A news scan found the following data line for EFA: the symbol is EFA, the model is monthly, the sample is train, the slippage in basis points is 15, the c multiplier is 1, the return is 8.063182173909889, the drawdown is 22.094108846007956, the compound annual growth rate percentage is 1.95756104727558, the Sharpe ratio, which measures risk, is 0.21560953254573556, the annual volatility percentage is 12.815764476908923, the number of sessions is 1008, the number of months is 48, the win rate percentage is 100, the number of trades is 1, the percentage of positive months is 56.25, the mean trade percentage is 1.7723338517105387, the average win percentage is 1.7723338517105387, there is no average loss percentage, the mean exposure is 0.7445128994087046, the vectorbt max error, which is a measure of calculation accuracy, is 1.8189894035458565e-12, the number of orders is 33, the start date is 2019-01-02, and the end date is 2022-12-30. This is described as a Sep11 measurement with notes including frozen2230, SIP all, a fee of 1 basis point, and fractional normalized daily proxy.
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA VM9110600 monthly test slip5 scale1 = 59.000753911733874
Quant replication2026-09-11 06:10
A monthly test of the EFA symbol was conducted. The test had a slippage of 5 basis points, which is a measure of the difference between expected and actual trade prices. The return was 59.00%, and the maximum drawdown, or largest loss, was 11.58%. The compound annual growth rate, or CAGR, was 13.58%, which is a measure of the rate of return over a certain period. The Sharpe ratio, which is a measure of risk-adjusted return, was 1.044. The annual volatility, or standard deviation of returns, was 13.00%. There were 918 trading sessions and 44 months in the test period. The win rate was 100%, with 1 trade, and 70.45% of months were positive. The mean trade return was 14.67%, and the average win was also 14.67%. There was no average loss. The mean exposure, or average amount invested, was 0.89. The test started on 2023-01-03 and ended on 2026-08-31. A September 11 measurement was taken, with a frozen value of 2230, using a systematic investment plan, or SIP, with a fee of 1 basis point, and fractional and normalized daily proxy values.
https://runway.adityaperswal.workers.dev/data/stock-bars
A monthly trading model for the symbol EFA had the following results: the return was 8.995053923013941 percent, the drawdown was 22.046958036847585 percent, and the compound annual growth rate, or CAGR, which is a measure of an investment's annual growth rate, was 2.1766589397795855 percent. The Sharpe ratio, which is a measure of risk-adjusted return, was 0.23236422630244985, and the annual volatility, or ann_vol, which is a measure of the standard deviation of investment returns, was 12.815222996397239 percent. There were 1008 trading sessions, and 48 months, with a win rate of 100 percent, and only 1 trade. The percentage of positive months was 56.25 percent, the mean trade return was 1.9703005522136579 percent, and the average win return was also 1.9703005522136579 percent. The average loss return was null, meaning there were no losses. The mean exposure, which is the average amount of capital invested, was 0.7444395716374993. A news scan found the headline 'Sep11measurement' and other notes mentioned 'frozen2230, SIP/all, fee1bp, fractionalnormalized, dailyproxy'.
https://runway.adityaperswal.workers.dev/data/stock-bars
A news scan found the headline about CNXC91106 T10 ADR1_3. The results of a study on CNXC91106 T10 ADR1_3 are as follows: the study had a return of -21.749548645550874, a drawdown of 21.749548645550874, and a win rate of 0. The mean percentage change was -5.937554483891483, the average win percentage was 0, and the average loss percentage was 5.937554483891483. The worst percentage change was -7.60404180814268. The study also reported a mean excess percentage per period of -5.7935469993265984. The study was measured on 2026-09-11 and used chronological training data from 2021 to 2024 and holdout data from 2025 to June 2026. The data used was from saved study.py and issuer calendar observations from 24553 to 24575, with no live fills. The study had a barrier set to true, a slippage of 45 basis points, and a window set to holdout. The sample size was 4, with 0 targets and 0 ambiguous results.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all
A news scan found the headline 'CNXC CNXC91106 T10 ADR1_3 train 45bp'. The details are as follows: the training window had a return of -26.577258377148993 percent, a drawdown of 29.903225595850635 percent, and a win rate of 16.666666666666664 percent. The sample size was 12, with a mean percentage change of -2.4850474227438366 percent. The average win percentage was 4.141284060615391 percent and the average loss percentage was 3.8103137194156824 percent. The worst percentage change was -5.148612904379791 percent. The mean excess percentage per period was -3.476904973402537 percent. This was a training period from 2021 to 2024, with a holdout period from 2025 to June 2026, measured on September 11, 2026. The data came from a saved study and issuer calendar observations from 24553 to 24575, with no live trading fills.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all
A news scan found the data line: a study of CNXC91106 T10 ADR1_3 from September 11, 2026, showed a return of -20.49 percent and a drawdown of 20.49 percent, with a win rate of 0 percent, over a holdout window, which is a period of time used to test a trading strategy, with a slippage of 25 basis points, which is a measure of the difference between expected and actual trade prices. The mean percentage change was -5.56 percent, the average win percentage was 0 percent, and the average loss percentage was -5.56 percent. The worst percentage change was -7.23 percent. The study was trained on data from 2021 to 2024 and tested on data from 2025 to June 2026, with observations from issuer calendar numbers 24553 to 24575, and did not include any live trades.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all
A news scan found the headline is not available, but a data line was found. The data line shows the results of a training period for a trading strategy. The strategy had a return of -22.97 percent and a drawdown of 26.60 percent. The win rate was 16.67 percent, based on 12 samples. The average win was 4.56 percent and the average loss was 3.42 percent. The worst loss was 4.77 percent. The strategy was trained on data from 2021 to 2024 and tested on data from 2025 to June 2026. The data was measured on September 11, 2026. The strategy used a 10-day window, a 25 basis point slippage, and a barrier. Basis point means a unit of measurement for interest rates or investment returns, equal to 0.01 percent. Slippage refers to the difference between the expected price of a trade and the actual price. Drawdown means the largest decline in value from a peak to a trough. The results are based on a saved study and issuer calendar observations from numbers 24553 to 24575, with no live trades executed.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all
CNXC CNXC91106 T10 time holdout 45bp = -13.701270513486724
Catalyst run-ups2026-09-11 06:10
A news scan found the headline 'CNXC CNXC91106 T10 time holdout 45bp'. The given data is a JSON output, which is a format for storing and exchanging data. It shows the results of a trading simulation for CNXC, with the following details: the simulation used 10 units, had no barrier, and allowed for a 45 basis point slippage, which is a measure of the difference between expected and actual trade prices. The simulation was run on a holdout period, meaning it was tested on a separate set of data. The return was -13.70%, the drawdown, which is the maximum loss from a peak to a trough, was 23.70%, and the win rate was 0%. The sample size was 4, the mean percentage change was -3.60%, and the average win and loss percentages were 0% and -3.60% respectively. The targets, which are the desired outcomes, were 0, and the worst percentage change was -6.08%. The mean excess percentage per period was -3.46%. The data was measured on September 11, 2026, and the training period was from 2021 to 2024, with a holdout period from 2025 to June 2026. The figures were taken from a saved study and issuer calendar observations from numbers 24553 to 24575, with no live trades executed.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all
CNXC CNXC91106 T10 time train 45bp = -30.120896257409303
Catalyst run-ups2026-09-11 06:10
A news scan found the data line: CNXC CNXC91106 T10 time train 45bp. The data shows the following results: the return was -30.120896257409303, the drawdown was 33.4368627987072, and the win rate was 25. The sample size was 12, with a mean percentage of -2.796058980144094, an average win percentage of 5.252746671129205, and an average loss percentage of 5.478994197235194. The worst percentage was -9.677200581896518 and the mean excess was -3.787916530802795. The data was measured on 2026-09-11 and was based on chronological training from 2021 to 2024 and a holdout period from 2025 to June 2026. The figures came from a saved study and issuer calendar observations from 24553 to 24575, with no live fills.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all
CNXC CNXC91106 T10 time holdout 25bp = -12.309367799362352
Catalyst run-ups2026-09-11 06:10
A news scan found the data line: a study of CNXC91106 from September 11, 2026, showed a return of -12.309367799362352 percent and a drawdown of 23.08418931866121 percent. The study used a 10-day window, also known as a time period of 10 days, and a slippage of 25 basis points, which is a measure of the difference between expected and actual prices, with 1 basis point being 0.01 percent. The results included a win rate of 0 percent, a mean percentage change of -3.213902009658562 percent, and an average loss percentage of 3.213902009658562 percent. The study was trained on data from 2021 to 2024 and tested on data from 2025 to June 2026, with a total of 4 samples. The worst percentage change was -5.698682563908742 percent. The mean excess percentage per period was -3.0698945250936776 percent. The study was based on saved data from study.py and issuer calendar observations from 24553 to 24575, with no live trades executed.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all
CNXC CNXC91106 T10 time train 25bp = -26.6848506499476
Catalyst run-ups2026-09-11 06:10
A news scan found the headline is not available, but a data line was found with the following information: the trading strategy CNXC91106 had a return of -26.6848506499476 percent and a drawdown of 30.72460991087731 percent, with a win rate of 25 percent, based on 12 samples. The mean percentage change was -2.4064596343805023 percent, with an average win percentage of 5.674606122635558 percent and an average loss percentage of 5.100148220052522 percent. The worst percentage loss was -9.31518127288886 percent. The strategy had a mean excess percentage per trade of -3.3983171850392035 percent. The data was measured on September 11, 2026, and was based on chronological training from 2021 to 2024 and a holdout period from 2025 to June 2026, with no live fills, using a 10-day window, also known as a time period of 10 days, a barrier of false, meaning no barrier was used, and a slippage of 25 basis points, which is a measure of the difference between the expected price and the actual price of a trade, where basis points are a unit of measurement, with 100 basis points equal to 1 percent. The figures were from a saved study and issuer calendar observations from 24553 to 24575.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all
A news scan found the headline 'CNXC CNXC91106 T5 ADR1_3 holdout 45bp'. The given data is a JSON output, which is a format for storing and exchanging data. It shows the results of a trading strategy test, including a return of -28.60560279207863, a drawdown of 29.75680929032616, and a win rate of 0. The test was measured on September 11, 2026, and used data from 2021 to 2024 for training and from 2025 to June 2026 as a holdout period. The data comes from a study and issuer calendar observations from numbers 24553 to 24575, with no live trades executed.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all
A news scan found the following data line: a train result for CNXC91106 T5 ADR1_3 with a 45 basis point slippage, which is a measure of the difference between expected and actual trade prices. The result was measured on 2026-09-11 and is based on chronological training from 2021 to 2024 and a holdout period from 2025 to June 2026. The data includes the following figures: a return of -13.262336939331709 percent, a drawdown of 19.584702990166058 percent, a win rate of 40 percent, and a sample size of 15. The average win percentage was 3.1691093838779514 percent and the average loss percentage was 3.5759451127944626 percent. The worst percentage loss was -5.45360941205616 percent. All figures are from a saved study and issuer calendar observations from 24553 to 24575, with no live trade fills.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all
A news scan found the headline is not available, but a data line was found with the following information: the CNXC91106 T5 ADR1_3 had a return of -26.57828415023204 and a drawdown of 27.90600877346402, with a win rate of 0, during the holdout window, which is a period of time used to test a model. The mean percentage change was -4.29254621439878, the average win percentage was 0, and the average loss percentage was 4.29254621439878. The worst percentage change was -6.983554867698272. The data was measured on 2026-09-11 and was based on chronological training from 2021 to 2024 and a holdout period from 2025 to June 2026. The figures were from a saved study and issuer calendar observations from 24553 to 24575, with no live fills, meaning no actual trades were made.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all
A news scan found the following data line: CNXC CNXC91106 T5 ADR1_3 train 25bp. The data shows the results of a training period for a trading strategy. The key statistics are: the strategy had a return of -7.89870986283142, a drawdown of 16.302850334144082, and a win rate of 46.666666666666664. The average win was 3.0930941426139076 percent and the average loss was 3.60764980578237 percent. The worst loss was -5.074661691100624 percent. The data was measured on 2026-09-11 and is based on a chronological training period from 2021 to 2024 and a holdout period from 2025 to June 2026. The figures are from a saved study and issuer calendar observations from 24553 to 24575, with no live fills.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all
Whole-contract granularity and three-ticket book concentration = 33.5739466174
Convex events2026-09-11 06:10
The fund has the following details: Equity is $850.99 and the fund is $178.71. The normal premium is 3% at $25.5297, the conviction premium is 5% at $42.5495, and the absolute premium is 6% at $51.0594. The normal quarter premium is $6.3824 at $25.5297. A hypothetical call option for one contract with a $15 premium would be 1.76265% of the account, plus a $0.05 per share assumed round trip reserve would be $20, which is 2.35020% of the account. Three all-in tickets for 20 contracts would consume 33.5739466% of the fund and 7.0506116% of the account, with the premium only being 5.2879587% of the account for 45 contracts. A one-quarter normal probe cannot buy one 15-contract option. There are three hypothetical positions in distinct symbols, but it is not permitted to have three lots of BB. These are not orders.
User account snapshot2026-09-11T06:00:23Z; NumPy arithmetic in06UTC Convex strategy2557
CNXC CNXC91106 T5 time holdout 45bp = -13.608645920347334
Catalyst run-ups2026-09-11 06:10
A news scan found the data line for CNXC91106 T5 time with the following results: the system had a 45 basis point slippage, a return of -13.61%, and a drawdown of 23.05%. The win rate was 28.57% with a mean percentage change of -2.04%. The average win percentage was 0.79% and the average loss percentage was 3.17%. The worst percentage change was -6.02%. These results were measured on 2026-09-11 and were based on chronological training from 2021 to 2024 and a holdout period from 2025 to June 2026. The data came from a saved study and issuer calendar observations from 24553 to 24575, with no live fills.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all
CNXC CNXC91106 T5 time train 45bp = -6.552599102525565
Catalyst run-ups2026-09-11 06:10
A news scan found the headline 'CNXC CNXC91106 T5 time train 45bp'. The given data is a performance report for a trading strategy, which includes the following metrics: a return of -6.5526%, a drawdown of 16.0319%, and a win rate of 46.6667%. The strategy had an average win percentage of 3.6653% and an average loss percentage of 3.8330%. The worst loss percentage was -10.7664%. The data was measured on 2026-09-11 and is based on chronological training from 2021 to 2024 and a holdout period from 2025 to June 2026. The figures are from a saved study and issuer calendar observations from 24553 to 24575, with no live fills.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all
CNXC CNXC91106 T5 time holdout 25bp = -11.155472989844291
Catalyst run-ups2026-09-11 06:10
A news scan found the data line: a study of CNXC91106 from September 11, 2026, showed the following results from a training period that started in 2021 and ended in 2024, with a holdout period from 2025 to June 2026. The results were measured on September 11, 2026, and were based on a saved study and issuer calendar observations from 24553 to 24575, with no live fills. The return was -11.155472989844291 percent, with a drawdown of 21.182125618482484 percent and a win rate of 28.57142857142857 percent. The mean percentage change was -1.6471275818318105 percent, with an average win percentage of 1.1973096226165936 percent and an average loss percentage of 2.784902463611172 percent. The worst percentage change was -5.642257684249563 percent, and the mean excess percentage per period was -1.3899650099644603 percent. The study used a 5-period window, with a 25 basis point slippage, and no barrier, with 7 samples and 0 targets, and 0 ambiguous results.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all
CNXC CNXC91106 T5 time train 25bp = -0.7740596307889064
Catalyst run-ups2026-09-11 06:10
A news scan found the following data line: CNXC CNXC91106 T5 time train 25bp. The given data is a JSON object containing information about a trading strategy, including its key statistics. The strategy has a return of -0.7740596307889064, a drawdown of 12.295339873653177, and a win rate of 53.333333333333336. The mean percentage is 0.06567539364907986, the average win percentage is 3.5901516022843527, and the average loss percentage is 3.962297416219803. The worst percentage is -10.408766779123447 and the mean excess is -0.2927008291603239. This data was measured on 2026-09-11 and is based on chronological training from 2021 to 2024 and a holdout period from 2025 to June 2026. The data is from a saved study and issuer calendar observations from 24553 to 24575, with no live fills.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all
CNXC CNXC91106 T3 ADR1_3 holdout 45bp = 1.9563917689521624
Catalyst run-ups2026-09-11 06:10
A news scan found the headline 'CNXC CNXC91106 T3 ADR1_3 holdout 45bp'. The given data is a JSON output, which is a format for storing and exchanging data. It shows the results of a trading strategy, including a 45 basis point slippage, which refers to the difference between the expected price of a trade and the actual price. The strategy had a return of 1.9563917689521624, a drawdown of 8.99688017411544, and a win rate of 57.14285714285714. The data was measured on 2026-09-11 and is based on chronological training from 2021 to 2024 and a holdout period from 2025 to June 2026. The figures come from a saved study and issuer calendar observations from 24553 to 24575, with no live trades executed.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all
CNXC CNXC91106 T3 ADR1_3 train 45bp = -7.615885525483863
Catalyst run-ups2026-09-11 06:10
A news scan found the headline is not available, but a data line was found. The data is about a trading strategy with the following results: it had a return of -7.6159 percent, a drawdown of 8.8375 percent, and a win rate of 33.3333 percent. The sample size was 15, with a mean percentage change of -0.4759 percent. The average win percentage was 3.4073 percent and the average loss percentage was 2.4175 percent. The worst percentage loss was -5.0266 percent. The mean excess percentage was -1.0360 percent. The strategy had 1 target and 0 ambiguous results. The data was measured on 2026-09-11 and was based on chronological training from 2021 to 2024 and a holdout period from 2025 to June 2026. The figures came from a saved study and issuer calendar observations from 24553 to 24575, with no live fills. The strategy used a 45 basis point slippage and a barrier, which is a price level that, if reached, triggers a trade. The window used was a train window, which is a period of time used to train a trading model.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all
CNXC CNXC91106 T3 ADR1_3 holdout 25bp = 4.8515502375733925
Catalyst run-ups2026-09-11 06:10
A news scan found the following data line: a study of CNXC91106 T3 ADR1_3 from September 11, 2026, showed a return of 4.8515502375733925, a drawdown of 7.898250316306732, and a win rate of 57.14285714285714, with a mean percentage of 0.8326287382051514, an average win percentage of 5.062230275727009, and an average loss percentage of 4.806839978490659, based on a sample of 7, with 0 targets, and a worst percentage of -6.786942148210995, and a mean excess percentage of 0.22655912993235772, with 0 ambiguous results, using a barrier, a slippage of 25 basis points, and a holdout window, measured from September 11, 2026, with training from 2021 to 2024 and a holdout period from 2025 to June 2026, and observations from 24553 to 24575, with no live fills, from saved study.py and issuer calendar.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all
SPY VM9110600 adapter test slip15 scale2 = 37.115872086747295
Quant replication2026-09-11 06:10
A news scan found the following data line: the symbol is SPY, which is a type of stock market index fund, and the model is an adapter, a type of computer program that helps with trading. The sample is a test, which means it is not real trading data. The slippage, or the difference between expected and actual trade prices, is 15 basis points, a basis point is one hundredth of a percent. The c_multiplier is 2. The return, or profit, is 37.115872086747295 percent. The drawdown, or largest loss, is 14.068000496405809 percent. The CAGR, or compound annual growth rate, a measure of how much something grows per year, is 9.051570880178428 percent. The Sharpe ratio, a measure of risk and return, is 0.9194196141792076. The annual volatility, or how much something changes in value, is 9.96680947636265 percent. There were 918 trading sessions, which is a period of trading, and 44 months. The win rate, or percentage of successful trades, is 52.27272727272727 percent. There were 44 trades. The percentage of positive months, or months with a profit, is 52.27272727272727 percent. The mean trade, or average trade, is 0.849657598427076 percent. The average win, or average profit, is 3.683454048662196 percent. The average loss, or average amount lost, is 2.254024228020912 percent. The mean exposure, or average amount invested, is 0.5997678488416627. The vectorbt_max_error, a measure of the difference between expected and actual results, is 3.637978807091713e-12. There were 102 orders, or trades. The start date is 2023-01-03 and the end date is 2026-08-31. This data is from a test of the adapter, which used a fixed protocol, a set of rules for trading, and a common complete month end, which means that trading stopped at the end of each month, on August 31. The test used a SIP, or systematic investment plan, which is a type of investment strategy, and a dividend proxy, which is a way of estimating dividend payments, and fees of 1 basis point, and a normalized fractional portfolio, which means that the portfolio was adjusted to reflect the actual trading. The test did not use actual 15 minute fills, or trades that were actually completed in 15 minutes.
https://runway.adityaperswal.workers.dev/data/stock-bars
CNXC CNXC91106 T3 ADR1_3 train 25bp = -1.903096866566102
Catalyst run-ups2026-09-11 06:10
A news scan found the headline is not available, but a data line was found with the following information: the CNXC91106 T3 ADR1_3 train had a return of -1.903096866566102, a drawdown of 6.957755410960087, and a win rate of 46.666666666666664. The sample size was 15, with a mean percentage change of -0.07704330702385187, an average win percentage of 2.8034475550600346, and an average loss percentage of 2.5974728113472527. The worst percentage change was -4.645979900293673, and the mean excess percentage per period was -0.6371358749761669. This data was measured on 2026-09-11, using chronological training from 2021 to 2024 and a holdout period from 2025 to June 2026. The data comes from a saved study and issuer calendar observations from 24553 to 24575, with no live fills and a slippage of 25 basis points.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=CNXC,SPY&timeframe=1Day&feed=sip&adjustment=all