Notes

A news scan found the data line for SWKS, which includes the following information: symbol SWKS, 1030 bars, return percentage -7.237841734766315, buy and hold percentage -24.879356568364607, maximum drawdown percentage 25.606925544077797, win rate 29.82456140350877, average trade percentage -0.29703075722808475, and a sample of 57. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex

A news scan found the data line for VIST, which includes the following information: symbol is VIST, there are 1030 bars, the return percentage is -4.4217, the buy and hold percentage is 825.82, the maximum drawdown percentage is 32.93, the win rate is 29.58, and the average trade percentage is 0.0233, based on a sample of 71. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex

A stress simulation for the stock symbol SFIX was run with the following parameters: the number of observations, N, was 8, the mean intrinsic multiple was 0.9535745761978892, and the maximum intrinsic multiple was 5.165333333333332. The simulation had a coverage of 2, a half Kelly floor of 0, and used 10000 paths. The simulation was run with 20 tickets, each with a premium percentage of 3. The results showed a median return of -6.249441441107351 and a 5th percentile return of -31.98054166018457. The profit odds were 0.3921 and the median maximum drawdown was 20.17009498600003. This simulation used a seed of 911, with independent and identically distributed resampling of historical moves, and 10000 paths, with 3 percent equity per ticket. The simulation excludes residual option time value, fees, and serial dependence, and does not forecast actual option profit and loss. Local NumPy/vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

A stress simulation was run on the stock symbol VRA with the following parameters: 12 observations, a mean intrinsic multiple of 0.028368794326241547, and a max intrinsic multiple of 0.34042553191489855. The simulation had 0 coverage, a half Kelly floor of 0, 10,000 paths, and 20 tickets. The premium percentage was 3. The results showed a median return of -44.46945633168682 and a 5th percentile return of -45.62056570732529, with profit odds of 0. The median maximum drawdown was 44.46945633168682. This simulation used a seed of 911, independent and identically distributed resampling of historical moves, and 10,000 paths, with 3 percent equity per ticket. It excluded residual option time value, fees, and serial dependence, and does not forecast actual option profit and loss. Local NumPy/vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

A stress simulation for TCOM with 20 tickets was run. The simulation used 8 observations, with a mean intrinsic multiple of 0.48520541234206205 and a max intrinsic multiple of 2.408972282217414. The coverage was 2, with a half Kelly floor of 0. The simulation had 10000 paths and 20 tickets, with a premium percentage of 3. The results showed a median return of -28.24022154569934 and a 5th percentile return of -38.907738008078596. The profit odds were 0.0073, with a median max drawdown of 29.4653494506684. This simulation used seed 911, with independent and identically distributed resampling of historical moves, and 10000 paths, with 3 percent equity per ticket. It excluded residual option time value, fees, and serial dependence, and does not forecast actual option profit and loss. Local NumPy/vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

A stress simulation was run on the stock symbol PLAY with the following results: the mean intrinsic multiple was 0.11141982422518588 and the max intrinsic multiple was 0.9413206521739124. The simulation used 12 data points, 10,000 paths, and 20 tickets, with a premium percentage of 3. The median return was -41.95744298289101 and the 5th percentile return was -44.955033349458404. The profit odds were 0 and the median max drawdown was 41.95744298289101. This simulation used a seed of 911, with independent and identically distributed resampling of historical moves, and excluded residual option time value, fees, and serial dependence, and does not forecast actual option profit and loss. Local NumPy/vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the daily technical measures for SFIX on September 10. The symbol SFIX had the following values: a price of 2.85, a 20-day simple moving average, which is the average price over 20 days, of 3.1922499999999996, and a 50-day simple moving average of 3.600799999999999. The Relative Strength Index, a measure of how quickly a stock is changing, over 14 days was 29.483216244943506. The Average True Range, which measures how much a stock's price moves, over 14 days was 0.1491626120601394. The lowest price over the prior 20 days was 2.88 and the highest price was 3.775. The annualized percentage return, which is a measure of how much a stock returns in a year, over 20 days was 41.72599346668795. This data uses the Wilder 14-day RSI and ATR, and 20 and 50-day simple moving averages, and the prior 20-day range, excluding the latest session, with the return calculated as the logarithmic return annualized by the square root of 252. Local NumPy/vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the daily technical measures for VRA on September 10. The symbol is VRA, the current price is 3.05, the 20-day simple moving average, or SMA20, is 3.224, the 50-day simple moving average, or SMA50, is 3.495, the 14-day relative strength index, or RSI14, is 38.175, and the 14-day average true range, or ATR14, is 0.164. The lowest price in the prior 20 days, excluding the latest session, was 3.04, and the highest price was 3.47. The annualized percentage return over 20 days, calculated using the log return and the square root of 252, is 51.838. Local NumPy/vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the daily technical measures for TCOM on September 10. The symbol is TCOM, the current price is 38.7, the 20-day simple moving average, or SMA20, is 43.9245, and the 50-day simple moving average, or SMA50, is 43.9968. The relative strength index, or RSI14, over 14 days is 22.724174520833685, and the average true range, or ATR14, over 14 days is 1.0784470869839355. The lowest price over the prior 20 days, excluding the latest session, was 39, and the highest price was 46.665. The annualized percentage return, calculated as the log return over 20 days, then multiplied by the square root of 252, is 29.064910855065957. Local NumPy/vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the daily technical measures for PLAY on September 10. The symbol is PLAY, the current price is 8.17, the 20-day simple moving average, or SMA20, is 9.4625, and the 50-day simple moving average, or SMA50, is 10.0246. The relative strength index, or RSI14, is 35.7377, and the average true range, or ATR14, is 0.5768. The prior 20-day low is 8.045 and the prior 20-day high is 11.1. The annualized percentage return, or RV20_ann_pct, is 69.8024. This data uses Wilder's 14-day RSI and ATR, 20 and 50-day SMA, and prior 20-day range, excluding the latest session, with RV20 log return annualized using the square root of 252. Local NumPy/vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following trading results for SFIX: the system tested different trading strategies, called long and short, with different time delays, called lag. The results are as follows: for a lag of 2, going long resulted in a 15.304853583711633 percent return, with a 1.290611475409853 percent drawdown and a 100 percent win rate, while going short resulted in a -16.008976204316184 percent return, with a 16.841219007844355 percent drawdown and a 0 percent win rate. For a lag of 3, going long resulted in a 7.9309036706861775 percent return, with a 6.743982340516941 percent drawdown and a 50 percent win rate, while going short resulted in a -9.797364534054726 percent return, with a 10.599090978271352 percent drawdown and a 50 percent win rate. For a lag of 5, going long resulted in a 9.472963631986762 percent return, with a 6.811989100817417 percent drawdown and a 100 percent win rate, while going short resulted in a -10.741527007561809 percent return, with a 12.495904376604528 percent drawdown and a 0 percent win rate. These results assume a 10 basis point fee and 10 basis point slippage on each side of the trade, and are based on the last two events being held out, with entry on the event day index minus the lag at the open, and exit on the index minus one at the close. Note that these results are for stock proxies, not option profit and loss, which means they are based on the performance of the underlying stock, not options contracts. Local vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following stock proxy parameter sweep train results for SFIX: the fund manager tested different strategies, called long and short, with different time delays, called lag, and got the following results: for a lag of 2 and a long direction, the return was -3.421630920346445, the drawdown was 15.358172111113733, and the win rate was 33.33333333333333; for a lag of 2 and a short direction, the return was -4.13367132582116, the drawdown was 12.111712111712103, and the win rate was 66.66666666666666; for a lag of 3 and a long direction, the return was -3.1133047227209656, the drawdown was 18.461926735602553, and the win rate was 33.33333333333333; for a lag of 3 and a short direction, the return was -6.370025067895449, the drawdown was 15.608959358959373, and the win rate was 66.66666666666666; for a lag of 5 and a long direction, the return was 20.80233886442895, the drawdown was 10.53865980656219, and the win rate was 50; for a lag of 5 and a short direction, the return was -23.062712272919725, the drawdown was 27.204110921402535, and the win rate was 33.33333333333333. The fund manager assumed a 10 basis point fee and 10 basis point slippage for each trade, and did not use the last two events in the training data. The entry point was the opening price of the day before the event, and the exit point was the closing price of the day after the event. These results are for stock proxies, not option profit and loss. Local vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following results for TCOM stock proxy parameter sweep holdout: the results are presented in a list of stock proxy performances, where each performance is described by the stock symbol, lag, direction, phase, sample size, return, drawdown, and win rate. The list includes the following performances: a long position with a lag of 2, a short position with a lag of 2, a long position with a lag of 3, a short position with a lag of 3, a long position with a lag of 5, and a short position with a lag of 5. The return is the profit or loss, the drawdown is the largest decrease in value, and the win rate is the percentage of successful trades. The results assume 10 basis points fees and 10 basis points slippage on each side, and the last 2 events were held out. The entry event day index is the day the trade is entered, and the exit index is the day the trade is closed, with the trade opening at the lag open and closing at the index minus 1 close. These results are for stock proxies, not option profit and loss. Local vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data about TCOM stock proxy parameter sweep train: the data includes six samples for different lag values and directions. For a lag of 2 and a long direction, the return was -6.184005926173427, the drawdown was 7.122152850676422, and the win rate was 33.33333333333333. For a lag of 2 and a short direction, the return was 1.370801049545446, the drawdown was 3.427461296171763, and the win rate was 66.66666666666666. For a lag of 3 and a long direction, the return was -5.689365522644573, the drawdown was 8.734254098580951, and the win rate was 50. For a lag of 3 and a short direction, the return was 0.6427325601180541, the drawdown was 4.87125959227529, and the win rate was 50. For a lag of 5 and a long direction, the return was -9.273348160335933, the drawdown was 18.47608332221985, and the win rate was 50. For a lag of 5 and a short direction, the return was 2.879916876522566, the drawdown was 11.273826369739947, and the win rate was 50. A 10 basis point fee and 10 basis point slippage were assumed for each side, the last two events were held out, and the entry event day index lag open and exit index minus one close were used. These results are for stock proxies, not option profit and loss. Local vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data about the stock VRA. The data shows the results of a test of a trading strategy on the stock VRA, which is a stock proxy, meaning it represents the stock's performance, not an option's profit and loss. The test assumed a 10 basis point fee and 10 basis point slippage on each trade. A basis point is a unit of measurement, equal to 0.01 percent. The test also assumed that the last two events were held out, meaning they were not used to train the strategy. The strategy entered a trade on the opening price of the day after a certain number of days, called the lag, after an event, and exited on the closing price of the day before the next event. The results were as follows: for a lag of 2 days and a long direction, the return was -6.735525656394248 percent, the drawdown was 9.380754854043827 percent, and the win rate was 0 percent. For a lag of 2 days and a short direction, the return was 5.359036337108159 percent, the drawdown was 3.32490332490335 percent, and the win rate was 100 percent. For a lag of 3 days and a long direction, the return was -3.2276664434853046 percent, the drawdown was 5.870360227272709 percent, and the win rate was 50 percent. For a lag of 3 days and a short direction, the return was 1.4398885896967841 percent, the drawdown was 6.309231068073506 percent, and the win rate was 50 percent. For a lag of 5 days and a long direction, the return was -10.241708902394464 percent, the drawdown was 12.890164110816926 percent, and the win rate was 0 percent. For a lag of 5 days and a short direction, the return was 9.131050832581446 percent, the drawdown was 6.297553686645174 percent, and the win rate was 100 percent. Drawdown refers to the maximum loss of value from a peak to a trough. Win rate refers to the percentage of trades that were profitable. Local vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data about VRA stock proxy parameter sweep train: the data includes six sets of information about VRA stock, each with the following details: symbol, which is VRA, lag, which refers to the time delay, direction, which is either long, meaning buying, or short, meaning selling, phase, which is train, sample, which is 10, return, which is the profit or loss, drawdown, which is the largest decrease in value, and win rate, which is the percentage of successful trades. The six sets of information are as follows: VRA with a lag of 2 and a long direction had a return of -35.51150284193852, a drawdown of 35.94845439831534, and a win rate of 20, VRA with a lag of 2 and a short direction had a return of 36.750289792162945, a drawdown of 18.54854240175341, and a win rate of 70, VRA with a lag of 3 and a long direction had a return of -22.751869549686717, a drawdown of 31.55814316121912, and a win rate of 30, VRA with a lag of 3 and a short direction had a return of 16.29887368548011, a drawdown of 19.85882183026123, and a win rate of 70, VRA with a lag of 5 and a long direction had a return of -31.033773633448686, a drawdown of 37.5490106012181, and a win rate of 30, VRA with a lag of 5 and a short direction had a return of 27.267652153493643, a drawdown of 21.598480761058923, and a win rate of 70. It is assumed that there are 10 basis points fees and 10 basis points slippage on each side, the last two events were held out, the entry event day index was lag open, and the exit index was -1 close. These results are for stock proxies, not option profit and loss. Local vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data about the stock symbol PLAY. The data shows the results of a test of different trading strategies. Each strategy is defined by a lag, which is the number of days before an event that a trade is made, a direction, which is either long, meaning buying the stock, or short, meaning selling the stock, and a phase, which is the part of the test. The results include the return, which is the profit or loss, the drawdown, which is the largest decrease in value, and the win rate, which is the percentage of trades that were profitable. The results are as follows: for a lag of 2 days and a long direction, the return was -4.691178056384262 percent and the drawdown was 8.415253593928963 percent, with a win rate of 50 percent. For a lag of 2 days and a short direction, the return was 2.840086271961218 percent and the drawdown was 6.5407526516748415 percent, with a win rate of 50 percent. For a lag of 3 days and a long direction, the return was -4.677774408956862 percent and the drawdown was 17.17081733664133 percent, with a win rate of 50 percent. For a lag of 3 days and a short direction, the return was -0.850618822711067 percent and the drawdown was 17.040954464979897 percent, with a win rate of 50 percent. For a lag of 5 days and a long direction, the return was -0.6876408612605588 percent and the drawdown was 18.992568125516087 percent, with a win rate of 50 percent. For a lag of 5 days and a short direction, the return was -5.27767760792176 percent and the drawdown was 19.925984378485705 percent, with a win rate of 50 percent. The test assumed fees of 10 basis points, which is 0.1 percent, and slippage, which is the difference between the expected and actual price of a trade, of 10 basis points on each side of the trade. The last two events were held out, meaning they were not used in the test. The entry event day index minus the lag was used to determine the open price, and the exit index minus 1 was used to determine the close price. These results are for stock proxies, not option profit and loss. Local vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data about the stock symbol PLAY. The data shows the results of a test of a trading strategy on the stock. The test had the following results: for a long position with a lag of 2, the return was 0.8106268728489112, the drawdown was 14.359209983230093, and the win rate was 40. For a short position with a lag of 2, the return was -11.027864054187637, the drawdown was 17.291431333321583, and the win rate was 60. For a long position with a lag of 3, the return was 0.6733099702508298, the drawdown was 19.902033715335353, and the win rate was 50. For a short position with a lag of 3, the return was -10.990718782061412, the drawdown was 20.78354665330022, and the win rate was 50. For a long position with a lag of 5, the return was 0.4322588342643826, the drawdown was 25.27402189832455, and the win rate was 40. For a short position with a lag of 5, the return was -14.48238944628281, the drawdown was 23.00784444504752, and the win rate was 50. A 10 basis point fee and 10 basis point slippage were assumed for each side of the trade. The last two events were held out of the test. The entry event day index minus the lag was used to determine the open price, and the exit index minus 1 was used to determine the close price. These results are for a stock proxy, not an option profit and loss. Local vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found a list of stocks with their dollar-volume ranks on September 10. The list includes: TKLF with a price of 1.725 and a dollar volume of 17610.525, IPHA with a price of 1.88 and a dollar volume of 15923.599999999999, ISPR with a price of 1.43 and a dollar volume of 10423.27, RAVE with a price of 2.965 and a dollar volume of 9597.705, ARTW with a price of 3.03 and a dollar volume of 9393, NAII with a price of 2.02 and a dollar volume of 9362.7, IH with a price of 1.2 and a dollar volume of 9198, MARPS with a price of 4.6 and a dollar volume of 8128.2, MITQ with a price of 0.5898 and a dollar volume of 7228.5887999999995, BTOC with a price of 0.29 and a dollar volume of 6475.99, SANG with a price of 3.7 and a dollar volume of 4214.3, and DSWL with a price of 3.1 and a dollar volume of 3462.7000000000003. This is a secondary calendar discovery, which means it is based on a close and volume turnover proxy, and does not include all US events or validated signals. Primary dates must be used instead of estimates. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.earningstoday.com/earnings-calendar/weekly/2026-09-14

A news scan found a list of stocks ranked by dollar-volume on September 10. The list includes: HYFT with a price of 1.32 and dollar-volume of 92598, CSBR with a price of 5.0955 and dollar-volume of 74292.39, VALU with a price of 37.76 and dollar-volume of 73556.48, RBNE with a price of 2.67 and dollar-volume of 68546.91, AYTU with a price of 2.05 and dollar-volume of 59003.09999999999, RSSS with a price of 2.13 and dollar-volume of 55213.86, PMCB with a price of 0.4423 and dollar-volume of 53227.708900000005, ADXN with a price of 3.39 and dollar-volume of 48022.740000000005, AMST with a price of 1.03 and dollar-volume of 44934.78, BTLN with a price of 0.9211 and dollar-volume of 40559.7174, EDUC with a price of 1.31 and dollar-volume of 37063.83, PLUR with a price of 1.25 and dollar-volume of 31847.5, INM with a price of 1.31 and dollar-volume of 26857.620000000003, HERE with a price of 1.88 and dollar-volume of 25844.359999999997, and FKWL with a price of 2.4 and dollar-volume of 20155.2. This is a secondary calendar discovery, using close and volume turnover as a proxy, and does not guarantee all-US event completeness or a validated signal. Primary dates must supersede estimates. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.earningstoday.com/earnings-calendar/weekly/2026-09-14

A news scan found a list of stocks with their dollar-volume ranks on September 10. The list includes FEAM with a closing price of 1.5 and a dollar volume of 222,114, CTRM with a closing price of 2.41 and a dollar volume of 217,716.99, LGCY with a closing price of 10.21 and a dollar volume of 216,278.43, POCI with a closing price of 4.39 and a dollar volume of 215,377.79, VRAX with a closing price of 2.85 and a dollar volume of 206,397, SXTC with a closing price of 1.93 and a dollar volume of 191,125.97, IXHL with a closing price of 3.25 and a dollar volume of 165,295, NEUP with a closing price of 3.73 and a dollar volume of 160,382.54, NCPL with a closing price of 0.4668 and a dollar volume of 157,616.89, AXIL with a closing price of 6.01 and a dollar volume of 136,306.8, PBK with a closing price of 0.3506 and a dollar volume of 134,188.64, YI with a closing price of 3.45 and a dollar volume of 123,040.8, NTWK with a closing price of 4 and a dollar volume of 122,304, PPCB with a closing price of 0.9428 and a dollar volume of 117,409.71, and IPW with a closing price of 1.7 and a dollar volume of 112,064. This list is based on a secondary calendar discovery and uses close volume turnover as a proxy, but it does not include all US events and has not been validated. Primary dates must take precedence over estimates. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.earningstoday.com/earnings-calendar/weekly/2026-09-14

A news scan found a list of stocks with their dollar-volume ranks on September 10. The list includes the following stocks: BNR with a price of 11.62 and a dollar volume of 847853.30, PZG with a price of 1.31 and a dollar volume of 675213.30, VRA with a price of 3.05 and a dollar volume of 662197.70, HOVR with a price of 1.62 and a dollar volume of 641916.90, GLDG with a price of 1.04 and a dollar volume of 639401.36, TORO with a price of 6.78 and a dollar volume of 626526.24, BYRN with a price of 3.53 and a dollar volume of 612176.13, NNVC with a price of 1.02 and a dollar volume of 594996.60, MSB with a price of 22.48 and a dollar volume of 411114.24, HAIN with a price of 0.6395 and a dollar volume of 313558.36, PBM with a price of 4.97 and a dollar volume of 281461.04, YYAI with a price of 0.7246 and a dollar volume of 269096.88, LITS with a price of 1.06 and a dollar volume of 244826.08, ASTC with a price of 7.21 and a dollar volume of 226905.91, and MSS with a price of 1.69 and a dollar volume of 224736.20. This is a secondary calendar discovery, meaning it is based on a close volume turnover proxy, which is a measure of the total value of shares traded, and does not guarantee all-US event completeness or a validated signal. Primary dates must supersede estimates, meaning that actual dates must take priority over estimated dates. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.earningstoday.com/earnings-calendar/weekly/2026-09-14

A news scan found a list of stocks with their dollar-volume ranks on September 10. The list includes: TRT with a closing price of 10.03 and a dollar volume of 2440529.69, LUXE with a closing price of 7.42 and a dollar volume of 2174060, MKC.V with a closing price of 58.1 and a dollar volume of 2161552.4, EPM with a closing price of 3.84 and a dollar volume of 2148936.96, USAU with a closing price of 15.07 and a dollar volume of 1665445.98, VLGEA with a closing price of 43.13 and a dollar volume of 1514941.25, CODA with a closing price of 9.82 and a dollar volume of 1446024.46, ESP with a closing price of 63 and a dollar volume of 1387323, RFIL with a closing price of 10.19 and a dollar volume of 1318158.02, AIAI with a closing price of 3.27 and a dollar volume of 1232518.59, BNTC with a closing price of 12.22 and a dollar volume of 1155999.78, HITI with a closing price of 2.56 and a dollar volume of 1123660.8, TRAK with a closing price of 7.89 and a dollar volume of 1074941.49, OPTT with a closing price of 0.16 and a dollar volume of 960402.72, and RLGT with a closing price of 8.21 and a dollar volume of 884110.27. This is a secondary calendar discovery, meaning it is based on a close and volume turnover proxy, and does not guarantee all-US event completeness or a validated signal. Primary dates must take priority over estimates. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.earningstoday.com/earnings-calendar/weekly/2026-09-14

A news scan found a list of stocks with their prices and dollar volumes on September 10. The list includes WS with a price of 33.75 and a dollar volume of 6668358.75, TMQ with a price of 3.31 and a dollar volume of 6335187.74, TBN with a price of 39.33 and a dollar volume of 6323556.06, IPX with a price of 19.42 and a dollar volume of 5918944.12, ODC with a price of 86.2 and a dollar volume of 5666701.8, SFIX with a price of 2.85 and a dollar volume of 4744919.4, ALMU with a price of 13.24 and a dollar volume of 4562477.52, ABAT with a price of 2.56 and a dollar volume of 4339681.28, INTG with a price of 38.695 and a dollar volume of 3765836.095, ANGO with a price of 15.24 and a dollar volume of 3612459.12, IVA with a price of 4.14 and a dollar volume of 3345641.64, NEOV with a price of 3.67 and a dollar volume of 3196114.92, EBF with a price of 21.17 and a dollar volume of 2872980.7, TAYD with a price of 59.38 and a dollar volume of 2587899.16, and SAR with a price of 17.16 and a dollar volume of 2573107.68. This is a secondary calendar discovery, which means it is based on a close volume turnover proxy, and it may not include all US events or validated signals. Primary dates must be used instead of estimates. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.earningstoday.com/earnings-calendar/weekly/2026-09-14

A news scan found a list of stocks with their dollar-volume ranks on September 10. The list includes 46 stocks, with the top stocks being PRGS with a dollar volume of 15587661.18, PLAY with a dollar volume of 14618948.65, KEP with a dollar volume of 14566462.78, MLKN with a dollar volume of 14145497.6, and LEN.B with a dollar volume of 13977406.08. The list also includes HELE with a dollar volume of 13682029.5, MANU with a dollar volume of 13173380.22, IDT with a dollar volume of 12889141.98, TLRY with a dollar volume of 12304150.38, and SCHL with a dollar volume of 10482878.86. Other stocks on the list are HIFS with a dollar volume of 9558856.44, RZLT with a dollar volume of 9271236.06, APOG with a dollar volume of 7647262.92, PKE with a dollar volume of 7432864.14, and KMTS with a dollar volume of 7318932.83. This is a secondary calendar discovery, using close and volume turnover as a proxy, and does not guarantee all-US event completeness or a validated signal. Primary dates must supersede estimates. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.earningstoday.com/earnings-calendar/weekly/2026-09-14