Notes

On 2026-04-01, an event called CAG SEP1202 occurred. It involved two variants that started on 2026-03-25 and ended on 2026-03-31. The first variant had a 5-day lookback period, a slip of 0.0005, an entry price of 15.03, and a prior average true range, or atr, of 0.561. The stop price was 14.469 and the target price was 16.713. The exit price was 15.16, and the reason for exiting was time. The net return was 0.0074, and the maximum gain was 0.606. The second variant had the same entry and exit dates, lookback period, entry price, atr, stop price, target price, and exit price. However, it had a slip of 0.0015, and the net return was 0.0054. Both variants used a daily proxy, a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 level was primary, and alternatives were not selected. The prior 20-day average true range was used, and the stop was triggered first if both conditions were met. The model returns were not actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122950 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2025-12-19, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2025-12-05 and an exit date of 2025-12-18, with a lookback period of 10 days, a slip of 0.0005, and an entry price of 16. The average true range, or atr, prior to this was 0.3605000000000006, which is a measure of volatility. The stop loss was set at 15.6395 and the target price was 17.081500000000002. The exit price was 16.83, and the reason for exiting was due to time, meaning the trade reached its scheduled end. The net return was 0.050613506958899324, and the maximum gain was 2.968099861303741. The momentum over 20 days, or mom20, was -0.008044554455445496, and the distance from the simple moving average, or sma_dist, was -0.02398928397467115. The runup of the spy, or spy_runup, was -0.01313602330062802. The second variant had the same entry and exit dates, lookback period, entry price, atr prior, stop loss, target price, and exit price, but with a slip of 0.0015. The net return was 0.04851437750009335. The daily proxy, which is a substitute for daily data, was used, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 primary, which refers to a specific trading strategy, was used, and alternatives were not selected. The prior 20 day average true range, or Prior20ATR, was used to determine the stop loss, and the strategy was to stop the trade first if both conditions were met. The model returns are not the actual fills, meaning they are based on the model's predictions rather than the actual trades executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122942 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2025-12-19 for CAG SEP1202. This event had two variants. The first variant had an entry date of 2025-12-16 and an exit date of 2025-12-18, with a lookback period of 3 days, which is the time frame used to analyze past data. The slip, or the difference between expected and actual prices, was 0.0005. The entry price was 16.98, and the atr_prior, which is the average true range before the event, was 0.3295. The stop price, or the price at which the trade would be stopped, was 16.6505, and the target price was 17.9685. The exit price was 16.83, and the reason for exiting was time, meaning the trade was closed after a certain time period. The net return was -0.0100, or a loss of 1.00 percent. The train, or the process of training a model, was set to false, meaning this was not a training session. The max_gain_R, or the maximum gain as a ratio, was 0.2124, and the mom20, or the momentum over 20 days, was 0.0285. The sma_dist, or the distance from the simple moving average, was 0.0283, and the spy_runup, or the runup in the S&P 500 index, was -0.0041. The second variant had the same dates, lookback, entry price, atr_prior, stop price, target price, exit price, and reason as the first variant, but the slip was 0.0015, and the net return was -0.0120, or a loss of 1.20 percent. The daily proxy, which is a substitute for daily data, was used, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 primary, which refers to the fifth percentile of daily returns, was used, and alternatives were not selected. The Prior20ATR, or the average true range over 20 days before the event, was used, and the stopfirst ifboth rule, which means stopping the trade if both conditions are met, was applied. The model returns were not actual fills, meaning the returns were based on the model's predictions rather than actual trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122942 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event details for CAG on 2025-12-19. The event had two variants. The first variant had an entry date of 2025-12-12 and an exit date of 2025-12-18, with a lookback period of 5 days, a slip of 0.0005, an entry price of 16.73, and an average true range, or atr, prior to the event of 0.3379999999999998. The stop price was 16.392 and the target price was 17.744. The exit price was 16.83, and the reason for exit was time. The net return was 0.0047708374980508506, and the maximum gain was 1.0059171597633139. The momentum over 20 days, or mom20, was 0.014634146341463428, and the distance from the simple moving average, or sma_dist, was 0.010689990281826933. The spy runup, which refers to the performance of the S&P 500 index, was -0.016996835072090044. The second variant had the same entry and exit dates, lookback period, entry price, atr prior, stop price, target price, and exit price, but a slip of 0.0015, and a net return of 0.0027633018530479614. The daily proxy, which is a substitute for daily data, had a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 level was primary, and alternatives were not selected. The prior 20-day average true range, or Prior20ATR, was used, and the stop-first rule was applied if both conditions were met. The model returns were not actual fills, meaning they were based on the model's predictions rather than real trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122942 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event date of 2025-10-01 for CAG SEP1202. This event had two variants, which are different versions of a trade. The first variant started on 2025-09-17 and ended on 2025-09-19. It had a lookback period of 10 days, which is a time frame used to analyze data, and a slip of 0.0005, meaning a small difference between expected and actual prices. The entry price was 17.53, and the stop price, which is the price at which a trade is automatically stopped to limit losses, was 17.1095. The target price was 18.7915. The trade actually exited at 17.1095 because it hit the stop price, and the reason for exiting was a stop. The net return was -0.025157962779322918, which is a loss. The maximum gain during this trade was 0.6896551724137912, and the momentum over 20 days, or mom20, was -0.0022740193291642674. The distance from the simple moving average, or sma_dist, was -0.011462528515504111, and the runup of the SPY, a stock market index fund, was 0.01213328226733057. The second variant had the same dates, lookback, and prices, but a slightly different slip of 0.0015, and a net return of -0.02710570057677031. The daily proxy, which is a substitute for a daily trade, had a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The primary time frame was T5, and alternatives were not selected. The prior 20-day average true range, or ATR, was used, and the stop was triggered first if both conditions were met. The model returns are not the actual fills, meaning they are based on a model rather than real trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122936 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the headline 'CAG SEP1202 event 2025-10-01 T3 levels and cost outcomes'. This is a report about an automated trading event that occurred on 2025-10-01. The event had two variants, which are different versions of the same trade. The first variant started on 2025-09-26 and ended on 2025-09-30, with a lookback period of 3 days, which means the system looked at the last 3 days of data to make decisions. The slip, or difference between expected and actual price, was 0.0005. The system entered the trade at a price of 16.84, with a stop loss at 16.4445, which is the price at which the system would automatically sell to limit losses, and a target price of 18.0265. The system actually exited the trade at 16.97, because the time limit was reached, not because the stop loss or target was reached. The net return, or profit, was 0.0065, and the maximum gain was 0.4804. The system also looked at other indicators, including the momentum over 20 days, which was -0.0569, and the distance from the simple moving average, which was -0.0433. The system also considered the performance of the SPY index, which had a runup of 0.0101. The second variant had the same dates, lookback, entry, stop, target, and exit, but a slightly different slip of 0.0015, and a net return of 0.0045. The system used a daily proxy, which means it used a substitute for the actual data, and a fee of 1 basis point per side, which is a small cost of buying or selling. The system also allowed for slippage of 5 to 15 basis points, which is the difference between expected and actual price. The T5 primary, which is a type of trading strategy, was used, but alternative strategies were not selected. The system used the prior 20-day average true range, which is a measure of volatility, to set the stop loss, and would stop the trade first if both the stop loss and target were reached. The model returns are not the actual fills, which means the reported profits are based on the system's predictions, not the actual trades that were made. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122936 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event details for CAG on 2025-10-01. The event had two variants. The first variant had an entry date of 2025-09-24 and an exit date of 2025-09-30, with a lookback period of 5 days, a slip of 0.0005, an entry price of 16.88, and an average true range prior to the event of 0.3945, which is a measure of price volatility. The stop price was 16.4855 and the target price was 18.0635. The exit price was 16.97, and the reason for exit was time. The net return was 0.0041, and the maximum gain was 0.9886. The momentum over 20 days was -0.0501, the distance from the simple moving average was -0.0399, and the runup of the S&P 500 spy was 0.0025. The second variant had the same entry and exit dates, lookback period, entry price, and average true range prior to the event, but a slip of 0.0015. The stop price, target price, and exit price were the same as the first variant. The net return was 0.0021, and the other metrics were the same as the first variant. The daily proxy, fee of 1 basis point per side, slippage of 5 to 15 basis points, and T5 primary were considered. Alternatives were not selected. The prior 20-day average true range was used, and the stop was triggered first if both conditions were met. The model returns were not actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122936 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2025-07-10 for CAG with the following details. There were two variants of trades on June 25, 2025. The first variant had an entry price of 19.27, an exit price of 18.86, and a net return of -0.022450359512837914. The second variant also had an entry price of 19.27 and an exit price of 18.86, with a net return of -0.024403507111074974. Both trades were stopped, meaning they were closed when they reached a certain stop price, which was 18.86. The target price for both trades was 20.5. The lookback period, which is the amount of time used to calculate the trades, was 10 days. The slip, or the difference between the expected and actual price of a trade, was 0.0005 for the first variant and 0.0015 for the second variant. The atr_prior, which is the average true range, a measure of volatility, before the trade, was 0.41000000000000014 for both variants. The mom20, or momentum over 20 days, was -0.041707556427870385, and the sma_dist, or the distance from the simple moving average, was -0.033264033264033155. The spy_runup, which is the return of the S&P 500, was 0.026562655932936385. The daily proxy, which is a substitute for daily trading, had a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The primary time frame was T5, and alternatives were not selected. The prior 20-day average true range was used, and the stop was triggered first if both conditions were met. The model returns are not the actual filled trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-results-prn-122930 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2025-07-10, an event occurred for CAG. There were two variants considered. The first variant had an entry date of 2025-07-07 and an exit date of 2025-07-07, with a lookback period of 3 days, a slip of 0.0005, and an entry price of 19.1. The average true range, or atr, prior to this was 0.4415, which is a measure of volatility. The stop loss was set at 18.6585 and the target price was 20.4245. The exit price was 18.6585, and the reason for exiting was due to the stop loss being reached. The net return was -0.0243, or a loss of 2.43 percent. The second variant had the same entry and exit dates, lookback period, and other parameters, but with a slip of 0.0015, and resulted in a net return of -0.0262, or a loss of 2.62 percent. The daily proxy, which is a stand-in for daily performance, was used, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 level was primary, but alternatives were not selected. The prior 20-day average true range, or atr, was used, and the stop loss was triggered first if both conditions were met. The model returns are based on the model's predictions, not actual trading results. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-results-prn-122930 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2025-07-10. The event had two variants. The first variant had an entry date of 2025-07-02 and an exit date of 2025-07-07, with a lookback period of 5 days, a slip of 0.0005, an entry price of 19.15, and an atr_prior of 0.44800000000000023. The stop price was 18.701999999999998 and the target price was 20.494. The exit price was 18.701999999999998 and the reason for exit was a stop. The net return was -0.024565479974602566. The second variant had the same entry and exit dates, lookback period, entry price, atr_prior, stop price, target price, and exit price. The slip was 0.0015 and the net return was -0.0265144015547647. The daily proxy, fee of 1 basis point per side, and slippage of 5 to 15 basis points were considered. The T5 primary was used and alternatives were not selected. The Prior20ATR, which is the average true range over 20 days, was used to determine the stop price. The stopfirst ifboth rule, which means to stop the trade if both conditions are met, was applied. The model returns are not the actual fills, meaning they are based on the model's predictions, not the actual trades executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-results-prn-122930 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2025-04-03 for CAG SEP1202. This event had two variants. The first variant had an entry date of 2025-03-20 and an exit date of 2025-04-02, with a lookback period of 10 days, a slip of 0.0005, an entry price of 23.25, and an average true range prior to the event of 0.743. The stop price was 22.507 and the target price was 25.479. The exit price was 23.66, and the reason for exit was time. The net return was 0.0164139796302325, and the maximum gain was 1.3997308209959611. The second variant had the same entry and exit dates, lookback period, entry price, average true range prior, stop price, target price, and exit price, but a slip of 0.0015, and a net return of 0.014383180946556884. The daily proxy, fee of 1 basis point per side, and slippage of 5 to 15 basis points were considered, with T5 as the primary and alternatives not selected. The prior 20-day average true range was used, and the stop was triggered first if both conditions were met. The model returns were not the actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122917 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2025-04-03, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2025-03-31 and an exit date of 2025-04-02, with a lookback period of 3 days, a slip of 0.0005, an entry price of 23.96, and an average true range prior to the event of 0.658. The stop price was 23.302 and the target price was 25.934. The exit price was 23.66, and the reason for exit was time. The net return was -0.01370513245396876, and the maximum gain was 0.5015197568389032. The second variant had the same entry and exit dates, lookback period, entry price, and average true range prior to the event, but a slip of 0.0015. The stop price, target price, and exit price were also the same as the first variant. The net return was -0.01567575304643387. A daily proxy was used, with a fee of 1 basis point per side and slippage of 5 to 15 basis points. The T5 level was primary, but alternatives were not selected. The prior 20-day average true range was used, and the stop was first if both conditions were met. Note that the model returns are not actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122917 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2025-04-03 for CAG. This event had two variants. The first variant had an entry date of 2025-03-27 and an exit date of 2025-04-02, with a lookback period of 5 days, which is the time frame used to analyze data. The slip, or the difference between the expected and actual price of a trade, was 0.0005. The entry price was 23.49 and the atr prior, or the average true range before the trade, was 0.664. The stop price, or the price at which the trade would be stopped, was 22.825999999999997. The target price was 25.482 and the exit price was 23.66. The reason for the exit was time, meaning the trade was closed after a certain time period. The net return was 0.0060291624692598855. The train, or the process of training a model, was set to false. The max gain R, or the maximum gain as a ratio, was 1.2048192771084347. The mom20, or the momentum over 20 days, was 0.0219780219780219. The sma dist, or the distance from the simple moving average, was -0.001974587912087933. The spy runup, or the increase in the S&P 500 index, was -0.004684594478615356. The second variant had the same entry and exit dates, lookback period, and other values. The daily proxy, or the daily representative value, was used, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 primary, or the primary model, was used, and alternatives were not selected. The prior 20 ATR, or the average true range over the prior 20 days, was used to determine the stop price. The stop first if both rule, meaning that if both conditions are met, the trade would be stopped first, was applied. The model returns, or the returns generated by the model, were not the actual fills, or the actual trades executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122917 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event details for CAG on 2024-12-19. The event had two variants. The first variant had an entry date of 2024-12-05 and an exit date of 2024-12-18, with a lookback period of 10 days, a slip of 0.0005, an entry price of 24.2, and an atr_prior of 0.47999999999999987. The stop price was 23.72 and the target price was 25.64. The exit price was 24.22 and the reason for exit was time. The net return was -0.00037382523162432513. The second variant had the same entry and exit dates, lookback period, entry price, atr_prior, stop price, target price, and exit price. The slip was 0.0015 and the net return was -0.002371081822512666. Both variants were part of the training data, with a maximum gain of 2.4583333333333335, a mom20 of -0.06062961523513399, an sma_dist of -0.007392197125256628, and a spy_runup of -0.035186429291232724. The daily proxy used a fee of 1 basis point per side, a slippage of 5 to 15 basis points, and a primary time of T5. The alternatives were not selected. The prior 20-day average true range, or atr, was used, and the stop was triggered first if both conditions were met. The model returns were not the actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122911 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for CAG on 2024-12-19. The event had two variants. The first variant had an entry date of 2024-12-16 and an exit date of 2024-12-17, with a lookback period of 3 days, a slip of 0.0005, an entry price of 24.95, and an average true range prior to the event of 0.5249999999999995. The stop price was 24.425 and the target price was 26.525. The exit price was 24.26, with a reason for exit of gap stop, resulting in a net return of -0.028821424521850658. The maximum gain was 0.2285714285714307, the momentum over 20 days was 0.027171675586661115, and the distance from the simple moving average was 0.02751008977843661. The S&P 500 runup was -0.03253785135658582. The second variant had the same dates, lookback, and prices, but a slip of 0.0015, and resulted in a net return of -0.030761842709932652. The daily proxy, with a fee of 1 basis point per side and slippage of 5 to 15 basis points, used T5 as the primary, and did not select alternatives. The prior 20-day average true range was used, with a stop-first strategy if both conditions were met. The model returns were not actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122911 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2024-12-19 for CAG SEP1202. This event had two variants. The first variant had an entry date of 2024-12-12 and an exit date of 2024-12-17, with a lookback period of 5 days, which is the time frame used to analyze data before making a decision, a slip of 0.0005, which refers to the difference between expected and actual prices, an entry price of 24.82, an atr_prior of 0.5174999999999995, which is the average true range, a measure of price volatility, prior to the event, a stop price of 24.302500000000002, a target price of 26.3725, and an exit price of 24.26. The reason for exit was a gap stop, which means the price gap was large enough to trigger a stop. The net return was -0.023734671306211763, the train value was true, the max gain R was 0.48309178743961395, the mom20 was 0.0016333197223357132, which is the momentum over 20 days, and the sma_dist was 0.012381345439537839, which is the distance from the simple moving average. The spy_runup was -0.03346569303765523. The second variant had the same entry and exit dates, lookback period, entry price, atr_prior, stop price, target price, and exit price, but a slip of 0.0015, and a net return of -0.025685252844996787. The daily proxy, which is a substitute for daily data, had a fee of 1 basis point per side, which is a unit of measurement for interest rates and fees, and a slippage of 5 to 15 basis points, which refers to the difference between expected and actual trade prices. The T5 was the primary choice, and alternatives were not selected. The prior 20 ATR was used, and the stop was triggered first if both conditions were met. The model returns were not actual fills, which means they were based on the model's predictions rather than real trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122911 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2024-10-02. The event had two variants. The first variant had an entry date of 2024-09-18 and an exit date of 2024-10-01, with a lookback period of 10 days, a slip of 0.0005, an entry price of 28.36, and an atr_prior of 0.519, which is a measure of price volatility. The stop price was 27.841 and the target price was 29.917. The exit price was 28.6, and the reason for exit was time. The net return was 0.0073, and the maximum gain was 1.0019. The mom20, or 20-day momentum, was 0.0471, the sma_dist, or distance from the simple moving average, was 0.0263, and the spy_runup, or runup of the S&P 500, was 0.0117. The second variant had the same entry and exit dates, lookback period, entry price, atr_prior, stop price, target price, and exit price, but a slip of 0.0015. The net return was 0.0052, and the other values were the same as the first variant. The daily proxy, which is a substitute for daily data, had a fee of 1 basis point per side, and a slippage of 5 to 15 basis points. The T5 primary, which refers to a type of trading strategy, was used, and alternatives were not selected. The Prior20ATR, which is the average true range over 20 days, was used to determine the stop price, and the stopfirst ifboth rule, which means to stop the trade if both conditions are met, was applied. The model returns are not the actual fills, meaning they are based on the model's predictions rather than the actual trades executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122901 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2024-10-02 for CAG with SEP1202. This event had two variants. The first variant had an entry date of 2024-09-27 and an exit date of 2024-10-01, with a lookback period of 3 days, which is a short period of time used to analyze data. The slip, or small difference between expected and actual prices, was 0.0005. The entry price was 28.46, and the average true range prior, a measure of price volatility, was 0.5149999999999997. The stop price, or the price at which to sell, was 27.945, and the target price, or the desired sale price, was 30.005. The exit price was 28.6, and the reason for exiting was time, meaning the trade was ended after a certain period. The net return was 0.0037140049671875452, and this was a training trade, meaning it was used to test a model. The maximum gain as a ratio was 0.5825242718446619, the momentum over 20 days was 0.030105186797243277, and the distance from the simple moving average, a measure of the average price over a certain period, was 0.007717555220438266. The S&P 500 runup, or increase, was -0.008312270834075153. The second variant had the same dates and most of the same values, but the slip was 0.0015, and the net return was 0.00170858087727499. The daily proxy, a substitute for a more complex value, fee of 1 basis point per side, and slippage of 5 to 15 basis points, were used for the T5 primary, which was selected over alternatives. The prior 20-day average true range was used, and the stop was triggered first if both conditions were met. The model returns were not the same as the actual fills, meaning the results were based on a model rather than real trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122901 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2024-10-02 for CAG. This event had two variants. The first variant had an entry date of 2024-09-25 and an exit date of 2024-10-01, with a lookback period of 5 days, which is the time frame used to analyze data before making a decision. The slip, or the difference between expected and actual prices, was 0.0005. The entry price was 28.31, and the atr prior, or average true range before the event, was 0.5269999999999998, which measures price volatility. The stop price, or the price at which to sell, was 27.782999999999998, and the target price, or the desired price, was 29.891. The exit price was 28.6, and the reason for exiting was time, meaning the trade was closed after a certain period. The net return, or the profit made, was 0.009032164654403374, and this was a training event, meaning it was used to train a model. The max gain R, or the maximum possible return, was 0.8538899430740096, and the mom20, or momentum over 20 days, was 0.041267501842299215, which measures the speed of price changes. The sma dist, or the distance from the simple moving average, was 0.005819230153221833, and the spy runup, or the increase in the S&P 500 index, was -0.004413709302741209. The second variant had the same dates, lookback, and other values. The daily proxy, or the representative value for the day, was used, with a fee of 1 basis point per side, which is a unit of measurement for interest rates and fees, and slippage of 5 to 15 basis points, which is the difference between expected and actual prices. The T5 primary, or the primary model, was used, and alternatives were not selected. The prior 20 ATR, or average true range over 20 days, was used, and the stop first if both rule, or the rule to stop if both conditions are met, was applied. The model returns, or the returns from the model, were not the actual fills, or the actual trades executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122901 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2024-07-11. This event had two variants. The first variant had an entry date of 2024-06-26 and an exit date of 2024-07-05. It had a lookback period of 10 days, which is a time frame used to analyze past data, and a slip of 0.0005, referring to a small difference in price. The entry price was 24.7 and the average true range, or atr, prior to this was 0.4735, which is a measure of price volatility. The stop price was 24.2265 and the target price was 26.1205. The exit price was 24.2265 and the reason for exiting was a stop, meaning the price fell to the stop price. The net return was -0.0203, or a loss of 2.03 percent. The maximum gain was 0.8025, or 80.25 percent, and the momentum over 20 days, or mom20, was -0.0401, indicating a slight downward trend. The distance from the simple moving average, or sma_dist, was -0.0045, and the spy runup, referring to the performance of the S&P 500 index, was 0.0324. The second variant had the same dates, lookback period, and prices, but a slip of 0.0015. The net return was -0.0223, or a loss of 2.23 percent. The daily proxy, which is a substitute for daily data, was used, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 primary, which refers to a specific trading strategy, was used, and alternatives were not selected. The prior 20-day average true range, or Prior20ATR, was used, and the stop-first rule was applied if both conditions were met. The model returns are not actual fills, meaning they are based on the model's predictions rather than real trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-results-and-quarterly-dividend-prn-122894 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2024-07-11 for CAG. This event had two variants. The first variant had an entry date of 2024-07-08 and an exit date of 2024-07-10, with a lookback period of 3 days, which is a short period of time used to analyze data. The slip, or small difference in price, was 0.0005. The entry price was 24.63, and the average true range, or atr, prior to this was 0.4129999999999999, which is a measure of price volatility. The stop price, or the price at which to sell, was 24.217, and the target price, or desired sell price, was 25.869. The exit price was 24.9, and the reason for exiting was time, meaning the trade was ended after a certain amount of time. The net return was 0.009749813996827728, and this was a training trade, meaning it was used to test a model. The maximum gain, or max_gain_R, was 1.0895883777239694, and the momentum over 20 days, or mom20, was -0.05169063350174896, which is a measure of price movement. The distance from the simple moving average, or sma_dist, was -0.017476040911653445, and the runup of the spy, or spy_runup, was 0.010579280092890997. The second variant had the same entry and exit dates, lookback period, entry price, atr prior, stop price, target price, and exit price, but the slip was 0.0015. The net return was 0.007732330339378368, and the other values were the same as the first variant. This was a daily proxy, meaning it was a substitute for a daily trade, with a fee of 1 basis point per side, which is a small fee, and slippage of 5 to 15 basis points, which is a small difference in price. The T5 was the primary choice, and alternatives were not selected. The prior 20 atr was used, and the stopfirst ifboth rule was applied, meaning the trade was stopped if both conditions were met. The model returns were not actual fills, meaning they were based on a model rather than real trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-results-and-quarterly-dividend-prn-122894 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On the event date of 2024-07-11, there were two variants considered for the CAG SEP1202 event. The first variant had an entry date of 2024-07-03 and an exit date of 2024-07-10, with a lookback period of 5 days, a slip of 0.0005, an entry price of 24.5, and an average true range prior to the event of 0.43299999999999983. The stop price was 24.067 and the target price was 25.799, with an actual exit price of 24.9. The reason for exiting was due to time, resulting in a net return of 0.015107670152729069. The maximum gain was 1.339491916859119, with a momentum over 20 days of -0.047100038925652066, a simple moving average distance of -0.020055241983907623, and an S&P 500 runup of 0.02300458972349695. The second variant had the same entry and exit dates, lookback period, and other parameters, but with a slip of 0.0015, resulting in a net return of 0.013079481479954858. The daily proxy used had a fee of 1 basis point per side and a slippage of 5 to 15 basis points, with the T5 level being the primary consideration. Alternative options were not selected. The prior 20-day average true range was used, with the stop being triggered first if both conditions were met. The model returns are not the actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-results-and-quarterly-dividend-prn-122894 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2024-04-04, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2024-03-20 and an exit date of 2024-04-03, with a lookback period of 10 days and a slip of 0.0005. The entry price was 24.86, and the stop price was 24.4595, with a target price of 26.0615. The exit price was 24.83, and the reason for exit was time. The net return was -0.0024045909747429928, and the maximum gain was 1.7228464419475715. The second variant had the same entry and exit dates, lookback period, and prices, but with a slip of 0.0015 and a net return of -0.004397790088579323. The daily proxy, fee of 1 basis point per side, and slippage of 5 to 15 basis points were considered, with T5 as the primary option and alternatives not selected. The prior 20-day Average True Range, or ATR, was used, and the stop was triggered first if both conditions were met. The model returns were not based on actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122884 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2024-04-04 for CAG SEP1202. This event had two variants. The first variant had an entry date of 2024-04-01 and an exit date of 2024-04-03, with a lookback period of 3 days, a slip of 0.0005, an entry price of 25.38, and an average true range, or atr, prior to the event of 0.3815000000000001. The stop price was 24.9985 and the target price was 26.5245. The exit price was 24.9985, and the reason for exit was a stop. The net return was -0.016212774246444517. The maximum gain as a ratio, or max gain R, was 0.44560943643512885, the momentum over 20 days, or mom20, was 0.05543976656940397, and the distance from the simple moving average, or sma dist, was 0.041032809801825554. The runup of the spy, or spy runup, was -0.008450151945887607. The second variant had the same entry and exit dates, lookback period, entry price, atr prior, stop price, target price, exit price, and reason for exit. However, the slip was 0.0015, and the net return was -0.018178384561844063. The max gain R, mom20, sma dist, and spy runup were the same as the first variant. This was a daily proxy with a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 was the primary, and alternatives were not selected. The prior 20 day average true range, or Prior20ATR, was used, and the stop first if both rule was applied. The model returns were not actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122884 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2024-04-04 for CAG. This event had two variants. The first variant had an entry date of 2024-03-27 and an exit date of 2024-04-03, with a lookback period of 5 days, a slip of 0.0005, an entry price of 24.73, and an average true range prior to the event of 0.3735, which is a measure of price volatility. The stop price was 24.3565 and the target price was 25.8505. The exit price was 24.83, and the reason for exiting was time, meaning the trade was closed after a certain time period. The net return was 0.0028, and the maximum gain was 2.1954. The momentum over 20 days was 0.0335, and the distance from the simple moving average was 0.0208. The S&P 500 runup was -0.0044. The second variant had the same entry and exit dates, lookback period, entry price, and average true range prior, but a slip of 0.0015. The stop and target prices were the same as the first variant, and the exit price was also 24.83. The reason for exiting was also time, and the net return was 0.0008. The maximum gain, momentum, distance from the simple moving average, and S&P 500 runup were the same as the first variant. The daily proxy, which is a measure of daily performance, had a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 level, which refers to a specific trading strategy, was the primary strategy used. Alternative strategies were not selected. The prior 20-day average true range was used to determine the stop price, and the stop was triggered first if both conditions were met. The model returns were not based on actual trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122884 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all