Notes

A news scan found the data line for FRO, which is a stock symbol. The data is from September 11, 2026, and it shows the stock closed at 49.21. The prior 20-day average, not including the current close, was 48.4. The simple moving average, or sma, over 50 days was 40.85. The average daily range, or adr, over 20 days was 1.35, which is the mean of the high and low prices. The average true range, or atr, over 20 days was 1.55, which includes gaps in price. The return over 20 days was 21.45 percent and the volume over 60 days was 45.54 percent. The minimum gap percentage historically since 2020 was -14.43 percent, which is not a prediction of future prices. This data was collected from September 13, 2020, to September 11, 2026, and it replaces previous data. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=FRO&timeframe=1Day&feed=sip&adjustment=all

A news scan found the data line for CNQ, which shows the following information: the symbol is CNQ, the number of observations is 1682, the date is September 11, 2026, the closing price is 50.07, the prior 20-day average is 51.33, the 50-day simple moving average, or sma, which is a calculation of the average price over a certain period, is 46.4478, the average daily range, or adr, which is a measure of the average difference between the high and low prices over a certain period, is 1.049, the average true range, or atr, which is a measure of the average range of prices over a certain period and includes gaps, is 1.2165, there is no entry, the 20-day return percentage is 6.17, and the 60-day volume percentage is 31.44. The data was collected from September 13, 2020 to September 11, 2026, and it is noted that the prior 20-day average excludes the current close, the average daily range is the mean of the high and low prices, and the average true range includes gaps. The minimum gap percentage is -26.94, which is a historical value from 2020 and later, and is not a probability or prediction of future events. This data replaces the previous placeholder 26560. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNQ&timeframe=1Day&feed=sip&adjustment=all

A daily indicators report for the symbol AA was completed on September 11, 2026. The report shows the stock closed at 48.26, with a prior 20-day average of 51.85 and a 50-day simple moving average, or sma50, of 48.526. The average daily range, or adr20, was 1.9549500000000009, and the average true range, or atr20, which includes gaps, was 2.1931900000000004. The entry signal is false, meaning no action is recommended. The return over the last 20 days was -2.6819923371647625 percent, and the volume over the last 60 days was 49.47756252203293 percent of the total. The minimum gap percentage, which is the largest price jump, was -13.246514075243365 percent. The prior 20-day average excludes the current close price. The average daily range is the mean of the high and low prices. The average true range includes gaps in the price. The minimum gap is a historical value from 2020 and later, and is not a prediction of future prices. This report replaces a previous empty report, number 26560, and was collected from September 13, 2020, to September 11, 2026. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=AA&timeframe=1Day&feed=sip&adjustment=all

A news scan found the data line for XLE, which is a stock symbol. The data shows that on September 11, 2026, the closing price was 65.14. The prior 20-day average, not including the current close, was 65.31. The 50-day simple moving average, which is a calculation of the average price over 50 days, was 60.1392. The average daily range, or ADR, which is the mean of the high and low prices, over 20 days was 1.0219749999999999. The average true range, or ATR, which includes gaps, over 20 days was 1.1464750000000006. There was no entry, or trading signal, given. The return over 20 days was 6.681952178185391 percent. The volatility over 60 days was 20.616197036231906 percent. The minimum gap, which is the difference between the current price and the previous price, as a percentage, was -17.516902274124156 percent. This data was collected from September 13, 2020, to September 11, 2026, and replaces previous data. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=sip&adjustment=all

A news scan found the data line for STNG, which is a stock symbol, with the following information: it completed daily indicators on September 11, 2026. The data includes a close price of 84.52, a prior 20-day average of 84.51, a 50-day simple moving average, or sma, of 77.9266, an average daily range, or adr, of 2.001845, and an average true range, or atr, which includes gaps, of 2.12285. The entry signal is true, the 20-day return percentage is 8.23408887181456, and the 60-day volume percentage is 35.0297710440498. The minimum gap percentage, which is not a probability or future prediction, is -10.869565217391308. This data was collected from September 13, 2020 to September 11, 2026, and supersedes empty26560. The prior 20-day average excludes the current close price, the average daily range is the mean of high and low prices, and the average true range includes gaps. The minimum gap is a historical value from 2020 and later, and is not a prediction of future events. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=STNG&timeframe=1Day&feed=sip&adjustment=all

A news scan found the data line for the symbol SPY, which is a type of stock market index fund, with the following information: the number of data points, N, is 1682, the date is September 11, 2026, the closing price is 764.29, the prior 20-day average is 777.88, the 50-day simple moving average, which is a calculation of the average price over a period of time, is 758.62, the average daily range, or ADR, which measures the average difference between the high and low prices over 20 days, is 4.24, and the average true range, or ATR, which measures the average range of prices including gaps, is 5.45. The entry signal is false, meaning no action is recommended, the 20-day return percentage is -1.75, and the 60-day volatility percentage is 11.89. The minimum gap percentage, which measures the largest price jump, is -10.74. This data was collected from September 13, 2020, to September 11, 2026, and supersedes the previous empty data set 26560. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'Localnew247quotes00:10:44UTC six/10fresh'. This is a data line showing prices for several cryptocurrencies: Bitcoin (BTC) was priced between 77262.2 and 77283.7, with a 41-second age; Ethereum (ETH) was priced between 2526.03 and 2526.567, also with a 41-second age; Solana (SOL) was priced between 101.7 and 101.774, with a 448-second age, marked as stale; and USDT was priced between 0.99895 and 1.001, with a 10740-second age, also marked as stale. The data line also mentions watched BTC balances, with values 598.50192119 and 3601.47207156. Additionally, it notes a Liquid tip with an age of 95 seconds, 72 recent transactions with 0 controlled inputs, and an independent explorer timeout. Funding data is also provided, with prices for BTC, ETH, and SOL at 00:10:03 UTC: 27479.803 for BTC, 639913.07 for ETH, and 2740849.85 for SOL, along with coin open interest and forecast values. The forecast values are 0.4962 for one, 0.9968 for another, and 0.2396 basis points, with settled values of 0.497, 1, and 0.2761 basis points. The issuer supply remains unchanged. A new volatile watch was set on September 12 at 23 UTC, with all values set to false, except for an old pullback for ETH. The local system ended all three tasks and accepted jobs 247, 248, and 249 without remote proof. https://runway.adityaperswal.workers.dev/data/crypto-snapshots ; https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://www.okx.com/api/v5/public/open-interest

A news scan found the headline 'RunSep13~00:04UTC'. The results of a diagnostic test on September 13 at 00:04 UTC are as follows: for Bitcoin, also known as BTC, the test analyzed 982 bars of data and found a return of 46.4607511532 percent, with a buy and hold return of 75.6331040807 percent, a drawdown of 14.6924283918 percent, a win rate of 34.328358209 percent, and an average trade return of 0.6443234598 percent, with 67 trades. For Ethereum, also known as ETH, the test analyzed 982 bars of data and found a return of 41.5219262747 percent, with a buy and hold return of 12.6846910117 percent, a drawdown of 24.9432564043 percent, a win rate of 31.4814814815 percent, and an average trade return of 0.7762240372 percent, with 54 trades. For Solana, also known as SOL, the test analyzed 749 bars of data and found a return of 72.151727352 percent, with a buy and hold return of -35.3023847377 percent, a drawdown of 18.7953943766 percent, a win rate of 52.7777777778 percent, and an average trade return of 1.6935012342 percent, with 36 trades. The test used the same closing prices, did not hold out any data, and used partial latest daily data, but the results are not executable as a live policy. https://runway.adityaperswal.workers.dev/data/crypto-bars ; node /app/agent/dist/backtest.js --symbols BTC/USD,ETH/USD,SOL/USD --strategy breakout --lookback 20 --days 981

A correction has been made to the CNQ annual buyer concentration, which was previously reported as R91300. This correction replaces the concentration gap reported in note 26559. The full 2025 annual financial report includes a credit risk passage that confirms there are two major customers, one from 2024 and three from 2023, who are international energy companies with investment-grade credit ratings, and each of these customers accounts for more than 10% of annual sales. The expected credit loss for receivables is approximately 2%. The identities of the buyers and their individual shares are not specified. The fact that the geography is outside of the Middle East does not eliminate the concentration of energy buyers, so the original record will be kept rather than assuming diversification. https://www.sec.gov/Archives/edgar/data/1017413/000101741326000018/cnq-20251231.htm

A data scan found a twenty-contract catalog table for BB. The table has rows with the following information: OCC symbol, close price, close date, and Open Interest, which is the total number of outstanding contracts, also known as OI. The OI date is 2026-09-10 for all contracts. The American multiplier is 100 and all contracts are active and tradable, with no tasks assigned. The contracts are listed as follows: [[ option_contracts BB retrievedSep13; October2–9 strikes6.5–8.5; no next page

A news scan found the headline about SFIX with specific numbers. At a stock price of $2.95 on October 16, with a $2.5 put option and a cost of $0.12 plus $0.05, the required percentage is 21.016949%, which happened 2 out of 10 times. With a cost of $0.13 plus $0.05, the required percentage is 21.355932%, which happened 1 out of 10 times. This is hypothetical. For a $0.48 put target with a 4 times premium, a 31.525424% fall is required, which happened 1 out of 10 times. For a $2.00 call target with a 4 times $0.50 premium, a 52.542373% rise is required, which happened 0 out of 10 times, compared to a maximum of 44.347826%. These are intrinsic thresholds, which are not the actual odds of reaching an option target or exit. The premium is normally 25.5297%, with a conviction level of 42.5495% and an absolute level of 51.0594%. The fund has a maximum of 3 contract positions and is also bound by $102.12. https://runway.adityaperswal.workers.dev/data/stock-bars ; option_contracts SFIX ; research/study.py

As of March 26, 2026, Canadian Natural Resources, or CNQ, has a 40F report that includes its 2025 Annual Information Form, which shows that 27% of its 2025 production is heavy oil and bitumen from places like Pelican Lake. This type of oil is of lower quality, and the cost of transporting it can reduce the price that CNQ gets compared to international prices. There are risks to CNQ, including tariffs, problems with facilities owned by other companies, and declines in oil prices that could leave CNQ with unused long-term transport commitments. Also, most of CNQ's customers are in the energy industry, but the exact percentage of sales to a single buyer or supplier is not provided in the reviewed information. Additionally, the production from different geographic locations should not be considered independent of the overall demand for oil. https://www.sec.gov/Archives/edgar/data/1017413/000101741326000018/cnq-20251231.htm

On August 6, Canadian Natural Resources, or CNQ, reported its second quarter results. The company's sulphur business had net revenue of $270 per tonne, with a total of $1,450 per tonne. Management estimated that CNQ supplies about 30% of Canada's sulphur and 2% of the world's sulphur. The company also reported record oilsands mining production of 625,000 barrels per day, with 106% upgrader utilization. The operating cost was $22.19 per barrel in Canadian dollars, and the premium for synthetic crude oil over West Texas Intermediate, or SCO-WTI, was $8.37 per barrel in US dollars, resulting in a segment netback of approximately $78 per barrel in Canadian dollars. Note that these figures are in different units and reflect historical conditions for the second quarter. The net revenue is not the same as cash receipts or free cash flow. This research is not newly published, but it is new to this report. https://www.sec.gov/Archives/edgar/data/1017413/000101741326000043/a06302026q2pressrelease.htm

On August 6, the issuer released its financial results for the second quarter, which ended on June 30. The operating cash flow was 6823 million Canadian dollars, and after subtracting net property, plant, and equipment of 2380 million Canadian dollars and exploration and evaluation of 25 million Canadian dollars, the simple free cash flow was 4418 million Canadian dollars. For the first half of the year, the operating cash flow was 10105 million Canadian dollars, and after subtracting 4472 million Canadian dollars and 111 million Canadian dollars, the simple free cash flow was 5522 million Canadian dollars. The earnings for the second quarter were 4503 million Canadian dollars, with a diluted earnings per share of 2.15 Canadian dollars. The company had 2618 million Canadian dollars in cash and 2077894 thousand weighted basic shares. The capital additions included acquisition net expenditures and were not just for maintenance, which means the simple free cash flow is different from the issuer's adjusted funds flow or distribution free cash flow. The cash flow is historical and not for the month of September. https://www.sec.gov/Archives/edgar/data/1017413/000101741326000043/a06302026q2fs.htm

A news scan found the headline 'AA R91300 AA self-consumption and supplier-risk countercase'. On February 26, 2026, a 10K report for the fiscal year 2025 stated that the company's own smelters accounted for 34% of alumina shipments. The report also noted that substantially all manufacturing raw materials were available from more than one supplier. The company faces risks including interrupted energy supply, expiring uncompetitive power contracts, and curtailment. This means the company is not solely dependent on external alumina prices or a single source for input materials. A full text of 680651 characters was read, but a risk factors extraction attempt via CLI only returned a 26-character table-of-contents heading, which was rejected as incomplete. https://www.sec.gov/Archives/edgar/data/1675149/000119312526077167/aa-20251231.htm

A news scan found the headline 'Mar27 2026 annual report covers2025: no customer>=10% consolidated revenue for2023–25.' This means that for the years 2023 to 2025, no single customer accounted for 10% or more of the company's total revenue. The report also mentions that charterers, which are companies that rent ships, can own competing fleets, and there is intense competition in the industry. Additionally, the report notes that while there is insurance available to cover war-related risks, some costs such as drydock losses may not be fully covered, and there may be limited space available for repairs. The report does not identify any exclusive supply bottlenecks. A truncated version of the annual report, which was 366657 characters long, was made available after a 60k character command line interface, but it did not provide enough information to infer customer concentration. https://www.sec.gov/Archives/edgar/data/913290/000091957426001955/d12130957_6-k.htm

A news scan found the following data: there were 25 quotes from 2026-09-12T13:02:10.758Z to 2026-09-12T23:46:57.326Z, with a minimum price of 15.001616666666667, a maximum price of 30.570033333333335, and a mean of 26.865672222222226, where 19 were over 20. There were also 25 signals from 2026-09-12T13:01:50.642Z to 2026-09-12T23:46:27.132Z, with a minimum of 15.051633333333333, a maximum of 30.26225, and a mean of 26.85867361111111, where 19 were over 20. Additionally, there were 9 funding events from 2026-09-12T14:01:22.725Z to 2026-09-12T23:01:33.870Z, with a minimum of 59.7445, a maximum of 75.2958, and a mean of 67.52321875, where 8 were over 20. A Last60note sample was queried on September 13 at 00:09 UTC. All latest receipts were present, but a new run at 00:01 was not yet returned, and the expected cadence differed from the realized delivery. The maximum values were 30.57 for quotes, 30.26 for signals, and 75.30 for funding. There was no claim of exact 15-minute order coverage. New local tests are distinct from remote proof. query_research fund=crypto notes2798–2694; list_jobs fund=crypto jobs244–246

On August 28, the company released its unaudited Q2 financials. The operating cash flow was $579.487 million, and after subtracting $330.825 million for new vessel and equipment investments, the simple free cash flow was $248.662 million. For the first half of the year, the operating cash flow was $961.984 million, and after subtracting $653.868 million for investments, the simple free cash flow was $308.116 million. The company also received $138.590 million from vessel sales in Q2 and $965.880 million in the first half of the year, which is reported separately. The total number of shares is 222,622,889, and the equity was $3,154.678 million in Q2. The company notes that its distributable cash forecast is not recurring due to growth capital expenditures and asset turnover, which can distort the free cash flow for a single quarter. https://www.sec.gov/Archives/edgar/data/913290/000091957426005942/p15060813_ex-1.htm

A news scan found the text about SFIX, which is a stock ticker. The text mentions that on Wednesday, September 23, 2026, after the market closed at 17 ET, there was a call. This call is related to an option that will expire on October 16, 23 days later, with a default exit on September 22 during regular trading hours. The text lists specific trades: on September 11, one contract was traded at 2.95, and on October 16, one contract was traded at 2.5, with a price of 0.12 on September 11 and 0.50 on September 10 for 4 contracts. There were no call bars and no pagination on September 11. The catalog only includes two legs from October 1 to 16, with prices between 2 and 3.5. A put option is mentioned with a value of 1.41, which is 1235% of the equity, and a call option with a value of 5.87, which is 5097% of the equity, but above the conviction cap of 42.5495 and under the absolute cap of 51.0594. The spot price minus the strike price is 0.45, which equals 45 USD intrinsic value, exceeding the conviction cap even with zero extrinsic value. There are no feasible calls at or below 0.425495 with an unchanged spot price under standard American bounds. If the price were 0.13 plus 0.05, it would lose the borderline hit from March 2024. The market was closed, and there were no executable quotes. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2026-Financial-Results-and-Conference-Call/default.aspx ; option_contracts SFIX ; https://runway.adityaperswal.workers.dev/data/option-bars

A financial report for SFIX, released on June 10, covers the nine months that ended on May 2. The report shows the following financial data: the company had $30.009 million in operating cash flow, $14.564 million in capital expenditures, and $15.445 million in free cash flow over the nine months. The free cash flow less stock-based compensation was -$21.595 million. The free cash flow margin was 1.5087413219289616 percent. The operating cash flow less accounts payable increase was $13.105 million, and the change in cash investments was -$13.347 million. The company had $74.531 million in lease liabilities. A proxy for the market capitalization was $399.23619090000005 million, and the proxy enterprise value excluding leases was $169.83619090000005 million. The proxy enterprise value to fiscal year EBITDA mid was 3.363092889108912. The inventory growth was 11.693841344935363 percent, and the revenue growth over the nine months was 7.087967496003955 percent. The report is based on 135.334302 million weighted shares as of May 2, and the market capitalization proxy is based on a September 11 stock price of $2.95. Note that free cash flow less stock-based compensation is a measure of owner-cost sensitivity, not cash flow. The inventory growth from August 2 to May 2 is not year-over-year and is not directly comparable to the nine-month year-over-year sales growth. The accounts payable build finances working capital, and there is no double-counting claim. The forecast for the fourth quarter is revenue of $322-327 million and EBITDA of $7-10 million, with $229.4 million in cash and no debt, which undermines the distress put. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Third-Quarter-of-Fiscal-2026-Financial-Results/default.aspx

A computer program ran a test on the stock SFIX using a momentum strategy, which is a way of making decisions based on the stock's price trends. The test looked back at 20 days of data and simulated 1000 days of trading. The results showed 685 price changes, 32 trades, a return of 41.383224%, a drawdown of 55.802626%, and a win rate of 28.125%. For comparison, simply buying and holding the stock would have resulted in a return of -24.777637%. This test was run on the SFIX stock without considering any potential stock splits, and it did not account for any specific events or options, such as an option edge, which is a measure of the advantage of using options in trading. https://runway.adityaperswal.workers.dev/data/stock-bars ; option_contracts SFIX ; research/study.py Sep13

A news scan found the headline 'SFIX Corrected event stock proxy full cost sweep'. This refers to a backtest of a trading strategy on the stock SFIX. The strategy was tested with different parameters, including lag, which is the delay between a signal and a trade, and slippage, which is the difference between expected and actual trade prices. The results are as follows: for a lag of 2 and slippage of 0.001, the return was -4.607735950580491 and the drawdown was 16.397681255696728 during the training phase, and the return was 15.304853583711633 and the drawdown was 1.290611475409853 during the holdout phase. The win rate was 25 during training and 100 during holdout, with a sample size of 8 and 2 respectively. Similar results were obtained for different combinations of lag and slippage. The training phase used data up to December 2025, and the holdout phase used data from March and June 2026. The strategy was tested with fees of 10 basis points per side and slippage of 10 to 30 basis points per side. The stock proxy was used instead of option profit and loss, and the holdout data was not fresh out of sample, meaning it had been seen before. https://runway.adityaperswal.workers.dev/data/stock-bars ; option_contracts SFIX ; research/study.py Sep13

A data scan found the following trading data for SFIX: the fund manager analyzed ten events with a strike price of 2.5. For put options, the premium was 0.12, with a hurdle percentage of 21.01694915254238, and 2 hits out of 10 events. The median absolute percentage was 16.578014184397166. For call options, the premium was 0.5, with a hurdle percentage of 3.3898305084745637, and 4 hits out of 10 events. The mean event percentage was 0.42440579334782397, with a bootstrap 95 percentage range of -14.066460936737613 to 15.232436313833905. The data was generated using 20000 samples and a NumPy seed of 913, with a total cost assumption of 0.05 per share. https://runway.adityaperswal.workers.dev/data/stock-bars ; option_contracts SFIX ; research/study.py Sep13

On September 11, technical and regression measurements for SFIX were recorded. The measurements included the following values: S at 2.95, SMA20 at 3.15725, SMA50 at 3.5796, RSI14 at 35.38698, ATR14 at 0.146365, RV20_pct at 42.61082, beta60 at 0.786945, corr60 at 0.153943, prior20low at 2.82, and prior20high at 3.71. These values are related to the Wilder Exponential Weighted Moving average and Relative Strength Index, which is a measure of stock speed and change, and the Average True Range, which is a measure of stock volatility. The log returns and beta and correlation with SPY, a Standard and Poor's index fund, are also included for descriptive purposes only. https://runway.adityaperswal.workers.dev/data/stock-bars ; option_contracts SFIX ; research/study.py Sep13