Notes

A news scan found the headline is not available, but a data line shows counterfactual European zero-rate/dividend calls, which are hypothetical scenarios to estimate potential outcomes. These scenarios were calibrated with an initial close and baseline IV assumptions, which is a measure of volatility. There were no live Greeks, which are measures of risk, or executable history. The actual AMC default exit happened one session earlier than the pre-newsclose. Daily-closing-threshold hits are not the same as intraday fills. The data includes three scenarios with the following details: a list of results including premium, baseline IV, initial IV, event log standard deviation, feasibility, policy, split, number of trials, target close hits, half premium close hits, terminal aftercost win count, mean terminal payout, and median terminal payout. The scenarios are as follows: a train scenario with a premium of 0.4, a baseline IV of 0.5, and an initial IV of 0.7928601244978165, a holdout scenario with the same premium and IV values, and an all scenario with the same premium and IV values. The results for each scenario are: train - 8 trials, 1 target close hit, 5 half premium close hits, 2 terminal aftercost wins, a mean terminal payout of 1.1536546045063318, and a median terminal payout of 0.11628419257748995, holdout - 4 trials, 0 target close hits, 1 half premium close hit, 3 terminal aftercost wins, a mean terminal payout of 1.5142068893595824, and a median terminal payout of 1.8367908837532938, all - 12 trials, 1 target close hit, 6 half premium close hits, 5 terminal aftercost wins, a mean terminal payout of 1.2738386994574153, and a median terminal payout of 0.5687096733888314. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the headline is not available, but a data line shows counterfactual European zero-rate and dividend calls, which are financial models that estimate the value of a call option. These models were calibrated with an initial close and baseline IV, or implied volatility, assumptions. IV is a measure of how much a stock's price is expected to fluctuate. The models did not use live Greeks, which are measures of an option's sensitivity, or executable history. The actual AMC default exit happened one session earlier than the pre-newsclose. Daily-closing threshold hits are not the same as intraday fills. The data includes the following rows: there are three sets of data, each with the following information: premium, which is the price of an option, is 0.4, baseline IV is 0.5, initial IV is 0.7928601244978165, event log standard deviation is 0.15106741572648086, feasible, which means possible, is true, policy is session before release, and split, which refers to the division of data, is either train, holdout, or all. The first set has n, or the number of data points, as 8, target close hits as 0, half premium close hits as 3, terminal aftercost win count as 4, mean terminal payout x as 0.8704828801123803, and median terminal payout x as 0.7971217139154735. The second set has n as 4, target close hits as 0, half premium close hits as 0, terminal aftercost win count as 2, mean terminal payout x as 1.043989882483604, and median terminal payout x as 0.9847440743236503. The third set has n as 12, target close hits as 0, half premium close hits as 3, terminal aftercost win count as 6, mean terminal payout x as 0.9283185475694549, and median terminal payout x as 0.8614441391943097. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the headline is not available, but a data line shows counterfactual European zero-rate/dividend calls, which are hypothetical scenarios used to estimate potential outcomes. These scenarios were calibrated with an initial close and baseline IV assumptions, which refer to the expected volatility of a security. The model did not use live Greeks, which are measures of an option's sensitivity, or executable history. The actual AMC default exit occurred one session earlier than the pre-newsclose. Daily-closing threshold hits are not the same as intraday fills. The model produced the following results: a list of data points including premium, baseline IV, initial IV, event log standard deviation, feasibility, policy, split, number of data points, target close hits, half premium close hits, terminal aftercost win count, mean terminal payout, and median terminal payout. The data points are as follows: a premium of 0.4, a baseline IV of 0.3, an initial IV of 0.7928601244978165, an event log standard deviation of 0.18018101928537242, and the policy is to hold through. The results are split into three categories: train, holdout, and all, with the following values: for train, n is 8, target close hits is 1, half premium close hits is 5, terminal aftercost win count is 2, mean terminal payout is 1.1043253126298052, and median terminal payout is 0.03390194673904289; for holdout, n is 4, target close hits is 0, half premium close hits is 1, terminal aftercost win count is 3, mean terminal payout is 1.476971506653931, and median terminal payout is 1.776190501864972; for all, n is 12, target close hits is 1, half premium close hits is 6, terminal aftercost win count is 5, mean terminal payout is 1.228540710637847, and median terminal payout is 0.4026941095191182. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the headline is not available, but a data line shows counterfactual European zero-rate/dividend calls, which are hypothetical scenarios used to estimate potential outcomes. These scenarios were calibrated with an initial close and baseline IV assumptions, which refer to the expected volatility of a security. The model did not use live Greeks, which are measures of an option's sensitivity, or executable history. The actual AMC default exit occurred one session earlier than the pre-newsclose. The model results are as follows: there are three sets of data with the same premium of 0.4, baseline IV of 0.3, and initial IV of 0.7928601244978165. The event log standard deviation is 0.18018101928537242. The data is divided into three categories: train, holdout, and all. The results for each category are: train, with 8 data points, 0 target close hits, 3 half premium close hits, and 4 terminal after cost win counts, with a mean terminal payout of 0.9485924901207923 and a median terminal payout of 0.8909046183900227; holdout, with 4 data points, 0 target close hits, 0 half premium close hits, and 2 terminal after cost win counts, with a mean terminal payout of 1.147728322385728 and a median terminal payout of 1.0872986351000242; and all, with 12 data points, 0 target close hits, 3 half premium close hits, and 6 terminal after cost win counts, with a mean terminal payout of 1.014971100875771 and a median terminal payout of 0.9584117587023844. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index correction, which is a measure of stock price movement, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis. The results are based on historical scenarios and do not reflect actual option profit and loss. The data includes two scenarios: one with a premium of 0.15 and a cost of 0.2, where the distribution is all and the dependence is independent and identically distributed, and another with the same premium and cost, but with a dependence of three repeat. The results for the first scenario are a median cash value of 364.56, a fifth percentile cash value of 19.67, and a 95th percentile cash value of 713.14. The median drawdown percentage is -33.57, the probability of loss percentage is 16.35, the probability of stopping before 20 percent is 5.23, and the mean number of tickets is 19.62. The results for the second scenario are a median cash value of 314.08, a fifth percentile cash value of 6.11, and a 95th percentile cash value of 963.61. The median drawdown percentage is -54.11, the probability of loss percentage is 37.29, the probability of stopping before 20 percent is 27.42, and the mean number of tickets is 17.58. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

On September 11, after making a correction based on the Relative Strength Index, or RSI, which is a measure of how quickly a stock's price is changing, a computation was done using a random seed of 9110600 from the NumPy library, which is a tool for mathematical operations. The method and limits used are explained in a separate public analysis. The results are based on historical scenarios and do not reflect actual profits or losses from options trading. Two scenarios were tested: the first had a premium of 0.15 and a cost of 0.2, with a holdout distribution, which means some data was set aside for testing, and independent and identically distributed, or iid, dependence, meaning each data point is independent of the others. This scenario had 30,000 paths, or possible outcomes, a median cash value of 481.02, a fifth percentile cash value of 198.04, and a 95th percentile cash value of 794.37. The median drawdown percentage, which is the maximum loss from peak to trough, was -18.35%, the probability of loss was 3.95%, and the probability of stopping before a 20% loss was 46%. The mean number of trades, or tickets, was 19.98. The second scenario also had a premium of 0.15 and a cost of 0.2, with a holdout distribution, but with a three repeat dependence, meaning each data point is repeated three times. This scenario had 30,000 paths, a median cash value of 475.39, a fifth percentile cash value of 9.84, and a 95th percentile cash value of 1054.27. The median drawdown percentage was -33.57%, the probability of loss was 18.08%, and the probability of stopping before a 20% loss was 9.11%. The mean number of trades was 19.38. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index correction, which is a measure of how quickly a stock's price is changing, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis. The results are based on historical scenarios and do not reflect actual option profit and loss. The data includes two scenarios: one with a premium of 0.15 and a cost of 0.2, where the distribution is for training and the dependence is independent and identically distributed, and another with the same premium and cost, but with a three repeat dependence. The results for the first scenario are a median cash value of 309.89, a fifth percentile cash value of 14.39, and a 95th percentile cash value of 664.49, with a median drawdown percentage of -41.91, a probability of loss percentage of 27.01, a probability of stopping before 20 percent of 10.73, and a mean number of tickets of 19.20. The results for the second scenario are a median cash value of 211.00, a fifth percentile cash value of 6.36, and a 95th percentile cash value of 939.97, with a median drawdown percentage of -67.15, a probability of loss percentage of 46.74, a probability of stopping before 20 percent of 35.24, and a mean number of tickets of 16.55. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index correction, which is a measure of how quickly a stock's price is changing, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis. The results are based on historical scenarios and do not reflect actual option profit and loss. The data includes two scenarios: the first scenario has a premium of 0.4 and a cost of 0.45, with an independent and identically distributed, or iid, distribution, meaning each event is independent of the others, and the results are based on 30,000 paths, or simulations. The median cash value is 104.65, the cash value at the 5th percentile is 88.71, and the cash value at the 95th percentile is 127.29. The median drawdown percentage, which is the maximum loss from a peak to a trough, is -50.36, the probability of loss is 97.59, and the probability of stopping before a 20 percent loss is 96.64. The mean number of tickets, or trades, is 4.60. The second scenario has the same premium and cost, but with a three repeat dependence, meaning each event is related to the previous three events, and the results are also based on 30,000 paths. The median cash value is 88.71, the cash value at the 5th percentile is 88.71, and the cash value at the 95th percentile is 304.48. The median drawdown percentage is -50.36, the probability of loss is 93.20, and the probability of stopping before a 20 percent loss is 92.06. The mean number of tickets is 5.17. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

On September 11, after making a correction based on the Relative Strength Index, or RSI, which is a measure of how quickly a stock's price is changing, a computation was done using a random seed of 9110600 from the NumPy library. The method and limits used are explained in a companion public analysis, but note that the historical scenarios presented are not the actual profit and loss from options trading. Two scenarios were tested: the first had a premium of 0.4 and a cost of 0.45, with the results being a median cash value of 109.81, a 5th percentile cash value of 88.71, and a 95th percentile cash value of 221.99, a median drawdown percentage of -41.44, a probability of loss of 93.63%, a probability of stopping before a 20% loss of 92.04, and a mean number of trades, or tickets, of 5.80. The second scenario also had a premium of 0.4 and a cost of 0.45, but with different dependence, and resulted in a median cash value of 107.01, a 5th percentile cash value of 88.71, and a 95th percentile cash value of 394.14, a median drawdown percentage of -40.12, a probability of loss of 90.76%, a probability of stopping before a 20% loss of 89.21, and a mean number of trades of 5.60. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

On September 11, after making a correction using the Relative Strength Index, or RSI, which is a measure of stock price movement, the system used a random number generator with a seed of 9110600 from the NumPy library. The method and limits used are explained in a separate public analysis. The results are based on historical scenarios and do not reflect actual profits or losses from options trading. The system ran two scenarios: the first scenario had a premium of 0.4 and a cost of 0.45, with the results being a median cash value of 91.74, a lowest 5% cash value of 87.35, and a highest 5% cash value of 127.62, a median drawdown percentage of -50.36, a probability of loss of 98.55%, and a probability of stopping before a 20% loss of 97.94%, with a mean of 4.13 trades. The second scenario had the same premium and cost, but with different dependence, and the results were a median cash value of 88.71, a lowest 5% cash value of 88.71, and a highest 5% cash value of 259.99, a median drawdown percentage of -50.36, a probability of loss of 93.69%, and a probability of stopping before a 20% loss of 93.10%, with a mean of 5.08 trades. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A calculation was made on September 11 after a correction using the Relative Strength Index, which is a way to measure stock price movement. The calculation used a specific random number seed, 9110600, from the NumPy library. The method and limits used are explained in a separate public analysis. The results are based on historical scenarios and do not reflect actual profit or loss from options. The results include the following information: the total path, 12 scenarios, 5 successful calls, 6 successful cheap calls, a mean intrinsic value of 1.3653809572052078, a median absolute percentage change of 14.420451986941352, and a mean percentage change of 4.617012888757578. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A computation was done on September 11 after a correction was made using the Relative Strength Index, or RSI, which is a way to measure how quickly a stock's price is changing. The computation used a seed value of 9110600 for the NumPy program. The method and limits used are explained in a separate public analysis. The results are based on historical scenarios and do not reflect the actual profit or loss of an option. The results are as follows: there are two scenarios, one with a short horizon, called 'r', and one with a horizon before a path, called 'pre_path'. For the 'r' horizon, over 12 periods, 3 calls were successful, and 5 of those were at a low price, with an average intrinsic value of 0.7480273795172868, an average absolute percentage change of 9.987505004063907, and an average percentage change of 4.178883532453439. For the 'pre_path' horizon, over 12 periods, 1 call was successful, and 2 of those were at a low price, with an average intrinsic value of 0.2440665102100048, an average absolute percentage change of 7.273370611847141, and an average percentage change of 0.08710974198166502. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

On September 11, after making a correction using the Relative Strength Index, or a measure of how quickly a stock's price is changing, the system computed some numbers. The method and limits used are explained in a separate public analysis. This analysis includes historical scenarios, but they do not reflect the actual profit or loss of an option. The system found the following results: it considered all possible options, the premium was 0.15, the all-in cost was 0.2, and it looked at 12 different scenarios. It had 6 successful outcomes and 5 cost-effective hits. The average payout was 1.4960547590345736 times the cost, and the net return was 0.4960547590345737. The half Kelly criterion, a measure used to determine the optimal bet size, was 0.08093731365601335. The probability that the payout would be greater than or equal to 40 was 0.554480705171112. The range of possible outcomes was between 0.1804786947897016 and 0.6880595749598803. There were 2 instances where the payout was 4 times the cost. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index, or RSI, correction, using a NumPy seed of 9110600. The method and limits are in a companion public analysis, which includes historical scenarios that are not actual option profit and loss. The data includes two scenarios: one with a premium of 0.4 and another with a premium of 0.2, each with various metrics such as mean payout and net result. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index, or RSI, correction, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis, which includes historical scenarios that are not actual option profit or loss. The data includes two scenarios: one with a premium of 0.2 and another with a premium of 0.15. The details of these scenarios are as follows: [{ https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index correction, which is a measure of stock price movement, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis, but the historical scenarios are not actual option profit or loss. The data includes two scenarios: one for training and one for holdout. The training scenario has a premium of 0.15, an all-in price of 0.2, 8 total trades, 3 successful trades, a mean payout of 1.3597, a net return of 0.3597, a half Kelly bet of 0.0508, a probability of payout greater than or equal to 40 of 0.4532, and a probability interval of 0.119 to 0.705. The holdout scenario has a premium of 0.4, an all-in price of 0.45, 4 total trades, 1 successful trade, a mean payout of 0.7861, a net return of -0.2139, a half Kelly bet of 0, a probability of payout greater than or equal to 40 of 0.2832, and a probability interval of 0.028 to 0.716. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after RSI correction, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis, which notes that historical scenarios are not actual option profit and loss. The data includes two scenarios: one with a premium of 0.4 and another with a premium of 0.2, where premium refers to the cost of an option. The results are as follows: [{ https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index, or RSI, correction, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis, which notes that historical scenarios are not actual option profit and loss. The results are as follows: a list of backtest results with different filters, splits, and slippage values, which is a measure of the difference between expected and actual trade prices. The list includes the following results: [{"filter":"all_three","split":"train","slippage":0.001,"n":1,"return_pct":-3.7374970580781057,"drawdown_pct":-3.7374970580781097,"win_pct":0},{"filter":"all_three","split":"train","slippage":0.003,"n":1,"return_pct":-4.12177965749477,"drawdown_pct":-4.12177965749475,"win_pct":0},{"filter":"all_three","split":"holdout","slippage":0.001,"n":0,"return_pct":0,"drawdown_pct":0,"win_pct":null},{"filter":"all_three","split":"holdout","slippage":0.003,"n":0,"return_pct":0,"drawdown_pct":0,"win_pct":null}]. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index correction, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis, which notes that historical scenarios are not actual option profit and loss. The data includes the following backtest results: a filter called RV20 below 60, which is a measure of stock volatility, was used with different slippage values, which is the difference between expected and actual trade prices. The results are as follows: for the training set with a slippage of 0.001, the return was -12.74 percent, the maximum drawdown was -22.33 percent, and the winning percentage was 40 percent. For the training set with a slippage of 0.003, the return was -14.47 percent, the maximum drawdown was -23.41 percent, and the winning percentage was 40 percent. For the holdout set with a slippage of 0.001, the return was 1.66 percent, the maximum drawdown was -5.90 percent, and the winning percentage was 50 percent. For the holdout set with a slippage of 0.003, the return was 0.85 percent, the maximum drawdown was -6.39 percent, and the winning percentage was 50 percent. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data line: Computed on September 11 after RSI correction, using NumPy seed 9110600. This is a type of computer simulation. The method and limits are explained in a companion public analysis, which is a separate document that provides more details. The results are based on historical scenarios and do not reflect actual option profit and loss. The results are as follows: a list of backtest results with different parameters, including filter, split, slippage, number of trades, return percentage, drawdown percentage, and win percentage. The list includes four sets of results with specific values for these parameters. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index, or RSI, correction, using a NumPy seed of 9110600. The method and limits are in a companion public analysis, which notes that historical scenarios are not actual option profit and loss. The results are as follows: a list of backtest results with different filters, splits, slippages, and returns. The list includes four rows with the following details: filter, split, slippage, number of trades, return percentage, drawdown percentage, and win percentage. The rows are: for a filter below 20 and 50, split train, slippage 0.001, 3 trades, return percentage -12.906754439533854, drawdown percentage -17.324810058079088, win percentage 33.33333333333333, and for the same filter and split, slippage 0.003, 3 trades, return percentage -13.945632155217751, drawdown percentage -17.983575855650468, win percentage 33.33333333333333, and for the same filter, split holdout, slippage 0.001, 1 trade, return percentage 7.299569100223664, drawdown percentage -1.9718309859154903, win percentage 100, and for the same filter and split, slippage 0.003, 1 trade, return percentage 6.871226224545496, drawdown percentage -1.9718309859154792, win percentage 100. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data line: ComputedSep11 afterRSI correction, NumPyseed9110600. This refers to a calculation made on September 11 after a correction using the Relative Strength Index, a method to measure stock prices, with a specific seed value for the NumPy program, which is used for mathematical operations. The method and limits are explained in a companion public analysis, but the historical scenarios are not actual profit and loss results for options. The results are as follows: [{ https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

On September 11, after making a correction using the Relative Strength Index, or RSI, which is a measure of how quickly a stock's price is changing, a computation was done with a seed for the NumPy program of 9110600. The method and limits used are explained in a separate public analysis, and the historical scenarios are not the actual profits or losses from options. The results of the computation are as follows: there are two sets of data, one for training and one for testing, called holdout, and they were filtered in two ways, by trend and RSI, and by all three, which are not specified here. The results are: for the trend and RSI filter on the training data, there were 2 instances, with no successful calls or puts, and a median absolute percentage change of 9.987505004063907, for the trend and RSI filter on the holdout data, there were 0 instances, with no successful calls or puts, and no median absolute percentage change, for the all three filter on the training data, there were 2 instances, with no successful calls or puts, and a median absolute percentage change of 9.987505004063907, and for the all three filter on the holdout data, there were 0 instances, with no successful calls or puts, and no median absolute percentage change. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index or RSI correction, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis, which notes that historical scenarios are not actual option profit and loss. The data includes the following rows: there are two training scenarios where the RSI is below 40, with no successful call or put hits, and a median absolute percentage change of 9.9875. There are no holdout scenarios where the RSI is below 40. There are four training scenarios where the 20-day realized volatility or RV20 is below 60, with one successful call hit and one successful put hit, and a median absolute percentage change of 11.6654. There are three holdout scenarios where the RV20 is below 60, with one successful call hit and one successful put hit, and a median absolute percentage change of 12.933. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after RSI correction, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis, which notes that historical scenarios are not actual option profit and loss. The data includes the following results: a list of quant regime rows with various filters and splits, including the number of call hits, put hits, and median absolute percentage. The list includes four items: a filter for all with a train split, a filter for all with a holdout split, a filter for below 20 and 50 with a train split, and a filter for below 20 and 50 with a holdout split, with corresponding numbers of call hits, put hits, and median absolute percentages. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes