 1.57, a contract with the symbol DSX261120P00005000 had an ask price of 2.32 and a bid price of 1.57, and a contract with the symbol DSX261120P00006000 had an ask price of 3.46 and a bid price of 2.34. Each contract had a strike price, or k, which is the set price, and a hurdle, which is a minimum price, and a ratio, which is a comparison of prices, and a pay, which is the amount to be paid, and all contracts were marked as not affordable. https://runway.adityaperswal.workers.dev/data/option-chain/DSX
DSX R92102 expanded quoted contract screen = 7
Convex tail2026-09-21 02:18
A news scan found the headline 'Sep18 indicative not executable; Oct16-Nov20 range.' A list of contracts for DSX was provided, which includes the following details: symbol, ask price, bid price, strike price, hurdle, ratio, pay, affordability, and quote time. The list of contracts is as follows: [{"symbol": "DSX261016P00003000", "ask": 0.13, "bid": 0.08, "k": 3.0, "hurdle": 0.07717041800643083, "ratio": 3.910712065520535, "pay": 0.5083925685176696, "affordable": true, "quoteTime": "2026-09-18T19:59:58.976328497Z"}, {"symbol": "DSX261016C00003000", "ask": 0.28, "bid": 0.18, "k": 3.0, "hurdle": 0.12540192926045013, "ratio": 2.6014020304202474, "pay": 0.7283925685176693, "affordable": true, "quoteTime": "2026-09-18T19:59:58.976309133Z"}, {"symbol": "DSX261016C00004000", "ask": 0.03, "bid": 0, "k": 4.0, "hurdle": 0.29581993569131837, "ratio": 0.0, "pay": 0, "affordable": true, "quoteTime": "2026-09-18T19:59:59.374919852Z"}, {"symbol": "DSX261016P00002000", "ask": 0.12, "bid": 0, "k": 2.0, "hurdle": 0.3954983922829582, "ratio": 0.0, "pay": 0, "affordable": true, "quoteTime": "2026-09-18T19:59:56.625404121Z"}, {"symbol": "DSX261120C00003000", "ask": 0.42, "bid": 0.23, "k": 3.0, "hurdle": 0.1704180064308681, "ratio": 1.734268020280165, "pay": 0.7283925685176693, "affordable": false, "quoteTime": "2026-09-18T19:59:58.977842729Z"}, {"symbol": "DSX261120P00004000", "ask": 0.98, "bid": 0.83, "k": 4.0, "hurdle": 0.6012861736334406, "ratio": 1.5391760903241527, "pay": 1.5083925685176696, "affordable": false, "quoteTime": "2026-09-18T19:59:58.977842729Z"}, {"symbol": "DSX261016C00002000", "ask": 1.42, "bid": 0.98, "k": 2.0, "hurdle": 0.8135048231511254, "ratio": 1.2171778651532883, "pay": 1.7283925685176693, "affordable": false, "quoteTime": "2026-09-18T19:59:59.74118296Z"}]. https://runway.adityaperswal.workers.dev/data/option-chain/DSX
DSX R92102 preliminary alladjusted events = 9
Convex tail2026-09-21 02:18
On September 18, 2016, an adjustment was made to the DSX R92102, considering the reaction over 20 sessions, with a high volume greater than 20 times the mean plus $2 million. This adjustment superseded the previous MG/DSX adjustment, which only considered stock splits. The following list shows the dates and moves of the adjusted events: a news scan found the list of events including the date and move for each event, which are as follows: on April 6, 2017, the move was -0.27095292766934553, on February 9, 2021, the move was 0.06670035371399696, on May 3, 2021, the move was 0.19493476592478887, on June 11, 2021, the move was -0.2046979865771813, on September 13, 2021, the move was -0.06601592602106332, on May 23, 2022, the move was -0.1886433832264195, on December 3, 2025, the move was -0.15564598168870802, on January 23, 2026, the move was 0.18770226537216828, and on May 5, 2026, the move was -0.13602668643439586, with corresponding index values of 317, 1284, 1341, 1369, 1433, 1608, 2494, 2528, and 2598 respectively. https://runway.adityaperswal.workers.dev/data/stock-bars
DSX R92102 expanded preliminary sample summary = 9
Convex tail2026-09-21 02:18
A preliminary sample summary for the symbol DSX shows a spot price of 3.11. The sample has 9 data points, with a median of 0.18770226537216828 and a 80th percentile of 0.19884005418574585. There are 24 chains and the minimum ask is 0.03. https://runway.adityaperswal.workers.dev/data/stock-bars
TRMD R92102 exact contract metadata = 632
Convex tail2026-09-21 02:18
A news scan found the contract metadata for TRMD, which includes the contract TRMD261016P00032500, described as a standard American option with 100 units, and it is active and tradable. The open interest, or the number of outstanding contracts, was 632 as of September 17, and the close price was 0.25 as of September 18. However, the indicative ask price was 0.33 and the bid price was 0.17 as of September 18, which is different from the close price in the metadata. There is no guarantee that the order will be filled on Monday. Another contract, MG261016P00020000, is also standard with 100 units and is active and tradable, but its open interest is unknown and its close price was 0.10. Additionally, the contract DSX Oct 16 K3 put had an open interest of 247 and the call had an open interest of 408 as of September 17, with close prices of 0.10 and 0.25 respectively. All metadata was retrieved on September 21. option_contracts
R92102 full census measurements batch 300 = 15
Convex tail2026-09-21 02:18
A data scan found the following batch of measurements for a set of stocks. The measurements were completed on September 18, 2026, and included an adjustment to the Systematic Investment Plan, which is a type of investment strategy. The fields measured were symbol, close, prior 252-day high, volume compared to the prior 20-day mean, dollar volume, distance percentage, and number of bars, which refers to a unit of time in trading. The selected stocks had a price of at least 2 dollars, a dollar volume of at least 2 million, and at least 253 bars. The measurements were as follows: [[ https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 full census measurements batch 299 = 15
Convex tail2026-09-21 02:18
A data scan found the following batch of measurements. On September 18, 2026, a Systematic Investment Plan, or SIP, adjustment was completed, which means a regular investment of a fixed amount of money was made. The fields measured were symbol, close, prior 252 high, volume divided by the prior 20 mean, dollar volume, distance percentage, and bars, which refers to the number of trading days. The selection criteria were a price greater than or equal to 2, a dollar volume greater than or equal to 2 million, and greater than or equal to 253 bars. The following list of stocks met these criteria: TNON, TPR, TROW, TRUP, TNXP, TNK, TOPT, TPG, TRUD, TRUT, TRC, TRMB, TRTX, TSLX, TROX, with their respective measurements: [[TNON,4.08,50.4,0.035487,2031293.28,-91.904762,272], [TPR,115.0,164.18,2.322715,886424255.0,-29.954928,272], [TROW,104.16,120.5,2.142248,300651486.24,-13.560166,272], [TRUP,25.07,46.98,2.184966,23396452.15,-46.636867,272], [TNXP,10.87,29.1899,1.922402,8756458.94,-62.761092,272], [TNK,100.92,103.16,1.518102,85229664.84,-2.171384,272], [TOPT,34.48,34.41,1.048315,11102491.04,0.203429,272], [TPG,46.47,67.83,0.97032,114869657.7,-31.490491,272], [TRUD,25.0431,27.44,1.68372,2177572.67,-8.735058,271], [TRUT,32.5742,33.63,0.806528,3229699.36,-3.139459,271], [TRC,16.16,21.31,2.730263,7138033.6,-24.167058,272], [TRMB,57.56,84.42,1.625352,337187228.28,-31.817105,272], [TRTX,7.18,8.835,2.851705,15572307.1,-18.732315,272], [TSLX,17.9,21.46,1.801353,12374502.7,-16.589003,272], [TROX,4.21,10.45,2.392602,22069914.6,-59.712919,272]]. https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 full census measurements batch 298 = 15
Convex tail2026-09-21 02:18
A data scan found the following batch of measurements. On September 18, 2026, a Systematic Investment Plan, or SIP, adjustment was completed, which means a regular investment of a fixed amount of money was made. The fields measured were symbol, close, prior 252 high, volume divided by prior 20 mean, dollar volume, distance percentage, and bars, which refers to the number of trading days. The selection criteria were a price greater than or equal to 2, a dollar volume greater than or equal to 2 million, and greater than or equal to 253 bars. The following list of stocks met these criteria: TRFM, TNL, TRGP, TOTL, TRN, TRU, TRVI, TRDA, TOST, TQQQ, TRIP, TSAT, TSBK, TPL, and TS, with their respective measurements: [[TRFM, 57.98, 64.5, 1.863788, 3421747.68, -10.108527, 272], [TNL, 63.15, 78.92, 2.305343, 92193127.05, -19.982261, 272], [TRGP, 292.19, 307.94, 3.483223, 1123050965.16, -5.114633, 272], [TOTL, 37.96, 39.59, 0.720023, 15112900.92, -4.117201, 272], [TRN, 28.0, 38.305, 3.852707, 53026568.0, -26.902493, 272], [TRU, 72.43, 94.9, 3.984508, 586793093.6, -23.677555, 272], [TRVI, 14.95, 20.22, 1.447701, 31919879.55, -26.063304, 272], [TRDA, 6.75, 16.45, 1.203995, 2392159.5, -58.966565, 272], [TOST, 29.74, 42.15, 2.140557, 514117729.46, -29.442467, 272], [TQQQ, 72.64, 87.89, 0.855577, 2979189404.8, -17.351234, 272], [TRIP, 8.84, 20.16, 1.249951, 40444175.72, -56.150794, 272], [TSAT, 48.83, 61.5399, 1.292476, 9534106.33, -20.653105, 272], [TSBK, 45.91, 49.38, 1.674361, 2826632.79, -7.027136, 272], [TPL, 352.67, 544.86, 3.922913, 478089679.43, -35.273281, 272], [TS, 56.25, 64.595, 1.279795, 85333781.25, -12.918957, 272]]. https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 full census measurements batch 297 = 15
Convex tail2026-09-21 02:18
A data scan found the following batch of measurements. On September 18, 2026, a Systematic Investment Plan, or SIP, adjustment was completed, which means a regular investment of a fixed amount of money was made. The fields measured were symbol, close, prior 252 high, volume over prior 20 mean, dollar volume, distance percentage, and bars, which refers to the number of trading days. The selection criteria were a price of at least 2 dollars, a dollar volume of at least 2 million, and at least 253 bars. The following list of stocks met these criteria: TOWN, TLS, TLYS, TNET, THFF, TIPT, TISI, TITN, TKC, TKNO, TPB, TRMK, TRNS, TRST, and TRS, with their respective measurements: [[TOWN,37.08,39.025,1.741406,32427238.68,-4.983985,272], [TLS,4.07,8.36,2.45963,6616098.39,-51.315789,272], [TLYS,4.14,6.25,0.572627,3269473.92,-33.76,272], [TNET,67.29,73.075,1.567739,34275574.59,-7.916524,272], [THFF,76.55,84.17,3.554339,29167463.75,-9.053107,272], [TIPT,17.52,27.03,1.821437,5926455.36,-35.18313,272], [TISI,27.95,28.0999,5.163894,4798567.8,-0.533454,272], [TITN,23.72,26.9,0.848581,6861721.6,-11.821561,272], [TKC,5.1,7.18,1.319058,15439857.3,-28.969359,272], [TKNO,7.79,7.84,2.913538,3905937.16,-0.637755,272], [TPB,68.14,146.44,2.032004,34709153.2,-53.468998,272], [TRMK,46.71,48.73,2.820463,45586204.11,-4.14529,272], [TRNS,86.0,100.0,1.275527,10644908.0,-14.0,272], [TRST,56.67,59.28,2.940375,25322536.14,-4.402834,272], [TRS,38.08,45.38,1.075415,13824867.84,-16.086382,272]]. https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 full census measurements batch 296 = 15
Convex tail2026-09-21 02:18
A data scan found the following information: On September 18, 2026, a Systematic Investment Plan adjustment was completed. The fields considered were symbol, close price, prior 252-day high, volume compared to the prior 20-day mean, dollar volume, distance percentage, and the number of bars, which is a term used to describe a unit of time in trading. The selected criteria were a price greater than or equal to 2, a dollar volume greater than or equal to 2 million, and greater than or equal to 253 bars. The following list of stocks met these criteria: THQ, TILE, TLN, TMDX, TLT, THRM, TLSI, THNQ, THO, TJX, TIMB, TMC, TIPX, TJGC, and TMSL, with their respective measurements: [[THQ,19.03,19.9807,0.930764,2085992.48,-4.758092,272], [TILE,34.26,40.47,4.050293,66301356.66,-15.3447,272], [TLN,292.3,451.28,1.605024,357380595.0,-35.228683,272], [TMDX,86.42,156.0,2.087775,124623689.4,-44.602564,272], [TLT,81.25,88.49,1.297022,3339736562.5,-8.181715,272], [THRM,36.35,48.35,3.35074,30141165.55,-24.819028,272], [TLSI,5.1,7.95,5.530178,3095521.5,-35.849057,272], [THNQ,91.9893,94.58,1.365719,2629054.19,-2.739163,272], [THO,67.77,121.16,2.907056,119005204.32,-44.065698,272], [TJX,127.24,169.47,2.020571,2250064190.52,-24.918865,272], [TIMB,18.9,28.06,0.59166,6045202.8,-32.644334,272], [TMC,3.78,11.35,0.639082,15784713.0,-66.696035,272], [TIPX,18.33,18.76,0.953013,5692381.5,-2.292111,272], [TJGC,16.84,12.38,1.307196,43100834.88,36.025848,272], [TMSL,41.31,44.77,1.381513,22019097.51,-7.72839,272]]. https://runway.adityaperswal.workers.dev/data/stock-bars
MTW R92102 Costed vectorbt holdout parameter sweep 2.0 holdout = 13.807082283068006
Convex liquid2026-09-21 02:16
A news scan found the headline about a costed vectorbt holdout parameter sweep for MTW with a multiplier of 2.0. The results for the holdout period are as follows: the return was 13.807082283068006 percent, the drawdown was 9.151892668902772 percent, and the win rate was 100.0 percent, based on a sample of 1. The strategy used a price next open entry and a 20th session close exit, with a 5 basis point fee and 25 basis points of slippage on each side. The exposure was fixed at 20 sessions, with no option stops. The strategy excluded crossing January 1 events. The training period was pre-2026 and the holdout period was 2026. The results are subject to current-survivor discovery bias and are not validated for option profit and loss. https://runway.adityaperswal.workers.dev/data/stock-bars
MTW R92102 Costed vectorbt holdout parameter sweep 2.0 train = 5.126780737823811
Convex liquid2026-09-21 02:16
A news scan found the headline about MTW R92102 Costed vectorbt holdout parameter sweep 2.0 train. The symbol is MTW, with a multiplier of 2.0, in the training period. The return was 5.126780737823811, the drawdown was 26.95562970086097, and the win rate was 75.0, based on a sample of 4. The strategy used a price next open entry and 20th session close exit, with a 5 basis point fee and 25 basis points of slippage on each side. It had fixed 20 session exposure, with no option stops, and excluded crossing January 1 events. The training data was from before 2026, with a holdout period in 2026. This was a current survivor discovery, with a bias, and did not validate option profit and loss. https://runway.adityaperswal.workers.dev/data/stock-bars
MTW R92102 Costed vectorbt holdout parameter sweep 1.5 holdout = 9.894103522729187
Convex liquid2026-09-21 02:16
A news scan found the headline about a costed vectorbt holdout parameter sweep for MTW with a multiplier of 1.5. The results for the holdout period are as follows: the return was 9.894103522729187 percent, the drawdown was 9.15189266890274 percent, and the win rate was 50.0 percent, based on a sample of 2. The strategy used a price next open entry and 20th session close exit, with a 5 basis point fee and 25 basis points slippage on each side. The exposure was fixed at 20 sessions, with no option stops, and crossing January 1 events were excluded. The training data was from before 2026 and the holdout data was from 2026. This was a current-survivor discovery bias test, and the option profit and loss was not validated. https://runway.adityaperswal.workers.dev/data/stock-bars
MTW R92102 Costed vectorbt holdout parameter sweep 1.5 train = -0.08943096948570428
Convex liquid2026-09-21 02:16
A news scan found the headline about a costed vectorbt holdout parameter sweep for MTW with a multiplier of 1.5 during the training period. The results show a return of -0.08943096948570428, a drawdown of 20.555546011419978, and a win rate of 80.0 based on a sample of 5. The strategy uses the next open price for entry and the 20th session close for exit, with a 5 basis point fee and 25 basis points of slippage on each side. It has a fixed exposure of 20 sessions, no option stops, and excludes crossing January 1 events. The training data is from before 2026 and the holdout data is from 2026. This is a current survivor discovery bias and has not been validated for option profit and loss. https://runway.adityaperswal.workers.dev/data/stock-bars
MTW R92102 Costed vectorbt holdout parameter sweep 1.25 holdout = 18.87035382706231
Convex liquid2026-09-21 02:16
A news scan found the headline about a costed vectorbt holdout parameter sweep for the stock symbol MTW with a multiplier of 1.25. The results for the holdout period are as follows: the return was 18.87%, the drawdown was 10.70%, and the win rate was 100%. This was based on a sample of 2. The strategy used a price next open entry and 20th session close exit, with a 5 basis point fee and 25 basis points of slippage on each side. The exposure was fixed at 20 sessions, with no option stops. The results excluded crossing January 1 events. The training data was from before 2026 and the holdout data was from 2026. This was a current survivor discovery bias, and the option profit and loss was not validated. https://runway.adityaperswal.workers.dev/data/stock-bars
VNCE R92102 Past earnings and missing option expression = 0
Convex liquid2026-09-21 02:15
A news scan found the headline about VNCE. The issuer's September 10 Q2 results and raised outlook are in the past. On September 18, there was a technical breakout, meaning the stock price crossed a certain level, at 10.70, which is higher than 9.99, on 1.727 times the usual volume. From October 2 to 30, a chain with zero value was selected, but this does not prove that no options ever existed. No option expression was validated. https://investors.vince.com/press-releases/press-release-details/2026/Vince-Holding-Corp--Reports-Second-Quarter-2026-Results/default.aspx
HZO R92102 Cash acquisition regime replaces generic breakout = 53
Convex liquid2026-09-21 02:15
On August 10, the issuer of HZO stock agreed to a cash acquisition of $53 per share by Safe Harbor. By September 18, the stock price was $52.56, which is 8.37% below the consideration price. Out of 30 selected quotes, none were affordable and liquid. The generic breakout median cannot model the deal break risk. https://www.sec.gov/Archives/edgar/data/1057060/000119312526341302/d135056dex991.htm
HALO R92102 Financing-driven breakout exclusion = 1300
Convex liquid2026-09-21 02:15
The issuer, on September 17, issued 1.3 billion dollars in 1.5% convertible and capped calls, and they explicitly expect that there will be initial hedging stock purchases and possible price effects. The expected conditional closing date is September 22. On September 18, the volatility was 6.9306 times, so it cannot be treated as an independent operating breakout. Out of 42 selected quotes, none were numerically cheap and liquid enough to pass. https://www.sec.gov/Archives/edgar/data/1159036/000115903626000126/ex-991xhaloxpricingpressre.htm
TH R92102 Secondary exclusion = 16100000
Convex liquid2026-09-21 02:15
On September 10, the issuer closed 14 million secondary shares plus a 2.1 million underwriter option at 18.50. The company receives no offering proceeds from this. At the same time, the company is repurchasing shares, which complicates the trading volume. Out of 68 selected quotes, none passed the numerical test for affordability and liquidity. There was no transplant of the N4 tail study. https://investors.targethospitality.com/news/news-details/2026/Target-Hospitality-Announces-Closing-of-Upsized-Secondary-Offering-and-Concurrent-Stock-Repurchase-and-Full-Exercise-of-Underwriters-Option-to-Purchase-Additional-Shares/default.aspx
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