Notes

A news scan found the event data for 2024-01-04. This event had two variants that occurred on December 19, 2023, and ended on December 20, 2023. The first variant had an entry price of 24.92, a stop price of 24.50, and a target price of 26.18. It exited at 24.48 due to a gap stop, resulting in a net return of -0.0188. The second variant had the same entry, stop, and target prices, but exited at 24.48 due to a gap stop, resulting in a net return of -0.0208. Both variants used a lookback period of 10 days, with the first having a slip of 0.0005 and the second having a slip of 0.0015. The prior 20-day Average True Range, or ATR, was 0.42. ATR is a measure of how much a stock's price moves. 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 primary time frame was T5, and alternatives were not selected. The model used a stop-first strategy if both conditions were met, and the returns are based on the model, not actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122874-0 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2024-01-04, an event occurred for CAG. There were two variants considered. The first variant had an entry date of 2023-12-29 and an exit date of 2024-01-03, with a lookback period of 3 days, a slip of 0.0005, an entry price of 24.09, and an average true range prior to the event of 0.4495, which is a measure of volatility. The stop price was 23.6405 and the target price was 25.4385. The exit price was 24.72, and the reason for exiting was time, meaning the trade was closed after a certain period. The net return was 0.0249, and the maximum gain was 2.4694. The momentum over 20 days was 0.0194, and the distance from the simple moving average was -0.0179. The S&P 500 runup was -0.0162. 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 24.72. The reason for exiting was also time, and the net return was 0.0229. The maximum gain, momentum, and distances were the same as the first variant. The daily proxy, which is a benchmark used for comparison, 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 choice, and alternatives were not selected. The prior 20-day average true range was used to determine the stop price, and the stop-first strategy was used if both conditions were met. The model returns are not actual trading results. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122874-0 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2024-01-04, an event occurred for CAG. Two variants were considered, both entering on 2023-12-27 and exiting on 2024-01-03. The first variant had a lookback period of 5 days, a slip of 0.0005, an entry price of 24.06, and an average true range, or atr, prior to the event of 0.4485. The stop price was 23.6115 and the target price was 25.4055. The exit price was 24.72, with a reason for exit being time, resulting in a net return of 0.0262. The second variant had the same entry and exit dates, lookback period, entry price, and atr prior, but a slip of 0.0015, resulting in a net return of 0.0241. Both variants used a daily proxy, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 level was primary, with alternatives not selected. The prior 20-day average true range, or atr, was used, with a stop-first strategy if both conditions were met. The model returns were not based on actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122874-0 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event details for CAG on 2023-10-05. The event had two variants. The first variant had an entry date of 2023-09-21 and an exit date of 2023-09-25, with a lookback period of 10 days, a slip of 0.0005, an entry price of 24.09, and an atr_prior of 0.37950000000000034. The stop price was 23.7105 and the target price was 25.2285. The exit price was 23.7105, with a reason of stop, a net return of -0.016933812256366365, and a max_gain_R of 0.895915678524373. The mom20 was -0.028214429665457397, the sma_dist was -0.012674297180532146, and the spy_runup was -0.025331782246385326. The second variant had the same dates, lookback, entry, atr_prior, stop, target, and exit, but a slip of 0.0015 and a net return of -0.01889798193530212. 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 Prior20ATR, which is the average true range over 20 days, was used, and the stopfirst ifboth rule was applied, meaning the first stop to be triggered would be the one used. The model returns are not the actual fills, meaning they are based on the model's predictions rather than the actual trades made. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122865 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2023-10-05, an event occurred for CAG. There were two variants, both with an entry date of 2023-10-02 and an exit date of 2023-10-02. The lookback period, which is the time frame used to analyze data, was 3 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 entry price was 22.77 for both variants. The atr_prior, which is the average true range, a measure of volatility, prior to the trade, was 0.3835000000000003 for both variants. The stop price, or the price at which a stop-loss order is triggered, was 22.386499999999998 for both variants. The target price was 23.9205 for both variants. The exit price was 22.386499999999998 for both variants, and the reason for exit was a stop-loss. The net return was -0.018021418095897523 for the first variant and -0.019983414734564664 for the second variant. The max_gain_R, or the maximum gain as a ratio, was 0.13037809647979315 for both variants. The mom20, or the momentum over 20 days, was -0.08269771176234442 for both variants. The sma_dist, or the distance from the simple moving average, was -0.04257102153691439 for both variants. The spy_runup, or the run-up of the S&P 500, was -0.004606730675977055 for both variants. The daily proxy, which is a substitute for daily data, was used, with a fee of 1 basis point per side, and slippage of 5-15 basis points. The T5 primary, or the primary strategy for the fifth tier, was used, and alternatives were not selected. The prior 20-day average true range was used, and the stop-first strategy was used if both conditions were met. The model returns are not actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122865 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2023-10-05, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2023-09-28 and an exit date of 2023-10-02, with a lookback period of 5 days, a slip of 0.0005, and an entry price of 22.88. The average true range, or atr, prior to this was 0.3875000000000002, which is a measure of volatility. The stop loss was set at 22.4925 and the target price was 24.0425. The exit price was 22.4925, and the reason for exiting was due to the stop loss being reached. The net return was -0.018115157944187055, and this was part of the training data. The maximum gain possible, known as max gain R, was 0.438709677419359. Other factors considered were the momentum over 20 days, or mom20, which was -0.09072900158478603, the distance from the simple moving average, or sma dist, which was -0.046946699611719045, and the runup of the spy, which was -0.0019205990324069333. The second variant had the same entry and exit dates, lookback period, entry price, atr prior, stop loss, target price, and exit price. However, the slip was 0.0015, and the net return was -0.0200769672903095. The daily proxy, with a fee of 1 basis point per side and slippage of 5 to 15 basis points, used the T5 primary, and alternatives were not selected. The prior 20 day average true range, or Prior20ATR, was used, and the stop loss was 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-first-quarter-results-prn-122865 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2023-07-13. The event had two variants. The first variant had an entry date of 2023-06-28 and an exit date of 2023-06-29, with a lookback period of 10 days, a slip of 0.0005, an entry price of 27.63, and an atr_prior of 0.5225, which is a measure of price volatility. The stop price was 27.1075 and the target price was 29.1975. The exit price was 27.02, with a reason of gap_stop, meaning the trade was stopped due to a price gap. The net return was -0.0233, with a maximum gain of 1.378, a 20-day momentum of -0.0171, a distance from the simple moving average of -0.0072, and an S&P 500 runup of 0.0252. The second variant had the same dates, lookback, entry, atr_prior, stop, target, exit, and reason, but a slip of 0.0015 and a net return of -0.0252. The daily proxy, which is a substitute for daily data, had a fee of 1 basis point per side, a slippage of 5 to 15 basis points, and a primary time period 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 filled prices. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-results-prn-122856 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2023-07-13 for CAG SEP1202. This event had two variants. The first variant had an entry date of 2023-07-10 and an exit date of 2023-07-12, with a lookback period of 3 days, a slip of 0.0005, an entry price of 27.39, and an atr_prior of 0.4905000000000005. The stop price was 26.8995 and the target price was 28.861500000000003. The exit price was 27.2, and the reason for exit was time. The net return was -0.008127799419981985, and the train value was true. The max_gain_R was 0.2650356778797123, mom20 was -0.0256045519203415, sma_dist was -0.025881683731513228, and spy_runup was 0.01790959916611401. 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, the reason for exit was also time, and the net return was -0.010109563543341915. The train value, max_gain_R, mom20, sma_dist, and spy_runup values were the same as the first variant. 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 Prior20ATR, which refers to the average true range over the last 20 days, was used to determine the stop price, with the instruction to stop first if both conditions are met. The model returns are not the actual fills, meaning they are based on the model's calculations rather than the actual trades executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-results-prn-122856 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event details for CAG on 2023-07-13. The event had two variants. The first variant had an entry date of 2023-07-06 and an exit date of 2023-07-10, with a lookback period of 5 days, a slip of 0.0005, an entry price of 27.7, and an atr prior of 0.5440000000000005. The stop price was 27.156 and the target price was 29.332. The exit price was 27.156 and the reason for exit was a stop. The net return was -0.020814716887254447. 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 -0.022771132505173708. Both variants used a daily proxy, with 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 atr, was used, which is a measure of volatility. The stopfirst rule was used, which means that if both conditions are met, the stop is triggered first. 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-fourth-quarter-results-prn-122856 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2023-04-05. The event had two variants. The first variant had an entry date of 2023-03-22 and an exit date of 2023-04-04, with a lookback period of 10 days, a slip of 0.0005, an entry price of 29.87, and an average true range prior to the event of 0.5050000000000004. The stop price was 29.365000000000002 and the target price was 31.385. The exit price was 30.72, with a reason for exit of time, a net return of 0.02722323759551104, and a maximum gain of 2.0990099009900947. 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, with a net return of 0.025170841976641878. 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, and alternatives were not selected. The prior 20-day average true range was used, with a stop-first rule 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-122848 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2023-04-05. The event had two variants. The first variant had an entry date of 2023-03-31 and an exit date of 2023-04-04, with a lookback of 3 days, a slip of 0.0005, an entry price of 30.66, and an atr_prior of 0.5165, which is a measure of price volatility. The stop price was 30.1435 and the target price was 32.2095. The exit price was 30.72, and the reason for exit was time. The net return was 0.0007553, and the maximum gain was 0.4066. The mom20, which is a measure of momentum, was 0.0429, and the sma_dist, which is a measure of distance from a moving average, was 0.0339. The spy_runup, which is a measure of the performance of the S&P 500, was 0.0099. The second variant had the same entry and exit dates, lookback, entry price, atr_prior, stop price, target price, and exit price, but a slip of 0.0015, and a net return of -0.0012. The daily proxy, which is a measure of daily performance, was used, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 primary, which is a measure of the top 5 performances, was used, and alternatives were not selected. The prior 20-day average true range, which is a measure of price volatility, was used, and the stop-first rule was applied 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-122848 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2023-04-05, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2023-03-29 and an exit date of 2023-04-04, with a lookback period of 5 days, a slip of 0.0005, an entry price of 30.59, and an average true range prior to the event of 0.5325. The stop price was 30.0575 and the target price was 32.1875. The exit price was 30.72, and the reason for exit was time. The net return was 0.003045377802481486, and this was a training event. The maximum gain was 0.6384976525821588, the momentum over 20 days was 0.023849512932482497, the distance from the simple moving average was 0.035748266956639796, and the SPY runup was 0.021884118382659468. 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 and target prices were also the same, but the net return was 0.0010412896319809128. This was also a training event with the same maximum gain, momentum, distance from the simple moving average, and SPY runup as the first variant. The daily proxy had a fee of 1 basis point per side and a slippage of 5 to 15 basis points, with T5 as the primary choice and no alternatives 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 based on actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122848 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event details for 2023-01-05. The event had two variants. The first variant had an entry date of 2022-12-20 and an exit date of 2023-01-04, with a lookback period of 10 days, which is a term used to describe the amount of time used to calculate certain values. The slip, or difference between expected and actual prices, was 0.0005. The entry price was 30.98, and the average true range, or atr, prior to the event was 0.4939999999999998, which is a measure of volatility. The stop price, or the price at which a trade is automatically stopped, was 30.486, and the target price was 32.462. The exit price was 31.31, and the reason for exit was time. The net return was 0.009439978423452011, and this was a training event, meaning it was used to train a model. The maximum gain as a ratio, or max gain R, was 1.5991902834008087, the momentum over 20 days, or mom20, was 0.06041881222107803, the distance from the simple moving average, or sma dist, was 0.009922678305788413, and the runup of the spy, or spy runup, which refers to the performance of the S&P 500 index, was 0.011941533370104729. The second variant had the same entry and exit dates, lookback period, and other values, but the slip was 0.0015, and the net return was 0.007423113818561422. The daily proxy, which is a term used to describe a substitute for a daily value, fee of 1 basis point per side, and slippage of 5 to 15 basis points, were used, with T5 being the primary, meaning the fifth trading day was the most important. Alternatives were not selected. The prior 20 day average true range, or Prior20ATR, was used, and the stop first if both rule was applied, meaning that if both conditions were met, the trade would be stopped. The model returns were not actual fills, meaning they were hypothetical and not based on real trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122839 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2023-01-05 for CAG. This event had two variants. The first variant had an entry date of 2022-12-30 and an exit date of 2023-01-04, with a lookback period of 3 days, which is the time frame used to analyze data. The slip, or difference between expected and actual prices, was 0.0005. The entry price was 31.42, and the atr_prior, which is the average true range, a measure of price volatility, prior to the event, was 0.46599999999999947. The stop price, or the price at which to sell a security, was 30.954, and the target price, or the desired price, was 32.818. The exit price was 31.31, and the reason for exiting was time, meaning the trade was closed after a certain time period. The net return was -0.004696036551287697, and this was a training event, meaning it was used to train a model. The max gain R, or the maximum gain as a ratio, was 0.30042918454935014. The mom20, or momentum over 20 days, was 0.020799480012999805, and the sma_dist, or distance from the simple moving average, was 0.010390195258468182. The spy_runup, or the increase in the S&P 500 index, was 0.008215639940649666. The second variant had the same dates, lookback, entry, atr_prior, stop, target, exit, reason, and other values as the first variant, but the slip was 0.0015, and the net return was -0.006684657348853262. This was a daily proxy, meaning it represented daily data, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 was the primary, or main, choice, 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, meaning they were based on a model rather than real trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122839 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2023-01-05. The event had two variants. The first variant had an entry date of 2022-12-28 and an exit date of 2023-01-03, with a lookback period of 5 days, which is the number of days used to calculate the trading strategy. The slip, or the difference between the expected and actual price of a trade, was 0.0005. The entry price was 31.66. The atr_prior, or the average true range prior to the trade, which measures price volatility, was 0.4979999999999995. The stop price, or the price at which the trade would be automatically stopped, was 31.162. The target price, or the desired price of the trade, was 33.153999999999996. The exit price was 31.162. The reason for the exit was a stop, meaning the trade was stopped at the predetermined stop price. The net return was -0.016910043428503663. The train value was true, indicating this trade was used to train the model. The max_gain_R, or the maximum gain as a ratio, was 0.22088353413654527. The mom20, or the momentum over 20 days, which measures the speed of price changes, was 0.05331556147950667. The sma_dist, or the distance from the simple moving average, which is a moving average that calculates the average price of a security over a specified period, was 0.020121665886757123. The spy_runup, or the runup of the S&P 500, was 0.00639056500274271. The second variant had the same values as the first variant. 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 percentages, and slippage of 5 to 15 basis points. The T5 was the primary choice, with 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, meaning the returns calculated by the model were not the same as the actual trades executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122839 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2022-10-06, an event occurred for CAG. There were two variants considered. The first variant had an entry date of 2022-09-22 and an exit date of 2022-09-27, with a lookback period of 10 days, a slip of 0.0005, and an entry price of 27.6. The average true range, or atr, prior to this was 0.534. The stop price was 27.066, and the target price was 29.202. The exit price was 27.066, and the reason for exit was a stop. The net return was -0.0205, and the maximum gain was 0.8989. The momentum over 20 days, or mom20, was -0.0248, and the distance from the simple moving average, or sma_dist, was -0.0018. The runup of the spy was 0.0013. The second variant had the same entry and exit dates, lookback period, entry price, atr, stop price, target price, and exit price. However, the slip was 0.0015, and the net return was -0.0225. The maximum gain, 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 was used, and the stop was 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-122830 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2022-10-06 for CAG. This event had two variants. The first variant started on 2022-10-03 and ended on 2022-10-05, with a lookback period of 3 days, a slip of 0.0005, an entry price of 26.39, and an average true range, or atr, prior to the event of 0.5875. The stop price was 25.8025 and the target price was 28.1525. The exit price was 27.14, and the reason for exiting was time. The net return was 0.0272, the maximum gain was 1.5149, the momentum over 20 days, or mom20, was -0.0487, the distance from the simple moving average, or sma_dist, was -0.0383, and the runup of the spy, or spy_runup, was 0.0443. 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 exiting. However, the slip was 0.0015, and the net return was 0.0251. The daily proxy, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points, used the T5 primary, and did not select alternatives. 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-first-quarter-results-prn-122830 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2022-10-06 for CAG. This event had two variants that occurred on the same dates, from 2022-09-29 to 2022-09-30. The first variant had an entry price of 26.89, a stop price of 26.3045, and a target price of 28.6465, but it exited at 26.3045 due to a stop, resulting in a net return of -0.022947061009309988. The second variant had the same entry, stop, and target prices, but a slightly different slip, which is a small difference in the price, of 0.0015, and it also exited at 26.3045 due to a stop, resulting in a net return of -0.024899216196221152. Both variants used a lookback period of 5 days, which means they considered the last 5 days of data, and a prior 20-day average true range, or atr, of 0.5854999999999999, which is a measure of price volatility. The daily proxy, or a representative value for the day, fee of 1 basis point per side, and slippage of 5 to 15 basis points were also considered. The T5 level was the primary level used, and alternatives were not selected. The model returns are not the actual fills, meaning they are based on the model's predictions, not the actual trades made. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-first-quarter-results-prn-122830 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2022-07-14. The event had two variants. The first variant had an entry date of 2022-06-29 and an exit date of 2022-07-13, with a lookback period of 10 days, a slip of 0.0005, an entry price of 27.25, and an atr_prior of 0.6344999999999995. The stop price was 26.6155 and the target price was 29.153499999999998. The exit price was 28.42, with a reason of time, a net return of 0.041685007406718766, and a max_gain_R of 2.253743104806936. The mom20 was 0.023899848254931744 and the sma_dist was 0.042507580293169145, with a spy_runup of -0.006309497454062507. The second variant had the same entry and exit dates, lookback period, entry price, atr_prior, stop price, target price, and exit price, but with a slip of 0.0015 and a net return of 0.0396037171212229. The daily proxy had a fee of 1 basis point per side, a slippage of 5 to 15 basis points, and a T5 primary, with alternatives not selected. The prior 20-day Average True Range, or ATR, was used, with a stop-first rule if both conditions were met. The model returns were not actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fy22-fourth-quarter-and-full-year-results-prn-122821 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2022-07-14. The event had two variants. The first variant had an entry date of 2022-07-11 and an exit date of 2022-07-13, with a lookback period of 3 days, which is the time period used to analyze data before making a decision. The slip, or the difference between the expected and actual price of a trade, was 0.0005. The entry price was 28.07, the atr prior, or average true range, which measures price volatility, was 0.5975, the stop price, or the price at which a trade is automatically stopped, was 27.4725, and the target price was 29.8625. The exit price was 28.42, and the reason for exit was time, meaning the trade was closed after a certain time period. The net return was 0.0113, and the train, or training data, was true. The max gain R, or maximum gain as a ratio, was 1.0209, the mom20, or momentum over 20 days, was 0.0812, the sma dist, or distance from the simple moving average, was 0.0592, and the spy runup, or the increase in the S&P 500 index, was -0.0182. The second variant had the same dates, lookback, and other values. The daily proxy, or representative data, was used, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points. The T5 primary, or fifth level of a technical indicator, 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, which means stopping a trade if both conditions are met, was applied. The model returns, or the returns predicted by the model, were not the actual fills, or executed trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fy22-fourth-quarter-and-full-year-results-prn-122821 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2022-07-14, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2022-07-07 and an exit date of 2022-07-13, with a lookback period of 5 days, a slip of 0.0005, an entry price of 27.58, and a prior average true range, or atr, of 0.5954999999999995. The stop price was 26.984499999999997 and the target price was 29.366499999999995. The exit price was 28.42, and the reason for exit was time. The net return was 0.029221046114324967, and this was used for training, with a maximum gain of 1.8471872376154532. The momentum over 20 days, or mom20, was 0.08043732916829383, and the distance from the simple moving average, or sma_dist, was 0.05203125297036304. The spy runup was -0.016326977865439463. The second variant had the same entry and exit dates, lookback period, entry price, atr, stop price, target price, and exit price, but a slip of 0.0015, and a net return of 0.027164658867053104. The daily proxy, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points, used the T5 primary, and did not select alternatives. The prior 20-day average true range, or Prior20ATR, was used, and the stop was first if both conditions were met. The model returns were not actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fy22-fourth-quarter-and-full-year-results-prn-122821 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2022-04-07, an event occurred for CAG. There were two variants considered. The first variant had an entry date of 2022-03-24 and an exit date of 2022-04-06, with a lookback period of 10 days, a slip of 0.0005, an entry price of 25.38, and an average true range prior to the event of 0.7855. The stop price was 24.5945 and the target price was 27.7365. The exit price was 27.07, and the reason for exit was time. The net return was 0.0653, and the maximum gain was 2.5207. The momentum over 20 days was -0.1008, the distance from the simple moving average was -0.0182, and the runup of the S&P 500 was 0.0013. 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 and reason were also the same. The net return was 0.0632, and the maximum gain was the same as the first variant. The momentum, distance from the simple moving average, and S&P 500 runup were also the same. 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, 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-122804 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event details for 2022-04-07. The event had two variants. The first variant had an entry date of 2022-04-04 and an exit date of 2022-04-06, with a lookback period of 3 days, a slip of 0.0005, an entry price of 26.77, and an atr_prior of 0.6775, which is a measure of price volatility. The stop price was 26.0925 and the target price was 28.8025. The exit price was 27.07, and the reason for exit was time. The net return was 0.009993854327046137, and the maximum gain was 0.8708487084870844. The mom20, or 20-day momentum, was -0.009587020648967659, and the sma_dist, or distance from the simple moving average, was 0.05768852136247293. The spy_runup, or runup of the S&P 500, was -0.014591030257681381. 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 0.00797588307616448. 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 level, which refers to a specific trading strategy, was primary, but alternatives were not selected. The prior 20-day average true range, or Prior20ATR, was used, and the stopfirst ifboth rule, which means to stop the trade if both conditions are met, was applied. The model returns are not actual fills, meaning they are based on the model's predictions rather than actual trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122804 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2022-04-07 for CAG. This event had two variants, which are different versions of a trade. The first variant started on 2022-03-31 and ended on 2022-04-06. It had a lookback period of 5 days, which is a time frame used to analyze past data, and a slip of 0.0005, which is a small amount added to the price to account for the cost of buying or selling. The entry price was 26.28, and the stop price, which is the price at which the trade would be automatically stopped to limit losses, was 25.606. The target price, which is the desired price to sell at, was 28.302. The trade actually exited at 27.07 because of a time reason, not a price reason. The net return, which is the profit after costs, was 0.02882555100209383. This variant was used to train the model, which means it was used to teach the model how to make decisions. The maximum gain, which is the biggest profit made during the trade, was 1.6023738872403526 times the risk, and the momentum over 20 days, which is a measure of how fast the price is moving, was -0.03447011367803454. The distance from the simple moving average, which is a way to smooth out price fluctuations, was 0.03459792923240124, and the runup of the S&P 500, which is a measure of how much the S&P 500 index has increased, was -0.02482934166377404. The second variant had the same dates, lookback, entry, stop, target, exit, and reason as the first variant, but a slightly different slip of 0.0015, and a net return of 0.026769953955438464. The daily proxy, which is a way to estimate daily performance, and the fee of 1 basis point per side, which is a small cost of buying or selling, and the slippage of 5 to 15 basis points, which is the difference between the expected price and the actual price, were considered. The T5 level, which is a way to measure performance, was primary, and alternatives were not selected. The prior 20-day average true range, which is a way to measure volatility, was used, and the stop was first if both conditions were met. The model returns are not the actual fills, which means the results are based on the model's predictions, not the actual trades. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122804 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2022-01-06. The event had two variants. The first variant had an entry date of 2021-12-22 and an exit date of 2021-12-27, with a lookback period of 10 days, which is a term used to describe the amount of time used to calculate certain indicators. The slip, or the difference between the expected price and the actual price, was 0.0005. The entry price was 26.49. The atr_prior, or the average true range prior to the event, was 0.5349999999999998. The stop price, or the price at which the position would be closed, was 25.955. The target price, or the desired price, was 28.095. The exit price was 25.955. The reason for the exit was a stop, meaning the position was closed when it reached the stop price. The net return was -0.021371359835802073. The train, or the training data, was true. The max_gain_R, or the maximum gain, was 1.2149532710280417. The mom20, or the momentum over 20 days, was 0.07833537331701335. The sma_dist, or the distance from the simple moving average, was 0.05085284879328844. The spy_runup, or the runup of the S&P 500, was 0.012080012860850253. 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 -0.023326663279164772. The daily proxy, or the daily representative value, fee1bp/side, or a fee of 1 basis point per side, and slippage5/15bp, or a slippage of 5 to 15 basis points, were used. T5 primary, or the primary model with a 5-minute interval, was used, and alternatives were not selected. Prior20ATR, or the prior 20-day average true range, was used, and stopfirst ifboth, or stop the position first if both conditions are met, was the strategy. 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-122798 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all