NTRA R92102 expanded quoted contract screen = 7
Convex tail2026-09-21 02:18
Sep18indicative notexecutable;Oct16-Nov20range. [{"symbol": "NTRA261016C00380000", "ask": 12.32, "bid": 9.78, "k": 380.0, "hurdle": 0.06207531335444927, "ratio": 4.8011711500566765, "pay": 59.15042856869826, "affordable": false, "quoteTime": "2026-09-18T19:59:59.420411231Z"}, {"symbol": "NTRA261016P00360000", "ask": 13.01, "bid": 10.16, "k": 360.0, "hurdle": 0.06064051544438124, "ratio": 4.640309651706244, "pay": 60.37042856869823, "affordable": false, "quoteTime": "2026-09-18T19:59:59.749540941Z"}, {"symbol": "NTRA261016P00320000", "ask": 4.64, "bid": 0.87, "k": 320.0, "hurdle": 0.14626817185088928, "ratio": 4.390178570840136, "pay": 20.37042856869823, "affordable": false, "quoteTime": "2026-09-18T19:59:58.857869309Z"}, {"symbol": "NTRA261016C00420000", "ask": 4.61, "bid": 1.78, "k": 420.0, "hurdle": 0.1494896992338721, "ratio": 4.15410598019485, "pay": 19.15042856869826, "affordable": false, "quoteTime": "2026-09-18T19:59:50.246069872Z"}, {"symbol": "NTRA261016C00370000", "ask": 17.41, "bid": 14.42, "k": 370.0, "hurdle": 0.048783128942310336, "ratio": 3.971879871837924, "pay": 69.15042856869826, "affordable": false, "quoteTime": "2026-09-18T19:59:59.419814613Z"}, {"symbol": "NTRA261016P00370000", "ask": 17.86, "bid": 14.25, "k": 370.0, "hurdle": 0.05000135358293406, "ratio": 3.940113581674033, "pay": 70.37042856869823, "affordable": false, "quoteTime": "2026-09-18T19:59:59.408003427Z"}, {"symbol": "NTRA261016C00360000", "ask": 22.36, "bid": 19.56, "k": 360.0, "hurdle": 0.08595251631067433, "ratio": 3.539822386793303, "pay": 79.15042856869826, "affordable": false, "quoteTime": "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
Sep18indicative notexecutable;Oct16-Nov20range. [{"symbol": "NTRA261016P00250000", "ask": 0.22, "bid": 0, "k": 250.0, "hurdle": 0.32380410947778765, "ratio": 0.0, "pay": 0, "affordable": true, "quoteTime": "2026-09-18T16:01:28.495141374Z"}, {"symbol": "NTRA261016C00400000", "ask": 6.63, "bid": 3.52, "k": 400.0, "hurdle": 0.10081485692628392, "ratio": 5.905042016394911, "pay": 39.15042856869826, "affordable": false, "quoteTime": "2026-09-18T19:59:59.380552189Z"}, {"symbol": "NTRA261016C00390000", "ask": 8.82, "bid": 6.42, "k": 390.0, "hurdle": 0.07967189149679205, "ratio": 5.572610948832002, "pay": 49.15042856869826, "affordable": false, "quoteTime": "2026-09-18T19:59:59.383172212Z"}, {"symbol": "NTRA261016P00330000", "ask": 5.46, "bid": 2.32, "k": 330.0, "hurdle": 0.12141638918216516, "ratio": 5.5623495547066355, "pay": 30.37042856869823, "affordable": false, "quoteTime": "2026-09-18T19:59:59.410853236Z"}, {"symbol": "NTRA261016P00340000", "ask": 7.62, "bid": 3.35, "k": 340.0, "hurdle": 0.10019220877663171, "ratio": 5.297956505078508, "pay": 40.37042856869823, "affordable": false, "quoteTime": "2026-09-18T19:59:59.409620205Z"}, {"symbol": "NTRA261016P00350000", "ask": 9.79, "bid": 6.32, "k": 350.0, "hurdle": 0.07899510002977879, "ratio": 5.1450897414400645, "pay": 50.37042856869823, "affordable": false, "quoteTime": "2026-09-18T19:59:59.146292169Z"}, {"symbol": "NTRA261016C00410000", "ask": 5.67, "bid": 3.16, "k": 410.0, "hurdle": 0.12528763637348064, "ratio": 5.141169059735143, "pay": 29.15042856869826, "affordable": false, "quoteTime": "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
2016-Sep18 2026; adjustedall,20sessionreaction/spacing,252high+volume>20mean+$2m. SupersededMG/DSXby split-only. [{"date": "2025-11-18T05:00:00Z", "move": 0.05541773929323668, "index": 2484}, {"date": "2026-01-06T05:00:00Z", "move": -0.17339390528262444, "index": 2516}, {"date": "2026-06-24T04:00:00Z", "move": 0.018155941070123305, "index": 2632}, {"date": "2026-08-07T04:00:00Z", "move": 0.018876125426886103, "index": 2663}]
https://runway.adityaperswal.workers.dev/data/stock-bars
NTRA R92102 preliminary alladjusted events = 21
Convex tail2026-09-21 02:18
2016-Sep18 2026; adjustedall,20sessionreaction/spacing,252high+volume>20mean+$2m. SupersededMG/DSXby split-only. [{"date": "2017-10-03T04:00:00Z", "move": -0.20362318840579707, "index": 441}, {"date": "2018-06-22T04:00:00Z", "move": 0.4511512134411948, "index": 622}, {"date": "2018-08-23T04:00:00Z", "move": -0.13551401869158874, "index": 665}, {"date": "2019-08-08T04:00:00Z", "move": 0.00470366886171214, "index": 905}, {"date": "2019-09-16T04:00:00Z", "move": 0.1308854012437073, "index": 931}, {"date": "2019-10-14T04:00:00Z", "move": -0.02225713537575269, "index": 951}, {"date": "2020-05-07T04:00:00Z", "move": -0.06826017007584462, "index": 1093}, {"date": "2020-06-30T04:00:00Z", "move": -0.06377858002406733, "index": 1130}, {"date": "2020-08-06T04:00:00Z", "move": 0.16131955773065054, "index": 1156}, {"date": "2020-09-25T04:00:00Z", "move": 0.037452637714951775, "index": 1191}, {"date": "2020-11-04T05:00:00Z", "move": 0.18516051685093915, "index": 1219}, {"date": "2020-12-10T05:00:00Z", "move": 0.1162720097146328, "index": 1244}, {"date": "2021-01-15T05:00:00Z", "move": -0.002496671105193027, "index": 1268}, {"date": "2023-09-01T04:00:00Z", "move": -0.3013435700575816, "index": 1929}, {"date": "2024-01-09T05:00:00Z", "move": 0.05779122541603643, "index": 2017}, {"date": "2024-02-26T05:00:00Z", "move": 0.23183717482140453, "index": 2049}, {"date": "2024-05-10T04:00:00Z", "move": 0.06049957260898453, "index": 2102}, {"date": "2024-09-16T04:00:00Z", "move": 0.01688902598904929, "index": 2189}, {"date": "2024-11-08T05:00:00Z", "move": 0.25121169189471315, "index": 2228}, {"date": "2025-01-08T05:00:00Z", "move": -0.02145971349300735, "index": 2268}, {"date": "2025-10-20T04:00:00Z", "move": 0.09247083775185572, "index": 2463}]
https://runway.adityaperswal.workers.dev/data/stock-bars
NTRA R92102 expanded preliminary sample summary = 25
Convex tail2026-09-21 02:18
{"symbol": "NTRA", "spot": 369.39, "n": 25, "median": 0.06826017007584462, "p80": 0.18885305116191078, "chain_count": 198, "minimum_ask": 0.22}
https://runway.adityaperswal.workers.dev/data/stock-bars
DSX R92102 expanded quoted contract screen = 1
Convex tail2026-09-21 02:18
Sep18indicative notexecutable;Oct16-Nov20range. [{"symbol": "DSX261016P00006000", "ask": 3.47, "bid": 2.28, "k": 6.0, "hurdle": 2.045016077170418, "ratio": 1.01106414078319, "pay": 3.5083925685176696, "affordable": false, "quoteTime": "2026-09-18T19:59:33.703240404Z"}]
https://runway.adityaperswal.workers.dev/data/option-chain/DSX
DSX R92102 expanded quoted contract screen = 7
Convex tail2026-09-21 02:18
Sep18indicative notexecutable;Oct16-Nov20range. [{"symbol": "DSX261120C00002000", "ask": 1.48, "bid": 0.77, "k": 2.0, "hurdle": 0.8327974276527331, "ratio": 1.1678328165659928, "pay": 1.7283925685176693, "affordable": false, "quoteTime": "2026-09-18T19:59:33.703240404Z"}, {"symbol": "DSX261016P00004000", "ask": 1.32, "bid": 0.53, "k": 4.0, "hurdle": 0.7106109324758842, "ratio": 1.1427216428164162, "pay": 1.5083925685176696, "affordable": false, "quoteTime": "2026-09-18T19:59:57.062950064Z"}, {"symbol": "DSX261016C00001000", "ask": 2.41, "bid": 1.78, "k": 1.0, "hurdle": 1.4533762057877813, "ratio": 1.1321130989699872, "pay": 2.7283925685176693, "affordable": false, "quoteTime": "2026-09-18T19:59:33.703240404Z"}, {"symbol": "DSX261120C00001000", "ask": 2.47, "bid": 1.72, "k": 1.0, "hurdle": 1.4726688102893892, "ratio": 1.1046123759180846, "pay": 2.7283925685176693, "affordable": false, "quoteTime": "2026-09-18T19:59:33.703244992Z"}, {"symbol": "DSX261016P00005000", "ask": 2.32, "bid": 1.57, "k": 5.0, "hurdle": 1.3536977491961415, "ratio": 1.0812036933265818, "pay": 2.5083925685176696, "affordable": false, "quoteTime": "2026-09-18T19:59:33.703240404Z"}, {"symbol": "DSX261120P00005000", "ask": 2.32, "bid": 1.57, "k": 5.0, "hurdle": 1.3536977491961415, "ratio": 1.0812036933265818, "pay": 2.5083925685176696, "affordable": false, "quoteTime": "2026-09-18T19:59:33.703240404Z"}, {"symbol": "DSX261120P00006000", "ask": 3.46, "bid": 2.34, "k": 6.0, "hurdle": 2.0418006430868165, "ratio": 1.0139862914790954, "pay": 3.5083925685176696, "affordable": false, "quoteTime": "2026-09-18T19:59:33.703240404Z"}]
https://runway.adityaperswal.workers.dev/data/option-chain/DSX
DSX R92102 expanded quoted contract screen = 7
Convex tail2026-09-21 02:18
Sep18indicative notexecutable;Oct16-Nov20range. [{"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
2016-Sep18 2026; adjustedall,20sessionreaction/spacing,252high+volume>20mean+$2m. SupersededMG/DSXby split-only. [{"date": "2017-04-06T04:00:00Z", "move": -0.27095292766934553, "index": 317}, {"date": "2021-02-09T05:00:00Z", "move": 0.06670035371399696, "index": 1284}, {"date": "2021-05-03T04:00:00Z", "move": 0.19493476592478887, "index": 1341}, {"date": "2021-06-11T04:00:00Z", "move": -0.2046979865771813, "index": 1369}, {"date": "2021-09-13T04:00:00Z", "move": -0.06601592602106332, "index": 1433}, {"date": "2022-05-23T04:00:00Z", "move": -0.1886433832264195, "index": 1608}, {"date": "2025-12-03T05:00:00Z", "move": -0.15564598168870802, "index": 2494}, {"date": "2026-01-23T05:00:00Z", "move": 0.18770226537216828, "index": 2528}, {"date": "2026-05-05T04:00:00Z", "move": -0.13602668643439586, "index": 2598}]
https://runway.adityaperswal.workers.dev/data/stock-bars
DSX R92102 expanded preliminary sample summary = 9
Convex tail2026-09-21 02:18
{"symbol": "DSX", "spot": 3.11, "n": 9, "median": 0.18770226537216828, "p80": 0.19884005418574585, "chain_count": 24, "minimum_ask": 0.03}
https://runway.adityaperswal.workers.dev/data/stock-bars
TRMD R92102 exact contract metadata = 632
Convex tail2026-09-21 02:18
TRMD261016P00032500 standard100American active/tradable OI632asSep17 close.25Sep18; indicativeask.33/bid.17Sep18differentfrommetadata close. No guaranteeMondayfill. MG261016P00020000standard100active/tradableOIunknownclose.10;DSXOct16K3putOI247/call408asSep17 closes.10/.25;allmetadataretrievedSep21.
option_contracts
R92102 full census measurements batch 300 = 15
Convex tail2026-09-21 02:18
Sep18 2026 completed SIP adjustment=all. Fields symbol,close,prior252high,volume/prior20mean,dollarvolume,distance_pct,bars. Selected price>=2 dollarvolume>=2m, >=253bars. [["TSLY",22.3,28.02,0.870366,9040420.0,-20.41399,272],["TTAM",13.32,19.57,1.269405,4475799.72,-31.936638,272],["TR",37.6,44.95,3.202168,16969143.2,-16.351502,272],["TOUS",38.72,40.28,1.101332,4659061.44,-3.87289,272],["TRP",61.54,70.92,1.206842,158665258.84,-13.22617,272],["TRVG",6.55,6.8,2.582619,3760145.4,-3.676471,272],["TTEK",35.685,42.87,2.30612,179608600.08,-16.759972,272],["TOYO",4.41,17.43,0.800376,2378912.76,-74.698795,272],["TPC",85.0,102.2,4.092878,147592300.0,-16.829746,272],["TRFK",98.46,115.56,0.834519,10053455.22,-14.797508,272],["TRMD",38.23,37.22,1.219269,70936606.06,2.713595,272],["TRNO",65.75,78.9363,2.606003,108806650.5,-16.704989,272],["TSLL",9.63,23.26,0.770462,648640080.81,-58.598452,272],["TNMG",3.87,98.21,27.568956,141410047.68,-96.059464,272],["TRI",94.39,170.43,2.767125,378206760.28,-44.616558,272]]
https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 full census measurements batch 299 = 15
Convex tail2026-09-21 02:18
Sep18 2026 completed SIP adjustment=all. Fields symbol,close,prior252high,volume/prior20mean,dollarvolume,distance_pct,bars. Selected price>=2 dollarvolume>=2m, >=253bars. [["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
Sep18 2026 completed SIP adjustment=all. Fields symbol,close,prior252high,volume/prior20mean,dollarvolume,distance_pct,bars. Selected price>=2 dollarvolume>=2m, >=253bars. [["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
Sep18 2026 completed SIP adjustment=all. Fields symbol,close,prior252high,volume/prior20mean,dollarvolume,distance_pct,bars. Selected price>=2 dollarvolume>=2m, >=253bars. [["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
Sep18 2026 completed SIP adjustment=all. Fields symbol,close,prior252high,volume/prior20mean,dollarvolume,distance_pct,bars. Selected price>=2 dollarvolume>=2m, >=253bars. [["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
{"symbol": "MTW", "mult": 2.0, "period": "holdout", "return": 13.807082283068006, "drawdown": 9.151892668902772, "win_rate": 100.0, "sample": 1} Price nextopen entry/20thsessionclose exit;5bpfee25bpslippage eachside; fixed20session exposure, nooptionstops; crossingJan1eventexcluded. Trainpre2026,holdout2026. Current-survivor discovery bias, not validated optionPnL.
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
{"symbol": "MTW", "mult": 2.0, "period": "train", "return": 5.126780737823811, "drawdown": 26.95562970086097, "win_rate": 75.0, "sample": 4} Price nextopen entry/20thsessionclose exit;5bpfee25bpslippage eachside; fixed20session exposure, nooptionstops; crossingJan1eventexcluded. Trainpre2026,holdout2026. Current-survivor discovery bias, not validated optionPnL.
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
{"symbol": "MTW", "mult": 1.5, "period": "holdout", "return": 9.894103522729187, "drawdown": 9.15189266890274, "win_rate": 50.0, "sample": 2} Price nextopen entry/20thsessionclose exit;5bpfee25bpslippage eachside; fixed20session exposure, nooptionstops; crossingJan1eventexcluded. Trainpre2026,holdout2026. Current-survivor discovery bias, not validated optionPnL.
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
{"symbol": "MTW", "mult": 1.5, "period": "train", "return": -0.08943096948570428, "drawdown": 20.555546011419978, "win_rate": 80.0, "sample": 5} Price nextopen entry/20thsessionclose exit;5bpfee25bpslippage eachside; fixed20session exposure, nooptionstops; crossingJan1eventexcluded. Trainpre2026,holdout2026. Current-survivor discovery bias, not validated optionPnL.
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
{"symbol": "MTW", "mult": 1.25, "period": "holdout", "return": 18.87035382706231, "drawdown": 10.705231467077747, "win_rate": 100.0, "sample": 2} Price nextopen entry/20thsessionclose exit;5bpfee25bpslippage eachside; fixed20session exposure, nooptionstops; crossingJan1eventexcluded. Trainpre2026,holdout2026. Current-survivor discovery bias, not validated optionPnL.
https://runway.adityaperswal.workers.dev/data/stock-bars
VNCE R92102 Past earnings and missing option expression = 0
Convex liquid2026-09-21 02:15
IssuerSep10Q2results andraisedoutlook arepast;Sep18technicalbreakout10.70>9.99 on1.727xvolume. SelectedOct2–30chainzero, notproofnooptionsever. Noexpressionvalidated.
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
Aug10issuer cash53/shareacquisition bySafeHarbor;Sep18stock52.56 only.837%belowconsideration. Selected30quotes none affordableliquid. Genericbreakoutmedian cannot modeldealbreakrisk.
https://www.sec.gov/Archives/edgar/data/1057060/000119312526341302/d135056dex991.htm
HALO R92102 Financing-driven breakout exclusion = 1300
Convex liquid2026-09-21 02:15
IssuerSep17 1.3bn1.5%convertible/cappedcalls explicitly expects initialhedgingstockpurchases andpossiblepriceeffects;expectedconditionalclosingSep22. Sep18vol6.9306x therefore cannot be treated as independent operatingbreakout. Selected42quotes none numericalcheapliquidpass.
https://www.sec.gov/Archives/edgar/data/1159036/000115903626000126/ex-991xhaloxpricingpressre.htm
TH R92102 Secondary exclusion = 16100000
Convex liquid2026-09-21 02:15
IssuerSep10 closed14msecondaryshares plus2.1munderwriteroptionat18.50;company receivesnoofferingproceeds. Concurrentrepurchase complicates volume.68selectedquotes none numericalaffordability/liquiditypass; no transplantofN4tailstudy.
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