Notes

{"contract":"C50","strike":50,"premium":0.08,"cost_reserve":0.05,"hurdle_pct":28.472578165043565,"hits":0,"coverage_pct":0,"mean_intrinsic_xpremium":0,"max_intrinsic_xpremium":0,"mean_net_proxy_dollars":-13,"target_price_3R_net":0.37,"target_intrinsic_hits":0,"train_hits":0,"holdout_hits":0} ComputedSep12. .05/share assumed totalcost; vectorbt10bpfees/slippage10or30bp eachside. SIP main study;intrinsic not optionPnL. Last2events knownholdout, notfreshOOS. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"contract":"P40","strike":40,"premium":2.08,"cost_reserve":0.05,"hurdle_pct":2.9472065607380973,"hits":3,"coverage_pct":33.33333333333333,"mean_intrinsic_xpremium":0.9852715003600093,"max_intrinsic_xpremium":2.825222212992187,"mean_net_proxy_dollars":-8.063527925118041,"target_price_3R_net":8.370000000000001,"target_intrinsic_hits":0,"train_hits":2,"holdout_hits":1} ComputedSep12. .05/share assumed totalcost; vectorbt10bpfees/slippage10or30bp eachside. SIP main study;intrinsic not optionPnL. Last2events knownholdout, notfreshOOS. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"contract":"C40","strike":40,"premium":1.47,"cost_reserve":0.05,"hurdle_pct":6.406970784213223,"hits":2,"coverage_pct":22.22222222222222,"mean_intrinsic_xpremium":0.48624746751709963,"max_intrinsic_xpremium":3.293215095810112,"mean_net_proxy_dollars":-80.52162227498634,"target_price_3R_net":5.93,"target_intrinsic_hits":0,"train_hits":2,"holdout_hits":0} ComputedSep12. .05/share assumed totalcost; vectorbt10bpfees/slippage10or30bp eachside. SIP main study;intrinsic not optionPnL. Last2events knownholdout, notfreshOOS. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"contract":"P35","strike":35,"premium":0.4,"cost_reserve":0.05,"hurdle_pct":11.455663762173259,"hits":1,"coverage_pct":11.11111111111111,"mean_intrinsic_xpremium":0.3610510072352488,"max_intrinsic_xpremium":2.1911555075593725,"mean_net_proxy_dollars":-30.557959710590048,"target_price_3R_net":1.6500000000000001,"target_intrinsic_hits":0,"train_hits":0,"holdout_hits":1} ComputedSep12. .05/share assumed totalcost; vectorbt10bpfees/slippage10or30bp eachside. SIP main study;intrinsic not optionPnL. Last2events knownholdout, notfreshOOS. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"SOL","source":"https://runway.adityaperswal.workers.dev/data/crypto-bars","observed":"2026-09-12 08:07:50.086322+00:00","n":6101,"missing_hours":1,"last":101.645,"hourly_std_pct":0.6716982821684605,"weekend_std_pct":0.5896224891614008,"weekday_std_pct":0.7017390316702797,"hour_return_q01_pct":-1.9401703232696188,"hour_return_q99_pct":2.080474790373521,"daily_std_pct":3.3377745344400167,"funding":{"source":"https://www.okx.com/api/v5/public/funding-rate-history","n":100,"first":"2026-08-10 08:00:00+00:00","last":"2026-09-12 08:00:00+00:00","latest_realized_bp":0.8719517777829999,"prior_median_bp":0.121511314192,"prior_q05_bp":-0.7338483363353,"prior_q95_bp":1,"latest_percentile":75.75757575757575,"sum_period_bp":23.329550194861998,"interval_hours":{"8.0":99}}} All Jan1–Sep12 07UTC hours reindexed; no forward fill, one missing hour per asset. Funding100 realized8h settlements Aug10–Sep12, latest ranked against99 prior. Small single-venue sample, not universal extreme. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://www.okx.com/api/v5/public/funding-rate-history

{"contract":"C45","strike":45,"premium":0.3,"cost_reserve":0.05,"hurdle_pct":16.22245002562788,"hits":0,"coverage_pct":0,"mean_intrinsic_xpremium":0,"max_intrinsic_xpremium":0,"mean_net_proxy_dollars":-35,"target_price_3R_net":1.25,"target_intrinsic_hits":0,"train_hits":0,"holdout_hits":0} ComputedSep12. .05/share assumed totalcost; vectorbt10bpfees/slippage10or30bp eachside. SIP main study;intrinsic not optionPnL. Last2events knownholdout, notfreshOOS. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"ETH","source":"https://runway.adityaperswal.workers.dev/data/crypto-bars","observed":"2026-09-12 08:07:50.086322+00:00","n":6101,"missing_hours":1,"last":2523.0075,"hourly_std_pct":0.6221158993634649,"weekend_std_pct":0.49082659132016093,"weekday_std_pct":0.6672324391926564,"hour_return_q01_pct":-1.918972256926843,"hour_return_q99_pct":1.8883034505551732,"daily_std_pct":3.3234743374597366,"funding":{"source":"https://www.okx.com/api/v5/public/funding-rate-history","n":100,"first":"2026-08-10 08:00:00+00:00","last":"2026-09-12 08:00:00+00:00","latest_realized_bp":0.46307586520300004,"prior_median_bp":0.679861795016,"prior_q05_bp":0.1289890172534,"prior_q95_bp":1,"latest_percentile":36.36363636363637,"sum_period_bp":62.30729841974101,"interval_hours":{"8.0":99}}} All Jan1–Sep12 07UTC hours reindexed; no forward fill, one missing hour per asset. Funding100 realized8h settlements Aug10–Sep12, latest ranked against99 prior. Small single-venue sample, not universal extreme. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://www.okx.com/api/v5/public/funding-rate-history

{"symbol":"BTC","source":"https://runway.adityaperswal.workers.dev/data/crypto-bars","observed":"2026-09-12 08:07:50.086322+00:00","n":6101,"missing_hours":1,"last":77260.8,"hourly_std_pct":0.4684780011183059,"weekend_std_pct":0.3318302816351641,"weekday_std_pct":0.5128330291503168,"hour_return_q01_pct":-1.323930456619371,"hour_return_q99_pct":1.3898782940221732,"daily_std_pct":2.4343548751829758,"funding":{"source":"https://www.okx.com/api/v5/public/funding-rate-history","n":100,"first":"2026-08-10 08:00:00+00:00","last":"2026-09-12 08:00:00+00:00","latest_realized_bp":0.85537509116,"prior_median_bp":0.6465002350419999,"prior_q05_bp":0.004731845864200009,"prior_q95_bp":1,"latest_percentile":69.6969696969697,"sum_period_bp":62.64095495056999,"interval_hours":{"8.0":99}}} All Jan1–Sep12 07UTC hours reindexed; no forward fill, one missing hour per asset. Funding100 realized8h settlements Aug10–Sep12, latest ranked against99 prior. Small single-venue sample, not universal extreme. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://www.okx.com/api/v5/public/funding-rate-history

{"summary":{"N":9,"median_abs_pct":5.543964232488808,"mean_pct":-0.9087158982539398,"min_pct":-12.548596112311007,"max_pct":14.918057895542947,"positive_N":4,"mean_ci95_pct":[-6.041939156000394,4.510271064821717]},"audit":[{"date":"2024-02-21","old_minus_new_move_pp":0,"yahoo_minus_sip_move_pp":-0.00602633676292097},{"date":"2024-05-20","old_minus_new_move_pp":0,"yahoo_minus_sip_move_pp":-0.007813697854652801},{"date":"2024-11-18","old_minus_new_move_pp":0,"yahoo_minus_sip_move_pp":-0.010619326089833514},{"date":"2025-02-24","old_minus_new_move_pp":0,"yahoo_minus_sip_move_pp":0.004669253362521442},{"date":"2025-08-27","old_minus_new_move_pp":0,"yahoo_minus_sip_move_pp":-0.0000034810986759836737},{"date":"2025-11-17","old_minus_new_move_pp":0,"yahoo_minus_sip_move_pp":0.000004323745361745068},{"date":"2026-02-25","old_minus_new_move_pp":0,"yahoo_minus_sip_move_pp":0.0000011300762992050295},{"date":"2026-06-24","old_minus_new_move_pp":0,"yahoo_minus_sip_move_pp":0.000005066237784845384}],"august_sensitivity":{"date":"2024-08-26","preclose":42.15,"nextclose":45.76,"move_pct":8.564650059311973,"N":10,"median_abs_pct":6.067763516052654,"C45_hits":0,"P35_hits":1}} ComputedSep12 08UTC. SIP main study;Yahoo separate comparison only. Costs assumed. Intrinsic not optionPnL, knownholdout notnewprospectiveOOS. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://query1.finance.yahoo.com/v8/finance/chart/TCOM

{"date":"2026-06-24","url":"https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-first-quarter-2026-financial","quote":"June 24, 2026; after the market closes","actual_source":null,"preclose":46.3,"open":40.155,"close":40.49,"move":-0.12548596112311006,"gap":-0.13272138228941677,"low":-0.178401727861771,"i":870,"postdate":"2026-06-25","postopen":40.155,"postclose":40.49,"low_move":-0.178401727861771,"rsi":42.93028014844786,"mom20":-0.022175290390707536,"atr_pct":0.02815874730021598,"above50":0,"yahoo_move":-0.1254859104607322} RetrievedSep12~08:05UTC,926SIPadjustmentallbarsJan2023–Sep11 2026,no pagination. Prior8moves identical; May19 2025 newly restored. Datequotes prior8 preserved fromobservations23719–23733; newMay6schedule reverified. Exactprice timestamps daily notexecutableoptionquotes. https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-first-quarter-2026-financial ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2026-02-25","url":"https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-fourth-quarter-and-full-year-2025","quote":"February 25, 2026; after the market closes","actual_source":null,"preclose":53.66,"open":52.175,"close":52.27,"move":-0.025903838986209293,"gap":-0.027674245247856888,"low":-0.03913529631010049,"i":788,"postdate":"2026-02-26","postopen":52.175,"postclose":52.27,"low_move":-0.03913529631010049,"rsi":32.27221285903377,"mom20":-0.14061499039077519,"atr_pct":0.03174804323518447,"above50":0,"yahoo_move":-0.0259038276854463} RetrievedSep12~08:05UTC,926SIPadjustmentallbarsJan2023–Sep11 2026,no pagination. Prior8moves identical; May19 2025 newly restored. Datequotes prior8 preserved fromobservations23719–23733; newMay6schedule reverified. Exactprice timestamps daily notexecutableoptionquotes. https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-fourth-quarter-and-full-year-2025 ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2025-11-17","url":"https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-third-quarter-2025-financial","quote":"November 17, 2025; after the market closes","actual_source":null,"preclose":70.89,"open":70.96,"close":72.44,"move":0.02186486105233465,"gap":0.000987445337847337,"low":-0.001833827056002213,"i":721,"postdate":"2025-11-18","postopen":70.96,"postclose":72.44,"low_move":-0.001833827056002213,"rsi":45.46338410451394,"mom20":-0.00686466797422236,"atr_pct":0.022922838200028193,"above50":0,"yahoo_move":0.021864904289788267} RetrievedSep12~08:05UTC,926SIPadjustmentallbarsJan2023–Sep11 2026,no pagination. Prior8moves identical; May19 2025 newly restored. Datequotes prior8 preserved fromobservations23719–23733; newMay6schedule reverified. Exactprice timestamps daily notexecutableoptionquotes. https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-third-quarter-2025-financial ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2025-08-27","url":"https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-second-quarter-and-first-half-2025","quote":"August 27, 2025; after the market closes","actual_source":null,"preclose":65.29,"open":70.19,"close":75.03,"move":0.14918057895542947,"gap":0.07504977791392231,"low":0.06708531168632259,"i":664,"postdate":"2025-08-28","postopen":70.19,"postclose":75.03,"low_move":0.06708531168632259,"rsi":58.9005041933399,"mom20":0.057670500566985305,"atr_pct":0.02640764282432227,"above50":1,"yahoo_move":0.1491805441444427} RetrievedSep12~08:05UTC,926SIPadjustmentallbarsJan2023–Sep11 2026,no pagination. Prior8moves identical; May19 2025 newly restored. Datequotes prior8 preserved fromobservations23719–23733; newMay6schedule reverified. Exactprice timestamps daily notexecutableoptionquotes. https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-second-quarter-and-first-half-2025 ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2025-05-19","url":"https://investors.trip.com/node/14891/pdf","quote":"Monday, May 19, 2025, U.S. Time, after the market closes.","preclose":67.1,"postdate":"2025-05-20","postopen":63.65,"postclose":63.38,"move":-0.05543964232488807,"gap":-0.05141579731743662,"low_move":-0.08673621460506697,"rsi":69.06555730133836,"mom20":0.21447963800904968,"atr_pct":0.02435909090909091,"above50":1,"yahoo_move":-0.05543960492697442} RetrievedSep12~08:05UTC,926SIPadjustmentallbarsJan2023–Sep11 2026,no pagination. Prior8moves identical; May19 2025 newly restored. Datequotes prior8 preserved fromobservations23719–23733; newMay6schedule reverified. Exactprice timestamps daily notexecutableoptionquotes. https://investors.trip.com/node/14891/pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2025-02-24","url":"https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-fourth-quarter-and-full-year-2024","quote":"February 24, 2025; after the market closes","actual_source":null,"preclose":64.37,"open":58.77,"close":57.04,"move":-0.11387292216871225,"gap":-0.08699704831443222,"low":-0.14012738853503193,"i":536,"postdate":"2025-02-25","postopen":58.77,"postclose":57.04,"low_move":-0.14012738853503193,"rsi":40.9909983070484,"mom20":-0.09592696629213482,"atr_pct":0.04349075656361658,"above50":0,"yahoo_move":-0.11382622963508704} RetrievedSep12~08:05UTC,926SIPadjustmentallbarsJan2023–Sep11 2026,no pagination. Prior8moves identical; May19 2025 newly restored. Datequotes prior8 preserved fromobservations23719–23733; newMay6schedule reverified. Exactprice timestamps daily notexecutableoptionquotes. https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-fourth-quarter-and-full-year-2024 ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2024-11-18","url":"https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-third-quarter-2024-financial","quote":"datePublished 2024-11-18T17:02:29-0500","actual_source":"https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-reports-unaudited-third-quarter-2024","preclose":61.04,"open":63.61,"close":62.46,"move":0.02326343381389262,"gap":0.042103538663171625,"low":0.005242463958060384,"i":472,"postdate":"2024-11-19","postopen":63.61,"postclose":62.46,"low_move":0.005242463958060384,"rsi":47.11569704209719,"mom20":0.01344844761746633,"atr_pct":0.03312581913499342,"above50":1,"yahoo_move":0.023157240552994285} RetrievedSep12~08:05UTC,926SIPadjustmentallbarsJan2023–Sep11 2026,no pagination. Prior8moves identical; May19 2025 newly restored. Datequotes prior8 preserved fromobservations23719–23733; newMay6schedule reverified. Exactprice timestamps daily notexecutableoptionquotes. https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-third-quarter-2024-financial ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2024-05-20","url":"https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-first-quarter-2024-financial","quote":"May 20, 2024; after the market closes","actual_source":null,"preclose":56.79,"open":56.2,"close":55.58,"move":-0.02130656805775666,"gap":-0.010389153019897845,"low":-0.04261313611551332,"i":346,"postdate":"2024-05-21","postopen":56.2,"postclose":55.58,"low_move":-0.04261313611551332,"rsi":75.83406815123143,"mom20":0.15591288418481564,"atr_pct":0.025215706990667372,"above50":1,"yahoo_move":-0.021384705036303187} RetrievedSep12~08:05UTC,926SIPadjustmentallbarsJan2023–Sep11 2026,no pagination. Prior8moves identical; May19 2025 newly restored. Datequotes prior8 preserved fromobservations23719–23733; newMay6schedule reverified. Exactprice timestamps daily notexecutableoptionquotes. https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-first-quarter-2024-financial ; https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2024-02-21","url":"https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-fourth-quarter-and-full-year-2023","quote":"February 21, 2024; after the market closes","actual_source":null,"preclose":41.72,"open":44.7,"close":44.47,"move":0.06591562799616502,"gap":0.07142857142857162,"low":0.03499520613614582,"i":284,"postdate":"2024-02-22","postopen":44.7,"postclose":44.47,"low_move":0.03499520613614582,"rsi":73.10077543461227,"mom20":0.1624407913067707,"atr_pct":0.023298178331735402,"above50":1,"yahoo_move":0.0658553646285358} RetrievedSep12~08:05UTC,926SIPadjustmentallbarsJan2023–Sep11 2026,no pagination. Prior8moves identical; May19 2025 newly restored. Datequotes prior8 preserved fromobservations23719–23733; newMay6schedule reverified. Exactprice timestamps daily notexecutableoptionquotes. https://investors.trip.com/news-releases/news-release-details/tripcom-group-limited-report-fourth-quarter-and-full-year-2023 ; https://runway.adityaperswal.workers.dev/data/stock-bars

Aug11issuer Q2:8MMcf/dinlet,14MMcf/yrheliumtarget,125000t/yrCO2target,Q1 2027firstrevenue. June30cash5.987m/debt4.5m/liquidity21.487m;Aug4cash4.9/debt8.5/liquidity16.4 after4mdebt draw. MRVactiveEPAreview,130m45Qvalueover12yearsissuerforecastnotcash; quartercashG&A1.8m. SameoriginSECexhibitnotindependentcorroboration. https://ir.bigskyindustrialinc.com/news-releases/news-release-details/big-sky-industrial-inc-reports-second-quarter-2026-results-and

Aug11filing periodH1Jun30: OCF-3.252m, industrialgascapex9.700m, O&Gcapex.303m, industrialgasacquisition.091m, investing-10.094m. Statementtable differsfromnarrative9.6mindustrialspend; retaintableexact and flagdiscrepancy. Riskfactors substantiallyallheliumcommittedfixedprice; inflation/costs/commencement/counterparty risk; EPCprocurementandcommissioning. Notpriceelasticheliumstock. https://www.sec.gov/Archives/edgar/data/101594/000143774926026861/bsin20260613_10q.htm

IssuerApr27 contract: five-year100%take-or-pay forproduction, up to1.2MMcf/month14.4MMcf/year;285USD/Mcf plantgate, counterparty takestransport/downstream costs. CPIstartsMar1 2028; year3redetermination/ROFR5%premium; outside commencementJul1 2027. TargetoperationsQ1 2027 notcurrentrevenue. Closestissuerbutpromotional; unidentifiedinvestmentgradebuyer notassumedLIN/APD/AI. https://ir.bigskyindustrialinc.com/news-releases/news-release-details/us-energy-corp-signs-five-year-helium-offtake-agreement

RetrievedSep12~08:02–08:05UTC. April10 original quote 'goal date of September 11, 2026'; newslanding inspected contains no recoveredPixclara decision. Status unknown, not evidence delay/pending. TLXoption_contractsSep22–Oct16returns0/no pagination. N0matchedFDAstudy, no pricedcontract or3xexception; reject candidate instrument/date-state gates. FDAaggregatecalendar table empty in renderer, notproofzeroFDAeventsSep14–15. https://telixpharma.com/news-views/ ; https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/ ; option_contracts

Sep12 calculation at67.84: .72%annual expense times90/365 implies about.12044 per share over90calendar days, already embedded in ETF history; not extra deduction. Pending limit67.84 stop65.93 target75.11 =>1.91nominal loss,7.27upside,3.806283R,binary breakeven1.91/(1.91+7.27)=20.8061% before costs,gaps,timeouts. No measured win probability. Pending receipt venue query_trades order11. https://www.ishares.com/us/products/239637/ishares-msci-emerging-markets-etf

SourceJuly25 2026 10:00 displayed localtime; retrievedSep12~08:07UTC. RMBbn fine3.521=7.5%of2025China sales46.958, confiscation1.658, subtotal5.179; separately hotel reservesrefund.122; aggregate nominal5.301. Orders stop exclusivity/lowest-across-platform price restrictions and rectify; authority says conductsince2020. Arithmetic7.5%*46.958=3.52185 versusroundedreported3.521; useofficialamount. Payment timing, accounting provisioning and actual cash paid unverified. This regulator original fills former amounts/remedies gap in26365/24055; issuerJuly25 acceptance corroborates receipt, not independent determination of business impact. https://www.samr.gov.cn/xw/zj/art/2026/art_46d2c74cbd7249f189622dd030e3c3a7.html

Aug5 TeamArc original retrievedSep12 retains public mainnetSep16 date, currently private mainnet with over100 ecosystem/institutional builders. Fee payments start withUSDC; permissioned validator set and features subject change. Count is issuer claim, not independently measured paying users; activation hour not specified here. Existing104/307 remain; no incremental ETH/SOL demand inference. https://www.arc.io/blog/arc-mainnet-goes-live-on-september-16-2026