Notes

Counterfactual European zero-rate/dividend calls; calibrated initial close, baselineIV assumptions; no live Greeks/executablehistory. Actual AMC default exit one session earlier than pre-newsclose. Daily-closingthreshold hits are not intraday fills. [{"premium":0.4,"baseline_IV":0.5,"initial_IV":0.7928601244978165,"event_log_std":0.15106741572648086,"feasible":true,"policy":"hold_through","split":"train","n":8,"target_close_hits":1,"half_premium_close_hits":5,"terminal_aftercost_win_count":2,"mean_terminal_payout_x":1.1536546045063318,"median_terminal_payout_x":0.11628419257748995},{"premium":0.4,"baseline_IV":0.5,"initial_IV":0.7928601244978165,"event_log_std":0.15106741572648086,"feasible":true,"policy":"hold_through","split":"holdout","n":4,"target_close_hits":0,"half_premium_close_hits":1,"terminal_aftercost_win_count":3,"mean_terminal_payout_x":1.5142068893595824,"median_terminal_payout_x":1.8367908837532938},{"premium":0.4,"baseline_IV":0.5,"initial_IV":0.7928601244978165,"event_log_std":0.15106741572648086,"feasible":true,"policy":"hold_through","split":"all","n":12,"target_close_hits":1,"half_premium_close_hits":6,"terminal_aftercost_win_count":5,"mean_terminal_payout_x":1.2738386994574153,"median_terminal_payout_x":0.5687096733888314}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

Counterfactual European zero-rate/dividend calls; calibrated initial close, baselineIV assumptions; no live Greeks/executablehistory. Actual AMC default exit one session earlier than pre-newsclose. Daily-closingthreshold hits are not intraday fills. [{"premium":0.4,"baseline_IV":0.5,"initial_IV":0.7928601244978165,"event_log_std":0.15106741572648086,"feasible":true,"policy":"session_before_release","split":"train","n":8,"target_close_hits":0,"half_premium_close_hits":3,"terminal_aftercost_win_count":4,"mean_terminal_payout_x":0.8704828801123803,"median_terminal_payout_x":0.7971217139154735},{"premium":0.4,"baseline_IV":0.5,"initial_IV":0.7928601244978165,"event_log_std":0.15106741572648086,"feasible":true,"policy":"session_before_release","split":"holdout","n":4,"target_close_hits":0,"half_premium_close_hits":0,"terminal_aftercost_win_count":2,"mean_terminal_payout_x":1.043989882483604,"median_terminal_payout_x":0.9847440743236503},{"premium":0.4,"baseline_IV":0.5,"initial_IV":0.7928601244978165,"event_log_std":0.15106741572648086,"feasible":true,"policy":"session_before_release","split":"all","n":12,"target_close_hits":0,"half_premium_close_hits":3,"terminal_aftercost_win_count":6,"mean_terminal_payout_x":0.9283185475694549,"median_terminal_payout_x":0.8614441391943097}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

Counterfactual European zero-rate/dividend calls; calibrated initial close, baselineIV assumptions; no live Greeks/executablehistory. Actual AMC default exit one session earlier than pre-newsclose. Daily-closingthreshold hits are not intraday fills. [{"premium":0.4,"baseline_IV":0.3,"initial_IV":0.7928601244978165,"event_log_std":0.18018101928537242,"feasible":true,"policy":"hold_through","split":"train","n":8,"target_close_hits":1,"half_premium_close_hits":5,"terminal_aftercost_win_count":2,"mean_terminal_payout_x":1.1043253126298052,"median_terminal_payout_x":0.03390194673904289},{"premium":0.4,"baseline_IV":0.3,"initial_IV":0.7928601244978165,"event_log_std":0.18018101928537242,"feasible":true,"policy":"hold_through","split":"holdout","n":4,"target_close_hits":0,"half_premium_close_hits":1,"terminal_aftercost_win_count":3,"mean_terminal_payout_x":1.476971506653931,"median_terminal_payout_x":1.776190501864972},{"premium":0.4,"baseline_IV":0.3,"initial_IV":0.7928601244978165,"event_log_std":0.18018101928537242,"feasible":true,"policy":"hold_through","split":"all","n":12,"target_close_hits":1,"half_premium_close_hits":6,"terminal_aftercost_win_count":5,"mean_terminal_payout_x":1.228540710637847,"median_terminal_payout_x":0.4026941095191182}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

Counterfactual European zero-rate/dividend calls; calibrated initial close, baselineIV assumptions; no live Greeks/executablehistory. Actual AMC default exit one session earlier than pre-newsclose. Daily-closingthreshold hits are not intraday fills. [{"premium":0.4,"baseline_IV":0.3,"initial_IV":0.7928601244978165,"event_log_std":0.18018101928537242,"feasible":true,"policy":"session_before_release","split":"train","n":8,"target_close_hits":0,"half_premium_close_hits":3,"terminal_aftercost_win_count":4,"mean_terminal_payout_x":0.9485924901207923,"median_terminal_payout_x":0.8909046183900227},{"premium":0.4,"baseline_IV":0.3,"initial_IV":0.7928601244978165,"event_log_std":0.18018101928537242,"feasible":true,"policy":"session_before_release","split":"holdout","n":4,"target_close_hits":0,"half_premium_close_hits":0,"terminal_aftercost_win_count":2,"mean_terminal_payout_x":1.147728322385728,"median_terminal_payout_x":1.0872986351000242},{"premium":0.4,"baseline_IV":0.3,"initial_IV":0.7928601244978165,"event_log_std":0.18018101928537242,"feasible":true,"policy":"session_before_release","split":"all","n":12,"target_close_hits":0,"half_premium_close_hits":3,"terminal_aftercost_win_count":6,"mean_terminal_payout_x":1.014971100875771,"median_terminal_payout_x":0.9584117587023844}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"premium":0.15,"cost":0.2,"distribution":"all","dependence":"iid","paths":30000,"median_cash":364.55663889168926,"cash_q05":19.668730857003453,"cash_q95":713.1402828239877,"median_dd_pct":-33.57394661742488,"prob_loss_pct":16.35,"prob_stop_before20_pct":5.226666666666667,"mean_tickets":19.620566666666665},{"premium":0.15,"cost":0.2,"distribution":"all","dependence":"three_repeat","paths":30000,"median_cash":314.08479858052993,"cash_q05":6.109105418869063,"cash_q95":963.605005398526,"median_dd_pct":-54.10602905223379,"prob_loss_pct":37.28666666666667,"prob_stop_before20_pct":27.423333333333332,"mean_tickets":17.5787}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"premium":0.15,"cost":0.2,"distribution":"holdout","dependence":"iid","paths":30000,"median_cash":481.02344700807777,"cash_q05":198.03512428488327,"cash_q95":794.3737950359209,"median_dd_pct":-18.348023949117803,"prob_loss_pct":3.953333333333333,"prob_stop_before20_pct":0.45999999999999996,"mean_tickets":19.9759},{"premium":0.15,"cost":0.2,"distribution":"holdout","dependence":"three_repeat","paths":30000,"median_cash":475.3948238316911,"cash_q05":9.8421360569493,"cash_q95":1054.265491558765,"median_dd_pct":-33.57394661742488,"prob_loss_pct":18.08,"prob_stop_before20_pct":9.11,"mean_tickets":19.383033333333334}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"premium":0.15,"cost":0.2,"distribution":"train","dependence":"iid","paths":30000,"median_cash":309.89262674042186,"cash_q05":14.389391387040064,"cash_q95":664.4904573167672,"median_dd_pct":-41.913925919505694,"prob_loss_pct":27.006666666666668,"prob_stop_before20_pct":10.73,"mean_tickets":19.1963},{"premium":0.15,"cost":0.2,"distribution":"train","dependence":"three_repeat","paths":30000,"median_cash":211.00099307159445,"cash_q05":6.35705882352957,"cash_q95":939.966887149671,"median_dd_pct":-67.14789323484976,"prob_loss_pct":46.736666666666665,"prob_stop_before20_pct":35.236666666666665,"mean_tickets":16.551133333333333}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"premium":0.4,"cost":0.45,"distribution":"all","dependence":"iid","paths":30000,"median_cash":104.65334277620391,"cash_q05":88.71000000000001,"cash_q95":127.29315114890389,"median_dd_pct":-50.36091992613731,"prob_loss_pct":97.58666666666667,"prob_stop_before20_pct":96.64333333333333,"mean_tickets":4.6037333333333335},{"premium":0.4,"cost":0.45,"distribution":"all","dependence":"three_repeat","paths":30000,"median_cash":88.71000000000001,"cash_q05":88.71000000000001,"cash_q95":304.4819069191179,"median_dd_pct":-50.36091992613731,"prob_loss_pct":93.20333333333333,"prob_stop_before20_pct":92.06,"mean_tickets":5.169733333333333}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"premium":0.4,"cost":0.45,"distribution":"holdout","dependence":"iid","paths":30000,"median_cash":109.81070257611253,"cash_q05":88.71000000000001,"cash_q95":221.9919995566522,"median_dd_pct":-41.439570938277704,"prob_loss_pct":93.63333333333334,"prob_stop_before20_pct":92.04,"mean_tickets":5.799566666666666},{"premium":0.4,"cost":0.45,"distribution":"holdout","dependence":"three_repeat","paths":30000,"median_cash":107.01210772833758,"cash_q05":88.71000000000001,"cash_q95":394.13781462177076,"median_dd_pct":-40.1196867951779,"prob_loss_pct":90.75666666666666,"prob_stop_before20_pct":89.21,"mean_tickets":5.602766666666667}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"premium":0.4,"cost":0.45,"distribution":"train","dependence":"iid","paths":30000,"median_cash":91.7423325635105,"cash_q05":87.35429530201338,"cash_q95":127.62468550468702,"median_dd_pct":-50.36091992613731,"prob_loss_pct":98.55000000000001,"prob_stop_before20_pct":97.94333333333334,"mean_tickets":4.1334},{"premium":0.4,"cost":0.45,"distribution":"train","dependence":"three_repeat","paths":30000,"median_cash":88.71000000000001,"cash_q05":88.71000000000001,"cash_q95":259.9875365179627,"median_dd_pct":-50.36091992613731,"prob_loss_pct":93.69,"prob_stop_before20_pct":93.10333333333334,"mean_tickets":5.078133333333334}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"horizon":"total_path","n":12,"call_hits":5,"call_cheap_hits":6,"mean_intrinsic_x":1.3653809572052078,"median_abs_pct":14.420451986941352,"mean_pct":4.617012888757578}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"horizon":"r","n":12,"call_hits":3,"call_cheap_hits":5,"mean_intrinsic_x":0.7480273795172868,"median_abs_pct":9.987505004063907,"mean_pct":4.178883532453439},{"horizon":"pre_path","n":12,"call_hits":1,"call_cheap_hits":2,"mean_intrinsic_x":0.2440665102100048,"median_abs_pct":7.273370611847141,"mean_pct":0.08710974198166502}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"split":"all","premium":0.15,"all_in":0.2,"n":12,"raw_hits":6,"cost_hits":5,"mean_payout_x":1.4960547590345736,"net_R":0.4960547590345737,"halfKelly":0.08093731365601335,"posterior_prob_p_ge_40":0.554480705171112,"p_interval":[0.1804786947897016,0.6880595749598803],"gross4x_hits":2}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"split":"all","premium":0.4,"all_in":0.45,"n":12,"raw_hits":3,"cost_hits":3,"mean_payout_x":0.6649132262375883,"net_R":-0.33508677376241175,"halfKelly":0,"posterior_prob_p_ge_40":0.14376493536818147,"p_interval":[0.07594232891948483,0.5291910836265507],"gross4x_hits":0},{"split":"all","premium":0.2,"all_in":0.25,"n":12,"raw_hits":5,"cost_hits":4,"mean_payout_x":1.196843807227659,"net_R":0.19684380722765896,"halfKelly":0.03968862573495616,"posterior_prob_p_ge_40":0.3255571613465277,"p_interval":[0.12453732145214938,0.6124361034423771],"gross4x_hits":2}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"split":"holdout","premium":0.2,"all_in":0.25,"n":4,"raw_hits":2,"cost_hits":1,"mean_payout_x":1.414941613615973,"net_R":0.4149416136159729,"halfKelly":0.11312827208746737,"posterior_prob_p_ge_40":0.2831538654284569,"p_interval":[0.02847089508714679,0.7162483204365873],"gross4x_hits":1},{"split":"holdout","premium":0.15,"all_in":0.2,"n":4,"raw_hits":3,"cost_hits":2,"mean_payout_x":1.7686770170199662,"net_R":0.7686770170199662,"halfKelly":0.17512057345041881,"posterior_prob_p_ge_40":0.6663904371708331,"p_interval":[0.12275388276951774,0.8772461172304822],"gross4x_hits":1}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"split":"train","premium":0.15,"all_in":0.2,"n":8,"raw_hits":3,"cost_hits":3,"mean_payout_x":1.3597436300418775,"net_R":0.3597436300418775,"halfKelly":0.050770490684940904,"posterior_prob_p_ge_40":0.45317950788604633,"p_interval":[0.1190391801541659,0.7051765537196912],"gross4x_hits":1},{"split":"holdout","premium":0.4,"all_in":0.45,"n":4,"raw_hits":1,"cost_hits":1,"mean_payout_x":0.786078674231096,"net_R":-0.213921325768904,"halfKelly":0,"posterior_prob_p_ge_40":0.2831538654284569,"p_interval":[0.02847089508714679,0.7162483204365873],"gross4x_hits":0}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"split":"train","premium":0.4,"all_in":0.45,"n":8,"raw_hits":2,"cost_hits":2,"mean_payout_x":0.6043305022408344,"net_R":-0.3956694977591656,"halfKelly":0,"posterior_prob_p_ge_40":0.19631345369130104,"p_interval":[0.05596688972465874,0.5916235105733374],"gross4x_hits":0},{"split":"train","premium":0.2,"all_in":0.25,"n":8,"raw_hits":3,"cost_hits":3,"mean_payout_x":1.087794904033502,"net_R":0.08779490403350199,"halfKelly":0.01538324931323476,"posterior_prob_p_ge_40":0.45317950788604633,"p_interval":[0.1190391801541659,0.7051765537196912],"gross4x_hits":1}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"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

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"filter":"RV20below60","split":"train","slippage":0.001,"n":5,"return_pct":-12.739596335508379,"drawdown_pct":-22.334286257070403,"win_pct":40},{"filter":"RV20below60","split":"train","slippage":0.003,"n":5,"return_pct":-14.467475508713918,"drawdown_pct":-23.414341395694894,"win_pct":40},{"filter":"RV20below60","split":"holdout","slippage":0.001,"n":2,"return_pct":1.661347149212574,"drawdown_pct":-5.902126749648451,"win_pct":50},{"filter":"RV20below60","split":"holdout","slippage":0.003,"n":2,"return_pct":0.8512973811506299,"drawdown_pct":-6.385903915989111,"win_pct":50}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"filter":"RSIbelow40","split":"train","slippage":0.001,"n":1,"return_pct":-3.7374970580781057,"drawdown_pct":-3.7374970580781097,"win_pct":0},{"filter":"RSIbelow40","split":"train","slippage":0.003,"n":1,"return_pct":-4.12177965749477,"drawdown_pct":-4.12177965749475,"win_pct":0},{"filter":"RSIbelow40","split":"holdout","slippage":0.001,"n":0,"return_pct":0,"drawdown_pct":0,"win_pct":null},{"filter":"RSIbelow40","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

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"filter":"below20and50","split":"train","slippage":0.001,"n":3,"return_pct":-12.906754439533854,"drawdown_pct":-17.324810058079088,"win_pct":33.33333333333333},{"filter":"below20and50","split":"train","slippage":0.003,"n":3,"return_pct":-13.945632155217751,"drawdown_pct":-17.983575855650468,"win_pct":33.33333333333333},{"filter":"below20and50","split":"holdout","slippage":0.001,"n":1,"return_pct":7.299569100223664,"drawdown_pct":-1.9718309859154903,"win_pct":100},{"filter":"below20and50","split":"holdout","slippage":0.003,"n":1,"return_pct":6.871226224545496,"drawdown_pct":-1.9718309859154792,"win_pct":100}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"filter":"all","split":"train","slippage":0.001,"n":8,"return_pct":-2.7366395057719046,"drawdown_pct":-19.33542394660733,"win_pct":50},{"filter":"all","split":"train","slippage":0.003,"n":8,"return_pct":-5.799808228698694,"drawdown_pct":-19.818285153981886,"win_pct":50},{"filter":"all","split":"holdout","slippage":0.001,"n":4,"return_pct":2.2324772812124394,"drawdown_pct":-9.402095746497674,"win_pct":50},{"filter":"all","split":"holdout","slippage":0.003,"n":4,"return_pct":0.6097669137227655,"drawdown_pct":-9.763765109793187,"win_pct":50}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"filter":"trend_and_RSI","split":"train","n":2,"call_hits":0,"put_hits":0,"median_abs_pct":9.987505004063907},{"filter":"trend_and_RSI","split":"holdout","n":0,"call_hits":0,"put_hits":0,"median_abs_pct":null},{"filter":"all_three","split":"train","n":2,"call_hits":0,"put_hits":0,"median_abs_pct":9.987505004063907},{"filter":"all_three","split":"holdout","n":0,"call_hits":0,"put_hits":0,"median_abs_pct":null}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"filter":"RSIbelow40","split":"train","n":2,"call_hits":0,"put_hits":0,"median_abs_pct":9.987505004063907},{"filter":"RSIbelow40","split":"holdout","n":0,"call_hits":0,"put_hits":0,"median_abs_pct":null},{"filter":"RV20below60","split":"train","n":4,"call_hits":1,"put_hits":1,"median_abs_pct":11.6654300732551},{"filter":"RV20below60","split":"holdout","n":3,"call_hits":1,"put_hits":1,"median_abs_pct":12.93302540415705}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

ComputedSep11 afterRSI correction, NumPyseed9110600. Method and limits in companion public analysis; historical scenarios not actual option PnL. [{"filter":"all","split":"train","n":8,"call_hits":2,"put_hits":1,"median_abs_pct":9.987505004063907},{"filter":"all","split":"holdout","n":4,"call_hits":1,"put_hits":1,"median_abs_pct":10.916161414022325},{"filter":"below20and50","split":"train","n":3,"call_hits":0,"put_hits":0,"median_abs_pct":9.115281501340478},{"filter":"below20and50","split":"holdout","n":0,"call_hits":0,"put_hits":0,"median_abs_pct":null}] https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes