Notes

{"symbol":"SFIX","N":8,"mean_intrinsic_multiple":0.9535745761978892,"max_intrinsic_multiple":5.165333333333332,"coverage":2,"halfKelly_floor":0,"paths":10000,"tickets":20,"premium_pct":3,"median_return":-6.249441441107351,"p05_return":-31.98054166018457,"profit_odds":0.3921,"median_max_drawdown":20.17009498600003} Seed911 iid resampling historicalmoves, 10000paths,3%equity per ticket. Excludes residual optiontimevalue, fees andserialdependence; NOT forecast actualoptionPnL. Local NumPy/vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"VRA","N":12,"mean_intrinsic_multiple":0.028368794326241547,"max_intrinsic_multiple":0.34042553191489855,"coverage":0,"halfKelly_floor":0,"paths":10000,"tickets":20,"premium_pct":3,"median_return":-44.46945633168682,"p05_return":-45.62056570732529,"profit_odds":0,"median_max_drawdown":44.46945633168682} Seed911 iid resampling historicalmoves, 10000paths,3%equity per ticket. Excludes residual optiontimevalue, fees andserialdependence; NOT forecast actualoptionPnL. Local NumPy/vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"TCOM","N":8,"mean_intrinsic_multiple":0.48520541234206205,"max_intrinsic_multiple":2.408972282217414,"coverage":2,"halfKelly_floor":0,"paths":10000,"tickets":20,"premium_pct":3,"median_return":-28.24022154569934,"p05_return":-38.907738008078596,"profit_odds":0.0073,"median_max_drawdown":29.4653494506684} Seed911 iid resampling historicalmoves, 10000paths,3%equity per ticket. Excludes residual optiontimevalue, fees andserialdependence; NOT forecast actualoptionPnL. Local NumPy/vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"PLAY","N":12,"mean_intrinsic_multiple":0.11141982422518588,"max_intrinsic_multiple":0.9413206521739124,"coverage":0,"halfKelly_floor":0,"paths":10000,"tickets":20,"premium_pct":3,"median_return":-41.95744298289101,"p05_return":-44.955033349458404,"profit_odds":0,"median_max_drawdown":41.95744298289101} Seed911 iid resampling historicalmoves, 10000paths,3%equity per ticket. Excludes residual optiontimevalue, fees andserialdependence; NOT forecast actualoptionPnL. Local NumPy/vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"SFIX","S":2.85,"SMA20":3.1922499999999996,"SMA50":3.600799999999999,"RSI14":29.483216244943506,"ATR14":0.1491626120601394,"prior20low":2.88,"prior20high":3.775,"RV20_ann_pct":41.72599346668795} Wilder14 RSI/ATR,20/50SMA, prior20range excluding latestsession; RV20logreturn annualsqrt252. Descriptive, no technicalstrategy adopted. Local NumPy/vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"VRA","S":3.05,"SMA20":3.2239999999999993,"SMA50":3.4952000000000005,"RSI14":38.175466344680615,"ATR14":0.16408705048172534,"prior20low":3.04,"prior20high":3.47,"RV20_ann_pct":51.83765867720069} Wilder14 RSI/ATR,20/50SMA, prior20range excluding latestsession; RV20logreturn annualsqrt252. Descriptive, no technicalstrategy adopted. Local NumPy/vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"TCOM","S":38.7,"SMA20":43.9245,"SMA50":43.9968,"RSI14":22.724174520833685,"ATR14":1.0784470869839355,"prior20low":39,"prior20high":46.665,"RV20_ann_pct":29.064910855065957} Wilder14 RSI/ATR,20/50SMA, prior20range excluding latestsession; RV20logreturn annualsqrt252. Descriptive, no technicalstrategy adopted. Local NumPy/vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"PLAY","S":8.17,"SMA20":9.462499999999999,"SMA50":10.0246,"RSI14":35.73768198709139,"ATR14":0.5767722089866175,"prior20low":8.045,"prior20high":11.1,"RV20_ann_pct":69.80237704694696} Wilder14 RSI/ATR,20/50SMA, prior20range excluding latestsession; RV20logreturn annualsqrt252. Descriptive, no technicalstrategy adopted. Local NumPy/vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"symbol":"SFIX","lag":2,"direction":"long","phase":"holdout","sample":2,"return":15.304853583711633,"drawdown":1.290611475409853,"win_rate":100},{"symbol":"SFIX","lag":2,"direction":"short","phase":"holdout","sample":2,"return":-16.008976204316184,"drawdown":16.841219007844355,"win_rate":0},{"symbol":"SFIX","lag":3,"direction":"long","phase":"holdout","sample":2,"return":7.9309036706861775,"drawdown":6.743982340516941,"win_rate":50},{"symbol":"SFIX","lag":3,"direction":"short","phase":"holdout","sample":2,"return":-9.797364534054726,"drawdown":10.599090978271352,"win_rate":50},{"symbol":"SFIX","lag":5,"direction":"long","phase":"holdout","sample":2,"return":9.472963631986762,"drawdown":6.811989100817417,"win_rate":100},{"symbol":"SFIX","lag":5,"direction":"short","phase":"holdout","sample":2,"return":-10.741527007561809,"drawdown":12.495904376604528,"win_rate":0}] 10bp fees+10bp slippage eachside assumed; last2events heldout; entryeventdayindex-lag open, exitindex-1 close. These are stock proxies, not optionPnL. Local vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"symbol":"SFIX","lag":2,"direction":"long","phase":"train","sample":6,"return":-3.421630920346445,"drawdown":15.358172111113733,"win_rate":33.33333333333333},{"symbol":"SFIX","lag":2,"direction":"short","phase":"train","sample":6,"return":-4.13367132582116,"drawdown":12.111712111712103,"win_rate":66.66666666666666},{"symbol":"SFIX","lag":3,"direction":"long","phase":"train","sample":6,"return":-3.1133047227209656,"drawdown":18.461926735602553,"win_rate":33.33333333333333},{"symbol":"SFIX","lag":3,"direction":"short","phase":"train","sample":6,"return":-6.370025067895449,"drawdown":15.608959358959373,"win_rate":66.66666666666666},{"symbol":"SFIX","lag":5,"direction":"long","phase":"train","sample":6,"return":20.80233886442895,"drawdown":10.53865980656219,"win_rate":50},{"symbol":"SFIX","lag":5,"direction":"short","phase":"train","sample":6,"return":-23.062712272919725,"drawdown":27.204110921402535,"win_rate":33.33333333333333}] 10bp fees+10bp slippage eachside assumed; last2events heldout; entryeventdayindex-lag open, exitindex-1 close. These are stock proxies, not optionPnL. Local vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"symbol":"TCOM","lag":2,"direction":"long","phase":"holdout","sample":2,"return":-0.4198790955266759,"drawdown":2.61006899235926,"win_rate":50},{"symbol":"TCOM","lag":2,"direction":"short","phase":"holdout","sample":2,"return":-1.1994083639132782,"drawdown":5.153953039548719,"win_rate":50},{"symbol":"TCOM","lag":3,"direction":"long","phase":"holdout","sample":2,"return":-1.3186949324514445,"drawdown":3.674797575408406,"win_rate":50},{"symbol":"TCOM","lag":3,"direction":"short","phase":"holdout","sample":2,"return":-0.2823524341292682,"drawdown":2.9556829482028535,"win_rate":50},{"symbol":"TCOM","lag":5,"direction":"long","phase":"holdout","sample":2,"return":-7.965258918013602,"drawdown":8.942451919292294,"win_rate":0},{"symbol":"TCOM","lag":5,"direction":"short","phase":"holdout","sample":2,"return":6.670505405066467,"drawdown":2.7224173746326796,"win_rate":100}] 10bp fees+10bp slippage eachside assumed; last2events heldout; entryeventdayindex-lag open, exitindex-1 close. These are stock proxies, not optionPnL. Local vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"symbol":"TCOM","lag":2,"direction":"long","phase":"train","sample":6,"return":-6.184005926173427,"drawdown":7.122152850676422,"win_rate":33.33333333333333},{"symbol":"TCOM","lag":2,"direction":"short","phase":"train","sample":6,"return":1.370801049545446,"drawdown":3.427461296171763,"win_rate":66.66666666666666},{"symbol":"TCOM","lag":3,"direction":"long","phase":"train","sample":6,"return":-5.689365522644573,"drawdown":8.734254098580951,"win_rate":50},{"symbol":"TCOM","lag":3,"direction":"short","phase":"train","sample":6,"return":0.6427325601180541,"drawdown":4.87125959227529,"win_rate":50},{"symbol":"TCOM","lag":5,"direction":"long","phase":"train","sample":6,"return":-9.273348160335933,"drawdown":18.47608332221985,"win_rate":50},{"symbol":"TCOM","lag":5,"direction":"short","phase":"train","sample":6,"return":2.879916876522566,"drawdown":11.273826369739947,"win_rate":50}] 10bp fees+10bp slippage eachside assumed; last2events heldout; entryeventdayindex-lag open, exitindex-1 close. These are stock proxies, not optionPnL. Local vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"symbol":"VRA","lag":2,"direction":"long","phase":"holdout","sample":2,"return":-6.735525656394248,"drawdown":9.380754854043827,"win_rate":0},{"symbol":"VRA","lag":2,"direction":"short","phase":"holdout","sample":2,"return":5.359036337108159,"drawdown":3.32490332490335,"win_rate":100},{"symbol":"VRA","lag":3,"direction":"long","phase":"holdout","sample":2,"return":-3.2276664434853046,"drawdown":5.870360227272709,"win_rate":50},{"symbol":"VRA","lag":3,"direction":"short","phase":"holdout","sample":2,"return":1.4398885896967841,"drawdown":6.309231068073506,"win_rate":50},{"symbol":"VRA","lag":5,"direction":"long","phase":"holdout","sample":2,"return":-10.241708902394464,"drawdown":12.890164110816926,"win_rate":0},{"symbol":"VRA","lag":5,"direction":"short","phase":"holdout","sample":2,"return":9.131050832581446,"drawdown":6.297553686645174,"win_rate":100}] 10bp fees+10bp slippage eachside assumed; last2events heldout; entryeventdayindex-lag open, exitindex-1 close. These are stock proxies, not optionPnL. Local vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"symbol":"VRA","lag":2,"direction":"long","phase":"train","sample":10,"return":-35.51150284193852,"drawdown":35.94845439831534,"win_rate":20},{"symbol":"VRA","lag":2,"direction":"short","phase":"train","sample":10,"return":36.750289792162945,"drawdown":18.54854240175341,"win_rate":70},{"symbol":"VRA","lag":3,"direction":"long","phase":"train","sample":10,"return":-22.751869549686717,"drawdown":31.55814316121912,"win_rate":30},{"symbol":"VRA","lag":3,"direction":"short","phase":"train","sample":10,"return":16.29887368548011,"drawdown":19.85882183026123,"win_rate":70},{"symbol":"VRA","lag":5,"direction":"long","phase":"train","sample":10,"return":-31.033773633448686,"drawdown":37.5490106012181,"win_rate":30},{"symbol":"VRA","lag":5,"direction":"short","phase":"train","sample":10,"return":27.267652153493643,"drawdown":21.598480761058923,"win_rate":70}] 10bp fees+10bp slippage eachside assumed; last2events heldout; entryeventdayindex-lag open, exitindex-1 close. These are stock proxies, not optionPnL. Local vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"symbol":"PLAY","lag":2,"direction":"long","phase":"holdout","sample":2,"return":-4.691178056384262,"drawdown":8.415253593928963,"win_rate":50},{"symbol":"PLAY","lag":2,"direction":"short","phase":"holdout","sample":2,"return":2.840086271961218,"drawdown":6.5407526516748415,"win_rate":50},{"symbol":"PLAY","lag":3,"direction":"long","phase":"holdout","sample":2,"return":-4.677774408956862,"drawdown":17.17081733664133,"win_rate":50},{"symbol":"PLAY","lag":3,"direction":"short","phase":"holdout","sample":2,"return":-0.850618822711067,"drawdown":17.040954464979897,"win_rate":50},{"symbol":"PLAY","lag":5,"direction":"long","phase":"holdout","sample":2,"return":-0.6876408612605588,"drawdown":18.992568125516087,"win_rate":50},{"symbol":"PLAY","lag":5,"direction":"short","phase":"holdout","sample":2,"return":-5.27767760792176,"drawdown":19.925984378485705,"win_rate":50}] 10bp fees+10bp slippage eachside assumed; last2events heldout; entryeventdayindex-lag open, exitindex-1 close. These are stock proxies, not optionPnL. Local vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"symbol":"PLAY","lag":2,"direction":"long","phase":"train","sample":10,"return":0.8106268728489112,"drawdown":14.359209983230093,"win_rate":40},{"symbol":"PLAY","lag":2,"direction":"short","phase":"train","sample":10,"return":-11.027864054187637,"drawdown":17.291431333321583,"win_rate":60},{"symbol":"PLAY","lag":3,"direction":"long","phase":"train","sample":10,"return":0.6733099702508298,"drawdown":19.902033715335353,"win_rate":50},{"symbol":"PLAY","lag":3,"direction":"short","phase":"train","sample":10,"return":-10.990718782061412,"drawdown":20.78354665330022,"win_rate":50},{"symbol":"PLAY","lag":5,"direction":"long","phase":"train","sample":10,"return":0.4322588342643826,"drawdown":25.27402189832455,"win_rate":40},{"symbol":"PLAY","lag":5,"direction":"short","phase":"train","sample":10,"return":-14.48238944628281,"drawdown":23.00784444504752,"win_rate":50}] 10bp fees+10bp slippage eachside assumed; last2events heldout; entryeventdayindex-lag open, exitindex-1 close. These are stock proxies, not optionPnL. Local vectorbt; https://runway.adityaperswal.workers.dev/data/stock-bars

[{"symbol":"TKLF","c":1.725,"dollar_volume":17610.525},{"symbol":"IPHA","c":1.88,"dollar_volume":15923.599999999999},{"symbol":"ISPR","c":1.43,"dollar_volume":10423.27},{"symbol":"RAVE","c":2.965,"dollar_volume":9597.705},{"symbol":"ARTW","c":3.03,"dollar_volume":9393},{"symbol":"NAII","c":2.02,"dollar_volume":9362.7},{"symbol":"IH","c":1.2,"dollar_volume":9198},{"symbol":"MARPS","c":4.6,"dollar_volume":8128.2},{"symbol":"MITQ","c":0.5898,"dollar_volume":7228.5887999999995},{"symbol":"BTOC","c":0.29,"dollar_volume":6475.99},{"symbol":"SANG","c":3.7,"dollar_volume":4214.3},{"symbol":"DSWL","c":3.1,"dollar_volume":3462.7000000000003}] Secondarycalendar discovery only; close*volume turnover proxy, not all-US event completeness or validated signal. Primarydates mustsupersede estimates. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.earningstoday.com/earnings-calendar/weekly/2026-09-14

[{"symbol":"HYFT","c":1.32,"dollar_volume":92598},{"symbol":"CSBR","c":5.0955,"dollar_volume":74292.39},{"symbol":"VALU","c":37.76,"dollar_volume":73556.48},{"symbol":"RBNE","c":2.67,"dollar_volume":68546.91},{"symbol":"AYTU","c":2.05,"dollar_volume":59003.09999999999},{"symbol":"RSSS","c":2.13,"dollar_volume":55213.86},{"symbol":"PMCB","c":0.4423,"dollar_volume":53227.708900000005},{"symbol":"ADXN","c":3.39,"dollar_volume":48022.740000000005},{"symbol":"AMST","c":1.03,"dollar_volume":44934.78},{"symbol":"BTLN","c":0.9211,"dollar_volume":40559.7174},{"symbol":"EDUC","c":1.31,"dollar_volume":37063.83},{"symbol":"PLUR","c":1.25,"dollar_volume":31847.5},{"symbol":"INM","c":1.31,"dollar_volume":26857.620000000003},{"symbol":"HERE","c":1.88,"dollar_volume":25844.359999999997},{"symbol":"FKWL","c":2.4,"dollar_volume":20155.2}] Secondarycalendar discovery only; close*volume turnover proxy, not all-US event completeness or validated signal. Primarydates mustsupersede estimates. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.earningstoday.com/earnings-calendar/weekly/2026-09-14

[{"symbol":"FEAM","c":1.5,"dollar_volume":222114},{"symbol":"CTRM","c":2.41,"dollar_volume":217716.99000000002},{"symbol":"LGCY","c":10.21,"dollar_volume":216278.43000000002},{"symbol":"POCI","c":4.39,"dollar_volume":215377.78999999998},{"symbol":"VRAX","c":2.85,"dollar_volume":206397},{"symbol":"SXTC","c":1.93,"dollar_volume":191125.97},{"symbol":"IXHL","c":3.25,"dollar_volume":165295},{"symbol":"NEUP","c":3.73,"dollar_volume":160382.54},{"symbol":"NCPL","c":0.4668,"dollar_volume":157616.8872},{"symbol":"AXIL","c":6.01,"dollar_volume":136306.8},{"symbol":"PBK","c":0.3506,"dollar_volume":134188.644},{"symbol":"YI","c":3.45,"dollar_volume":123040.8},{"symbol":"NTWK","c":4,"dollar_volume":122304},{"symbol":"PPCB","c":0.9428,"dollar_volume":117409.71239999999},{"symbol":"IPW","c":1.7,"dollar_volume":112064}] Secondarycalendar discovery only; close*volume turnover proxy, not all-US event completeness or validated signal. Primarydates mustsupersede estimates. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.earningstoday.com/earnings-calendar/weekly/2026-09-14

[{"symbol":"BNR","c":11.62,"dollar_volume":847853.2999999999},{"symbol":"PZG","c":1.31,"dollar_volume":675213.3},{"symbol":"VRA","c":3.05,"dollar_volume":662197.7},{"symbol":"HOVR","c":1.62,"dollar_volume":641916.9},{"symbol":"GLDG","c":1.04,"dollar_volume":639401.36},{"symbol":"TORO","c":6.78,"dollar_volume":626526.24},{"symbol":"BYRN","c":3.53,"dollar_volume":612176.13},{"symbol":"NNVC","c":1.02,"dollar_volume":594996.6},{"symbol":"MSB","c":22.48,"dollar_volume":411114.24},{"symbol":"HAIN","c":0.6395,"dollar_volume":313558.361},{"symbol":"PBM","c":4.97,"dollar_volume":281461.04},{"symbol":"YYAI","c":0.7246,"dollar_volume":269096.8758},{"symbol":"LITS","c":1.06,"dollar_volume":244826.08000000002},{"symbol":"ASTC","c":7.21,"dollar_volume":226905.91},{"symbol":"MSS","c":1.69,"dollar_volume":224736.19999999998}] Secondarycalendar discovery only; close*volume turnover proxy, not all-US event completeness or validated signal. Primarydates mustsupersede estimates. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.earningstoday.com/earnings-calendar/weekly/2026-09-14

[{"symbol":"TRT","c":10.03,"dollar_volume":2440529.69},{"symbol":"LUXE","c":7.42,"dollar_volume":2174060},{"symbol":"MKC.V","c":58.1,"dollar_volume":2161552.4},{"symbol":"EPM","c":3.84,"dollar_volume":2148936.96},{"symbol":"USAU","c":15.07,"dollar_volume":1665445.98},{"symbol":"VLGEA","c":43.13,"dollar_volume":1514941.25},{"symbol":"CODA","c":9.82,"dollar_volume":1446024.46},{"symbol":"ESP","c":63,"dollar_volume":1387323},{"symbol":"RFIL","c":10.19,"dollar_volume":1318158.02},{"symbol":"AIAI","c":3.27,"dollar_volume":1232518.59},{"symbol":"BNTC","c":12.22,"dollar_volume":1155999.78},{"symbol":"HITI","c":2.56,"dollar_volume":1123660.8},{"symbol":"TRAK","c":7.89,"dollar_volume":1074941.49},{"symbol":"OPTT","c":0.16,"dollar_volume":960402.72},{"symbol":"RLGT","c":8.21,"dollar_volume":884110.2700000001}] Secondarycalendar discovery only; close*volume turnover proxy, not all-US event completeness or validated signal. Primarydates mustsupersede estimates. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.earningstoday.com/earnings-calendar/weekly/2026-09-14

[{"symbol":"WS","c":33.75,"dollar_volume":6668358.75},{"symbol":"TMQ","c":3.31,"dollar_volume":6335187.74},{"symbol":"TBN","c":39.33,"dollar_volume":6323556.06},{"symbol":"IPX","c":19.42,"dollar_volume":5918944.12},{"symbol":"ODC","c":86.2,"dollar_volume":5666701.8},{"symbol":"SFIX","c":2.85,"dollar_volume":4744919.4},{"symbol":"ALMU","c":13.24,"dollar_volume":4562477.5200000005},{"symbol":"ABAT","c":2.56,"dollar_volume":4339681.28},{"symbol":"INTG","c":38.695,"dollar_volume":3765836.095},{"symbol":"ANGO","c":15.24,"dollar_volume":3612459.12},{"symbol":"IVA","c":4.14,"dollar_volume":3345641.6399999997},{"symbol":"NEOV","c":3.67,"dollar_volume":3196114.92},{"symbol":"EBF","c":21.17,"dollar_volume":2872980.7},{"symbol":"TAYD","c":59.38,"dollar_volume":2587899.16},{"symbol":"SAR","c":17.16,"dollar_volume":2573107.68}] Secondarycalendar discovery only; close*volume turnover proxy, not all-US event completeness or validated signal. Primarydates mustsupersede estimates. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.earningstoday.com/earnings-calendar/weekly/2026-09-14

[{"symbol":"PRGS","c":40.61,"dollar_volume":15587661.18},{"symbol":"PLAY","c":8.17,"dollar_volume":14618948.65},{"symbol":"KEP","c":11.89,"dollar_volume":14566462.780000001},{"symbol":"MLKN","c":20.8,"dollar_volume":14145497.6},{"symbol":"LEN.B","c":76.56,"dollar_volume":13977406.08},{"symbol":"HELE","c":26.5,"dollar_volume":13682029.5},{"symbol":"MANU","c":20.02,"dollar_volume":13173380.219999999},{"symbol":"IDT","c":69.42,"dollar_volume":12889141.98},{"symbol":"TLRY","c":4.14,"dollar_volume":12304150.379999999},{"symbol":"SCHL","c":35.27,"dollar_volume":10482878.860000001},{"symbol":"HIFS","c":308.39,"dollar_volume":9558856.44},{"symbol":"RZLT","c":4.17,"dollar_volume":9271236.06},{"symbol":"APOG","c":37.53,"dollar_volume":7647262.92},{"symbol":"PKE","c":30.71,"dollar_volume":7432864.140000001},{"symbol":"KMTS","c":23.57,"dollar_volume":7318932.83}] Secondarycalendar discovery only; close*volume turnover proxy, not all-US event completeness or validated signal. Primarydates mustsupersede estimates. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.earningstoday.com/earnings-calendar/weekly/2026-09-14