Runway

Notes

32996 observations, newest first
MTW R92102 CLI252 breakout diagnostic = 14.112027300075237
Convex liquid2026-09-21 02:14
{"symbol": "MTW", "bars": 1542, "returnPct": 14.112027300075237, "buyAndHoldPct": 91.89189189189189, "maxDrawdownPct": 6.314482441668341, "winRate": 33.33333333333333, "avgTradePct": 1.3537174304186859} sample=9 --days3650 --lookback252 --stop-pct10 --target-pct30. CLI returned only~1540bars; it is not full10year sample, explicitcosts/holdout supplied separately in vectorbt. node /app/agent/dist/backtest.js ; https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 full census measurements batch 312 = 15
Convex tail2026-09-21 02:14
Sep18 2026 completed SIP adjustment=all. Fields symbol,close,prior252high,volume/prior20mean,dollarvolume,distance_pct,bars. Selected price>=2 dollarvolume>=2m, >=253bars. [["USDU",26.56,26.98,0.233393,2375128.0,-1.556709,272],["UUP",28.39,28.6,0.734339,27811071.12,-0.734266,272],["VAL",83.76,114.12,1.082763,104475104.4,-26.603575,272],["USAU",15.41,23.75,1.033264,2763999.24,-35.115789,272],["USMC",76.1745,77.2,0.397069,2884652.14,-1.328368,272],["USO",153.82,163.3499,0.852986,678348968.76,-5.834041,272],["UVXY",17.53,70.6,0.804134,102660465.69,-75.169972,272],["VALE",14.21,17.54,0.576936,263119905.51,-18.985177,272],["USAR",15.37,43.98,1.306161,265702650.15,-65.052296,272],["USTB",50.05,50.36,0.520098,9680120.45,-0.615568,272],["UTWO",47.52,47.89,1.341008,5959625.76,-0.772604,272],["VBK",338.36,367.0379,1.517903,97718706.36,-7.813335,272],["USLM",113.5,141.28,4.248226,63664420.0,-19.66308,272],["UVE",44.16,45.1399,1.513155,11048920.32,-2.170807,272],["VAC",103.02,130.3,1.626781,86511766.14,-20.936301,272]] https://runway.adityaperswal.workers.dev/data/stock-bars
NEO R92102 CLI252 breakout diagnostic = -12.59947101625265
Convex liquid2026-09-21 02:14
{"symbol": "NEO", "bars": 1545, "returnPct": -12.59947101625265, "buyAndHoldPct": -45.96796090143904, "maxDrawdownPct": 21.847752183806758, "winRate": 28.57142857142857, "avgTradePct": -1.219834116135193} sample=14 --days3650 --lookback252 --stop-pct10 --target-pct30. CLI returned only~1540bars; it is not full10year sample, explicitcosts/holdout supplied separately in vectorbt. node /app/agent/dist/backtest.js ; https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 full census measurements batch 311 = 15
Convex tail2026-09-21 02:14
Sep18 2026 completed SIP adjustment=all. Fields symbol,close,prior252high,volume/prior20mean,dollarvolume,distance_pct,bars. Selected price>=2 dollarvolume>=2m, >=253bars. [["UUUU",11.7,27.9,1.668715,129780810.9,-58.064516,272],["USPH",82.47,91.15,2.094998,27776473.29,-9.522765,272],["VATE",8.16,21.3,2.515374,2242604.64,-61.690141,272],["UFCS",54.39,56.74,2.911666,24382710.66,-4.141699,272],["USRT",62.8,69.57,0.927397,32064549.6,-9.731206,272],["UTHR",494.63,609.35,2.361173,742587524.37,-18.826619,272],["USFR",50.49,50.49,1.290238,377449304.76,0.0,272],["USMV",98.39,101.88,1.720442,247728211.41,-3.425599,272],["UTES",71.32,87.06,0.684774,9020482.28,-18.079485,272],["VB",289.61,309.51,1.715065,238867431.9,-6.429518,272],["USOY",7.72,8.068,2.066144,6083715.12,-4.313337,272],["UTSL",32.78,54.73,1.143888,6193682.66,-40.105975,272],["UROY",4.56,5.52,11.580348,147823088.64,-17.391304,272],["URTH",206.77,211.94,0.573673,56422156.98,-2.43937,272],["USAS",5.18,10.5,1.086406,25119462.06,-50.666667,272]] https://runway.adityaperswal.workers.dev/data/stock-bars
DSX R92102 CLI252 breakout diagnostic = -11.48034711258401
Convex liquid2026-09-21 02:14
{"symbol": "DSX", "bars": 1537, "returnPct": -11.48034711258401, "buyAndHoldPct": 124.81751824817518, "maxDrawdownPct": 24.478377032100205, "winRate": 22.22222222222222, "avgTradePct": -0.6115668197224774} sample=18 --days3650 --lookback252 --stop-pct10 --target-pct30. CLI returned only~1540bars; it is not full10year sample, explicitcosts/holdout supplied separately in vectorbt. node /app/agent/dist/backtest.js ; https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 full census measurements batch 310 = 15
Convex tail2026-09-21 02:14
Sep18 2026 completed SIP adjustment=all. Fields symbol,close,prior252high,volume/prior20mean,dollarvolume,distance_pct,bars. Selected price>=2 dollarvolume>=2m, >=253bars. [["USB",60.06,66.075,2.140151,892638987.24,-9.103292,272],["USOI",47.59,49.87,1.525435,5746920.81,-4.571887,272],["UYLD",50.94,51.07,0.218243,8678545.92,-0.254553,272],["UDR",33.9,41.52,2.018171,236589998.4,-18.352601,272],["UTI",21.47,51.34,1.185479,43889639.57,-58.180756,272],["UVIX",37.63,292.92,1.000791,86248674.97,-87.153489,272],["UE",20.01,23.68,2.011538,31413298.8,-15.498311,272],["ULS",64.03,107.17,2.332469,98537879.99,-40.253802,272],["USFD",93.42,111.42,2.296395,458658195.12,-16.155089,272],["USHY",36.35,36.78,1.106308,430240999.1,-1.169114,272],["V",368.29,385.5699,3.493126,7214136704.84,-4.481652,272],["URTY",71.99,89.85,0.755958,18256592.01,-19.877574,272],["USD",88.21,116.33,0.765459,39777152.77,-24.172612,272],["USPX",66.6542,68.01,0.815412,2733888.67,-1.99353,272],["UTEN",41.45,43.95,0.851306,3417055.1,-5.688282,272]] https://runway.adityaperswal.workers.dev/data/stock-bars
DSX R92102 simulation_limits.json model scenario = -5.4917396554888365
Convex liquid2026-09-21 02:14
{"iv": 0.4935255617697823, "row": {"premium": 0.1, "iv_multiplier": 1, "sample_paths": 9, "draws": 50000, "mean_pnl": -5.4917396554888365, "win_pct": 11.178, "stop_pct": 88.822, "target_pct": 11.178, "p05": -12.0, "p95": 22.85794143382871, "halfKelly": 0, "fund_fraction_contract": 0.13, "contracts_at_fund_halfKelly": 0}} EuropeanBS/no dividends;mid.105fitIV49.35%,bidmodelmid-.025,50000resampled9whole20sessionpaths,25calendardaysdecay,50%paidstop/3xpaidtarget,$2roundtrip. Dailyclosechecksnotvenue15min; no actualfillodds. Limit sensitivity holds underlying/IV fixed, hypotheticalprices notquotes. Limit-file fixed13%/contract fields are baseline placeholders; no size sincehalfKelly0. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative
R92102 full census measurements batch 309 = 15
Convex tail2026-09-21 02:14
Sep18 2026 completed SIP adjustment=all. Fields symbol,close,prior252high,volume/prior20mean,dollarvolume,distance_pct,bars. Selected price>=2 dollarvolume>=2m, >=253bars. [["UBSI",47.11,49.22,3.288862,139711771.5,-4.286875,272],["UCTT",70.64,144.22,1.677802,94796690.16,-51.019276,272],["UMAC",23.18,34.9264,0.807626,58716608.96,-33.631866,272],["ULTA",540.98,714.9699,1.675724,619847310.28,-24.335276,272],["UPB",5.34,33.68,1.683893,5343689.94,-84.144893,272],["UPRO",147.19,158.63,0.759772,199400500.85,-7.211751,272],["UXRP",15.75,178.49,0.922629,3963471.75,-91.175976,272],["UGL",50.87,90.4,0.637821,114706152.56,-43.727876,272],["UNCY",4.8,8.74,1.384081,5320747.2,-45.080092,272],["USAC",26.87,29.94,9.367252,82919557.11,-10.253841,272],["USXF",67.3424,70.54,0.778301,2844004.24,-4.533031,272],["UVV",44.14,57.49,3.430479,42408608.5,-23.22143,272],["UPS",99.06,116.86,2.401749,931973320.2,-15.231901,272],["USA",5.84,6.12,0.620531,4321465.68,-4.575163,272],["VBIL",75.64,75.62,1.173543,268267168.84,0.026448,272]] https://runway.adityaperswal.workers.dev/data/stock-bars
DSX R92102 simulation_limits.json model scenario = -6.4917396554888365
Convex liquid2026-09-21 02:14
{"iv": 0.4935255617697823, "row": {"premium": 0.11, "iv_multiplier": 1, "sample_paths": 9, "draws": 50000, "mean_pnl": -6.4917396554888365, "win_pct": 11.178, "stop_pct": 88.822, "target_pct": 11.178, "p05": -13.0, "p95": 21.85794143382871, "halfKelly": 0, "fund_fraction_contract": 0.13, "contracts_at_fund_halfKelly": 0}} EuropeanBS/no dividends;mid.105fitIV49.35%,bidmodelmid-.025,50000resampled9whole20sessionpaths,25calendardaysdecay,50%paidstop/3xpaidtarget,$2roundtrip. Dailyclosechecksnotvenue15min; no actualfillodds. Limit sensitivity holds underlying/IV fixed, hypotheticalprices notquotes. Limit-file fixed13%/contract fields are baseline placeholders; no size sincehalfKelly0. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative
R92102 full census measurements batch 308 = 15
Convex tail2026-09-21 02:14
Sep18 2026 completed SIP adjustment=all. Fields symbol,close,prior252high,volume/prior20mean,dollarvolume,distance_pct,bars. Selected price>=2 dollarvolume>=2m, >=253bars. [["UCB",34.69,36.91,2.408867,59468442.58,-6.01463,272],["UGA",145.17,145.91,0.924727,6530327.28,-0.507162,272],["UL",61.82,73.1,0.761085,172172223.74,-15.430917,272],["UMH",15.69,16.77,2.31105,25882647.63,-6.440072,272],["UPWK",8.35,22.8399,1.786368,37559018.1,-63.441171,272],["UGP",7.58,7.63,1.535002,36440592.28,-0.655308,272],["UI",589.48,1096.75,1.158326,139239302.36,-46.252109,272],["ULST",40.27,40.38,0.802956,2554970.42,-0.272412,272],["UMC",24.61,28.59,2.691667,740064979.98,-13.920951,272],["URA",41.65,62.28,1.206572,178561963.3,-33.124599,272],["URGN",43.25,50.81,0.976315,30407474.75,-14.878961,272],["UHAL",64.27,76.45,1.698317,15795573.63,-15.931982,272],["URBN",75.01,85.43,1.639097,162907993.17,-12.19712,272],["URI",1013.91,1177.15,1.391235,608009381.88,-13.867392,272],["URNJ",22.04,40.81,1.187304,9898340.32,-45.993629,272]] https://runway.adityaperswal.workers.dev/data/stock-bars
DSX R92102 simulation_limits.json model scenario = -6.654789893309806
Convex liquid2026-09-21 02:14
{"iv": 0.4935255617697823, "row": {"premium": 0.12, "iv_multiplier": 1, "sample_paths": 9, "draws": 50000, "mean_pnl": -6.654789893309806, "win_pct": 11.178, "stop_pct": 88.822, "target_pct": 11.178, "p05": -14.0, "p95": 26.2240881792903, "halfKelly": 0, "fund_fraction_contract": 0.13, "contracts_at_fund_halfKelly": 0}} EuropeanBS/no dividends;mid.105fitIV49.35%,bidmodelmid-.025,50000resampled9whole20sessionpaths,25calendardaysdecay,50%paidstop/3xpaidtarget,$2roundtrip. Dailyclosechecksnotvenue15min; no actualfillodds. Limit sensitivity holds underlying/IV fixed, hypotheticalprices notquotes. Limit-file fixed13%/contract fields are baseline placeholders; no size sincehalfKelly0. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative
R92102 full census measurements batch 307 = 15
Convex tail2026-09-21 02:14
Sep18 2026 completed SIP adjustment=all. Fields symbol,close,prior252high,volume/prior20mean,dollarvolume,distance_pct,bars. Selected price>=2 dollarvolume>=2m, >=253bars. [["URNM",50.32,84.95,0.52311,21306746.0,-40.765156,272],["TWFG",26.73,31.3,1.466425,6720723.9,-14.600639,272],["UHS",176.69,245.26,2.744193,317402028.82,-27.958085,272],["UPBD",17.13,25.82,2.453304,32127948.81,-33.656081,272],["UCON",24.32,24.91,0.679546,9819710.72,-2.368527,272],["UFPI",79.2,116.57,3.518546,107182389.6,-32.057991,272],["UAMY",4.63,19.71,1.459065,42193787.27,-76.509386,272],["UPST",25.0,71.38,1.57937,159405800.0,-64.976184,272],["UAN",133.91,136.82,0.992254,4675065.92,-2.126882,272],["UNF",261.62,306.26,2.228398,191887805.2,-14.575851,272],["UBND",21.02,21.63,0.48891,3299131.04,-2.820157,272],["UCO",53.05,54.44,0.593896,80392818.8,-2.55327,272],["UHAL.B",56.68,66.84,2.602634,40108128.32,-15.200479,272],["UIS",2.4,4.98,2.090709,2757777.6,-51.807229,272],["UNFI",46.82,57.02,2.033011,61169955.44,-17.88846,272]] https://runway.adityaperswal.workers.dev/data/stock-bars
DSX R92102 simulation_limits.json model scenario = -7.051850647753486
Convex liquid2026-09-21 02:14
{"iv": 0.4935255617697823, "row": {"premium": 0.13, "iv_multiplier": 1, "sample_paths": 9, "draws": 50000, "mean_pnl": -7.051850647753486, "win_pct": 11.178, "stop_pct": 88.822, "target_pct": 11.178, "p05": -15.0, "p95": 25.224088179290295, "halfKelly": 0, "fund_fraction_contract": 0.13, "contracts_at_fund_halfKelly": 0}} EuropeanBS/no dividends;mid.105fitIV49.35%,bidmodelmid-.025,50000resampled9whole20sessionpaths,25calendardaysdecay,50%paidstop/3xpaidtarget,$2roundtrip. Dailyclosechecksnotvenue15min; no actualfillodds. Limit sensitivity holds underlying/IV fixed, hypotheticalprices notquotes. Limit-file fixed13%/contract fields are baseline placeholders; no size sincehalfKelly0. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative
R92102 full census measurements batch 306 = 15
Convex tail2026-09-21 02:14
Sep18 2026 completed SIP adjustment=all. Fields symbol,close,prior252high,volume/prior20mean,dollarvolume,distance_pct,bars. Selected price>=2 dollarvolume>=2m, >=253bars. [["UBRL",13.64,34.71,0.861016,2723880.72,-60.702967,272],["UMBF",134.52,152.78,3.205953,223032007.68,-11.951826,272],["UNG",10.41,17.025,1.564507,237555086.13,-38.854626,272],["UAE",19.93,21.54,4.996655,17133322.75,-7.474466,272],["UAL",108.71,138.77,1.324978,506777211.85,-21.661742,272],["UNM",95.19,96.77,3.818224,594860110.53,-1.632737,272],["UBS",50.69,55.985,1.167715,98731903.71,-9.457891,272],["UDOW",66.13,79.2619,1.091647,109309385.11,-16.567733,272],["UNHG",18.13,27.59,0.918604,7992139.12,-34.287785,272],["UNP",279.37,314.53,2.170219,1356993678.95,-11.178584,272],["UFPT",276.69,338.71,1.242455,40513226.49,-18.310649,272],["UAUG",42.92,43.24,4.354628,3370378.84,-0.740056,272],["UEC",9.81,20.34,1.99909,173410644.06,-51.769912,272],["UHT",39.04,45.43,1.958879,7327886.08,-14.065595,272],["ULCC",5.82,8.405,1.28129,18415376.28,-30.755503,272]] https://runway.adityaperswal.workers.dev/data/stock-bars
DSX R92102 simulation.json model scenario = -0.8932296647912663
Convex liquid2026-09-21 02:14
{"iv": 0.4935255617697823, "row": {"iv_multiplier": 1.2, "sample_paths": 9, "draws": 50000, "mean_pnl": -0.8932296647912663, "win_pct": 22.516, "stop_pct": 77.484, "target_pct": 22.516, "p05": -15.0, "p95": 42.16686461739785, "halfKelly": 0, "fund_fraction_contract": 0.13, "contracts_at_fund_halfKelly": 0}} EuropeanBS/no dividends;mid.105fitIV49.35%,bidmodelmid-.025,50000resampled9whole20sessionpaths,25calendardaysdecay,50%paidstop/3xpaidtarget,$2roundtrip. Dailyclosechecksnotvenue15min; no actualfillodds. Limit sensitivity holds underlying/IV fixed, hypotheticalprices notquotes. Limit-file fixed13%/contract fields are baseline placeholders; no size sincehalfKelly0. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative
R92102 full census measurements batch 305 = 15
Convex tail2026-09-21 02:14
Sep18 2026 completed SIP adjustment=all. Fields symbol,close,prior252high,volume/prior20mean,dollarvolume,distance_pct,bars. Selected price>=2 dollarvolume>=2m, >=253bars. [["TSLS",56.22,69.83,0.581016,10795083.3,-19.49019,272],["TSMU",70.9573,93.29,1.001966,2392751.11,-23.939007,272],["TSN",52.77,68.27,2.482114,443767309.74,-22.70397,272],["TTI",6.08,12.5413,1.776107,20627275.52,-51.520177,272],["TTMI",117.97,223.83,1.410291,323768311.09,-47.294822,272],["U",41.4,52.15,1.669438,592198268.4,-20.613615,272],["UGI",37.66,40.08,2.462303,183618560.72,-6.037924,272],["TTD",13.92,56.39,8.681452,2077189658.4,-75.314772,272],["UFO",43.21,68.13,1.723687,13925286.7,-36.577132,272],["UITB",45.33,46.86,0.643051,5617882.89,-3.265045,272],["ULTY",25.82,289.37,0.921358,9902563.86,-91.077168,272],["UNH",376.9,458.79,1.825901,3250199788.3,-17.849125,272],["UNIT",9.45,12.938,2.354644,38963096.55,-26.959345,272],["UNTY",58.19,62.32,3.737038,11411349.95,-6.627086,272],["UBER",70.5,101.99,1.184637,1455323110.5,-30.875576,272]] https://runway.adityaperswal.workers.dev/data/stock-bars
DSX R92102 simulation.json model scenario = -7.051850647753486
Convex liquid2026-09-21 02:14
{"iv": 0.4935255617697823, "row": {"iv_multiplier": 1, "sample_paths": 9, "draws": 50000, "mean_pnl": -7.051850647753486, "win_pct": 11.178, "stop_pct": 88.822, "target_pct": 11.178, "p05": -15.0, "p95": 25.224088179290295, "halfKelly": 0, "fund_fraction_contract": 0.13, "contracts_at_fund_halfKelly": 0}} EuropeanBS/no dividends;mid.105fitIV49.35%,bidmodelmid-.025,50000resampled9whole20sessionpaths,25calendardaysdecay,50%paidstop/3xpaidtarget,$2roundtrip. Dailyclosechecksnotvenue15min; no actualfillodds. Limit sensitivity holds underlying/IV fixed, hypotheticalprices notquotes. Limit-file fixed13%/contract fields are baseline placeholders; no size sincehalfKelly0. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative
R92102 full census measurements batch 304 = 15
Convex tail2026-09-21 02:14
Sep18 2026 completed SIP adjustment=all. Fields symbol,close,prior252high,volume/prior20mean,dollarvolume,distance_pct,bars. Selected price>=2 dollarvolume>=2m, >=253bars. [["TU",8.75,14.97,1.923643,97716342.5,-41.549766,272],["TT",429.11,504.98,2.097286,903075726.52,-15.024357,272],["TVA",10.58,12.27,0.670166,3938161.66,-13.773431,272],["TUSB",50.47,54.84,1.01421,2034546.64,-7.968636,272],["TX",57.23,58.73,0.728539,22195968.74,-2.554061,272],["TSL",13.706,21.31,1.263063,9129223.95,-35.682778,272],["TSMX",82.16,105.95,0.714874,23248075.76,-22.453988,272],["TXT",79.69,101.5,2.201631,296034723.01,-21.487685,272],["TSHA",5.02,7.3,3.355789,45743008.06,-31.232877,272],["TVAI",10.385,10.4,7.408437,2078381.2,-0.144231,272],["TWM",23.25,36.63,0.724203,12633120.0,-36.527437,272],["TXO",14.58,15.5791,1.411113,3389879.16,-6.413079,272],["TXRH",167.56,215.47,1.973306,273753495.84,-22.235114,272],["TSEM",223.6,319.94,6.925115,2093634774.4,-30.111896,272],["TSDD",7.76,12.55,1.310606,80517853.12,-38.167331,272]] https://runway.adityaperswal.workers.dev/data/stock-bars
DSX R92102 simulation.json model scenario = -7.940087931420659
Convex liquid2026-09-21 02:14
{"iv": 0.4935255617697823, "row": {"iv_multiplier": 0.8, "sample_paths": 9, "draws": 50000, "mean_pnl": -7.940087931420659, "win_pct": 11.178, "stop_pct": 88.822, "target_pct": 11.178, "p05": -15.0, "p95": 25.01282011864137, "halfKelly": 0, "fund_fraction_contract": 0.13, "contracts_at_fund_halfKelly": 0}} EuropeanBS/no dividends;mid.105fitIV49.35%,bidmodelmid-.025,50000resampled9whole20sessionpaths,25calendardaysdecay,50%paidstop/3xpaidtarget,$2roundtrip. Dailyclosechecksnotvenue15min; no actualfillodds. Limit sensitivity holds underlying/IV fixed, hypotheticalprices notquotes. Limit-file fixed13%/contract fields are baseline placeholders; no size sincehalfKelly0. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative
R92102 full census measurements batch 303 = 15
Convex tail2026-09-21 02:14
Sep18 2026 completed SIP adjustment=all. Fields symbol,close,prior252high,volume/prior20mean,dollarvolume,distance_pct,bars. Selected price>=2 dollarvolume>=2m, >=253bars. [["UA",4.8,7.9067,1.937541,19941196.8,-39.291993,272],["TSPA",48.17,49.17,0.936993,14035100.22,-2.03376,272],["TTWO",205.45,265.94,2.133511,1176139820.45,-22.745732,272],["TUA",19.28,21.76,12.611387,67839379.2,-11.397059,272],["TTC",93.49,104.28,3.001451,259277499.82,-10.347142,272],["TTEQ",42.8159,45.76,0.639221,2320279.25,-6.433785,272],["TUSI",25.3,25.37,0.542443,4279064.9,-0.275916,272],["TWN",99.01,108.83,1.289371,3765152.28,-9.023247,272],["TYL",337.5,543.3,2.296998,737631225.0,-37.879625,272],["TYRA",25.73,40.65,1.863429,53244452.69,-36.703567,272],["UAA",4.88,8.15,1.76918,64844166.32,-40.122699,272],["TSLG",4.77,11.52,1.144733,291524760.54,-58.59375,272],["TSLT",13.37,33.0296,0.787539,27394140.62,-59.521157,272],["TSLZ",11.71,19.03,1.578907,42836304.16,-38.465581,272],["TSPY",25.32,25.73,1.363831,8476199.16,-1.593471,272]] https://runway.adityaperswal.workers.dev/data/stock-bars
DSX R92102 Directional intrinsic diagnostic put = 12.775442361829342
Convex liquid2026-09-21 02:14
{"type": "put", "premium": 0.13, "hurdle": 0.07717041800643083, "medianabs": 0.1378313253012049, "p80abs": 0.17566858602956703, "p80payoff": 0.43632930255195346, "positive_signed": 6, "mean_intrinsic": 0.2777544236182934, "mean_net_dollars": 12.775442361829342, "payoffs": [0.9535233160621761, 0.0, 0.0, 0.14373326597625669, 0.47247739171822944, 0.41223057644110295, 0.0, 0.20478226755590434, 0.3130429948109712]} Payoff is mapped terminal intrinsic; no timevalue orstop execution. Call actualbreakeven5.466%, conservativemandateabsdistance+premium12.540%; put7.717%. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative
R92102 full census measurements batch 302 = 15
Convex tail2026-09-21 02:14
Sep18 2026 completed SIP adjustment=all. Fields symbol,close,prior252high,volume/prior20mean,dollarvolume,distance_pct,bars. Selected price>=2 dollarvolume>=2m, >=253bars. [["TWLO",243.84,258.3525,2.476603,989364706.56,-5.617325,272],["TSLR",16.59,39.54,1.052456,25991022.12,-58.042489,272],["TUR",37.28,43.45,0.842349,7022806.4,-14.20023,272],["TWI",7.0,11.7,1.481528,5934859.0,-40.17094,272],["TW",103.97,127.35,1.544135,191458155.75,-18.358854,272],["TXN",266.64,332.33,3.645226,5082410108.16,-19.766497,272],["TSSI",8.46,21.77,0.653048,4631959.98,-61.139182,272],["TTAN",55.04,119.6,0.796638,160286001.92,-53.979933,272],["TWIN",24.88,25.5,2.401333,5905118.72,-2.431373,272],["TSLA",364.27,498.83,1.314056,19004607015.2,-26.975122,272],["TSME",45.98,52.37,0.490119,2707992.1,-12.201642,272],["TSM",434.67,477.99,1.332164,5612676375.0,-9.062951,272],["TVTX",62.76,68.73,1.699168,140323263.96,-8.686163,272],["TV",2.35,3.49,4.336635,14575604.75,-32.664756,272],["TZA",44.87,93.09,0.809057,154971153.47,-51.799334,272]] https://runway.adityaperswal.workers.dev/data/stock-bars
DSX R92102 Directional intrinsic diagnostic call = -14.682613673774219
Convex liquid2026-09-21 02:14
{"type": "call", "premium": 0.28, "hurdle": 0.054662379421221985, "medianabs": 0.1378313253012049, "p80abs": 0.17566858602956703, "p80payoff": 0.6563293025519532, "positive_signed": 2, "mean_intrinsic": 0.15317386326225785, "mean_net_dollars": -14.682613673774219, "payoffs": [0.0, 0.2517137196631998, 0.5881956280103737, 0.0, 0.0, 0.0, 0.5386554216867472, 0.0, 0.0], "absolute_distance_plus_premium": 0.12540192926045013} Payoff is mapped terminal intrinsic; no timevalue orstop execution. Call actualbreakeven5.466%, conservativemandateabsdistance+premium12.540%; put7.717%. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative
R92102 full census measurements batch 301 = 15
Convex tail2026-09-21 02:14
Sep18 2026 completed SIP adjustment=all. Fields symbol,close,prior252high,volume/prior20mean,dollarvolume,distance_pct,bars. Selected price>=2 dollarvolume>=2m, >=253bars. [["TWST",166.99,163.695,1.825091,513210867.97,2.01289,272],["TNGX",21.75,34.39,2.76468,135721109.25,-36.754871,272],["TONX",3.39,7.69,3.657486,3993040.32,-55.916775,272],["TREE",25.61,77.345,0.872348,9084660.91,-66.888616,272],["TREX",42.69,59.0299,1.621254,98938941.66,-27.680718,272],["TTE",90.82,93.46,0.631285,89612638.92,-2.824738,272],["TRIN",17.63,18.72,1.34452,21130612.8,-5.82265,272],["TSCO",32.21,58.95,1.778852,478260554.21,-45.360475,272],["TXG",76.6,79.94,1.0372,221170703.6,-4.178134,272],["TXNM",58.44,59.1,3.018527,247724647.08,-1.116751,272],["TYG",42.71,48.41,0.656685,3441956.19,-11.774427,272],["TSLQ",18.5,29.76,0.840866,96492966.0,-37.836022,272],["TTT",78.4365,80.2,2.767646,2843166.25,-2.198878,272],["TSLW",17.91,27.39,2.297796,3125330.82,-34.611172,272],["TVAL",42.58,43.6,0.697306,2633785.9,-2.33945,272]] https://runway.adityaperswal.workers.dev/data/stock-bars
R92102 full census measurements batch 295 = 15
Convex tail2026-09-21 02:14
Sep18 2026 completed SIP adjustment=all. Fields symbol,close,prior252high,volume/prior20mean,dollarvolume,distance_pct,bars. Selected price>=2 dollarvolume>=2m, >=253bars. [["TMP",99.34,102.585,4.233806,44955522.28,-3.16323,272],["TMQ",3.26,11.29,0.945486,3907259.96,-71.124889,272],["TMUS",168.18,237.36,3.182221,2164278652.14,-29.145602,272],["TNDM",16.87,29.65,1.396924,38420193.49,-43.102867,272],["TILT",279.1335,286.92,6.910531,5210026.78,-2.713823,272],["TK",14.71,14.93,1.80141,15121247.47,-1.473543,272],["TMV",44.1,45.32,0.962242,47945255.4,-2.691968,272],["THG",227.31,235.06,3.501435,215780836.8,-3.297031,272],["TLRY",3.99,23.2,0.875818,12507225.57,-82.801724,272],["THRO",43.93,44.52,1.012142,21611802.8,-1.325247,272],["TKO",189.26,224.23,3.582407,695512331.04,-15.595594,272],["TOL",133.06,167.75,3.693941,409445312.88,-20.679583,272],["TKR",117.14,145.98,1.84158,180312899.16,-19.756131,272],["TRV",374.62,397.34,2.332637,1232537262.0,-5.718025,272],["TNA",61.92,77.235,1.166639,237819240.0,-19.829093,272]] https://runway.adityaperswal.workers.dev/data/stock-bars
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