Runway

Notes

32996 observations, newest first
VIST R91102 40day holdout fixed3R measurements = 3.412928260352073
Supply chain2026-09-11 02:12
{"0.002":{"return":3.412928260352073,"drawdown":26.91801276482214,"win_rate":50,"sample":12,"mean_pct":0.8355275722900254,"avg_win_pct":9.724081746601502,"avg_loss_pct":8.05302660202145,"halfKelly":0.04296177233300391,"mean_CI":[-4.81375550858673,7.538039150358164],"audit_error":6.938893903907228e-17},"0.005":{"return":-3.7711652990946645,"drawdown":28.22173676668355,"win_rate":50,"sample":12,"mean_pct":0.23231800346707374,"avg_win_pct":9.067699838028531,"avg_loss_pct":8.603063831094383,"halfKelly":0.012810194846369333,"mean_CI":[-5.541911140498394,6.59167510428121],"audit_error":3.885780586188048e-16}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=VIST&timeframe=1Day&feed=sip&adjustment=all
VRA Issuer-dated earnings daily response 2025-09-11 = -7.894736842105255
Convex events2026-09-11 02:12
{"date":"2025-09-11","url":"https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-announces-second-quarter-fiscal-year-2026-results","published":"2025-09-11T08:00:36-0400","timing":"BMO","preclose":2.28,"open":2.49,"close":2.1,"move":-0.07894736842105254,"gap":0.09210526315789491,"low":-0.14912280701754377,"i":674}; retrievedSep11. DailySIPadjustmentall; VRA actual issuer datePublished verifiesBMO, SFIX schedulesAMC, TCOM schedulesAMC oractualissuerpublicationtimestamp. Accessible-source sample withoutreturnfilter; missingevents namedinanalysis. https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-announces-second-quarter-fiscal-year-2026-results
VIST R91102 40day train fixed3R measurements = -5.741114353541998
Supply chain2026-09-11 02:12
{"0.002":{"return":-5.741114353541998,"drawdown":43.17225820652243,"win_rate":34.375,"sample":32,"mean_pct":0.5381325854254125,"avg_win_pct":15.858143134692607,"avg_loss_pct":7.486634845143119,"halfKelly":0.016967074292832812,"mean_CI":[-3.602998488781613,5.060242860496428],"audit_error":7.7021722333370235e-16},"0.005":{"return":-22.20768843253777,"drawdown":47.907916596775515,"win_rate":34.375,"sample":32,"mean_pct":-0.06329793283752043,"avg_win_pct":15.16506657479855,"avg_loss_pct":8.040060293980224,"halfKelly":0,"mean_CI":[-4.1530161517832465,4.4476082239531065],"audit_error":1.1657341758564144e-15}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=VIST&timeframe=1Day&feed=sip&adjustment=all
VRA Issuer-dated earnings daily response 2025-06-11 = -19.14893617021277
Convex events2026-09-11 02:12
{"date":"2025-06-11","url":"https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-announces-first-quarter-fiscal-year-2026-results","published":"2025-06-11T08:01:27-0400","timing":"BMO","preclose":2.35,"open":2.19,"close":1.9,"move":-0.19148936170212771,"gap":-0.06808510638297882,"low":-0.24468085106382986,"i":611}; retrievedSep11. DailySIPadjustmentall; VRA actual issuer datePublished verifiesBMO, SFIX schedulesAMC, TCOM schedulesAMC oractualissuerpublicationtimestamp. Accessible-source sample withoutreturnfilter; missingevents namedinanalysis. https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-announces-first-quarter-fiscal-year-2026-results
VIST R91102 10day holdout fixed3R measurements = 27.784986372865262
Supply chain2026-09-11 02:12
{"0.002":{"return":27.784986372865262,"drawdown":28.473635160356757,"win_rate":53.333333333333336,"sample":15,"mean_pct":2.282133898210352,"avg_win_pct":11.534802252894224,"avg_loss_pct":8.29234422142836,"halfKelly":0.09892384143983637,"mean_CI":[-3.3600814195099535,8.376395017305448],"audit_error":1.7763568394002505e-15},"0.005":{"return":16.786547413113002,"drawdown":29.326833203296122,"win_rate":53.333333333333336,"sample":15,"mean_pct":1.6702705661838637,"avg_win_pct":10.867588408770803,"avg_loss_pct":8.840949825344067,"halfKelly":0.07684642182601681,"mean_CI":[-3.915330984143213,7.707441715155332],"audit_error":1.3600232051658168e-15}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=VIST&timeframe=1Day&feed=sip&adjustment=all
VRA Issuer-dated earnings daily response 2025-03-12 = -3.130755064456725
Convex events2026-09-11 02:12
{"date":"2025-03-12","url":"https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-announces-fourth-quarter-fiscal-year-2025-results","published":"2025-03-12T08:00:45-0400","timing":"BMO","preclose":2.715,"open":2.18,"close":2.63,"move":-0.03130755064456725,"gap":-0.19705340699815832,"low":-0.20810313075506448,"i":548}; retrievedSep11. DailySIPadjustmentall; VRA actual issuer datePublished verifiesBMO, SFIX schedulesAMC, TCOM schedulesAMC oractualissuerpublicationtimestamp. Accessible-source sample withoutreturnfilter; missingevents namedinanalysis. https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-announces-fourth-quarter-fiscal-year-2025-results
VIST R91102 10day train fixed3R measurements = 46.97793908890315
Supply chain2026-09-11 02:12
{"0.002":{"return":46.97793908890315,"drawdown":33.97598295133864,"win_rate":47.5,"sample":40,"mean_pct":1.659920233861981,"avg_win_pct":12.47302759821709,"avg_loss_pct":8.123367381506927,"halfKelly":0.06654038968450815,"mean_CI":[-2.0168950135027357,5.6316958229065],"audit_error":7.216449660063518e-16},"0.005":{"return":15.616581119456932,"drawdown":37.44677036095517,"win_rate":47.5,"sample":40,"mean_pct":1.0517790545848626,"avg_win_pct":11.800201183607488,"avg_loss_pct":8.672983824054656,"halfKelly":0.04456614926387714,"mean_CI":[-2.6228248422450964,4.873433296394156],"audit_error":2.525757381022231e-15}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=VIST&timeframe=1Day&feed=sip&adjustment=all
VRA Issuer-dated earnings daily response 2024-12-11 = -11.895910780669139
Convex events2026-09-11 02:12
{"date":"2024-12-11","url":"https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-announces-third-quarter-fiscal-year-2025-results","published":"2024-12-11T08:00:27-0500","timing":"BMO","preclose":5.38,"open":4.96,"close":4.74,"move":-0.11895910780669139,"gap":-0.0780669144981413,"low":-0.14498141263940523,"i":488}; retrievedSep11. DailySIPadjustmentall; VRA actual issuer datePublished verifiesBMO, SFIX schedulesAMC, TCOM schedulesAMC oractualissuerpublicationtimestamp. Accessible-source sample withoutreturnfilter; missingevents namedinanalysis. https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-announces-third-quarter-fiscal-year-2025-results
VIST R91102 20day holdout fixed3R measurements = 22.783274006365044
Supply chain2026-09-11 02:12
{"0.002":{"return":22.783274006365044,"drawdown":24.767498301267732,"win_rate":53.84615384615385,"sample":13,"mean_pct":2.225451839215542,"avg_win_pct":11.057727373837263,"avg_loss_pct":8.078869617843132,"halfKelly":0.10062880752879622,"mean_CI":[-3.7207892932902014,8.785331246948488],"audit_error":3.885780586188048e-16},"0.005":{"return":13.57004546852473,"drawdown":25.664904780105203,"win_rate":53.84615384615385,"sample":13,"mean_pct":1.6139275856982775,"avg_win_pct":10.393367445779141,"avg_loss_pct":8.62875225106273,"halfKelly":0.07764218835319397,"mean_CI":[-4.385902019760709,8.185084062706983],"audit_error":3.0531133177191805e-16}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=VIST&timeframe=1Day&feed=sip&adjustment=all
VRA Issuer-dated earnings daily response 2024-09-11 = -4.618473895582342
Convex events2026-09-11 02:12
{"date":"2024-09-11","url":"https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-announces-second-quarter-fiscal-year-2025-results","published":"2024-09-11T08:00:36-0400","timing":"BMO","preclose":4.98,"open":4.51,"close":4.75,"move":-0.04618473895582342,"gap":-0.09437751004016082,"low":-0.12048192771084343,"i":424}; retrievedSep11. DailySIPadjustmentall; VRA actual issuer datePublished verifiesBMO, SFIX schedulesAMC, TCOM schedulesAMC oractualissuerpublicationtimestamp. Accessible-source sample withoutreturnfilter; missingevents namedinanalysis. https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-announces-second-quarter-fiscal-year-2025-results
VIST R91102 20day train fixed3R measurements = -29.438873365998898
Supply chain2026-09-11 02:12
{"0.002":{"return":-29.438873365998898,"drawdown":53.39146672672166,"win_rate":32.432432432432435,"sample":37,"mean_pct":-0.2275902566299633,"avg_win_pct":15.59559389751739,"avg_loss_pct":7.8227186506206925,"halfKelly":0,"mean_CI":[-3.9363071228451076,4.020741749123679],"audit_error":1.3322676295501878e-15},"0.005":{"return":-43.48667265434988,"drawdown":57.78515845261414,"win_rate":32.432432432432435,"sample":37,"mean_pct":-0.8244401339569644,"avg_win_pct":14.90408793695438,"avg_loss_pct":8.374133607994409,"halfKelly":0,"mean_CI":[-4.597710630613343,3.424141365231037],"audit_error":1.5543122344752192e-15}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=VIST&timeframe=1Day&feed=sip&adjustment=all
VRA Issuer-dated earnings daily response 2024-06-12 = -17.161290322580648
Convex events2026-09-11 02:12
{"date":"2024-06-12","url":"https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-announces-first-quarter-fiscal-year-2025-results","published":"2024-06-12T08:00:31-0400","timing":"BMO","preclose":7.75,"open":6.51,"close":6.42,"move":-0.17161290322580647,"gap":-0.16000000000000003,"low":-0.19612903225806444,"i":362}; retrievedSep11. DailySIPadjustmentall; VRA actual issuer datePublished verifiesBMO, SFIX schedulesAMC, TCOM schedulesAMC oractualissuerpublicationtimestamp. Accessible-source sample withoutreturnfilter; missingevents namedinanalysis. https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-announces-first-quarter-fiscal-year-2025-results
QRVO R91102 40day holdout fixed3R measurements = 7.122013861577707
Supply chain2026-09-11 02:12
{"0.002":{"return":7.122013861577707,"drawdown":26.72901992344434,"win_rate":33.33333333333333,"sample":12,"mean_pct":0.96321556899527,"avg_win_pct":13.20748200030309,"avg_loss_pct":5.158917646658639,"halfKelly":0.0364647693244316,"mean_CI":[-3.9055460275100837,6.370742498192074],"audit_error":2.914335439641036e-16},"0.005":{"return":-0.3197497825233222,"drawdown":29.742709772761454,"win_rate":33.33333333333333,"sample":12,"mean_pct":0.35924215608591303,"avg_win_pct":12.530261996113822,"avg_loss_pct":5.726267763928042,"halfKelly":0.01433498183028134,"mean_CI":[-4.400061771097616,5.627614025270629],"audit_error":6.240667704826564e-16}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=QRVO&timeframe=1Day&feed=sip&adjustment=all
VRA Issuer-dated earnings daily response 2024-03-13 = -13.361462728551343
Convex events2026-09-11 02:12
{"date":"2024-03-13","url":"https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-announces-fourth-quarter-and-fiscal-year-2024","published":"2024-03-13T08:00:44-0400","timing":"BMO","preclose":7.11,"open":6.5,"close":6.16,"move":-0.13361462728551343,"gap":-0.0857946554149086,"low":-0.1744022503516175,"i":299}; retrievedSep11. DailySIPadjustmentall; VRA actual issuer datePublished verifiesBMO, SFIX schedulesAMC, TCOM schedulesAMC oractualissuerpublicationtimestamp. Accessible-source sample withoutreturnfilter; missingevents namedinanalysis. https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-announces-fourth-quarter-and-fiscal-year-2024
QRVO R91102 40day train fixed3R measurements = -28.56121388585936
Supply chain2026-09-11 02:12
{"0.002":{"return":-28.56121388585936,"drawdown":32.899609160501655,"win_rate":28.57142857142857,"sample":14,"mean_pct":-2.209160449097589,"avg_win_pct":5.641110069870214,"avg_loss_pct":5.3492686566847105,"halfKelly":0,"mean_CI":[-4.9429280911143705,1.1038019740915117],"audit_error":4.440892098500626e-16},"0.005":{"return":-34.317018876156894,"drawdown":36.93616922916959,"win_rate":28.57142857142857,"sample":14,"mean_pct":-2.7941563486632894,"avg_win_pct":5.00915296120591,"avg_loss_pct":5.915480072610969,"halfKelly":0,"mean_CI":[-5.489062891976886,0.537877088881196],"audit_error":7.216449660063518e-16}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=QRVO&timeframe=1Day&feed=sip&adjustment=all
VRA Issuer-dated earnings daily response 2023-12-06 = 6.358381502890187
Convex events2026-09-11 02:12
{"date":"2023-12-06","url":"https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-announces-third-quarter-fiscal-year-2024-results","published":"2023-12-06T08:00:25-0500","timing":"BMO","preclose":6.92,"open":7.18,"close":7.36,"move":0.06358381502890187,"gap":0.037572254335260125,"low":0.028901734104046284,"i":233}; retrievedSep11. DailySIPadjustmentall; VRA actual issuer datePublished verifiesBMO, SFIX schedulesAMC, TCOM schedulesAMC oractualissuerpublicationtimestamp. Accessible-source sample withoutreturnfilter; missingevents namedinanalysis. https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-announces-third-quarter-fiscal-year-2024-results
QRVO R91102 10day holdout fixed3R measurements = -6.872231984914488
Supply chain2026-09-11 02:12
{"0.002":{"return":-6.872231984914488,"drawdown":34.745530998972406,"win_rate":36.84210526315789,"sample":19,"mean_pct":-0.04004299002823812,"avg_win_pct":9.621812250948828,"avg_loss_pct":5.676125213931527,"halfKelly":0,"mean_CI":[-3.613737700447045,3.9403329662478686],"audit_error":1.3183898417423734e-15},"0.005":{"return":-16.906131222126625,"drawdown":39.77199668447005,"win_rate":36.84210526315789,"sample":19,"mean_pct":-0.6380147963870472,"avg_win_pct":8.96604213010447,"avg_loss_pct":6.240381336840431,"halfKelly":0,"mean_CI":[-4.133587461020132,3.237821008618609],"audit_error":6.106226635438361e-16}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=QRVO&timeframe=1Day&feed=sip&adjustment=all
VRA Issuer-dated earnings daily response 2023-08-30 = 2.7696793002915276
Convex events2026-09-11 02:12
{"date":"2023-08-30","url":"https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-announces-second-quarter-fiscal-year-2024-results","published":"2023-08-30T08:00:45-0400","timing":"BMO","preclose":6.86,"open":7,"close":7.05,"move":0.027696793002915276,"gap":0.020408163265306145,"low":0.002915451895043608,"i":165}; retrievedSep11. DailySIPadjustmentall; VRA actual issuer datePublished verifiesBMO, SFIX schedulesAMC, TCOM schedulesAMC oractualissuerpublicationtimestamp. Accessible-source sample withoutreturnfilter; missingevents namedinanalysis. https://investors.verabradley.com/news-releases/news-release-details/vera-bradley-announces-second-quarter-fiscal-year-2024-results
QRVO R91102 10day train fixed3R measurements = -36.980693308449574
Supply chain2026-09-11 02:12
{"0.002":{"return":-36.980693308449574,"drawdown":43.48099643211329,"win_rate":32.142857142857146,"sample":28,"mean_pct":-1.3820323062311226,"avg_win_pct":7.896050112192765,"avg_loss_pct":5.776913451800333,"halfKelly":0,"mean_CI":[-3.9204044414686603,1.4672214090652418],"audit_error":2.220446049250313e-16},"0.005":{"return":-46.726503780417445,"drawdown":52.078498693608275,"win_rate":32.142857142857146,"sample":28,"mean_pct":-1.9719761802105242,"avg_win_pct":7.250603696303139,"avg_loss_pct":6.340566648032786,"halfKelly":0,"mean_CI":[-4.488925027761667,0.7623048615106858],"audit_error":9.43689570931383e-16}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=QRVO&timeframe=1Day&feed=sip&adjustment=all
QRVO R91102 20day holdout fixed3R measurements = 14.534070015017479
Supply chain2026-09-11 02:12
{"0.002":{"return":14.534070015017479,"drawdown":29.16771801223178,"win_rate":40,"sample":15,"mean_pct":1.2451626589477354,"avg_win_pct":10.31567596126001,"avg_loss_pct":4.801846209260448,"halfKelly":0.06035293584365581,"mean_CI":[-2.7839329971411626,5.669741721253006],"audit_error":4.163336342344337e-16},"0.005":{"return":4.676135889669604,"drawdown":31.67235869309074,"win_rate":40,"sample":15,"mean_pct":0.6395026065507289,"avg_win_pct":9.655755068960444,"avg_loss_pct":5.371332368389082,"halfKelly":0.03311510088975253,"mean_CI":[-3.321730404981707,5.177822920023778],"audit_error":1.2628786905111156e-15}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=QRVO&timeframe=1Day&feed=sip&adjustment=all
QRVO R91102 20day train fixed3R measurements = -17.459895420262512
Supply chain2026-09-11 02:12
{"0.002":{"return":-17.459895420262512,"drawdown":31.203990570737428,"win_rate":45.45454545454545,"sample":22,"mean_pct":-0.6178112077916389,"avg_win_pct":6.453444537782146,"avg_loss_pct":6.510524329103127,"halfKelly":0,"mean_CI":[-3.570317488118599,2.4050259933502676],"audit_error":1.1657341758564144e-15},"0.005":{"return":-27.666846744403344,"drawdown":35.59798749099677,"win_rate":45.45454545454545,"sample":22,"mean_pct":-1.2123267391062438,"avg_win_pct":5.816627952146525,"avg_loss_pct":7.069788981816884,"halfKelly":0,"mean_CI":[-4.078331600378186,1.7259570931603994],"audit_error":6.106226635438361e-16}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=QRVO&timeframe=1Day&feed=sip&adjustment=all
SWKS R91102 40day holdout fixed3R measurements = 9.0744774255817
Supply chain2026-09-11 02:12
{"0.002":{"return":9.0744774255817,"drawdown":17.321122784143363,"win_rate":37.5,"sample":8,"mean_pct":1.5338521887960102,"avg_win_pct":12.989523536806157,"avg_loss_pct":5.339550620010079,"halfKelly":0.059041895741972356,"mean_CI":[-4.778865427475754,8.679402278485608],"audit_error":8.465450562766819e-16},"0.005":{"return":3.962504868492233,"drawdown":18.307352916083353,"win_rate":37.5,"sample":8,"mean_pct":0.9264651628707543,"avg_win_pct":12.313607384879594,"avg_loss_pct":5.90582017033455,"halfKelly":0.03761956727678359,"mean_CI":[-5.2232468413272475,8.028956045963003],"audit_error":8.951173136040325e-16}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SWKS&timeframe=1Day&feed=sip&adjustment=all
SWKS R91102 40day train fixed3R measurements = -17.307972990883062
Supply chain2026-09-11 02:12
{"0.002":{"return":-17.307972990883062,"drawdown":24.173327829572855,"win_rate":30.76923076923077,"sample":13,"mean_pct":-1.1785050602499108,"avg_win_pct":9.008425753956312,"avg_loss_pct":5.706029866563787,"halfKelly":0,"mean_CI":[-4.925956726796877,3.368452986410892],"audit_error":1.0547118733938987e-15},"0.005":{"return":-23.512894216983923,"drawdown":29.195550700994744,"win_rate":30.76923076923077,"sample":13,"mean_pct":-1.7696664573111869,"avg_win_pct":8.356324980744478,"avg_loss_pct":6.270107096447037,"halfKelly":0,"mean_CI":[-5.536612075412392,2.601176133661385],"audit_error":6.38378239159465e-16}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SWKS&timeframe=1Day&feed=sip&adjustment=all
SWKS R91102 10day holdout fixed3R measurements = 26.715501895583277
Supply chain2026-09-11 02:12
{"0.002":{"return":26.715501895583277,"drawdown":20.981486647484925,"win_rate":46.15384615384615,"sample":13,"mean_pct":2.3116947053509453,"avg_win_pct":12.033154376325417,"avg_loss_pct":6.020985012627174,"halfKelly":0.09605522513278317,"mean_CI":[-2.7697709056131994,7.819119736158784],"audit_error":1.0547118733938987e-15},"0.005":{"return":17.207212694965985,"drawdown":21.92405434401875,"win_rate":46.15384615384615,"sample":13,"mean_pct":1.699654537221558,"avg_win_pct":11.362959333246291,"avg_loss_pct":6.583178145085357,"halfKelly":0.07478925548244406,"mean_CI":[-3.5922309438902067,7.1368052049904485],"audit_error":9.43689570931383e-16}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SWKS&timeframe=1Day&feed=sip&adjustment=all
SWKS R91102 10day train fixed3R measurements = -49.43259620989805
Supply chain2026-09-11 02:12
{"0.002":{"return":-49.43259620989805,"drawdown":52.793087850308254,"win_rate":25.806451612903224,"sample":31,"mean_pct":-1.9283801066616695,"avg_win_pct":8.937611693398145,"avg_loss_pct":5.707855515378127,"halfKelly":0,"mean_CI":[-4.260109548927293,0.7326509477586386],"audit_error":6.661338147750939e-16},"0.005":{"return":-58.015321386974804,"drawdown":60.469037464219724,"win_rate":25.806451612903224,"sample":31,"mean_pct":-2.515055666098971,"avg_win_pct":8.285934537932615,"avg_loss_pct":6.271921824023003,"halfKelly":0,"mean_CI":[-4.851730797186745,0.1190802958413472],"audit_error":6.661338147750939e-16}} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SWKS&timeframe=1Day&feed=sip&adjustment=all
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