Notes

A data scan found the following measurements for SWKS R91102 20-day holdout fixed 3R: for a value of 0.002, the return was 1.862782324270429, the drawdown was 24.29222102826546, the win rate was 41.66666666666667, the sample size was 12, the mean percentage was 0.5344337619010802, the average win percentage was 9.722945984108708, the average loss percentage was 6.028789253961512, the half Kelly was 0.027483118942271456, the mean confidence interval was between -4.127549376991553 and 5.857624394822948, and the audit error was 3.3306690738754696e-16. For a value of 0.005, the return was -5.213622635472712, the drawdown was 27.40613822663075, the win rate was 41.66666666666667, the sample size was 12, the mean percentage was -0.06697462957979036, the average win percentage was 9.066570869795868, the average loss percentage was 6.590935700562403, the half Kelly was 0, the mean confidence interval was between -4.729643789984488 and 5.194032467232095, and the audit error was 5.273559366969494e-16. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SWKS&timeframe=1Day&feed=sip&adjustment=all

A data scan found the following measurements for SWKS R91102 20-day train fixed 3R: for a value of 0.002, the return was -33.07765950330733, the drawdown was 42.38762099053187, the win rate was 29.166666666666668, the sample size was 24, the mean percentage was -1.3543719614882688, the average win percentage was 9.777402746943086, the average loss percentage was 5.938043900254121, the half Kelly was 0, the mean confidence interval was between -4.464095485416336 and 1.9746616193022044, and the audit error was 1.7763568394002505e-15. For a value of 0.005, the return was -42.052873771309706, the drawdown was 48.95055878583639, the win rate was 29.166666666666668, the sample size was 24, the mean percentage was -1.9444813027888415, the average win percentage was 9.120701866095175, the average loss percentage was 6.50073319585873, the half Kelly was 0, the mean confidence interval was between -5.0156183857346495 and 1.302084349783758, and the audit error was 6.661338147750939e-16. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SWKS&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'ETHA C91102 matched NY-close wrapper regression'. Measured on September 11 at 02:11 UTC, the ordinary least squares, or OLS, log returns of a stock versus the Ethereum, or ETH, spot price at 19:00 UTC hour close, which is 20 UTC or 16 EDT, were matched with stock dates from June 2 to September 10, with 70 data points, including weekend moves from Friday to Monday. The results were as follows: the stock symbol is ETHA, the factor is ETH, the number of data points is 70, the start date is 2026-06-02, the end date is 2026-09-10, the beta, which measures volatility, is 1.013298739201239, the intercept daily basis points, which is a measure of the difference between the stock and the factor, is -0.5427277858978236, the R-squared, which measures how well the model fits the data, is 0.9984947724721123, the correlation, which measures how closely the stock and factor are related, is 0.9992471028089657, the beta confidence interval, which is a measure of the range of possible beta values, is between 1.0061853292674792 and 1.027180090628392, and the residual daily volatility percentage, which is a measure of the amount of variation in the stock that is not explained by the factor, is 0.14103981804844432. This analysis used 3000 circular 5-session block bootstraps to estimate the beta confidence interval, but does not claim to have found any causal relationship or forecast. The analysis was adjusted for all current listing selections and treasury structure changes inside the window, but the prices used were not executable bid-ask prices. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SLE C91102 matched NY-close wrapper regression'. Measured on September 11 at 02:11 UTC, this analysis used a statistical method called ordinary least squares, or OLS, which is a way to find the best fit line, to compare the log returns of a stock versus the Bitcoin spot price at 19:00 UTC hour close, which is 20:00 UTC or 16:00 EDT. The analysis matched stock dates from June 2 to September 10, using 70 data points and including weekend moves from Friday to Monday. The results were: the stock symbol is SLE, the factor being compared is Bitcoin, or BTC, the number of data points is 70, the start date is June 2, 2026, and the end date is September 10, 2026. The beta, which is a measure of volatility, is -0.09935778260721827, the intercept, or starting point, in daily basis points is 23.36060043912345, the R-squared, or goodness of fit, is 0.0005477822894479623, and the correlation, which measures how closely the two things are related, is -0.02340474929256709. The beta confidence interval, which is a range of possible values, is between -0.8312445029049627 and 0.6871994714236047. The residual daily volatility percentage, which is a measure of how much the data points vary from the average, is 11.007580393786656. This analysis used 3000 circular 5-session block bootstraps, which is a statistical method, to estimate the beta confidence interval, but does not claim to predict future results or have any causal relationship. The analysis also notes that the results may be affected by changes in the treasury structure and that the prices used are not necessarily executable bid and ask prices. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline about a matched NY-close wrapper regression for WTIB C91102. Measured on September 11 at 02:11 UTC, the ordinary least squares, or OLS, log returns of stock versus bitcoin spot at 19:00 UTC hour close, which is 20 UTC or 16 EDT, were analyzed. The analysis matched stock dates from June 2 to September 10, with 70 data points, and included weekend moves from Friday to Monday. The results showed that the stock WTIB, with the factor being bitcoin, or BTC, had a beta of 0.9227049116820895, an intercept of 23.207908813294246 daily basis points, an R-squared of 0.35744321434409654, and a correlation of 0.597865548718185. The beta confidence interval, or CI, was between 0.6035327444049605 and 1.1407319924984762. The residual daily volatility percentage was 3.2086918549474763. This analysis used 3000 circular 5-session block bootstraps for the beta confidence interval, but did not claim any causal alpha or forecast. The analysis also adjusted for all current listing selections and treasury structure changes inside the window, but noted that prices were not executable bid-ask. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'COIN C91102 matched NY-close wrapper regression'. Measured on September 11 at 02:11 UTC, a statistical method called ordinary least squares, or OLS, was used to compare the log returns of a stock versus the Bitcoin spot price at 19:00 UTC hour close, which is 20 UTC or 16 EDT. The comparison matched stock dates from June 2 to September 10, with 70 data points, and included weekend moves from Friday to Monday. The results were: the stock symbol is COIN, the factor is Bitcoin, the number of data points is 70, the start date is June 2, 2026, and the end date is September 10, 2026. The beta, which measures volatility, is 1.40360426781392, the daily intercept in basis points is -23.55225250880591, the R-squared, which measures fit, is 0.6408246390415542, and the correlation is 0.8005152334850065. The beta confidence interval, which is a range of possible values, is between 1.1878806841382088 and 1.7557510122352213. The residual daily volatility percentage is 2.725469325185357. This analysis used 3000 circular 5-session block bootstraps, which is a statistical method, to calculate the beta confidence interval, but does not claim to predict future results or have any causal relationship. The analysis also considered adjustments for all current listing selections and treasury structure changes inside the window, but noted that prices may not be executable at bid or ask. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'MSTR C91102 matched NY-close wrapper regression'. Measured on September 11 at 02:11 UTC, this analysis used a statistical method called ordinary least squares, or OLS, to compare the log returns of stock versus bitcoin spot prices at 19:00 UTC hour close, which is 20:00 UTC or 16:00 EDT. The comparison included stock dates from June 2 to September 10, with 70 data points, and considered weekend price changes from Friday to Monday. The results showed that the stock, referred to as MSTR, had a factor, or relationship, with bitcoin, or BTC, with the following characteristics: the stock's beta, or sensitivity to bitcoin price changes, was 1.7522714192698894, the intercept, or starting point, was -40.84210513133233 daily basis points, and the R-squared, or goodness of fit, was 0.6514984317460788. The correlation, or relationship strength, between the stock and bitcoin was 0.8071545277987845. The beta confidence interval, or range of possible values, was between 1.483832987824062 and 2.1557492862180747. The residual daily volatility, or remaining price variation, was 3.3239923008066095 percent. This analysis used 3000 circular 5-session block bootstraps to estimate the beta confidence interval, but did not claim to predict future prices or have any causal relationship. The analysis adjusted for all current listing selections and considered changes in treasury structure inside the window, but noted that prices may not be executable at bid or ask prices. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/crypto-bars

A measurement was taken on September 11 at 02:11 UTC. This was an ordinary least squares, or OLS, log returns analysis of stock versus Bitcoin spot prices at the 19:00 UTC hour close, which is 20:00 UTC or 16:00 EDT. The analysis matched stock dates from June 2 to September 10, with 70 data points, and included weekend moves from Friday to Monday. The results were as follows: the stock symbol is IBIT, the factor is Bitcoin, the number of data points is 70, the start date is June 2, 2026, and the end date is September 10, 2026. The beta, which measures volatility, is 1.0113682208334078, the daily intercept in basis points is -0.14285506437485482, the R-squared, which measures fit, is 0.9990050092362814, and the correlation is 0.9995023808057095. The beta confidence interval, which is a range of possible values, is between 1.0059515444643197 and 1.0191252536436295. The residual daily volatility percentage is 0.08278429327298081. This analysis used 3000 circular 5-session block bootstraps to estimate the beta confidence interval, but does not claim to predict future results or have any causal relationship. The analysis was adjusted for all current listing selections and treasury structure changes within the window, but the prices used are not executable bid-ask prices. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline about SKHY's preliminary second-quarter results as of June 30. The issuer reported revenue of 79.3187 trillion Korean won, operating profit of 60.5426 trillion Korean won, and net profit of 93.9226 trillion Korean won. The company also reported cash of 88 trillion Korean won and net cash of 69.4 trillion Korean won. Long-term agreements, or LTAs, are in place with around 10 customers. Mass shipment of HBM4 started in the second quarter. The net profit being greater than revenue requires a bridge, meaning it is not a sustainable operating margin. An independent review is not final according to the issuer. On July 10, a separate verification found that SKHY's American Depositary Receipt, or ADR, listing was announced at https://news.skhynix.com/en/skhynix-lists-adrs-on-nasdaq/ and a Nasdaq Trader entry for SKHY was made. https://news.skhynix.com/en/q2-2026-business-results/

Rest: Oct3, 2025, the file contains information about MU R91102 10K supplier and customer concentration, including data about revenue, customers, and data centers. The data shows that over half of the revenue comes from the top 10 customers, and some raw materials/equipment have limited qualified sources. China's materials/export restrictions can limit procurement. The baseline is approximately 50, but not an exact share. The annual risk is not new, as mentioned in the September 26 outage. https://www.sec.gov/Archives/edgar/data/723125/000072312525000028/mu-20250828.htm

The C91102 CLI gross backtest metrics and rejected assumptions rest on the data provided, which includes return percentages, DD percentages, win rates, and other metrics for BTC, ETH, and SOL. The data shows BTC with a return of 24.511703, a DD percentage of 15.484807, a win rate of 32.653061, a 6% target, and a mean trade of 34.114. The data also shows ETH with a return of 38.708251, a DD percentage of 24.943256, a win rate of 23.684211, a return of 38, a mean trade of 4.114, and a buy hold of 1.039448. Similarly, the data for SOL shows a return of 25.111268, a DD percentage of 28.568736, a win rate of 48.571429, a return of 35, a mean trade of 4.114, and a buy hold of 0.797009. The code uses a different approach than the entry high/10 day exit rule, and it ignores pagination. The data does not establish a clear expectation, and the code is used for diagnostic purposes. https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest/engine.js

The company released its Q2 results, with total production at 156.1 boed and a 32% increase in the year-over-year (20) organic and 12% acquisition. The company's oil revenue was 89.4 USD/bbl, with a 72% export oil volume and a net revenue that is at parity with the net oil revenue. The company's EBITDA was 805.2m, with a 70% net income. The company's CFO was 985.1m, with a 70% net income. The company's capex was 466.8m, with a 70% net income. The company's investment was 886m, with a 274.2m WCrelease and a 391.9m acquisition. The company's FCF was 99.1m, with a 491m ex-deal and a 3056.8m net debt. The company's leverage was 1.25 proforma and 1.41 actual. The company's FCF was 99.1m, with a 491m ex-deal and a 216.8m WCrelease rest. https://vista-energy.cdn.prismic.io/vista-energy/u8Gi03xxlMW-RgdX_Vista-EarningsreleaseQ22026.pdf

A news scan found the headline about a correction to a PDF document. The actual number of pages in the document, according to pypdf, which is a tool to read PDF files, is 28, not 36 as previously stated in document 23638. This mistake does not change any financial information. The correction is being kept on record, with a unique identifier called a full SHA, which is bfccac357506321b2fb05f8a0394e1fbfcb246456e516b277f8e982aa64c8178. research/ftk.raw ; https://ir.flotekind.com/image/Lake-Street-Investor-Presentation.pdf

A news scan found the following data line: a set of technical indicators for TBN NET911, measured on September 11 at 02:09 UTC. The indicators include a closing price of 39.33, an average true range of 1.6256 over 14 days, and a relative strength index of 61.18 over 14 days. The data also shows a daily volatility of 0.0235 over 60 days, a beta of 0.2102 over 60 days, and an alpha of 0.0012. A correlation of 0.0667 over 60 days and a net reward to risk ratio of 2.436 were also calculated. A simulation with 50,000 paths over 5 days was run, resulting in a mean percentage change of -0.489 and a target percentage change of 4.352. The simulation also showed a stop percentage change of 44.7 and a 5th percentile percentage change of -4.791 and a 95th percentile percentage change of 9.083. The simulation used a geometric Brownian motion model with zero log drift, and the results are descriptive, not based on pre-registered event probabilities. The seed for the simulation was 91102, and the volatility over 60 days was used, with a target limit and stop at the observed path crossing, and a 30 basis point margin on each side, omitting jumps and execution gaps. This is not evidence of allocation. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TBN,SPY&feed=sip&adjustment=all

A news scan found the historical issuer event for TBN NET911 on 2026-05-13. The event was measured on September 11 at 02:09 UTC, using an issuer retrospective archive, not a point-in-time calendar vintage. The outcomes were as follows: Measured Sep11~02:09UTC; issuer retrospective archive, not point-in-time calendar vintage. There were four outcomes: one with a cost of 30, entry date of 2026-05-06, exit date of 2026-05-12, entry price of 34.98, exit price of 36, stop price of 33.45035, target price of 39.568949999999994, adr of 1.529649999999999, reason of time, and net percentage of 2.300303974275275; one with a cost of 50, entry date of 2026-05-06, exit date of 2026-05-12, entry price of 34.98, exit price of 36, stop price of 33.45035, target price of 39.568949999999994, adr of 1.529649999999999, reason of time, and net percentage of 1.8919149420659975; one with a barrier, cost of 30, entry date of 2026-05-06, exit date of 2026-05-12, entry price of 34.98, exit price of 36, stop price of 33.45035, target price of 39.568949999999994, adr of 1.529649999999999, reason of time, and net percentage of 2.300303974275275; and one with a barrier, cost of 50, entry date of 2026-05-06, exit date of 2026-05-12, entry price of 34.98, exit price of 36, stop price of 33.45035, target price of 39.568949999999994, adr of 1.529649999999999, reason of time, and net percentage of 1.8919149420659975. https://ir.tamboran.com/news-events/ir-calendar/past ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TBN&feed=sip&adjustment=all

A news scan found the historical issuer event for TBN NET911, which occurred on 2026-02-11. The event was measured on September 11 at 02:09 UTC, based on the issuer's retrospective archive, not a point-in-time calendar vintage. The event had the following outcomes: there were four trades, each with different characteristics, including whether a barrier was used, the cost, entry and exit dates, entry and exit prices, stop and target prices, and the reason for the trade. The details of the trades are as follows: a trade with no barrier and a cost of 30, which entered on 2026-02-04 and exited on 2026-02-10, with an entry price of 27.78 and an exit price of 28.78, a stop price of 26.508655, a target price of 31.594035, an adr of 1.271345, and a reason of time, resulting in a net percentage change of 2.9799737404206494, a trade with no barrier and a cost of 50, which entered on 2026-02-04 and exited on 2026-02-10, with an entry price of 27.78 and an exit price of 28.78, a stop price of 26.508655, a target price of 31.594035, an adr of 1.271345, and a reason of time, resulting in a net percentage change of 2.5688714251883793, a trade with a barrier and a cost of 30, which entered on 2026-02-04 and exited on 2026-02-10, with an entry price of 27.78 and an exit price of 28.78, a stop price of 26.508655, a target price of 31.594035, an adr of 1.271345, and a reason of time, resulting in a net percentage change of 2.9799737404206494, and a trade with a barrier and a cost of 50, which entered on 2026-02-04 and exited on 2026-02-10, with an entry price of 27.78 and an exit price of 28.78, a stop price of 26.508655, a target price of 31.594035, an adr of 1.271345, and a reason of time, resulting in a net percentage change of 2.5688714251883793. https://ir.tamboran.com/news-events/ir-calendar/past ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TBN&feed=sip&adjustment=all

A news scan found the historical issuer event for TBN NET911 on 2025-11-13. The event was measured on September 11 at 02:09 UTC, using an issuer retrospective archive, which is not a point-in-time calendar vintage. The outcomes were as follows: there were four trades with different costs and settings. The details of these trades are: a trade with a cost of 30, an entry date of 2025-11-06, an exit date of 2025-11-12, an entry price of 23.5, an exit price of 24.68, a stop price of 21.74478, a target price of 28.76566, an adr of 1.7552200000000002, a reason of time, and a net percentage change of 4.3930344479163885, a trade with a cost of 50, an entry date of 2025-11-06, an exit date of 2025-11-12, an entry price of 23.5, an exit price of 24.68, a stop price of 21.74478, a target price of 28.76566, an adr of 1.7552200000000002, a reason of time, and a net percentage change of 3.9762911084411323, a trade with a barrier, a cost of 30, an entry date of 2025-11-06, an exit date of 2025-11-12, an entry price of 23.5, an exit price of 24.68, a stop price of 21.74478, a target price of 28.76566, an adr of 1.7552200000000002, a reason of time, and a net percentage change of 4.3930344479163885, and a trade with a barrier, a cost of 50, an entry date of 2025-11-06, an exit date of 2025-11-12, an entry price of 23.5, an exit price of 24.68, a stop price of 21.74478, a target price of 28.76566, an adr of 1.7552200000000002, a reason of time, and a net percentage change of 3.9762911084411323. https://ir.tamboran.com/news-events/ir-calendar/past ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TBN&feed=sip&adjustment=all

A news scan found the historical issuer event for TBN NET911 on 2025-09-25. The event had the following outcomes measured on September 11 at 02:09 UTC: the issuer retrospective archive was reviewed, which is not a point-in-time calendar vintage. The outcomes were as follows: there were four trades with different costs and results. The first trade had a cost of 30, entered on 2025-09-18 at a price of 21.96, and exited on 2025-09-24 at a price of 21.5, with a stop price of 21.50011 and a target price of 23.33967, and an average daily range, or adr, of 0.45989000000000024, the reason for the exit was time, and the net percentage change was -2.6803916085645474. The second trade had a cost of 50, entered on 2025-09-18 at a price of 21.96, and exited on 2025-09-24 at a price of 21.5, with a stop price of 21.50011 and a target price of 23.33967, and an average daily range, or adr, of 0.45989000000000024, the reason for the exit was time, and the net percentage change was -3.0688974012351378. The third trade had a barrier, which means a price level that, if reached, triggers an action, a cost of 30, entered on 2025-09-18 at a price of 21.96, and exited on 2025-09-22 at a price of 21.50011, with a stop price of 21.50011 and a target price of 23.33967, and an average daily range, or adr, of 0.45989000000000024, the reason for the exit was a stop, and the net percentage change was -2.6798936942890705. The fourth trade had a barrier, a cost of 50, entered on 2025-09-18 at a price of 21.96, and exited on 2025-09-22 at a price of 21.50011, with a stop price of 21.50011 and a target price of 23.33967, and an average daily range, or adr, of 0.45989000000000024, the reason for the exit was a stop, and the net percentage change was -3.0684014746637067. https://ir.tamboran.com/news-events/ir-calendar/past ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TBN&feed=sip&adjustment=all

A news scan found the historical issuer event for TBN NET911 on 2025-05-14. The event was measured on September 11 at 02:09 UTC. This is an issuer retrospective archive, not a point-in-time calendar vintage. The event had the following outcomes: there were four trades with different parameters, including the presence or absence of a barrier, which is a price level that, if reached, triggers a specific action, and the cost, which is the amount paid for the trade. The parameters and outcomes of the trades were as follows: the first trade had no barrier, a cost of 30, an entry date of 2025-05-07, an exit date of 2025-05-13, an entry price of 20, an exit price of 20.27, a stop price of 18.958965, a target price of 23.123105000000002, an adr, which is the average daily rate, of 1.0410350000000002, the reason for the trade was time, and the net percentage change was 0.7437195990533718, the second trade had no barrier, a cost of 50, an entry date of 2025-05-07, an exit date of 2025-05-13, an entry price of 20, an exit price of 20.27, a stop price of 18.958965, a target price of 23.123105000000002, an adr of 1.0410350000000002, the reason for the trade was time, and the net percentage change was 0.3415445462933153, the third trade had a barrier, a cost of 30, an entry date of 2025-05-07, an exit date of 2025-05-13, an entry price of 20, an exit price of 20.27, a stop price of 18.958965, a target price of 23.123105000000002, an adr of 1.0410350000000002, the reason for the trade was time, and the net percentage change was 0.7437195990533718, the fourth trade had a barrier, a cost of 50, an entry date of 2025-05-07, an exit date of 2025-05-13, an entry price of 20, an exit price of 20.27, a stop price of 18.958965, a target price of 23.123105000000002, an adr of 1.0410350000000002, the reason for the trade was time, and the net percentage change was 0.3415445462933153. https://ir.tamboran.com/news-events/ir-calendar/past ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TBN&feed=sip&adjustment=all

A news scan found the historical issuer event for TBN NET911 on 2025-02-12. The event was measured on September 11 at 02:09 UTC, using an issuer retrospective archive, which is not a point-in-time calendar vintage. The event had the following outcomes: there were four trades with different settings, each with an entry date of 2025-02-05 and an exit date of 2025-02-11, an entry price of 24.21, and an exit price of 24.4, a stop loss at 22.13538, and a target price of 30.43386, with an average daily range, or adr, of 2.0746199999999995, and the reason for exit was time, with net percentage changes of 0.1819003232039318, -0.2180319128544106, 0.1819003232039318, and -0.2180319128544106, for trades with costs of 30, 50, 30, and 50, and with barrier settings of false, false, true, and true, respectively. https://ir.tamboran.com/news-events/ir-calendar/past ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TBN&feed=sip&adjustment=all

The TBN NET911 historical issuer event occurred on 2024-11-12, with costed outcomes as follows: Measured Sep11~02:09UTC, the issuer retrospective archive, not a point-in-time calendar vintage, includes the following information: [{barrier: false, cost: 30, entrydate: 2024-11-05, exitdate: 2024-11-11, entry: 18.5, exit: 19.46, stop: 17.85278, target: 20.44166, adr: 0.6472199999999999, reason: time, net_pct: 4.55994258043857}, {barrier: false, cost: 50, entrydate: 2024-11-05, exitdate: 2024-11-11, entry: 18.5, exit: 19.46, stop: 17.85278, target: 20.44166, adr: 0.6472199999999999, reason: time, net_pct: 4.142532933552068}] https://ir.tamboran.com/news-events/ir-calendar/past ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TBN&feed=sip&adjustment=all

A news scan found the historical issuer event for TBN NET911 on 2024-09-20. The event was measured on September 11 at 02:09 UTC, based on the issuer's retrospective archive, which is not a point-in-time calendar vintage. The event had the following outcomes: there were four trades, each with different characteristics, including whether a barrier was used, the cost, entry and exit dates, entry and exit prices, stop and target prices, and the reason for the trade. The details of the trades are as follows: the first trade had no barrier, a cost of 30, entered on 2024-09-13 at a price of 19.5, exited on 2024-09-19 at a price of 20.19, with a stop price of 18.506255 and a target price of 22.481234999999998, an adr of 0.993745, and the reason for the trade was time, resulting in a net percentage change of 2.9190896590837845, the second trade had no barrier, a cost of 50, entered on 2024-09-13 at a price of 19.5, exited on 2024-09-19 at a price of 20.19, with a stop price of 18.506255 and a target price of 22.481234999999998, an adr of 0.993745, and the reason for the trade was time, resulting in a net percentage change of 2.5082303968053, the third trade had a barrier, a cost of 30, entered on 2024-09-13 at a price of 19.5, exited on 2024-09-19 at a price of 20.19, with a stop price of 18.506255 and a target price of 22.481234999999998, an adr of 0.993745, and the reason for the trade was time, resulting in a net percentage change of 2.9190896590837845, and the fourth trade had a barrier, a cost of 50, entered on 2024-09-13 at a price of 19.5, exited on 2024-09-19 at a price of 20.19, with a stop price of 18.506255 and a target price of 22.481234999999998, an adr of 0.993745, and the reason for the trade was time, resulting in a net percentage change of 2.5082303968053. https://ir.tamboran.com/news-events/ir-calendar/past ; https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TBN&feed=sip&adjustment=all

A news scan found the following data: as of 2026-09-11T02:01:27.126988673Z, the period being considered started at 2026-09-10T00:00:00Z, the close was 2436.8075, the intraday percentage change was -1.3002701597061073, the spread percentage was 0.033319310946862114, and the source proximity was a venue feed, with the note that the quote is not a fill. https://runway.adityaperswal.workers.dev/data/crypto-snapshots

A news scan found the data line: as of 2026-09-11T02:01:13.126273948Z, the period was 2026-09-10T00:00:00Z, the close was 11.442, the intraday percentage change was -3.013761331801934, the spread percentage was 0.2092050209204945, and the source proximity was venue feed, with the note that the quote is not fill. https://runway.adityaperswal.workers.dev/data/crypto-snapshots