Notes

{"event":"2026-04-01","variants":[{"entry_date":"2026-03-25","exit_date":"2026-03-31","lookback":5,"slip":0.0005,"entry":15.03,"atr_prior":0.5610000000000003,"stop":14.469,"target":16.713,"exit":15.16,"reason":"time","net_return":0.007439714541804365,"train":false,"max_gain_R":0.6060606060606055,"mom20":-0.18512486427795882,"sma_dist":-0.10278250993753535,"spy_runup":-0.012648786873268647},{"entry_date":"2026-03-25","exit_date":"2026-03-31","lookback":5,"slip":0.0015,"entry":15.03,"atr_prior":0.5610000000000003,"stop":14.469,"target":16.713,"exit":15.16,"reason":"time","net_return":0.005426846471140223,"train":false,"max_gain_R":0.6060606060606055,"mom20":-0.18512486427795882,"sma_dist":-0.10278250993753535,"spy_runup":-0.012648786873268647}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2025-12-19","variants":[{"entry_date":"2025-12-05","exit_date":"2025-12-18","lookback":10,"slip":0.0005,"entry":16,"atr_prior":0.3605000000000006,"stop":15.6395,"target":17.081500000000002,"exit":16.83,"reason":"time","net_return":0.050613506958899324,"train":false,"max_gain_R":2.968099861303741,"mom20":-0.008044554455445496,"sma_dist":-0.02398928397467115,"spy_runup":-0.01313602330062802},{"entry_date":"2025-12-05","exit_date":"2025-12-18","lookback":10,"slip":0.0015,"entry":16,"atr_prior":0.3605000000000006,"stop":15.6395,"target":17.081500000000002,"exit":16.83,"reason":"time","net_return":0.04851437750009335,"train":false,"max_gain_R":2.968099861303741,"mom20":-0.008044554455445496,"sma_dist":-0.02398928397467115,"spy_runup":-0.01313602330062802}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2025-12-19","variants":[{"entry_date":"2025-12-16","exit_date":"2025-12-18","lookback":3,"slip":0.0005,"entry":16.98,"atr_prior":0.32949999999999974,"stop":16.6505,"target":17.9685,"exit":16.83,"reason":"time","net_return":-0.0100226082837227,"train":false,"max_gain_R":0.21244309559939406,"mom20":0.028484848484848335,"sma_dist":0.02829788523298782,"spy_runup":-0.004067575190760397},{"entry_date":"2025-12-16","exit_date":"2025-12-18","lookback":3,"slip":0.0015,"entry":16.98,"atr_prior":0.32949999999999974,"stop":16.6505,"target":17.9685,"exit":16.83,"reason":"time","net_return":-0.012000586572350258,"train":false,"max_gain_R":0.21244309559939406,"mom20":0.028484848484848335,"sma_dist":0.02829788523298782,"spy_runup":-0.004067575190760397}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2025-12-19","variants":[{"entry_date":"2025-12-12","exit_date":"2025-12-18","lookback":5,"slip":0.0005,"entry":16.73,"atr_prior":0.3379999999999998,"stop":16.392,"target":17.744,"exit":16.83,"reason":"time","net_return":0.0047708374980508506,"train":false,"max_gain_R":1.0059171597633139,"mom20":0.014634146341463428,"sma_dist":0.010689990281826933,"spy_runup":-0.016996835072090044},{"entry_date":"2025-12-12","exit_date":"2025-12-18","lookback":5,"slip":0.0015,"entry":16.73,"atr_prior":0.3379999999999998,"stop":16.392,"target":17.744,"exit":16.83,"reason":"time","net_return":0.0027633018530479614,"train":false,"max_gain_R":1.0059171597633139,"mom20":0.014634146341463428,"sma_dist":0.010689990281826933,"spy_runup":-0.016996835072090044}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2025-10-01","variants":[{"entry_date":"2025-09-17","exit_date":"2025-09-19","lookback":10,"slip":0.0005,"entry":17.53,"atr_prior":0.4205,"stop":17.1095,"target":18.7915,"exit":17.1095,"reason":"stop","net_return":-0.025157962779322918,"train":false,"max_gain_R":0.6896551724137912,"mom20":-0.0022740193291642674,"sma_dist":-0.011462528515504111,"spy_runup":0.01213328226733057},{"entry_date":"2025-09-17","exit_date":"2025-09-19","lookback":10,"slip":0.0015,"entry":17.53,"atr_prior":0.4205,"stop":17.1095,"target":18.7915,"exit":17.1095,"reason":"stop","net_return":-0.02710570057677031,"train":false,"max_gain_R":0.6896551724137912,"mom20":-0.0022740193291642674,"sma_dist":-0.011462528515504111,"spy_runup":0.01213328226733057}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2025-10-01","variants":[{"entry_date":"2025-09-26","exit_date":"2025-09-30","lookback":3,"slip":0.0005,"entry":16.84,"atr_prior":0.3955000000000002,"stop":16.444499999999998,"target":18.0265,"exit":16.97,"reason":"time","net_return":0.006511176489925052,"train":false,"max_gain_R":0.4804045512010144,"mom20":-0.05686936936936948,"sma_dist":-0.04332181511837119,"spy_runup":0.010106106473412257},{"entry_date":"2025-09-26","exit_date":"2025-09-30","lookback":3,"slip":0.0015,"entry":16.84,"atr_prior":0.3955000000000002,"stop":16.444499999999998,"target":18.0265,"exit":16.97,"reason":"time","net_return":0.0045001636415338275,"train":false,"max_gain_R":0.4804045512010144,"mom20":-0.05686936936936948,"sma_dist":-0.04332181511837119,"spy_runup":0.010106106473412257}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2025-10-01","variants":[{"entry_date":"2025-09-24","exit_date":"2025-09-30","lookback":5,"slip":0.0005,"entry":16.88,"atr_prior":0.3945000000000004,"stop":16.4855,"target":18.0635,"exit":16.97,"reason":"time","net_return":0.004126078915304143,"train":false,"max_gain_R":0.9885931558935366,"mom20":-0.050112612612612684,"sma_dist":-0.03989528199874792,"spy_runup":0.0025037176413462703},{"entry_date":"2025-09-24","exit_date":"2025-09-30","lookback":5,"slip":0.0015,"entry":16.88,"atr_prior":0.3945000000000004,"stop":16.4855,"target":18.0635,"exit":16.97,"reason":"time","net_return":0.0021198315002031176,"train":false,"max_gain_R":0.9885931558935366,"mom20":-0.050112612612612684,"sma_dist":-0.03989528199874792,"spy_runup":0.0025037176413462703}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2025-07-10","variants":[{"entry_date":"2025-06-25","exit_date":"2025-06-25","lookback":10,"slip":0.0005,"entry":19.27,"atr_prior":0.41000000000000014,"stop":18.86,"target":20.5,"exit":18.86,"reason":"stop","net_return":-0.022450359512837914,"train":false,"max_gain_R":0.4390243902439016,"mom20":-0.041707556427870385,"sma_dist":-0.033264033264033155,"spy_runup":0.026562655932936385},{"entry_date":"2025-06-25","exit_date":"2025-06-25","lookback":10,"slip":0.0015,"entry":19.27,"atr_prior":0.41000000000000014,"stop":18.86,"target":20.5,"exit":18.86,"reason":"stop","net_return":-0.024403507111074974,"train":false,"max_gain_R":0.4390243902439016,"mom20":-0.041707556427870385,"sma_dist":-0.033264033264033155,"spy_runup":0.026562655932936385}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2025-07-10","variants":[{"entry_date":"2025-07-07","exit_date":"2025-07-07","lookback":3,"slip":0.0005,"entry":19.1,"atr_prior":0.4415000000000003,"stop":18.6585,"target":20.424500000000002,"exit":18.6585,"reason":"stop","net_return":-0.02428674203232828,"train":false,"max_gain_R":0,"mom20":-0.06692721055202722,"sma_dist":-0.023492420562897798,"spy_runup":0.0011192214111923615},{"entry_date":"2025-07-07","exit_date":"2025-07-07","lookback":3,"slip":0.0015,"entry":19.1,"atr_prior":0.4415000000000003,"stop":18.6585,"target":20.424500000000002,"exit":18.6585,"reason":"stop","net_return":-0.026236220531873244,"train":false,"max_gain_R":0,"mom20":-0.06692721055202722,"sma_dist":-0.023492420562897798,"spy_runup":0.0011192214111923615}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2025-07-10","variants":[{"entry_date":"2025-07-02","exit_date":"2025-07-07","lookback":5,"slip":0.0005,"entry":19.15,"atr_prior":0.44800000000000023,"stop":18.701999999999998,"target":20.494,"exit":18.701999999999998,"reason":"stop","net_return":-0.024565479974602566,"train":false,"max_gain_R":0.5133928571428579,"mom20":-0.07532592950265582,"sma_dist":-0.027820083257183548,"spy_runup":0.01104103530182643},{"entry_date":"2025-07-02","exit_date":"2025-07-07","lookback":5,"slip":0.0015,"entry":19.15,"atr_prior":0.44800000000000023,"stop":18.701999999999998,"target":20.494,"exit":18.701999999999998,"reason":"stop","net_return":-0.0265144015547647,"train":false,"max_gain_R":0.5133928571428579,"mom20":-0.07532592950265582,"sma_dist":-0.027820083257183548,"spy_runup":0.01104103530182643}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2025-04-03","variants":[{"entry_date":"2025-03-20","exit_date":"2025-04-02","lookback":10,"slip":0.0005,"entry":23.25,"atr_prior":0.743,"stop":22.507,"target":25.479,"exit":23.66,"reason":"time","net_return":0.0164139796302325,"train":false,"max_gain_R":1.3997308209959611,"mom20":0.06608536025699863,"sma_dist":-0.0015473222728443758,"spy_runup":0.005128019934274475},{"entry_date":"2025-03-20","exit_date":"2025-04-02","lookback":10,"slip":0.0015,"entry":23.25,"atr_prior":0.743,"stop":22.507,"target":25.479,"exit":23.66,"reason":"time","net_return":0.014383180946556884,"train":false,"max_gain_R":1.3997308209959611,"mom20":0.06608536025699863,"sma_dist":-0.0015473222728443758,"spy_runup":0.005128019934274475}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2025-04-03","variants":[{"entry_date":"2025-03-31","exit_date":"2025-04-02","lookback":3,"slip":0.0005,"entry":23.96,"atr_prior":0.658,"stop":23.302,"target":25.934,"exit":23.66,"reason":"time","net_return":-0.01370513245396876,"train":false,"max_gain_R":0.5015197568389032,"mom20":0.0392841553906591,"sma_dist":0.01834823146999698,"spy_runup":0.02670699767604856},{"entry_date":"2025-03-31","exit_date":"2025-04-02","lookback":3,"slip":0.0015,"entry":23.96,"atr_prior":0.658,"stop":23.302,"target":25.934,"exit":23.66,"reason":"time","net_return":-0.01567575304643387,"train":false,"max_gain_R":0.5015197568389032,"mom20":0.0392841553906591,"sma_dist":0.01834823146999698,"spy_runup":0.02670699767604856}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2025-04-03","variants":[{"entry_date":"2025-03-27","exit_date":"2025-04-02","lookback":5,"slip":0.0005,"entry":23.49,"atr_prior":0.664,"stop":22.825999999999997,"target":25.482,"exit":23.66,"reason":"time","net_return":0.0060291624692598855,"train":false,"max_gain_R":1.2048192771084347,"mom20":0.0219780219780219,"sma_dist":-0.001974587912087933,"spy_runup":-0.004684594478615356},{"entry_date":"2025-03-27","exit_date":"2025-04-02","lookback":5,"slip":0.0015,"entry":23.49,"atr_prior":0.664,"stop":22.825999999999997,"target":25.482,"exit":23.66,"reason":"time","net_return":0.004019112686566517,"train":false,"max_gain_R":1.2048192771084347,"mom20":0.0219780219780219,"sma_dist":-0.001974587912087933,"spy_runup":-0.004684594478615356}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2024-12-19","variants":[{"entry_date":"2024-12-05","exit_date":"2024-12-18","lookback":10,"slip":0.0005,"entry":24.2,"atr_prior":0.47999999999999987,"stop":23.72,"target":25.64,"exit":24.22,"reason":"time","net_return":-0.00037382523162432513,"train":true,"max_gain_R":2.4583333333333335,"mom20":-0.06062961523513399,"sma_dist":-0.007392197125256628,"spy_runup":-0.035186429291232724},{"entry_date":"2024-12-05","exit_date":"2024-12-18","lookback":10,"slip":0.0015,"entry":24.2,"atr_prior":0.47999999999999987,"stop":23.72,"target":25.64,"exit":24.22,"reason":"time","net_return":-0.002371081822512666,"train":true,"max_gain_R":2.4583333333333335,"mom20":-0.06062961523513399,"sma_dist":-0.007392197125256628,"spy_runup":-0.035186429291232724}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2024-12-19","variants":[{"entry_date":"2024-12-16","exit_date":"2024-12-17","lookback":3,"slip":0.0005,"entry":24.95,"atr_prior":0.5249999999999995,"stop":24.425,"target":26.525,"exit":24.26,"reason":"gap_stop","net_return":-0.028821424521850658,"train":true,"max_gain_R":0.2285714285714307,"mom20":0.027171675586661115,"sma_dist":0.02751008977843661,"spy_runup":-0.03253785135658582},{"entry_date":"2024-12-16","exit_date":"2024-12-17","lookback":3,"slip":0.0015,"entry":24.95,"atr_prior":0.5249999999999995,"stop":24.425,"target":26.525,"exit":24.26,"reason":"gap_stop","net_return":-0.030761842709932652,"train":true,"max_gain_R":0.2285714285714307,"mom20":0.027171675586661115,"sma_dist":0.02751008977843661,"spy_runup":-0.03253785135658582}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2024-12-19","variants":[{"entry_date":"2024-12-12","exit_date":"2024-12-17","lookback":5,"slip":0.0005,"entry":24.82,"atr_prior":0.5174999999999995,"stop":24.302500000000002,"target":26.3725,"exit":24.26,"reason":"gap_stop","net_return":-0.023734671306211763,"train":true,"max_gain_R":0.48309178743961395,"mom20":0.0016333197223357132,"sma_dist":0.012381345439537839,"spy_runup":-0.03346569303765523},{"entry_date":"2024-12-12","exit_date":"2024-12-17","lookback":5,"slip":0.0015,"entry":24.82,"atr_prior":0.5174999999999995,"stop":24.302500000000002,"target":26.3725,"exit":24.26,"reason":"gap_stop","net_return":-0.025685252844996787,"train":true,"max_gain_R":0.48309178743961395,"mom20":0.0016333197223357132,"sma_dist":0.012381345439537839,"spy_runup":-0.03346569303765523}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2024-10-02","variants":[{"entry_date":"2024-09-18","exit_date":"2024-10-01","lookback":10,"slip":0.0005,"entry":28.36,"atr_prior":0.5189999999999998,"stop":27.841,"target":29.916999999999998,"exit":28.6,"reason":"time","net_return":0.007253193983291828,"train":true,"max_gain_R":1.0019267822736027,"mom20":0.047093451066960945,"sma_dist":0.02634378549919747,"spy_runup":0.011749110191036527},{"entry_date":"2024-09-18","exit_date":"2024-10-01","lookback":10,"slip":0.0015,"entry":28.36,"atr_prior":0.5189999999999998,"stop":27.841,"target":29.916999999999998,"exit":28.6,"reason":"time","net_return":0.005240698581355563,"train":true,"max_gain_R":1.0019267822736027,"mom20":0.047093451066960945,"sma_dist":0.02634378549919747,"spy_runup":0.011749110191036527}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2024-10-02","variants":[{"entry_date":"2024-09-27","exit_date":"2024-10-01","lookback":3,"slip":0.0005,"entry":28.46,"atr_prior":0.5149999999999997,"stop":27.945,"target":30.005,"exit":28.6,"reason":"time","net_return":0.0037140049671875452,"train":true,"max_gain_R":0.5825242718446619,"mom20":0.030105186797243277,"sma_dist":0.007717555220438266,"spy_runup":-0.008312270834075153},{"entry_date":"2024-09-27","exit_date":"2024-10-01","lookback":3,"slip":0.0015,"entry":28.46,"atr_prior":0.5149999999999997,"stop":27.945,"target":30.005,"exit":28.6,"reason":"time","net_return":0.00170858087727499,"train":true,"max_gain_R":0.5825242718446619,"mom20":0.030105186797243277,"sma_dist":0.007717555220438266,"spy_runup":-0.008312270834075153}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2024-10-02","variants":[{"entry_date":"2024-09-25","exit_date":"2024-10-01","lookback":5,"slip":0.0005,"entry":28.31,"atr_prior":0.5269999999999998,"stop":27.782999999999998,"target":29.891,"exit":28.6,"reason":"time","net_return":0.009032164654403374,"train":true,"max_gain_R":0.8538899430740096,"mom20":0.041267501842299215,"sma_dist":0.005819230153221833,"spy_runup":-0.004413709302741209},{"entry_date":"2024-09-25","exit_date":"2024-10-01","lookback":5,"slip":0.0015,"entry":28.31,"atr_prior":0.5269999999999998,"stop":27.782999999999998,"target":29.891,"exit":28.6,"reason":"time","net_return":0.007016114862848699,"train":true,"max_gain_R":0.8538899430740096,"mom20":0.041267501842299215,"sma_dist":0.005819230153221833,"spy_runup":-0.004413709302741209}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2024-07-11","variants":[{"entry_date":"2024-06-26","exit_date":"2024-07-05","lookback":10,"slip":0.0005,"entry":24.7,"atr_prior":0.47349999999999975,"stop":24.226499999999998,"target":26.1205,"exit":24.226499999999998,"reason":"stop","net_return":-0.020346330604361196,"train":true,"max_gain_R":0.8025343189017935,"mom20":-0.04012227741688956,"sma_dist":-0.004478262592636617,"spy_runup":0.03242388295769061},{"entry_date":"2024-06-26","exit_date":"2024-07-05","lookback":10,"slip":0.0015,"entry":24.7,"atr_prior":0.47349999999999975,"stop":24.226499999999998,"target":26.1205,"exit":24.226499999999998,"reason":"stop","net_return":-0.022303682059711005,"train":true,"max_gain_R":0.8025343189017935,"mom20":-0.04012227741688956,"sma_dist":-0.004478262592636617,"spy_runup":0.03242388295769061}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2024-07-11","variants":[{"entry_date":"2024-07-08","exit_date":"2024-07-10","lookback":3,"slip":0.0005,"entry":24.63,"atr_prior":0.4129999999999999,"stop":24.217,"target":25.869,"exit":24.9,"reason":"time","net_return":0.009749813996827728,"train":true,"max_gain_R":1.0895883777239694,"mom20":-0.05169063350174896,"sma_dist":-0.017476040911653445,"spy_runup":0.010579280092890997},{"entry_date":"2024-07-08","exit_date":"2024-07-10","lookback":3,"slip":0.0015,"entry":24.63,"atr_prior":0.4129999999999999,"stop":24.217,"target":25.869,"exit":24.9,"reason":"time","net_return":0.007732330339378368,"train":true,"max_gain_R":1.0895883777239694,"mom20":-0.05169063350174896,"sma_dist":-0.017476040911653445,"spy_runup":0.010579280092890997}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2024-07-11","variants":[{"entry_date":"2024-07-03","exit_date":"2024-07-10","lookback":5,"slip":0.0005,"entry":24.5,"atr_prior":0.43299999999999983,"stop":24.067,"target":25.799,"exit":24.9,"reason":"time","net_return":0.015107670152729069,"train":true,"max_gain_R":1.339491916859119,"mom20":-0.047100038925652066,"sma_dist":-0.020055241983907623,"spy_runup":0.02300458972349695},{"entry_date":"2024-07-03","exit_date":"2024-07-10","lookback":5,"slip":0.0015,"entry":24.5,"atr_prior":0.43299999999999983,"stop":24.067,"target":25.799,"exit":24.9,"reason":"time","net_return":0.013079481479954858,"train":true,"max_gain_R":1.339491916859119,"mom20":-0.047100038925652066,"sma_dist":-0.020055241983907623,"spy_runup":0.02300458972349695}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2024-04-04","variants":[{"entry_date":"2024-03-20","exit_date":"2024-04-03","lookback":10,"slip":0.0005,"entry":24.86,"atr_prior":0.40049999999999936,"stop":24.4595,"target":26.0615,"exit":24.83,"reason":"time","net_return":-0.0024045909747429928,"train":true,"max_gain_R":1.7228464419475715,"mom20":0.01356350184956856,"sma_dist":0.02602508893465627,"spy_runup":0.007048984468339459},{"entry_date":"2024-03-20","exit_date":"2024-04-03","lookback":10,"slip":0.0015,"entry":24.86,"atr_prior":0.40049999999999936,"stop":24.4595,"target":26.0615,"exit":24.83,"reason":"time","net_return":-0.004397790088579323,"train":true,"max_gain_R":1.7228464419475715,"mom20":0.01356350184956856,"sma_dist":0.02602508893465627,"spy_runup":0.007048984468339459}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2024-04-04","variants":[{"entry_date":"2024-04-01","exit_date":"2024-04-03","lookback":3,"slip":0.0005,"entry":25.38,"atr_prior":0.3815000000000001,"stop":24.9985,"target":26.5245,"exit":24.9985,"reason":"stop","net_return":-0.016212774246444517,"train":true,"max_gain_R":0.44560943643512885,"mom20":0.05543976656940397,"sma_dist":0.041032809801825554,"spy_runup":-0.008450151945887607},{"entry_date":"2024-04-01","exit_date":"2024-04-03","lookback":3,"slip":0.0015,"entry":25.38,"atr_prior":0.3815000000000001,"stop":24.9985,"target":26.5245,"exit":24.9985,"reason":"stop","net_return":-0.018178384561844063,"train":true,"max_gain_R":0.44560943643512885,"mom20":0.05543976656940397,"sma_dist":0.041032809801825554,"spy_runup":-0.008450151945887607}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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

{"event":"2024-04-04","variants":[{"entry_date":"2024-03-27","exit_date":"2024-04-03","lookback":5,"slip":0.0005,"entry":24.73,"atr_prior":0.37349999999999994,"stop":24.3565,"target":25.8505,"exit":24.83,"reason":"time","net_return":0.002839541786004318,"train":true,"max_gain_R":2.1954484605087026,"mom20":0.03347280334728042,"sma_dist":0.020787700954663757,"spy_runup":-0.0044096224260797845},{"entry_date":"2024-03-27","exit_date":"2024-04-03","lookback":5,"slip":0.0015,"entry":24.73,"atr_prior":0.37349999999999994,"stop":24.3565,"target":25.8505,"exit":24.83,"reason":"time","net_return":0.0008358648765840471,"train":true,"max_gain_R":2.1954484605087026,"mom20":0.03347280334728042,"sma_dist":0.020787700954663757,"spy_runup":-0.0044096224260797845}]} Daily proxy, fee1bp/side, slippage5/15bp, T5 primary; alternatives not selected. Prior20ATR; stopfirst ifboth. Model returns not actualfills. 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