Notes

On 2022-01-06, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2022-01-03 and an exit date of 2022-01-05, with a lookback period of 3 days, a slip of 0.0005, an entry price of 26.56, and an average true range prior to the event of 0.47399999999999964. The stop price was 26.086 and the target price was 27.982. The exit price was 26.68, and the reason for exit was time. The net return was 0.0033133734819290606. The second variant had the same dates and prices, but a slip of 0.0015 and a net return of 0.0013087498551240806. 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 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-second-quarter-results-prn-122798 ; 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 2021-12-30 and an exit date of 2022-01-05, with a lookback period of 5 days, a slip of 0.0005, an entry price of 26.54, and an average true range, or atr, prior to the event of 0.512. The stop price was 26.028 and the target price was 28.076. The exit price was 26.68, and the reason for exit was time. The net return was 0.0041, and the maximum gain was 1.1719. The second variant had the same dates and prices, but a slip of 0.0015, and a net return of 0.0021. The daily proxy, or a stand-in 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 was primary, and alternatives were not selected. The prior 20-day average true range, or atr, was used, and the stop was first if both conditions were met. The model returns were not the same as actual fills. 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

On 2021-10-07, an event for CAG SEP1202 was analyzed. The analysis considered two variants that entered on 2021-09-23 and exited on 2021-09-29. The first variant had a lookback period of 10 days, a slip of 0.0005, an entry price of 25.77, and an average true range prior to the event of 0.4139999999999997. The stop price was 25.356 and the target price was 27.012. The exit price was 27.012, and the reason for exit was reaching the target. The net return was 0.046938495871035935. 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. It also had the same stop and target prices, and the same reason for exit. The net return for the second variant was 0.04484670909722732. Both variants were part of the training data. The maximum gain for both variants was 3.2125603864734367. The momentum over 20 days was 0.006247559547051917, and the distance from the simple moving average was 0.002509190640135328. The runup of the SPY was -0.011251485244549997. This analysis used a daily proxy, 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 fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-solid-first-quarter-results-prn-122783 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2021-10-07 for CAG SEP1202. This event had two variants. The first variant had an entry date of 2021-10-04 and an exit date of 2021-10-06, with a lookback period of 3 days, a slip of 0.0005, an entry price of 26.12, and an atr prior of 0.4435, which is a measure of price volatility. The stop price was 25.6765 and the target price was 27.4505. The exit price was 26.68, and the reason for exit was time. The net return was 0.0202, the maximum gain was 1.443, the momentum over 20 days was 0.0069, the distance from the simple moving average was 0.0073, and the runup of the spy was 0.0044. 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 0.0182. 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, or atr, was used, and the stop was first if both conditions were met. The model returns were not the actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-solid-first-quarter-results-prn-122783 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On the event date of 2021-10-07, there were two variants considered for the CAG SEP1202 event. The first variant had an entry date and exit date of 2021-09-30, with a lookback period of 5 days, a slip of 0.0005, and an entry price of 26.7. The average true range prior to this, or atr_prior, was 0.4295, the stop price was 26.2705, and the target price was 27.9885. The exit price was 26.2705, and the reason for exit was a stop, resulting in a net return of -0.017266130899165066. The second variant had the same entry and exit dates, lookback period, and prices, but with a slip of 0.0015, and resulted in a net return of -0.019229636604291. Both variants were part of the training data, with a maximum gain of 0.2561117578579731, a momentum over 20 days, or mom20, of 0.046429964884900476, and a distance from the simple moving average, or sma_dist, of 0.0368823938761309. The runup of the S&P 500, or spy_runup, was -0.0025684931506849695. This analysis used a daily proxy, with a fee of 1 basis point per side, and slippage of 5 to 15 basis points, with the T5 level being primary. The alternatives were not selected, and the prior 20-day average true range, or Prior20ATR, was used, with the stop being triggered first if both conditions were met. Note that the model returns are not the actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-solid-first-quarter-results-prn-122783 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2021-07-13 for CAG SEP1202. This event had two variants. The first variant had an entry date of 2021-06-28 and an exit date of 2021-07-12, with a lookback period of 10 days, a slip of 0.0005, an entry price of 27.36, and an average true range prior to the event of 0.43300000000000055. The stop price was 26.927 and the target price was 28.659000000000002. The exit price was 27.54, and the reason for exit was time. The net return was 0.005371776994162358, and this was used for training, with a maximum gain of 1.7321016166281733. The momentum over 20 days was -0.059855521155830815, the distance from the simple moving average was -0.04123765589096828, and the runup of the SPY was 0.023220279545112854. 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 0.0033630406699456383. 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 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-strong-fy21-fourth-quarter-and-full-year-results-prn-122776 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2021-07-13, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2021-07-08 and an exit date of 2021-07-12, with a lookback period of 3 days, a slip of 0.0005, an entry price of 27.63, and an average true range prior to the event of 0.421. The stop price was 27.209 and the target price was 28.893. The exit price was 27.54, and the reason for exit was time. The net return was -0.004452702911318163, and the maximum gain was 0.617577197149647. The second variant had the same entry and exit dates, lookback period, entry price, and average true range prior, but with a slip of 0.0015. The stop and target prices were also the same, but the net return was -0.006441809890346928. The daily proxy used a fee of 1 basis point per side, slippage of 5 to 15 basis points, and a T5 primary level. 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 fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-fy21-fourth-quarter-and-full-year-results-prn-122776 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2021-07-13, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2021-07-06 and an exit date of 2021-07-12, with a lookback period of 5 days, a slip of 0.0005, an entry price of 27.48, and an average true range prior to the event of 0.4255. The stop price was 27.0545 and the target price was 28.7565. The exit price was 27.54, and the reason for exit was time. The net return was 0.0009815072256287305, and the maximum gain was 1.0575793184488809. The momentum over 20 days was -0.07875335120643434, the distance from the simple moving average was -0.018669903259201037, and the runup of the S&P 500 spy was 0.0076221016280217935. 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 the same as the first variant, and the exit price was also 27.54. The reason for exit was also time. The net return was -0.0010184573242463246, and the maximum gain was the same as the first variant. The momentum over 20 days, distance from the simple moving average, and runup of the S&P 500 spy were also the same as the first variant. 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-strong-fy21-fourth-quarter-and-full-year-results-prn-122776 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2021-04-08. The event had two variants. The first variant had an entry date of 2021-03-24 and an exit date of 2021-04-07, with a lookback period of 10 days, a slip of 0.0005, an entry price of 28.44, and an average true range prior to the event of 0.5975, which is a measure of price volatility. The stop loss was 27.8425 and the target was 30.2325. The exit price was 28.34, and the reason for exit was time, meaning the trade was closed after a certain time period. The net return was -0.0047, and the maximum gain was 2.0418. The second variant had the same entry and exit dates, lookback period, entry price, and average true range prior to the event, but with a slip of 0.0015. The stop loss, target, and exit price were also the same as the first variant. The net return was -0.0067. 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 primary time period used was T5, and alternatives were not selected. The prior 20-day average true range was used, and the stop loss was triggered 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-strong-third-quarter-results-prn-122766 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On 2021-04-08, an event occurred for CAG SEP1202. There were two variants considered. The first variant had an entry date of 2021-04-05 and an exit date of 2021-04-07, with a lookback period of 3 days, a slip of 0.0005, an entry price of 28.54, and an average true range prior to the event of 0.611. The stop price was 27.929 and the target price was 30.373. The exit price was 28.34, and the reason for exit was time. The net return was -0.008198584643909435. 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, and the exit price and reason for exit were the same. The net return was -0.010180207338144509. Both variants were part of the training set. The maximum gain to risk ratio was 0.4746317512274942, the momentum over 20 days was 0.07543593631539047, the distance from the simple moving average was -0.001144265469589012, and the runup of the S&P 500 was 0.007742656449553076. This was 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, but 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 fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-third-quarter-results-prn-122766 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event details for 2021-04-08. The event had two variants. The first variant had an entry date of 2021-03-31 and an exit date of 2021-04-01, with a lookback period of 5 days, a slip of 0.0005, an entry price of 29.09, and an average true range prior to the event of 0.6260000000000006. The stop price was 28.464 and the target price was 30.968. The exit price was 28.464, and the reason for the exit was a stop, resulting in a net return of -0.022692895032770055. The second variant had the same entry and exit dates, lookback period, entry price, and average true range prior to the event, but with a slip of 0.0015. The stop and target prices were also the same, with an exit price of 28.464, and the reason for the exit was also a stop, resulting in a net return of -0.024645558044190552. 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 any 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 based on actual fills. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-third-quarter-results-prn-122766 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event data for 2021-01-07. The event had two variants. The first variant had an entry date of 2020-12-22 and an exit date of 2021-01-05, with a lookback period of 10 days, which means the system looked at 10 days of data to make decisions. The slip, or difference between expected and actual prices, was 0.0005. The entry price was 27.2, and the atr_prior, or average true range, which measures price volatility, was 0.4629999999999999. The stop price, or the price at which the system would automatically sell, was 26.737, and the target price, or the desired sale price, was 28.589. The actual exit price was 26.65, and the reason for the exit was a gap_stop, which means the system sold because the price gap was too large. The net return was -0.021395618452529686, and this was a training, or practice, trade. The maximum gain, as a percentage of the initial investment, was 1.5550755939524894, and the mom20, or momentum over 20 days, which measures the speed of price changes, was 0.002954209748892156. The sma_dist, or distance from the simple moving average, which is a measure of the average price over a certain period, was 0.007175569688317118, and the spy_runup, or the increase in the S&P 500 index, was 0.014127764127764175. The second variant had the same dates, lookback, slip, entry price, atr_prior, stop price, target price, exit price, reason, and other values as the first variant, but with a slip of 0.0015 and a net return of -0.023350873427091412. The system used a daily proxy, which is a substitute for actual data, and a fee of 1 basis point, or 0.01%, per side, which means per buy or sell. The slippage, or difference between expected and actual prices, was 5 to 15 basis points, and the T5 primary, which refers to a specific trading strategy, was used. The alternatives were not selected. The system used the prior 20-day average true range, and stopped the trade first if both conditions were met. The model returns were not actual fills, which means the system's predicted outcomes were not the same as the actual trades that were executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-second-quarter-results-prn-122760 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the event 2021-01-07 for CAG. This event had two variants. The first variant had an entry date of 2021-01-04 and an exit date of 2021-01-04, with a lookback period of 3 days, which is the time frame used to analyze past data, and a slip of 0.0005, referring to the difference between expected and actual prices. The entry price was 27.48, the atr prior, which is a measure of price volatility called average true range, was 0.4109999999999999, the stop price was 27.069, the target price was 28.713, and the exit price was 27.069. The reason for exit was a stop, meaning the stock reached a predetermined low price. The net return was -0.0161376754142869, the train value was true, indicating this data is used for training, the max gain R was 0.14598540145985092, the mom20, which is momentum over 20 days, was 0.030873493975903665, the sma dist, which is the distance from a simple moving average, was 0.010499898507132066, and the spy runup, which refers to the performance of the SPY index, was -0.005050649984216893. The second variant had the same dates, lookback, and other values, but a slip of 0.0015 and a net return of -0.018103435777415577. 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 was the primary choice, and alternatives were not selected. The prior 20 ATR 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-strong-second-quarter-results-prn-122760 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

On the event date of 2021-01-07, there were two variants considered for the CAG SEP1202 event. The first variant had an entry date of 2020-12-30 and an exit date of 2020-12-31, with a lookback period of 5 days, which means the system looked at the past 5 days to make decisions. The slip, or the difference between the expected and actual price of a trade, was 0.0005. The entry price was 27.48, and the average true range, or atr, prior to this was 0.44, which is a measure of volatility. The stop price, or the price at which the system would automatically sell, was 27.04, and the target price was 28.8. The exit price was 27.04, and the reason for exiting was that the stop price was reached. The net return was -0.017, which is the profit or loss after all costs. The maximum gain to risk ratio, or max_gain_R, was 0.36, which compares the potential profit to the potential loss. The momentum over 20 days, or mom20, was -0.0036, which measures the speed of price changes. The distance from the simple moving average, or sma_dist, was 0.016, which compares the current price to the average price over a period. The spy_runup, or the increase in the S&P 500 index, was 0.0029. The second variant had the same dates and parameters, but a slip of 0.0015 and a net return of -0.019. The system used a daily proxy, which is a substitute for actual data, and a fee of 1 basis point per side, which is a cost of buying or selling. The slippage, or the difference between expected and actual prices, was 5 to 15 basis points. The T5 level was primary, which refers to a specific set of rules or parameters. Alternative options were not selected. The system used the prior 20-day average true range, or Prior20ATR, to set stops, and would stop the trade first if both conditions were met. The model returns are not the actual fills, which means the results are based on the system's decisions, not the actual trades that were executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-strong-second-quarter-results-prn-122760 ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the headline about a change in the rules for 3350.T C91202 Metaplanet, which is related to a type of investment called a denominator-driven BTC yield. This change took effect on September 11 and includes several key points: the number of shares per right was changed from 696 to 410, and the number of underlying units was reduced from 319,464,000 to 188,190,000, which is a decrease of 41.1%. The remaining units were also reduced from 236,640,000 to 105,366,000, which is a decrease of 55.5%. Additionally, 82,824,000 units that were already issued will not be cancelled. The exercise price of 10 JPY remains unchanged, and unvested exercises will take place in 2029, 2030, and 2031, with a lockup period ending on August 17, 2031. As a result of these changes, the total number of diluted shares decreased from 1,631,543,380 on June 30 to 1,500,108,824 on September 11. The number of BTC, which stands for Bitcoin, a type of digital currency, remains unchanged at 43,000. The reported yield for the quarter, which is 8.8%, reflects the changes in the denominator, and not the 3,768 BTC that were purchased. If all remaining exercise proceeds are realized, they would total 1.05366 billion JPY, but this is not guaranteed to result in cash. https://contents.xj-storage.jp/xcontents/33500/d4cf9d42/889a/45f1/bd2c/dc39fe742609/140120260911535363.pdf

A news scan found the announcement that the issuer of 3350.T, also known as C91202 Metaplanet, has called a virtual Extraordinary General Meeting, or EGM, which is a special meeting of shareholders, to take place on December 18 at 10am. The record date for this meeting is September 30, and creditors can object by December 16. The changes are planned to be effective by December 30. The company's capital stock, which is the amount of money invested in the company, will be reduced from 27,803,501,261 Japanese yen to 1 Japanese yen. The capital reserve, which is a fund set aside for unexpected expenses, will be reduced from 27,803,501,260 Japanese yen to 0 Japanese yen. A total of 55,607,002,520 Japanese yen will be transferred to other capital surplus, which is a type of equity. Additionally, 1,805,472,467 Japanese yen will be used to offset the retained deficit, which is the amount of money the company has lost over time. The issuer states that the number of shares will remain unchanged and that there will be no reduction in assets or distribution of cash. https://contents.xj-storage.jp/xcontents/33500/d2e50092/f9f0/460d/84e0/cac7fc3966d3/140120260911535362.pdf

On September 11, the board approved a wholly owned Hong Kong asset management subsidiary, which is a company that manages investments, for Metaplanet, known by the ticker 3350.T and the code C91202. The subsidiary will initially have a planned capital of USD1 million and is scheduled to be established in September 2026. This subsidiary will help with executing trades and managing risks in Asia, and it will work together with the Miami office that uses a Multi-Account Management system, or MAM for short, which is a way to manage multiple investment accounts. The company that issued the announcement, called the issuer, expects that this new subsidiary will have a minimal impact on the financial results for the fiscal year 2026. The company has not yet received any investment inflows, which are payments into the investment fund, or purchased any Bitcoin, a type of digital currency. https://contents.xj-storage.jp/xcontents/33500/51596f91/9823/4191/a5f9/6ea19d289c1f/140120260911535285.pdf

A news scan found the following data line: a training sample of 17 was used for a statistical model, which included measurements such as correlation between momentum and simple moving average, which was 0.7813254562010373, and correlation between momentum and return, which was 0.06926546973409795. The model also included regression intercept of -0.004185869209876656, regression momentum of -0.07371741363590972, and regression simple moving average of 0.2676066232845614, with a regression r-squared of 0.06350092294868181. A simulation was run with 50,000 paths and 20 trades, with a probe notional of 12.285 and a probe equity fraction of 0.014436127334046228. The simulation results included a probability of loss of 71.89999999999999 percent, and terminal values of 848.7428872997455 at the 5th percentile, 850.3892514066758 at the median, and 852.0979421559672 at the 95th percentile. The simulation also included a full fund 50 percent gap account percentage of 2.8872254668092454. The data line noted that all amounts were model-derived and the actual approved notional was 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CAG&feed=sip&adjustment=all

A news scan found the following data: Completed daily returns from January 1, 2026, to September 11, and pairwise Bitcoin correlation, with annualization of 365 days. Hourly returns from March 1 to September 12 at 01 UTC, with 4634 overlapping complete 24-hour blocks, and 20000 paths for 48 hours by sampling 2 blocks. The exit strategy is based on hourly close, with a hypothetical spot 2 ATR stop and net 3R target, considering 25 basis points fees and 10 basis points lip, which is not a buy recommendation or forecast conditional on entry. All measured figures are as follows: the stock symbol is UNI, with 254 data points, annualized volatility of 82.30%, skew of 0.57, excess kurtosis of 3.18, daily percentage loss at 1% quantile of -8.80%, Bitcoin correlation of 0.67, 90% highest 20-day gain of 56.44%, spot price of 6.05, 14-day average true range of 0.64, stop price of 4.77, target price of 10.06, net risk percentage of 21.70%, 4634 historical blocks, 20000 simulated paths, stop first percentage of 0.01%, target first percentage of 0%, simulated return at 1% quantile of -13.18%, and simulated worst return of -24.74%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py C91202

A news scan found the following data: Completed daily returns from January 1, 2026, to September 11, 2026, and pairwise Bitcoin correlation, with annualization of 365 days. Hourly returns from March 1 to September 12 at 01 UTC, with 4634 overlapping complete 24-hour blocks, and 20000 paths for 48 hours by sampling 2 blocks. The data includes hourly close exit and hypothetical spot 2 ATR stop and net 3R target, with 25 basis points fees and 10 basis points lip, which is not a buy recommendation or forecast conditional on entry. All measured figures are as follows: the stock symbol is LINK, the number of data points is 254, the annualized volatility percentage is 63.69334786266675, the skew is 0.24669117709870492, the excess kurtosis is 2.9845786704273447, the first percentile daily percentage is -7.4296945714373175, the correlation with Bitcoin is 0.8588838890319977, the 90th percentile high 20-day gain percentage is 37.260791648163924, the spot price is 11.53, the 14-day average true range is 0.7008925922500001, the stop price is 10.1282148155, the target price is 16.059618926048984, the net risk percentage is 12.771015578330303, the number of historical blocks is 4634, the number of simulations is 20000, the percentage of first stop is 0.21, the percentage of first target is 0, the first percentile simulated return percentage is -9.689645036581835, and the worst simulated return percentage is -14.817951548420039. https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py C91202

A news scan found the following data: Completed daily returns from January 1, 2026, to September 11, and pairwise correlation with Bitcoin, with annualization over 365 days. Hourly returns from March 1 to September 12 at 01 UTC, with 4634 overlapping complete 24-hour blocks, and 20000 paths over 48 hours by sampling 2 blocks. The data includes a hypothetical spot exit with a 2 ATR stop and a net 3R target, with 25 basis point fees and 10 basis point slippage, which is not a buy recommendation or forecast conditional on entry. All measured figures are as follows: the symbol is HYPE, the number of data points is 206, the annualized volatility is 86.10%, the skew is 0.38, the excess kurtosis is 1.36, the first percentile daily return is -9.15%, the correlation with Bitcoin is 0.53, the 90th percentile highest 20-day gain is 63.48%, the spot price is 78.77, the 14-day average true range is 5.02, the stop price is 68.72, the target price is 111.13, the net risk is 13.37%, the number of historical blocks is 4634, the number of simulations is 20000, the percentage of first stop is 1.52%, the percentage of first target is 0.015%, the first percentile simulated return is -13.68%, and the worst simulated return is -17.93%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py C91202

A news scan found the following data: Completed daily returns from January 1, 2026, to September 11, with pairwise Bitcoin correlation and annualization of 365 days. Hourly returns from March 1 to September 12 at 01 UTC, with 4634 overlapping complete 24-hour blocks, and 20000 paths for 48 hours by sampling 2 blocks. The data includes hourly close exit, hypothetical spot 2 ATR stop, and net 3R target, with 25 basis points fees and 10 basis points lip, which is not a buy recommendation or forecast conditional on entry. All measured figures are as follows: the symbol is SOL, the number of data points is 254, the annualized volatility is 63.68%, the skew is -0.16, the excess kurtosis is 2.74, the 1st percentile daily return is -8.06%, the correlation with Bitcoin is 0.88, the 90th percentile 20-day high gain is 32.06%, the spot price is 102.04, the 14-day average true range is 4.97, the stop price is 92.09, the target price is 134.73, the net risk percentage is 10.37%, the number of historical blocks is 4634, the number of simulations is 20000, the percentage of stop first is 1.10%, the percentage of target first is 0%, the 1st percentile simulated return is -10.45%, and the worst simulated return is -13.04%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py C91202

A news scan found the headline 'XRP/USD C91202 daily moments and 48-hour block-bootstrap risk'. Completed daily returns from January 1, 2026, to September 11, and pairwise BTC correlation, with annualization of 365 days. Hourly returns from March 1 to September 12 at 01 UTC, with 4634 overlapping complete 24-hour blocks, and 20,000 paths for 48 hours by sampling 2 blocks. The exit strategy is based on hourly close, with a hypothetical spot 2 ATR stop and net 3R target, considering 25 basis points fees and 10 basis points lip, which is not a buy recommendation or forecast conditional on entry. All measured figures are for XRP, with the following results: the stock symbol is XRP, the number of data points is 254, the annualized volatility is 65.13%, the skew is 0.56, the excess kurtosis is 11.75, the first percentile daily return is -6.01%, the correlation with BTC is 0.88, the 90th percentile of the highest 20-day gain is 40.18%, the current spot price is 1.3605, the 14-day average true range is 0.0676, the stop price is 1.2254, the target price is 1.8043, the net risk is 10.56%, the number of historical blocks is 4634, the number of simulations is 20,000, the percentage of stop losses in the first position is 0.29%, the percentage of target hits in the first position is 0.04%, the first percentile simulated return is -8.16%, and the worst simulated return is -12.87%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py C91202

A news scan found the following data: Completed daily returns from January 1, 2026, to September 11, and pairwise correlation with Bitcoin, annualized over 365 days. Hourly returns from March 1 to September 12, 01 UTC, were calculated over 4634 overlapping complete 24-hour blocks, with 20000 paths simulated over 48 hours by sampling 2 blocks. The strategy used an hourly close exit, with a hypothetical spot stop set at 2 ATR and a net target of 3R, considering 25 basis point fees and 10 basis point slippage, which is not a buy recommendation or forecast conditional on entry. The measured figures for LTC are as follows: the symbol is LTC, the number of data points is 254, the annualized volatility is 49.665170102993144 percent, the skew is -0.26118321363956926, the excess kurtosis is 6.165896267931569, the first percentile daily return is -6.745787803728555 percent, the correlation with Bitcoin is 0.805171854243774, the 90th percentile 20-day high is 30.019072323794592 percent, the current spot price is 53.69345, the 14-day ATR is 2.490703183071428, the stop price is 48.71204363385714, the target price is 70.1477141271181, the net risk is 9.910897640282645 percent, the number of historical blocks is 4634, the number of simulations is 20000, the percentage of stops hit first is 0.255, the percentage of targets hit first is 0, the first percentile simulated return is -7.713471659078926 percent, and the worst percentile simulated return is -12.522325850711201 percent. https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py C91202

A news scan found the following data: Completed daily returns from January 1, 2026, to September 11, 2026, and pairwise Bitcoin correlation, with annualization of 365 days. Hourly returns from March 1, 2026, to September 12, 2026, at 01 UTC, with 4634 overlapping complete 24-hour blocks, and 20,000 paths for 48 hours by sampling 2 blocks. The data includes hourly close exit, and a hypothetical spot with a 2 ATR stop and a net 3R target, with 25 basis point fees and 10 basis point slippage, which is not a buy recommendation or forecast conditional on entry. All measured figures are as follows: the symbol is ETH, with 254 data points, an annualized volatility of 63.38%, a skew of 0.18, excess kurtosis of 5.17, a daily percentage loss at the first quartile of -8.59%, a correlation with Bitcoin of 0.91, a 20-day high percentage gain at the 90th percentile of 35.06%, a spot price of 2514.15, an ATR of 95.36, a stop price of 2323.43, a target price of 3157.02, a net risk percentage of 8.23%, 4634 historical blocks, 20,000 simulated paths, a first stop percentage of 3.09%, a first target percentage of 0.04%, a simulated return at the first percentile of -9.06%, and a worst simulated return of -12.32%. https://runway.adityaperswal.workers.dev/data/crypto-bars ; stats.py C91202