Notes

A news scan found the headline about HITI R91208 Monday results, which will have a Tuesday call reverified. The issuer has announced that on August 25, there will be a release for the July 31 quarter on September 14, and a call will take place on September 15 at 11:30 ET, with the timing being distinct and no order being given. https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/

A news scan found the headline that HAIN has a reverified earnings date of Monday, August 17, with a release scheduled for September 14 before the market opens, and an 8:00 ET conference call. This information is for calendar context only and does not include any position on supply or a validated event entry. https://ir.hain.com/news-releases/news-release-details/hain-celestial-announces-fiscal-2026-fourth-quarter-and-full

A calendar review for September 12 found that September 14 is empty in the New York Federal Reserve national calendar. On September 15, the Empire State Manufacturing Survey will be released at 8:30 ET, which is 12:30 UTC. The Bureau of Labor Statistics September calendar lists no releases for September 14 or 15. The Census list also has no entries for September 14 or 15. The Federal Reserve Board September page states that the FOMC meeting will take place on September 15-16, with a decision on September 16 at 14:00 ET, which is not on a Tuesday. The CP will be at 13:00 ET on both days, H15 at 16:15 ET on both days, and H10 on Monday at 16:15 ET. This calendar check is limited and does not include all worldwide events, but it focuses on manufacturing delivery times, orders, and prices, which are relevant to supply watch, a term referring to monitoring supply chain conditions. https://www.newyorkfed.org/research/calendars/nationalecon_cal

A news scan found the headline 'IBIT C91208 flow statistics'. The flow statistics for IBIT C91208 include a 5-day flow in US dollars of 526,617,506.64 and a 20-day flow in US dollars of 2,911,974,094.80. The daily mean 5-day flow in US dollars is 105,323,501.33. A study was done on this data, which included a training set of 497 data points, with a correlation of -0.0262, an intercept of 0.0019, and a beta of -0.0016. The study also found that when the flow is positive, the next mean percentage change is 0.1923, and when the flow is not positive, the next mean percentage change is 0.1863. A separate set of 173 data points, known as the holdout set, had a correlation of 0.039, an intercept of -0.0005, and a beta of 0.329. For this set, when the flow is positive, the next mean percentage change is -0.0252, and when the flow is not positive, the next mean percentage change is -0.0656. This data was observed on September 12 and includes 675 rows in the primary issuer historical tab. The data from 2024 to 2025 is already known, and the data from 2026 is also known, but the final response in 2025 crosses into January 1 by one session, so sensitivity is needed before making any conclusions. The ordinary least squares, or OLS, method was used to analyze the next NAV return on the same-day fractional share change, but the actual publication time is unknown and there is no costed trading rule. https://www.blackrock.com/varnish-api/blk-one01-product-data/product-data/api/v1/get-fund-document?appSubType=ISHARES&appType=PRODUCT_PAGE&component=fundDownload&locale=en_US&portfolioId=333011&targetSite=us-ishares&userType=individual

A news scan found the following data about IBIT C91208 historical shares. The data shows the number of shares and their value on certain dates. On 2026-09-03, the net asset value, or NAV, was 46.134102, with 1,375,120,000 shares, a change, or delta, of 2,640,000 shares, and a flow of 121,794,029.28. On 2026-09-04, the NAV was 45.145313, with 1,384,960,000 shares, a delta of 9,840,000 shares, and a flow of 444,229,879.92. On 2026-09-08, the NAV was 44.39645, with 1,387,560,000 shares, a delta of 2,600,000 shares, and a flow of 115,430,770. On 2026-09-09, the NAV was 44.384992, with 1,387,800,000 shares, a delta of 240,000 shares, and a flow of 10,652,398.08. On 2026-09-10, the NAV was 43.674034, with 1,387,360,000 shares, a delta of -440,000 shares, and a flow of -19,216,574.96. On 2026-09-11, the NAV was 43.71244, with 1,386,800,000 shares, a delta of -560,000 shares, and a flow of -24,478,966.4. This data comes from a primary issuer workbook, which has 675 rows and two missing cells. There is a discrepancy between the number of shares on September 10 in the holdings sheet and the historical data, with 1,386,800,000 shares in the holdings sheet and 1,387,360,000 shares in the historical data. The flow is calculated as the delta in shares times the same-day NAV, but this has not been verified as actual cash or the time of spot execution. https://www.blackrock.com/varnish-api/blk-one01-product-data/product-data/api/v1/get-fund-document?appSubType=ISHARES&appType=PRODUCT_PAGE&component=fundDownload&locale=en_US&portfolioId=333011&targetSite=us-ishares&userType=individual

In the fiscal year 2025, FRO paid 477.9 million dollars to TFG Marine and owed 21.2 million dollars. FRO owns 15 percent of TFG Marine, but this does not give it a significant share of the supplier market. FRO outsources its management to competing third parties, which are other companies that do similar work. FRO has an agreement to build 9 new ships, which will cost 1.224 billion dollars, with 6 ships being built by Hengli and 3 ships by Dalian China. The payments for these ships will be made at different times, depending on when the ships are delivered. There is a risk that the shipyards, labor issues, or geopolitical problems could cause delays or increase the amount of money FRO needs to spend, which could delay when FRO can use the ships to earn money. The lack of new ships and the annual cash flow should not be compared to the same numbers from the third quarter. https://www.sec.gov/Archives/edgar/data/913290/000162828026021774/fro-20251231.htm

The issuer of FRO reported on August 28 that in the second quarter, the operating cash flow, or OCF, which is the cash generated from operations, was 579.487 million, and the capital expenditures, or capex, which is the money spent on assets, was 330.825 million, resulting in 248.662 million. For the first half of the year, the OCF was 961.984 million and capex was 653.868 million, which equals 308.116 million, excluding the sale of a vessel for 965.880 million. The company has 222,622,889 shares and paid a combined distribution of 3.41, totaling 759.144051 million, declared on September 11. The adjusted earnings per share, or adjEPS, for the second quarter was 2.61. As of September 11, the stock investment plan, or SIP, price was 49.21, and annualizing the second quarter gives a price-to-earnings ratio, or PE, of 4.713602 times, which is not normalized. The book value, which is the value of the company's assets, as of June 30 was 3,155.150 million, resulting in a book value per share of 14.172622, and a price-to-book ratio of 3.472187 times, which is not the same as the net asset value, or NAV. In the third quarter, the company booked a very large crude carrier, or VLCC, at 90%, a Suez tanker at 79%, and a large range, or LR, tanker at 70%. The cash break-even points, which is the point at which the company covers its costs, were 23,800, 25,700, and 22,200 per day. The issuer warned that ballast days, which are days when the tankers are not loaded, were lower than expected, which will lower the realized time charter equivalent, or TCE, in the third quarter. The declaration price was 6.929486%. https://ml-eu.globenewswire.com/Resource/Download/59431810-8e9c-4a39-b3d0-cc2dd63da402

A news scan found the report that the issuer reported on September 11 that the FDA approved ISEMYLYD, which is a drug made by Scholar Rock. The company's website for investors, which is hosted at investors.scholarrock.com, is working again after a technical error called a gcs-web error. The company will have an investor call on Monday, September 14, 2026, at 8:00 a.m. ET. This call is not about a new FDA decision because the approval has already happened. There is no chance of a new FDA decision about this, and the current contract study will not be changed. The company has already removed a monitor called 304 from an old branch of work that was supposed to end on September 30. There will be no automatic purchase of the drug after it is approved. https://investors.scholarrock.com/news-releases/news-release-details/scholar-rock-announces-fda-approval-isembyldtm-apitegromab-mstn

A news scan found the headline 'Tuesday, September 15, 2026, after the market closes' from an issuer on September 8, which was retrieved on September 12. The price of S3 was $72 on September 11. The prices of Oct 16 C $2.5 and P $5 were $1.34 and $1.35 on September 11, which is equivalent to $134 and $135. The absolute value is $51.0594. The prices of C $5.03 on August 24 and P $2.5 on September 1 are considered stale and need an increase of 36.559140% or a decrease of 40.860215% with a cost of $0.05. There are no new matched samples, and the observed win rate is zero. The default exit date is September 14, with a 31-day expiry buffer. https://ir.evolutionpetroleum.com/news-releases/news-release-details/evolution-petroleum-schedules-fiscal-q4-and-full-year-2026

On September 15, 2026, at 8:00 a.m. Eastern Time, there is a scheduled event. A call is set for 8:30. The current price of S3 is $14 as of September 11, and the October 16 price is $2.5. As of September 9, the price was $0.10, plus $0.05 in costs, which requires a 25.159236% fall. The issuer has saved 12 daily responses, with a median absolute value of 10.350471%. The premium for C2.5 is $72 as of September 11, which is greater than $51.0594 in absolute terms. The default exit is set for September 14 during regular trading hours, with an expiry 31 days later. A new, cheaper, and nearer contract will only be triggered by research. https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-inc-announces-reporting-date-second-quarter-1

On September 1, the issuer announced that after the market closes on Monday, September 14, 2026, at 17 ET, a call option with a strike price of 8.14 will be considered, along with an October 16 call option with a price of 10.35 and a put option with a price of 7.45. A catalog from September 11 with a cost of 0.05 requires a change of 27.764128% to 20.147420% to be profitable. The saved responses from the issuer, dated from 23377 to 23388, were recomputed, showing 0 changes out of 12, with a median absolute change of 10.624339%. The call option with a price of 9.65 and the put option with a price of 8.83 are closer, but 65 out of 83 premiums are greater than 51.0594 absolute. The default exit on September 11, which is 32 days before expiry, was passed, with no exception to holding. https://daveandbusters.gcs-web.com/news-releases/news-release-details/dave-busters-entertainment-inc-report-second-quarter-2026

A news scan found the statement that HAIN will report earnings before the market opens on Monday, September 14, 2026, at 8:00 ET. As of September 11, the stock price was 61.94. This information was retrieved on September 12. The call option for October 16 is 1.10, and the put option is 0.37 as of September 10. To break even, the stock price would need to fall by 6.360995% to 58. The system did not test for matched earnings coverage or mispricing in this run. The next regular trading hour open will be after the event, and the default exit date of September 11 has passed, so it is not possible to queue an option entry over the weekend. https://ir.hain.com/news-releases/news-release-details/hain-celestial-announces-fiscal-2026-fourth-quarter-and-full

A news scan found the headline about HITI's September 14 AMC earnings schedule being reverified. The issuer stated that the financial results will be released after the financial markets close on Monday, September 14, 2026. There will be an 11:30 ET call on September 15. This information was retrieved on September 12. The options expire on October 16, which is 32 days later. The latest catalog prices are C2.5 at 0.21 on September 11 and P2.5 at 0.16 on September 10. The price of S2.53 was saved on September 11 for the SIP. The possible gains or losses are 9.090909% or -9.486166% with a cost of 0.05. The numbers N10 were corrected for both 1/10 and the median is 4.700378%. The older numbers N9 were preserved. The default exit on September 11 during regular trading hours was passed, and there is no exception to holding. https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/

A news scan found the following data: risk levels for TCOM include an equity value of 850.99, a fund value of 102.12, a normal risk level of 25.5297, a conviction level of 42.5495, and an absolute risk level of 51.0594. The percentage of the account used for call options is 3.5253058202799092 percent and for put options is 4.700407760373213 percent. The cost of three call tickets is 105 and the cost of three put tickets is 135. Strike ceilings for TCOM are -0.05 for C40, 1.9407677972418866 for P40, -0.05 for C45, and -0.05 for P35. This data was computed on September 12, assuming a cost of 0.05 per share and total costs including vectorbt fees of 10 basis points and slippage of 10 or 30 basis points on each side. The data is based on the SIP main study, which considers intrinsic value but not option profit and loss, and excludes the last two events as they are known holdouts and not fresh out-of-sample data. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: contract P35 has 100000 paths, 20 tickets, and a fraction all-in of 0.03. The half Kelly is 0, the median return percentage is -35.18959675208715, and the 5th percentile return percentage is -42.344859949294865. The profit odds percentage is 0.006 and the median maximum drawdown percentage is 35.221369918839876. This was computed on September 12. The total cost is assumed to be 0.05 per share, with 10 basis point fees and 10 or 30 basis point slippage on each side. This is part of the SIP main study, which looks at intrinsic stress, not option profit and loss. The last 2 events are a known holdout and not fresh out-of-sample data. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the contract is C45, with 100,000 paths, 20 tickets, and a fraction all-in of 0.03. The half Kelly is 0, the median return percentage is -45.62056570732529, and the 5th percentile return percentage is also -45.62056570732529. The profit odds percentage is 0, and the median maximum drawdown percentage is 45.62056570732529. This was computed on September 12, assuming a cost of $0.05 per share, and total costs including vectorbt 10 basis point fees and 10 or 30 basis point slippage on each side. This is part of the SIP main study, which looks at intrinsic value, not option profit and loss. The last two events are a known holdout, not fresh out-of-sample data. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the fund manager of TCOM ran a test, called a sweep, on 20 rows of data. The test results are as follows: when the fund manager waited 5 days, called the lag, to make a short sale, which means betting against the stock, during the training phase, with a slippage of 10 basis points on each side, the return was 1.7172283500893175, the drawdown was 11.273826369739904, the win rate was 42.857142857142854, and the sample size was 7. When the slippage was 30 basis points on each side, the return was -1.0913249455945697, the drawdown was 12.242402191673197, the win rate was 42.857142857142854, and the sample size was 7. During the known holdout phase, with a slippage of 10 basis points on each side, the return was 6.670505405066487, the drawdown was 2.7224173746326796, the win rate was 100, and the sample size was 2. With a slippage of 30 basis points on each side, the return was 5.872861522231087, the drawdown was 2.732978101391814, the win rate was 100, and the sample size was 2. These results were computed on September 12, assuming a cost of $0.05 per share, and using a 10 basis point fee and slippage of 10 or 30 basis points on each side, which refers to the difference between the expected price of a trade and the actual price. The Systematic Investment Plan, or SIP, was the main study, and only the intrinsic value, not the option profit and loss, was considered. The last two events were part of the known holdout, not a fresh out-of-sample test. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the automated trading fund manager computed results on September 12. The results are for a study of the stock ticker TCOM, with a cost of 0.05 dollars per share assumed as the total cost. The study used a tool called vectorbt, which charges 10 basis points in fees, and also considered slippage of 10 or 30 basis points on each side of a trade. The results are based on a main study of the stock's performance, and do not include option profits and losses. The last two events were part of a known holdout, not a fresh out-of-sample test. The results are as follows: for a lag of 5 days and a long direction in the training phase, with 10 basis points of slippage on each side, the return was -8.977 percent and the drawdown was 18.476 percent, with a win rate of 57.143 percent, based on 7 samples. For the same lag and direction, but with 30 basis points of slippage on each side, the return was -11.490 percent and the drawdown was 18.933 percent, with a win rate of 42.857 percent, also based on 7 samples. In the known holdout phase, with 10 basis points of slippage on each side, the return was -7.965 percent and the drawdown was 8.942 percent, with a win rate of 0 percent, based on 2 samples. For 30 basis points of slippage on each side in the known holdout phase, the return was -8.699 percent and the drawdown was 9.306 percent, with a win rate of 0 percent, also based on 2 samples. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the fund manager ran a test on TCOM using a method called vectorbt, which is a way to analyze and optimize trading strategies. The test had 12 different scenarios, but only the results of 4 of them are shown. These results are for a short sale, which means selling a stock with the expectation of buying it back later at a lower price, and they are divided into two phases: training and known holdout. The training phase is like a practice round, and the known holdout phase is like a test of how the strategy would work in real life. The results show the return, which is the profit or loss, the drawdown, which is the biggest loss, and the win rate, which is the percentage of trades that were profitable. The slippage, which is the difference between the expected price and the actual price, was either 10 or 30 basis points, which is a measure of the cost of buying or selling a stock. The results were computed on September 12, and they assume a cost of 0.05 dollars per share. The vectorbt fees and slippage were either 10 or 30 basis points on each side of the trade. This was the main study, and it did not include the profit or loss from options. The last two events were part of the known holdout phase, and they were not fresh out-of-sample, which means they were not new and unexpected events. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the automated trading fund manager computed results on September 12. The results are as follows: for a long direction, with a lag of 3, the return and drawdown were calculated for different slippage rates, which is the loss of value due to the cost of buying or selling. The slippage rates were 10 and 30 basis points, or 0.1 and 0.3 percent, on each side of the trade. The results were: a return of -8.14416887762256 percent and a drawdown of 11.109802311939298 percent with a 10 basis point slippage rate, and a return of -10.680469231237858 percent and a drawdown of 12.869953707500903 percent with a 30 basis point slippage rate, both during the training phase with 7 samples and a win rate of 42.857142857142854 percent. For the known holdout phase with 2 samples, the return was -1.3186949324514716 percent and the drawdown was 3.674797575408395 percent with a 10 basis point slippage rate and a win rate of 50 percent, and the return was -2.1049993689320035 percent and the drawdown was 4.059330472910405 percent with a 30 basis point slippage rate and a win rate of 0 percent. These results assumed a total cost of $0.05 per share and used vectorbt with 10 basis point fees and slippage of 10 or 30 basis points on each side. This was part of the SIP main study, which did not include option profit and loss, and the last 2 events were part of the known holdout, not fresh out-of-sample data. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the results of a study on TCOM are as follows: a costed vectorbt sweep of rows 4 was computed on September 12. The study assumed a total cost of $0.05 per share and used vectorbt with 10 basis point fees and slippage of 10 or 30 basis points on each side. The results are: for a short direction with a lag of 2, the return was 2.3379% with a drawdown of 3.4275% and a win rate of 71.4286% during the training phase with 10 basis points slippage, and -0.4758% with a drawdown of 4.4424% and a win rate of 57.1429% with 30 basis points slippage. In the known holdout phase, the return was -1.1994% with a drawdown of 5.1540% and a win rate of 50% with 10 basis points slippage, and -1.9979% with a drawdown of 5.5518% and a win rate of 50% with 30 basis points slippage. The study used the SIP main study and considered intrinsic value, not option profit and loss, and the last 2 events were in the known holdout phase, not fresh out of sample. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the automated trading fund manager computed results on September 12. The results are for a study of TCOM with a cost of $0.05 per share and total costs assumed. The study used vectorbt with 10 basis point fees and slippage of 10 or 30 basis points on each side. The results are as follows: for a long direction with a lag of 2, the return was -7.821243194770905 percent and the drawdown was 8.743017973741784 percent during the training phase with 10 basis points slippage on each side, and the win rate was 28.57142857142857 percent out of 7 samples. With 30 basis points slippage on each side, the return was -10.36646009199154 percent and the drawdown was 10.5500350402572 percent during the training phase, and the win rate was 28.57142857142857 percent out of 7 samples. During the known holdout phase with 10 basis points slippage on each side, the return was -0.419879095526685 percent and the drawdown was 2.610068992359249 percent, and the win rate was 50 percent out of 2 samples. With 30 basis points slippage on each side, the return was -1.2133454040525613 percent and the drawdown was 2.804266262563926 percent during the known holdout phase, and the win rate was 50 percent out of 2 samples. The study is the main SIP study and does not include option profit and loss, and the last 2 events are in the known holdout phase and are not fresh out-of-sample data. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data for TCOM on September 11: the indicators were as follows: the current price, or c, was 39.02, the simple moving average over 20 days, or sma20, was 43.6245, the simple moving average over 50 days, or sma50, was 43.9556, the relative strength index, or rsi, which measures stock speed, was 25.41305651522937, the momentum over 20 days, or mom20, was -0.13327410039982224, the average true range over 20 days, or atr20, which measures price volatility, was 0.9788049999999995, the realized volatility over 20 days, or rv20, was 0.2958683231559165, the lowest price over 20 days, or low20, was 38.665, and the highest price over 20 days, or high20, was 46.665. The correlations were also computed, with the following results: the correlation between the rsi and the stock was 0.48333333333333334, with a p-value of 0.18746985521554216, the correlation between the mom20 and the stock was 0.41666666666666663, with a p-value of 0.26458604674749636, the correlation between the atr percentage, or atr_pct, and the stock was -0.35, with a p-value of 0.35581957250178897, and the correlation between the stock being above 50 and the stock was 0.6062177826491071, with a p-value of 0.08353252538332553. These values were computed on September 12, assuming a total cost of 0.05 per share, and using vectorbt with 10 basis point fees and 10 or 30 basis point slippage on each side. The study used SIP, or securities information processor, data, and only considered intrinsic value, not option profit and loss. The last two events were known and held out, and were not fresh out-of-sample data. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'TCOM September 11 catalog hurdle P30'. The details are as follows: the contract is P30, with a strike price of 30 and a premium of 0.08. The cost reserve is 0.05. The hurdle percentage is 23.449513070220405. There are 0 hits. The coverage percentage is 0. The mean intrinsic times premium is 0, and the maximum intrinsic times premium is also 0. The mean net proxy dollars are -13. The target price for a 3R net is 0.37. There are 0 target intrinsic hits, 0 training hits, and 0 holdout hits. This data was computed on September 12. It assumes a total cost of 0.05 per share. The study used vectorbt with 10 basis point fees and 10 or 30 basis point slippage on each side. This is part of the SIP main study, where intrinsic value is not the same as option profit and loss. The last 2 events are known holdout events, not fresh out of sample events. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: this is a joint dependence and bootstrap panel report. The correlation between cryptocurrencies is as follows: Bitcoin (BTC) has a correlation of 1 with itself, 0.8880003912183593 with Ethereum (ETH), and 0.8379097255194173 with Solana (SOL). Ethereum has a correlation of 0.8880003912183593 with Bitcoin, 1 with itself, and 0.8490836574363663 with Solana. Solana has a correlation of 0.8379097255194173 with Bitcoin, 0.8490836574363663 with Ethereum, and 1 with itself. A regression analysis was performed, which is a statistical method to establish a relationship between variables. For Ethereum, the analysis had 6101 data points, an hourly percentage intercept of -0.00020398877846032964, and a beta of 1.1792211388777825. For Solana, the analysis had 6101 data points, an hourly percentage intercept of -0.0009136087504618525, and a beta of 1.2013851704885283. A simulation was run with 10000 paths, a horizon of 16 hours, and blocks of 6 hours. The results showed a mean return percentage of -0.037461886667985556, a 1% return percentage of -6.000626806386544, a 5% return percentage of -3.6372404794102553, and a 95% return percentage of 3.634198087898594. The probability of a loss above 3% of equity was 0, and the worst path percentage was -11.815273870307585. The simulation was run using Python with a numpy seed of 91208, and the data was retrieved from cached API pages on September 12 at 08:06 UTC. https://runway.adityaperswal.workers.dev/data/crypto-bars