Notes

A news scan found the headline that as of September 12, 2026, at 06:02, there was no decision about Pixclara in the inspected primary sources. This is despite the original quotes from April 10, which mentioned a goal date of September 11, 2026. No decision was found, which does not necessarily mean it is pending or delayed. A prior query of the venue found 0 contracts, and study SN0 was not updated. There was no priced candidate and no order, and another fund monitor was untouched. https://telixpharma.com/news-views/ ; https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/

A news scan found the headline about HITI's Q2 operating growth versus cash conversion being reverified. As of June 15, for the quarter ending April 30, the company reported revenue of 179.3 million CAD, EBITDA of 13.9 million CAD, and free cash flow, or FCF, of 1.5 million CAD, which is a measure of a company's profitability, compared to 4.9 million CAD previously and 2.9 million CAD sequentially. The company's cash, including restricted cash, was 36.5 million CAD, down from 46.4 million CAD sequentially. The computed free cash flow to EBITDA ratio was 10.791367%, and the year-over-year free cash flow was -69.387755%. The cash decreased by 21.336207% quarter-over-quarter. The company's revenue from Remexian was 31.6 million CAD, with 7.6 tonnes sold, yielding a revenue proxy of 4.157895 CAD per gram, which is not the same as the retail unit price. A 27% gross margin implies a gross profit of 8.532 million CAD and a gross profit proxy of 1.122632 CAD per gram. The distribution inventory timing and product mix are not observed and do not affect cash per gram. Management attributes the weak free cash flow to working capital, specifically independent paid invoices that have not been recovered. The company notes that these metrics are for the given period and not forecasts, and expresses interest in its origin. https://hightideinc.com/high-tide-reports-second-quarter-2026-financial-results-featuring-record-revenue-of-179-3mm-and-adjusted-ebitda-of-13-9mm/

A news scan found the headline about High Tide Inc. On August 18, 2025, the issuer of HITI quotes said that the financial results for the third fiscal quarter would be released on September 15, 2025, after the markets close. The actual results for September 15 were reported separately on the company's website at https://hightideinc.com/high-tide-reports-financial-results-for-third-fiscal-quarter-featuring-record-revenue-and-adjusted-ebitda-along-with-positive-free-cash-flow-and-net-income/. Prior to this, the quarter was missing from the report, with no explicit justification given for its omission, which has now been recovered. The frozen forecast for N9 will be preserved, but the new population of N10 final releases has a growth rate of 0.815217% starting from September 16. The preliminary report on August 18 was preceded by 28 days, and the preliminary report on August 4, 2026, precedes September 14 by 41 days. For 2026, the minimum growth rates are 30% for revenue, 27% for gross profit, and 43% for EBITDA, with sales in Germany exceeding 10 tonnes, representing a 33% increase from the previous quarter and a 60% increase from the same quarter last year, which was already public information. There were two releases from the issuer that were not independently corroborated, and there was no initial news reaction inferred from the date-only preliminary hour. https://hightideinc.com/high-tide-announces-preliminary-q3-2025-guidance/ ; https://hightideinc.com/high-tide-announces-preliminary-q3-2026-guidance/

The issuer earnings for Aug25issuer were retrieved on September 12. The quote says that the earnings will be released after financial markets close on Monday, September 14, 2026. A call is scheduled for September 15 at 11:30 ET. The October 16 expiry is 32 calendar days later. The prior session exit on September 11 during regular trading hours has already passed. This analysis does not allow for holding through Monday. https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/

A primary Circle page was retrieved on September 12 at 06:04 UTC, showing the issuer's data as of September 10. The circulation of USDC was 74.06 billion, with 6.66 billion issued and 6.91 billion redeemed over the past 7 days, resulting in a net decrease of 0.25 billion, which is a daily decrease of 35.714 million. Over the past 30 days, 38.06 billion was issued and 36.04 billion was redeemed, resulting in a net increase of 2.02 billion, which is a daily increase of 67.333 million. Over the past 365 days, there was a net increase of 1.80 billion. An aggregator reported on September 12 at UTC that the circulation was 74.462450367 billion, with 46.937295105 billion on ETH, 7.264902091 billion on SOL, and 6.807735438 billion on Hyperliquid. The different numbers are due to different cutoffs and definitions, and do not contradict each other. The data from USDC.com was not parsed, and flow inference was excluded. It is noted that supply is not the same as token demand or fee capture. https://www.circle.com/transparency ; https://stablecoins.llama.fi/stablecoin/2

The issuer of the STNG R91206 product-tanker contract reported that for the third quarter, the average daily rate was $64,900 for 85% of the days, with an expected revenue of $12,490 for the remaining days. The rates for MR and LR2 tankers were $30,000 and $25,500 per day, respectively, with utilization rates of 79% and 70%. New three-year LR2 charters are expected to start in September at a rate of $40,188 to $42,500 per day, and MR charters are expected to start in the fourth quarter at a rate of $23,900 per day. The company has 75 owned tankers and has newbuild agreements or letters of intent for 5 MR, 6 LR2, and 2 VLCC deliveries between 2027 and 2030. The time charter equivalent, or TCE, deducts voyage expenses, but not all corporate, financing, or capital expenditure costs. The issuer notes that these estimates are revisable, and term charters are a different population from spot bookings, which is a type of short-term contract, also known as a spot contract. https://www.scorpiotankers.com/scorpio-tankers-inc-announces-updates-on-third-quarter-2026-tce-rates-and-time-charter-out-agreements/

On August 28, the issuer of FRO R91206 released its quarterly results, showing a profit of $659.2 million and an adjusted profit of $580.2 million, with revenues of $943.3 million. For the third quarter, the company has booked 86% of its Very Large Crude Carriers (VLCC) at a rate of $156,900 per day, compared to an estimated breakeven point of $23,800 for the next 12 months. Similarly, 79% of its Suezmax ships are booked at $117,400 per day, with a breakeven point of $25,700, and 70% of its Long-Range (LR) ships are booked at $281,000 per day, with a breakeven point of $22,200. The company expects to have fewer ballast days in the full quarter, which will affect its Time Charter Equivalent (TCE) earnings. Note that the number of periods and days can differ, and this is not a cash guarantee. The company also noted that its one-year VLCC rate of $120,000 is different from its two-year rate of $90,000 and three-year rate of $75,000, as these rates are for different ships and time periods, and are not directly comparable to the forward curve. https://www.frontlineplc.cy/fro-second-quarter-and-six-months-2026-results/

A 20-F filing from March 27, 2026, covered the year 2025. It showed that TFG Marine made bunker purchases worth 477.9 million dollars that were paid, and 21.2 million dollars that were payable. TFG Marine also had a 15% equity holding. In the years 2023 to 2025, no customer made up more than 10% of the revenues. Later, in January 2026, nine very large crude carriers were purchased for 1.224 billion dollars, with six from Hengli and three from Dalian. This purchase was not part of the committed capacity as of December 31. The company also used outside technical managers who competed with them. The percentage of supplier concentration was not given in the parts of the filing that were reviewed. This information comes from the company's own filing and has not been checked independently. https://www.sec.gov/Archives/edgar/data/913290/000162828026021774/fro-20251231.htm

The issuer of FRO, on September 11, completed the sale of two very large crude carriers. This resulted in a special dividend of $0.80 plus $2.61 for the second quarter. The record date is set for September 18, and the distribution is expected to be ex-dividend on the New York Stock Exchange on September 18 and on the Oslo Stock Exchange on September 17, with payment expected around September 28. The primary issuer is closest to the declaration, but this is not an independent confirmation of interest rates. The dividend history page, found at https://www.frontlineplc.cy/dividend-policy-and-history/, still shows the first quarter 2026 dividend as $1.55, which is outdated and does not contradict the current information. This was read on September 12 at 06:03 UTC, and no cash has been received yet. https://www.frontlineplc.cy/fro-declares-special-one-time-dividend-after-sale-of-two-vllcs/

A data scan found the following information: Retrieved on September 12, the next update is null, and there are no reference closes or tasks. The catalog includes the following contracts: a contract with the symbol HITI261016C00002500, price 0.21, dated September 11, 2026, with open interest of 4917 as of September 10, 2026, a multiplier of 100, and size of 100; a contract with the symbol HITI261016C00005000, price 0.05, dated September 10, 2026, with open interest of 1619 as of September 10, 2026, a multiplier of 100, and size of 100; a contract with the symbol HITI261016C00007500, price 0.03, dated September 8, 2026, with open interest of 345 as of September 10, 2026, a multiplier of 100, and size of 100; a contract with the symbol HITI261016P00002500, price 0.16, dated September 10, 2026, with open interest of 4070 as of September 10, 2026, a multiplier of 100, and size of 100; a contract with the symbol HITI261016P00005000 with no price, date, or open interest; and a contract with the symbol HITI261016P00007500 with no price, date, or open interest. option_contracts

A command was run to test the momentum strategy on the stock HITI. The test used 20 days of past data to make decisions and looked at 1000 days of trading. The results showed that the stock had 685 trading days, or bars, and the strategy made a return of 26.21 percent. In the same time, buying and holding the stock would have made 55.25 percent. The strategy had a maximum loss of 44.74 percent at one point. It made successful trades 29.63 percent of the time, with an average gain of 1.08 percent per trade. There were 27 trades in total. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: 926 daily SIP all bars, with entry at the lag open and exit at the previous close before AMC earnings. The training period was 2024-25 and the holdout period was 2026, which was already examined previously, so this is a retrospective replication and not a fresh out-of-sample test. The fees were 10 basis points per side and the slippage was 10 basis points at the baseline and 30 basis points under stress, with an initial investment of 1000. The returns, drawdown, and win rates are given in percent. The results were as follows: for a lag of 2, the return was 2.1345 percent, the drawdown was 1.3973 percent, and the win rate was 66.6667 percent, with 3 trades, and a slippage of 10 basis points. For a lag of 2 and a slippage of 30 basis points, the return was 0.9162 percent, the drawdown was 1.5939 percent, and the win rate was 33.3333 percent, with 3 trades. For a lag of 3 and a slippage of 10 basis points, the return was -4.7624 percent, the drawdown was 5.3978 percent, and the win rate was 33.3333 percent, with 3 trades. For a lag of 3 and a slippage of 30 basis points, the return was -5.8984 percent, the drawdown was 6.3388 percent, and the win rate was 33.3333 percent, with 3 trades. For a lag of 5 and a slippage of 10 basis points, the return was -2.6317 percent, the drawdown was 5.3640 percent, and the win rate was 66.6667 percent, with 3 trades. For a lag of 5 and a slippage of 30 basis points, the return was -3.7931 percent, the drawdown was 5.7380 percent, and the win rate was 33.3333 percent, with 3 trades. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line: 926 daily SIP all bars, with entry at the open and exit at the close before AMC earnings. This training data is from 2024 to 2025, and the held-out data from 2026 was already examined previously, so this retrospective replication is not a fresh out-of-sample test. The fees are 10 basis points per side, with slippage at 10 and a baseline of 30 for stress testing, starting with 1000. The returns, drawdown, and wins are in percent. The results are as follows: for a lag of 2, in the train phase, with 10 basis points of slippage, the return was 3.8429 percent, the drawdown was 7.8305 percent, the win rate was 42.8571 percent, and there were 7 events. For a lag of 2, in the train phase, with 30 basis points of slippage, the return was 0.9756 percent, the drawdown was 8.7472 percent, the win rate was 42.8571 percent, and there were 7 events. For a lag of 3, in the train phase, with 10 basis points of slippage, the return was 4.4386 percent, the drawdown was 7.0722 percent, the win rate was 57.1429 percent, and there were 7 events. For a lag of 3, in the train phase, with 30 basis points of slippage, the return was 1.5549 percent, the drawdown was 8.0962 percent, the win rate was 57.1429 percent, and there were 7 events. For a lag of 5, in the train phase, with 10 basis points of slippage, the return was 3.8673 percent, the drawdown was 11.9156 percent, the win rate was 42.8571 percent, and there were 7 events. For a lag of 5, in the train phase, with 30 basis points of slippage, the return was 0.9993 percent, the drawdown was 13.1399 percent, the win rate was 42.8571 percent, and there were 7 events. https://runway.adityaperswal.workers.dev/data/stock-bars

A stress test was run using NumPy with a seed of 91206, 100,000 paths, and 10 events with resampling. The test compared independent and identically distributed events to perfectly dependent shared-event draws. Three hypothetical sequential contract tickets with fixed premiums were used, starting with a fund of 102.12. No live orders or fees were considered. The test looked at the intrinsic value of the options after a hypothetical event, without trying to predict actual option exit prices or timing. The Half Kelly strategy was used with an optimization grid from 0 to 0.5, then halved. The results were as follows: for independent events, the median terminal value was 63.52, the 5th percentile was 40.18, the 95th percentile was 102.02, the probability of profit was 0.04567, and the probability of losing half the book was 0.22568; for common events, the median terminal value was 59.77, the 5th percentile was 39.12, the 95th percentile was 142.56, the probability of profit was 0.10043, and the probability of losing half the book was 0.49927. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on September 12, the cost of mapping was calculated with an S value of 2.53 and a K value of 2.5, based on a call catalog from September 11 with a value of 21 and a put catalog from September 10 with a value of 16, which was considered stale compared to the September 11 spot value. The calculation assumed a round-trip cost of $0.05 per share, which is equivalent to $5 per contract, and did not account for the measured spread. The intrinsic proxy excluded the residual value for 32 days and did not include option profit or loss. The data included details about a put option, including its price, premium, and cost, with the following specifics: the put option had a price of $0.16, a premium of $16, a costed hurdle percentage of 9.486166007905132, and 1 hit. The coverage percentage was 10, and the Wilson 95 percentage was between 1.7876213095073616 and 40.41500267952289. The mean intrinsic premium was 0.571515402496617, the mean intrinsic all-in value was 0.43544030666408917, and the maximum intrinsic premium was 2.1550925925925943. The zero intrinsic percentage was 30, and the half Kelly value was 0. The data also included information about phases, with a train phase having 7 events and 1 hit, and a holdout phase having 3 events and 0 hits. Additionally, the bootstrap fraction greater than or equal to 40 was 0.01298, the target 3R option before exit cost was 0.64, and the target hits intrinsic value was based on the provided data. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars

A stress test was run using NumPy with a seed of 91206, simulating 100,000 paths with 10 independent and identically distributed events, and also with perfectly dependent shared-event draws. The test involved three hypothetical sequential contract tickets with a fixed premium and an initial fund of 102.12. No live orders were used and no fee or slippage empirical data was considered. The test simulated a post-event intrinsic liquidation scenario, which is not a forecast of actual option exit, and did not model timing, implied volatility, or residual value. The Half Kelly method was used with a full optimization grid from 0 to 0.5, then halved. The results were as follows: for independent and identically distributed events, the median terminal value was 30.54, the 5th percentile terminal value was 24.12, the 95th percentile terminal value was 63.90, the probability of profit was 0.00112, and the probability of loss of half the book was 0.72988. For common events, the median terminal value was 24.12, the 5th percentile terminal value was 24.12, the 95th percentile terminal value was 124.20, the probability of profit was 0.1006, and the probability of loss of half the book was 0.8994. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on September 12, the cost of mapping was $2.53 for S and $2.5 for K, with a call catalog on September 11 at $21 and a put catalog on September 10 at $16, which is stale compared to the September 11 spot price. The assumed round trip cost is $0.05 per share, which is $5 per contract, and does not include the measured spread. The intrinsic proxy, which is a way to estimate the value of an option, excludes the 32 days residual value and does not include option profit and loss. The data shows that the call has a premium of $0.21, a costed hurdle percentage of 9.09%, and a coverage percentage of 10%. The Wilson 95 percentage, a statistical measure, is between 1.79 and 40.42. The mean intrinsic premium is $0.21 and the mean intrinsic all-in is $0.17. The maximum intrinsic premium is $1.59 and the zero intrinsic percentage is 70%. The half Kelly, a betting strategy, is 0. The data is divided into phases, with a train phase of 7 events and 0 hits, and a holdout phase of 3 events and 1 hit. The bootstrap fraction greater than or equal to 40 is 0.01227. The target 3R option before exit cost is $0.84 and the target hits intrinsic is not specified in the given data. option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the following data: Spearman is a statistical measure, and two-sided nominal p-values are used to test hypotheses. The results of exploratory four tests show no selection or out-of-sample validation of filters. There are small trend groups, with 5 out of 5 groups showing a specific trend. Pre-announcement matched N1 is not a probability. The data includes the following indicators: above_sma50, which has a Spearman value of 0.17407765595569782 and a p-value of 0.6305360755569764, rsi14, which has a Spearman value of 0.11515151515151514 and a p-value of 0.7514196523258485, atr_pct, which has a Spearman value of -0.4424242424242424 and a p-value of 0.20042268671194213, and mom20, which has a Spearman value of 0.3696969696969697 and a p-value of 0.29305007529282234. The data also includes the following statistics: above50, which has 5 observations, a mean percentage of -2.4950137657686877, a median absolute percentage of 2.2831050228310446, 0 call hits, and 0 put hits, below50, which has 5 observations, a mean percentage of -3.5604048492937412, a median absolute percentage of 8.230452674897126, 1 call hit, and 1 put hit, and preliminary2025, which has 1 observation, a mean percentage of 0.8152173913043459, a median absolute percentage of 0.8152173913043459, 0 call hits, and 0 put hits. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'HITI Sep11 completed daily indicator baseline'. Measured on September 12, using 926 SIP all daily bars since January 2023, the following indicators were calculated: Simple Moving Average, or SMA, with 20 and 50 day periods, Average True Range, or ATR, with a 20 day period, and Relative Strength Index, or RSI, with a 14 day period. The results were as follows: SMA with a 20 day period was 2.501, SMA with a 50 day period was 2.3244, momentum over 20 days was 9.051724137931028, RSI was 56.263135424542334, and historical volatility, or rv, over 20 days was 36.111155699136525, with an atr20 of 0.08098999999999994 and a c value of 2.53. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line: {"FRO":-0.132331,"STNG":-0.138944,"SPY":0.331059,"HWM":0.153743,"LPG":-0.217524,"SWKS":0.216931,"CCJ":0.255412,"FTK":1}. This shows the correlation of daily log returns for certain stocks, including FRO, STNG, SPY, HWM, LPG, SWKS, CCJ, and FTK, over the last 60 days through September 11. The numbers represent the correlation coefficient, which measures how closely the stocks' returns are related, with 1 meaning perfect correlation and -1 meaning perfect inverse correlation. This data indicates descriptive dependence, meaning the returns are not independent trials. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: {"FRO":0.066146,"STNG":-0.078969,"SPY":0.474039,"HWM":0.103848,"LPG":0.014802,"SWKS":0.263543,"CCJ":1,"FTK":0.255412}. This shows the correlation of daily log returns for the last 60 days through September 11, indicating how the stocks move in relation to each other, with CCJ being the reference point. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line: {"FRO":0.087306,"STNG":0.109879,"SPY":0.398046,"HWM":-0.06301,"LPG":-0.063607,"SWKS":1,"CCJ":0.263543,"FTK":0.216931}. This shows the correlation of daily log returns for certain stocks, including SWKS, over the last 60 days through September 11. The numbers represent how closely the returns of these stocks are related to each other, with 1 being a perfect correlation and -1 being a perfect opposite correlation. This data is based on aligned daily log returns, which means the returns are calculated in a specific way to show the relationship between the stocks, and it is descriptive dependence, not independent trials, meaning the returns are connected and not separate events. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: {"FRO":0.693519,"STNG":0.645822,"SPY":-0.093761,"HWM":0.105607,"LPG":1,"SWKS":-0.063607,"CCJ":0.014802,"FTK":-0.217524}. This shows the correlation of daily log returns for certain stocks, including FRO, STNG, and LPG, over the last 60 days, up to September 11. The numbers represent how closely the stocks' returns are related to LPG's returns, with 1 being a perfect correlation and -1 being a perfect opposite correlation. This data is based on aligned daily log returns, which means the returns are calculated in a consistent way to make them comparable. The data also notes that these returns are descriptive of dependence, not independent trials, meaning the returns are connected and not separate events. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: {"FRO":0.001635,"STNG":0.000071,"SPY":0.270501,"HWM":1,"LPG":0.105607,"SWKS":-0.06301,"CCJ":0.103848,"FTK":0.153743}. This shows the correlation of daily log returns for certain stocks, including FRO, STNG, SPY, HWM, LPG, SWKS, CCJ, and FTK, over the last 60 days, up to September 11. The numbers represent the correlation coefficient, which measures how closely the stocks' returns are related, with 1 meaning perfect correlation and -1 meaning perfect opposite correlation. This data is based on aligned daily log returns, and it describes the dependence between the stocks, rather than independent trials. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: {"FRO":0.056317,"STNG":-0.002246,"SPY":1,"HWM":0.270501,"LPG":-0.093761,"SWKS":0.398046,"CCJ":0.474039,"FTK":0.331059}. This shows the correlation of daily log returns for certain stocks, including SPY, over the last 60 days through September 11, indicating how closely their prices move together, which is a measure of descriptive dependence, not independent trials. https://runway.adityaperswal.workers.dev/data/stock-bars