Notes

On September 9 at 08UTC, a retrieval was made. The training data for QQQ QIR90908 is as follows: the data has several columns including threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly - a measure used to size bets. The rows of data are: a threshold of 0.3 with an open rule, costing 0 basis points, with a return of 110.1371882445147 percent, a drawdown of 9.590635937619286 percent, based on 292 samples, with a win probability of 0.5958904109589042, an average win of 0.9461849734935144 percent, an average loss of 0.7678702355257571 percent, a mean of 0.2614079051452378 percent, and a quarter Kelly of 0.06698447832217784. Another row has the same threshold and rule, but costs 6 basis points, with a return of 48.02194950762041 percent, a drawdown of 11.798767077481664 percent, and other values. There are also rows with costs of 16 basis points, and with a managed rule instead of open, with various returns and drawdowns. Costs are per side of the trade. The trade profit and loss is calculated by dividing the trade value by the entry value, and for costs greater than 0, the win, loss, and mean are divided by 1.0001 to account for the cash denominator. The drawdown is synthetic, using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline about The Lovesac Company. The company announced its second-quarter conference on 2024-09-05 and reported its second-quarter fiscal 2025 results. An automated trading system recorded the issuer notice and release history on September 8 and measured it on September 9 using adjusted daily and 15-minute bars, which are sets of stock price data. The system entered a trade, called Entry T1, at 09:30 ET and the latest exit was at 15:45 ET with a fee of 10 basis points per side, which means 0.1% of the trade value. The system had three fixed exits: one based on time only, and two based on target Average Daily Range, or ADR, with a 1 ADR stop, which is a way to limit losses. The system allowed for a 10 or 20 basis point slip, which is a small difference between expected and actual prices. The system required 26 bars of data per day, but did not guarantee complete historical quotes or early news. On September 12, 2024, the system made decisions based on data from September 11, 2024, with an entry price of 20.99 for the stock LOVE. The system used a measure called SPY gross of 0.00733222634750641 and a split method called holdout, and found no trend, momentum, or market trend. The system tested different variants, or versions, of the trade, with target ADRs of 0, 1.5, and 2, and slippages of 0.001 and 0.002. The system exited the trades at different times and prices, with net results ranging from -0.0054155584175822336 to -0.06044229211520147. The exits were due to time or stop reasons, with exit prices ranging from 19.84 to 20.96. https://investor.lovesac.com/news-events/press-releases/detail/123/the-lovesac-company-announces-second-quarter-conference

A news scan found the headline 'QQQ QIR90908 train IBS sweep rows13–18'. On September 9 at 08 UTC, a retrieval was made. The training data is as follows: the data has columns for threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly, which is a measure of optimal bet size. The rows of data are: for a threshold of 0.2 and a managed rule with 0 cost, the return percentage is 37.76708208909446, the drawdown percentage is 9.73503201030097, the sample size is 189, the win probability is 0.582010582010582, the average win percentage is 0.9432500134851539, the average loss percentage is 0.9136987337634329, the mean percentage is 0.17673385705599237, and the quarter Kelly is 0.0442791107866673. For the same threshold and rule with 6 cost, the return percentage is 9.811409175009487, the drawdown percentage is 10.758197922752544, the sample size is 189, the win probability is 0.5502645502645502, the average win percentage is 0.8724493197532048, the average loss percentage is 0.9416166926493302, the mean percentage is 0.05659952581555678, and the quarter Kelly is 0.016218571249378533. For the same threshold and rule with 16 cost, the return percentage is -24.75390392551095, the drawdown percentage is 31.38824585183565, the sample size is 189, the win probability is 0.48677248677248675, the average win percentage is 0.7732907472648072, the average loss percentage is 1.012709834175241, the mean percentage is -0.1433338897705612, and the quarter Kelly is 0. For a threshold of 0.2 and a green rule with 0 cost, the return percentage is 5.504434624669466, the drawdown percentage is 11.718977287498634, the sample size is 189, the win probability is 0.5873015873015873, the average win percentage is 0.6898908616210407, the average loss percentage is 0.9245818738579495, the mean percentage is 0.033384461517097175, and the quarter Kelly is 0.008552268067641478. For the same threshold and rule with 6 cost, the return percentage is -15.904507341927058, the drawdown percentage is 23.959844895331763, the sample size is 189, the win probability is 0.5608465608465608, the average win percentage is 0.5986443076276665, the average loss percentage is 0.9617136854772153, the mean percentage is -0.0865922713549006, and the quarter Kelly is 0. For the same threshold and rule with 16 cost, the return percentage is -42.37522705954905, the drawdown percentage is 44.39560647808661, the sample size is 189, the win probability is 0.48677248677248675, the average win percentage is 0.4736459954901854, the average loss percentage is 1.0069558139127024, the mean percentage is -0.28623958922981524, and the quarter Kelly is 0. Costs are per side. The trade profit and loss is calculated by dividing the win, loss, and mean by 1.0001 for a cash denominator when the cost is greater than 0. The drawdown is calculated using synthetic open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline about The Lovesac Company. The company announced its first-quarter conference call on 2024-06-06 and reported its first-quarter fiscal 2025 results. An automated trading system made decisions based on this information. The system, which is a type of computer program that buys and sells stocks automatically, used historical data from September 8 and 9. It started trading at 09:30 ET and stopped at 15:45 ET, with a fee of 10 basis points per trade, which is a measure of the cost of trading, with 1 basis point being 0.01%. The system had three fixed exit strategies, which are plans for when to sell a stock, including one based on time only, and two based on target prices with a stop-loss order, which is an order to sell a stock when it falls to a certain price. The system also considered slippage, which is the difference between the expected price of a trade and the actual price. The system required complete data for 26 bars per day, which are periods of time used to measure stock prices, but could not guarantee complete historical quotes or early news. On 2024-06-12, the system entered a trade in LOVE stock at a price of 25.5 dollars. The system considered the stock's average daily range, or ADR, which is a measure of how much a stock's price typically moves in a day, and was 1.0680700000000003. The system also considered the performance of the SPY stock, which is an exchange-traded fund that tracks the S&P 500 index, and had a gross return of -0.0015927491988851905. The system made several trades with different exit strategies and slippage levels, resulting in various net returns, which are the returns after accounting for fees and other costs. The trades were made at an exit price of 25.61 dollars at 15:45:00 ET on 2024-06-12. https://investor.lovesac.com/news-events/press-releases/detail/120/the-lovesac-company-announces-first-quarter-conference-call

A news scan found the data line for Sep 9 08UTC retrieval. The train data is as follows: the columns are threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data are: threshold 0.1 with rule green and cost 0 basis points had a return of 7.828934990101118 percent and a drawdown of 10.07800284274426 percent, threshold 0.1 with rule green and cost 6 basis points had a return of -5.164289904021734 percent and a drawdown of 15.482421163964 percent, threshold 0.1 with rule green and cost 16 basis points had a return of -23.434560361981607 percent and a drawdown of 29.05106756943129 percent, threshold 0.2 with rule open and cost 0 basis points had a return of 67.01517460674259 percent and a drawdown of 10.839123156175868 percent, threshold 0.2 with rule open and cost 6 basis points had a return of 33.124483723303186 percent and a drawdown of 11.849774042589544 percent, and threshold 0.2 with rule open and cost 16 basis points had a return of -8.779080722423714 percent and a drawdown of 26.554880137928304 percent. Costs are per side, with vbt trade profit and loss divided by entry value, and win, loss, and mean divided by 1.0001 for cash denominator when cost is greater than 0. Drawdown is synthetic, using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline about The Lovesac Company. The company had a final-session event outcome on 2024-04-11. This event was based on a reused issuer notice and release history that was recorded on September 8 and measured on September 9 using SIP adjusted daily and 15-minute bars, which are sets of stock price data. The event started at 09:30 ET and the latest exit was at 15:45 ET, with a fee of 10 basis points per side, which is a way to measure a small percentage. There were three fixed exits: one based on time only, and two based on target ADR, which stands for Average Daily Range, with a 1 ADR stop. The slip, or difference between expected and actual prices, was 10 or 20 basis points. The event required complete 26 bars of data per day, but historical quote and early news completeness were not guaranteed. The details of the event are as follows: the notice was on 2024-03-21, the release was on the same day, the entry was on 2024-04-10, the ADR was 0.8930400000000004, the entry price was 23.5, and the SPY gross, which refers to the performance of the SPY stock, was 0.0020601236074164753. The split was holdout, and the trend, momentum, and market trend were all true. There were six variants, which are different versions of the event, with the following results: variant 1 had a target ADR of 0, slippage of 0.001, exit price of 23.15, exit at 15:45:00-04:00 on 2024-04-10, reason of time, and net of -0.018826173507662136; variant 2 had a target ADR of 0, slippage of 0.002, exit price of 23.15, exit at 15:45:00-04:00 on 2024-04-10, reason of time, and net of -0.020786564690246645; variant 3 had a target ADR of 1.5, slippage of 0.001, exit price of 23.15, exit at 15:45:00-04:00 on 2024-04-10, reason of time, and net of -0.018826173507662136; variant 4 had a target ADR of 1.5, slippage of 0.002, exit price of 23.15, exit at 15:45:00-04:00 on 2024-04-10, reason of time, and net of -0.020786564690246645; variant 5 had a target ADR of 2, slippage of 0.001, exit price of 23.15, exit at 15:45:00-04:00 on 2024-04-10, reason of time, and net of -0.018826173507662136; variant 6 had a target ADR of 2, slippage of 0.002, exit price of 23.15, exit at 15:45:00-04:00 on 2024-04-10, reason of time, and net of -0.020786564690246645. https://investor.lovesac.com/news-events/press-releases/detail/115/the-lovesac-company-to-announce-fourth-quarter-and-fiscal

On September 9 at 08 UTC, a retrieval was made. The training data is as follows: the columns are threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data are: for a threshold of 0.1 and an open rule with 0 cost, the return percentage is 45.967433724359125, the drawdown percentage is 10.825453866492051, the sample size is 107, the win probability is 0.6448598130841121, the average win percentage is 1.1144301119520794, the average loss percentage is 0.9983196278755097, the mean percentage is 0.36410777444321607, and the quarter Kelly is 0.08168026207705177. For a threshold of 0.1 and an open rule with 6 cost, the return percentage is 28.37857695068651, the drawdown percentage is 11.624412589797906, the sample size is 107, the win probability is 0.6074766355140186, the average win percentage is 1.0564567688208424, the average loss percentage is 1.0139660342223809, the mean percentage is 0.24376744426182012, and the quarter Kelly is 0.05768514421415928. For a threshold of 0.1 and an open rule with 16 cost, the return percentage is 3.6462127439620873, the drawdown percentage is 14.875643360723101, the sample size is 107, the win probability is 0.5420560747663551, the average win percentage is 0.9714903842271557, the average loss percentage is 1.0550247993363746, the mean percentage is 0.04346006652049227, and the quarter Kelly is 0.011183864304294105. For a threshold of 0.1 and a managed rule with 0 cost, the return percentage is 27.706671399120204, the drawdown percentage is 9.721193451962085, the sample size is 107, the win probability is 0.616822429906542, the average win percentage is 1.028996090389653, the average loss percentage is 1.0368405658046789, the mean percentage is 0.2374138202591144, and the quarter Kelly is 0.057680933503161363. For a threshold of 0.1 and a managed rule with 6 cost, the return percentage is 12.318209089621304, the drawdown percentage is 10.53004578873985, the sample size is 107, the win probability is 0.5794392523364486, the average win percentage is 0.9686685330193554, the average loss percentage is 1.055904041336969, the mean percentage is 0.11721277744893856, and the quarter Kelly is 0.030251002652988107. For a threshold of 0.1 and a managed rule with 16 cost, the return percentage is -9.320096305511754, the drawdown percentage is 18.69275688695019, the sample size is 107, the win probability is 0.5233644859813084, the average win percentage is 0.862792370549005, the average loss percentage is 1.121185084680463, the mean percentage is -0.08284174362578817, and the quarter Kelly is 0. The costs are per side, and the trade profit and loss is divided by the entry value, with the win, loss, and mean percentages divided by 1.0001 for a cash denominator when the cost is greater than 0. The drawdown is synthetic, using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline about The Lovesac Company. The company had an event on 2023-06-07. This event was based on a notice from 2023-05-24 and a release from the same company, which can be found at https://investor.lovesac.com/news-events/press-releases/detail/97/the-lovesac-company-reports-first-quarter-fiscal-2024. The event started at 09:30 ET on 2023-06-06 and the latest exit was at 15:45 ET. There was a fee of 10 basis points per side, which is a way to measure a small cost, in this case, a cost for each trade. The event had three fixed exits, which are points at which the event stops, and these exits were based on time or target prices with a stop, which is a way to limit losses. The event also had a slip, which is a small difference between expected and actual prices, of 10 or 20 basis points. The event required 26 bars of data per day, which are pieces of information about prices, and the completeness of historical quotes and early news was not guaranteed. The event had the following results: it entered at a price of 22.91 on 2023-06-06, and it had an average daily rate, or ADR, of 1.04311. The event was based on a press release, which can be found at https://investor.lovesac.com/news-events/press-releases/detail/95/the-lovesac-company-announces-first-quarter-conference-call. The event had several variants, which are different versions of the event, with the following results: one variant exited at 24.6 at 15:45 on 2023-06-06 for a net gain of 0.06948042362257167, another variant exited at 24.6 at 15:45 on 2023-06-06 for a net gain of 0.06734359532996259, one variant exited at 24.5 at 11:15 on 2023-06-06 for a net gain of 0.06513294222573185, another variant exited at 24.5 at 11:15 on 2023-06-06 for a net gain of 0.06300480022699517, one variant exited at 25.155 at 12:15 on 2023-06-06 for a net gain of 0.09360894537503217, and the last variant exited at 25.155 at 12:15 on 2023-06-06 for a net gain of 0.0914239081514312. https://investor.lovesac.com/news-events/press-releases/detail/95/the-lovesac-company-announces-first-quarter-conference-call

On September 9 at 08UTC, a retrieval was made. The training data is as follows: the columns are threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data are: a threshold of 0.3 with a green rule and 0 cost basis points, a return of -22.653103519371825 percent, a drawdown of 35.779658643098145 percent, a sample size of 345, a win probability of 0.518840579710145, an average win of 0.6576799404892446 percent, an average loss of 0.8592929059847746 percent, a mean of -0.06973513084032747 percent, and a quarter Kelly of 0. A threshold of 0.3 with a green rule and 6 cost basis points, a return of -48.873629330478934 percent, a drawdown of 54.008905995939635 percent, a sample size of 345, a win probability of 0.48695652173913045, an average win of 0.5753611989349672 percent, an average loss of 0.9156619313650555 percent, a mean of -0.18959849400156625 percent, and a quarter Kelly of 0. A threshold of 0.3 with a green rule and 16 cost basis points, a return of -74.35625514270183 percent, a drawdown of 74.78434227649274 percent, a sample size of 345, a win probability of 0.4115942028985507, an average win of 0.46194307165574056 percent, an average loss of 0.984308955315105 percent, a mean of -0.3890400050836265 percent, and a quarter Kelly of 0. A buy and hold rule with 0 threshold and 6 cost basis points, a return of 89.8712322947589 percent, a drawdown of 41.48063346689555 percent, a sample size of 1, a win probability of 1, an average win of 89.88021941798839 percent, an average loss of 0 percent, a mean of 89.88021941798839 percent, and a quarter Kelly of 0.25. A buy and hold rule with 0 threshold and 16 cost basis points, a return of 89.49186890903258 percent, a drawdown of 41.48063346689567 percent, a sample size of 1, a win probability of 1, an average win of 89.50081809592349 percent, an average loss of 0 percent, a mean of 89.50081809592349 percent, and a quarter Kelly of 0.25. Costs are per side. The trade profit and loss is calculated by dividing the trade value by the entry value, and for costs greater than 0, the win, loss, and mean are divided by 1.0001 for the cash denominator. The drawdown is calculated using synthetic open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline about The Lovesac Company. The company issued a notice on 2023-03-14 and a release on a specific date, which can be found at https://investor.lovesac.com/news-events/press-releases/detail/91/the-lovesac-company-to-announce-fourth-quarter-and-fiscal and https://investor.lovesac.com/news-events/press-releases/detail/93/the-lovesac-company-reports-record-fourth-quarter-and. An automated trading system recorded data from September 8 and measured it on September 9 using SIP adjusted daily and 15-minute bars, which are sets of stock price data. The system entered a trade at 09:30 ET on 2023-03-27 and exited at 15:45 ET, with a fee of 10 basis points per side, which is a way to measure a small percentage of a stock's price. The system had three fixed exits: one based on time, and two based on target prices, with a stop-loss order, which is an order to sell a stock when it falls to a certain price. The system required complete data for 26 bars per day, where a bar is a set of stock price data. The system tested different scenarios, including a split, which is a way to divide a stock's price, and trend and momentum, which are measures of a stock's price movement. The results were as follows: the system entered at a price of 25.58 and exited at different prices, including 23.94 and 24.28, with different reasons for exiting, including time and stop-loss orders, and different net results, including -0.06784866172390269 and -0.05461008799734157. https://investor.lovesac.com/news-events/press-releases/detail/91/the-lovesac-company-to-announce-fourth-quarter-and-fiscal

A news scan found the headline 'IWM QIR90908 train IBS sweep rows19–24'. On September 9 at 08UTC, a retrieval was made. The train data is as follows: the columns are threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly, which is a betting strategy. The rows of data are: a threshold of 0.3 with an open rule and 0 cost basis points had a return of 9.58517093955552 percent and a drawdown of 17.405987159182658 percent, a threshold of 0.3 with an open rule and 6 cost basis points had a return of -27.56409986350568 percent and a drawdown of 40.58927672051902 percent, a threshold of 0.3 with an open rule and 16 cost basis points had a return of -63.667913108560356 percent and a drawdown of 67.13363883733052 percent, a threshold of 0.3 with a managed rule and 0 cost basis points had a return of -1.493905517839039 percent and a drawdown of 25.515627486688274 percent, a threshold of 0.3 with a managed rule and 6 cost basis points had a return of -34.88737972876286 percent and a drawdown of 46.290524118288765 percent, a threshold of 0.3 with a managed rule and 16 cost basis points had a return of -67.34109229034026 percent and a drawdown of 69.76319050779307 percent. Costs are per side, and vbt trade P&L/entry value, which refers to a trading strategy, was used. To calculate win, loss, and mean for cash, divide by 1.0001 for cost greater than 0. Drawdown is synthetic, using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A reused issuer notice and release history for LOVE was recorded on September 8 and measured on September 9 using SIP adjusted daily and 15-minute bars, which are sets of high, low, open, and close prices for a security. The entry time was 09:30 ET on December 6, and the latest exit time was 15:45 ET, with a fee of 10 basis points per side, meaning 0.1% of the trade value. There were three fixed exits: one based on time only, and two based on target Average Daily Range, or ADR, with a 1 ADR stop, which is a stop-loss order that triggers when the price moves a certain distance away from a reference point. The slip, or slippage, was 10/20 basis points, referring to the difference between expected and actual trade prices. Complete 26 bars per day were required, but historical quote and early news completeness were not guaranteed. On December 7, 2022, the outcome of the event was as follows: the notice was issued on November 28, 2022, and the release can be found at https://investor.lovesac.com/news-events/press-releases/detail/88/the-lovesac-company-reports-third-quarter-fiscal-2023. The entry price was 22.93, and the SPY gross, referring to the performance of the SPDR S&P 500 ETF Trust, was -0.014572811447811529. The trend and momentum indicators were false, but the market trend indicator was true. There were six variants with different target ADRs and slippages, all resulting in an exit price of 22.46 at 15:45:00-05:00 on December 6, 2022, due to time, with net results ranging from -0.024407352340212962 to -0.026356592294058734. https://investor.lovesac.com/news-events/press-releases/detail/86/the-lovesac-company-announces-third-quarter-conference-call

On September 9, 08UTC, a retrieval was made. A training set was used, which is a collection of data used to train a model, and it contained the following information: the columns were threshold, rule, cost in basis points, which is a unit of measurement for costs, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly, which is a measure of investment size. The rows of data were as follows: [0.2, managed, 0, -10.028091066426953, 28.39011876966361, 236, 0.4957627118644068, 0.8648147324630043, 0.9262367554787823, -0.03830021272798119, 0], [0.2, managed, 6, -32.21794537767478, 42.51598104011472, 236, 0.4703389830508475, 0.7870534901223697, 0.9975815789537702, -0.1581981354476197, 0], [0.2, managed, 16, -57.720726935380206, 61.63258008741224, 236, 0.4110169491525424, 0.6854154949193324, 1.0856335666355934, -0.3577023845558145, 0], [0.2, green, 0, -26.731542667138207, 37.196929500513896, 236, 0.4957627118644068, 0.6868151816740488, 0.9262367554787823, -0.1265457527377602, 0], [0.2, green, 6, -44.80180941035487, 50.62698209393509, 236, 0.4703389830508475, 0.5996386127399828, 0.9975815789537693, -0.2463466582842503, 0], [0.2, green, 16, -65.56995231826635, 67.12341158206596, 236, 0.4110169491525424, 0.47137954832075435, 1.085633566635593, -0.44567478633573815, 0]. The costs are per side, and the trade profit and loss is divided by the entry value. To get the cash denominator for costs greater than 0, divide the win, loss, and mean by 1.0001. The drawdown is synthetic, using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline about The Lovesac Company on September 1, 2022, which was measured on September 9, 2022, using daily and 15-minute bars adjusted by the Securities Information Processor, or SIP, which is a system that collects and disseminates market data. The event started at 9:30 ET on September 8, 2022, and the latest exit was at 15:45 ET, with a fee of 10 basis points, or 0.1%, per side. There were three fixed exits: one based on time only, and two based on target average daily range, or ADR, with a stop of 1 ADR, which is a measure of a stock's price volatility. The slippage, or difference between expected and actual trade price, was 10 or 20 basis points. The system required 26 bars, or periods, of data per day, but did not guarantee complete historical quotes or early news. The event had the following details: date was 2022-09-08, notice was on 2022-09-01, and the entry was on 2022-09-07, with an entry price of 28.68. The average daily range, or ADR, was 1.8657649999999975, and the SPY gross, which refers to the gross return of the SPDR S&P 500 ETF Trust, was 0.019293125810635692. The variants of the event were: a target ADR of 0 with slippage of 0.001 and exit price of 29.63, a target ADR of 0 with slippage of 0.002 and exit price of 29.63, a target ADR of 1.5 with slippage of 0.001 and exit price of 29.63, a target ADR of 1.5 with slippage of 0.002 and exit price of 29.63, a target ADR of 2 with slippage of 0.001 and exit price of 29.63, and a target ADR of 2 with slippage of 0.002 and exit price of 29.63, all with the reason for exit being time and net returns ranging from 0.02694393647842408 to 0.028999884411209598. https://investor.lovesac.com/news-events/press-releases/detail/79/the-lovesac-company-announces-second-quarter-conference

On September 9 at 08UTC, a retrieval was made. The training data is as follows: the columns are threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data are: a threshold of 0.1 with a green rule and a cost of 0 basis points had a return of -7.358990166918137 percent, a drawdown of 20.168312242639573 percent, a sample size of 121, a win probability of 0.5289256198347108, an average win of 0.7820173723985989 percent, an average loss of 0.9987055381018755 percent, a mean of -0.056835568911541935 percent, and a quarter Kelly of 0. A threshold of 0.1 with a green rule and a cost of 6 basis points had a return of -19.879487757565073 percent, a drawdown of 26.731212738686228 percent, a sample size of 121, a win probability of 0.5289256198347108, an average win of 0.661217592279899 percent, an average loss of 1.117547590918818 percent, a mean of -0.17671311385503374 percent, and a quarter Kelly of 0. A threshold of 0.1 with a green rule and a cost of 16 basis points had a return of -37.100913405529525 percent, a drawdown of 39.60985496926769 percent, a sample size of 121, a win probability of 0.47107438016528924, an average win of 0.5314508308303401 percent, an average loss of 1.1845394081859435 percent, a mean of -0.3761803699716611 percent, and a quarter Kelly of 0. A threshold of 0.2 with an open rule and a cost of 0 basis points had a return of -3.296094517830761 percent, a drawdown of 21.669021862843252 percent, a sample size of 236, a win probability of 0.5042372881355932, an average win of 0.8657248184170879 percent, an average loss of 0.895971852403382 percent, a mean of -0.007658700591365341 percent, and a quarter Kelly of 0. A threshold of 0.2 with an open rule and a cost of 6 basis points had a return of -27.146267304119988 percent, a drawdown of 38.41962255337403 percent, a sample size of 236, a win probability of 0.4745762711864407, an average win of 0.7952123792849011 percent, an average loss of 0.9610895143644063 percent, a mean of -0.1275903105986334 percent, and a quarter Kelly of 0. A threshold of 0.2 with an open rule and a cost of 16 basis points had a return of -54.55725153820566 percent, a drawdown of 58.898486177191 percent, a sample size of 236, a win probability of 0.4152542372881356, an average win of 0.693703402567006 percent, an average loss of 1.0521136377830393 percent, a mean of -0.327155714247851 percent, and a quarter Kelly of 0. Costs are per side. The trade profit and loss is calculated by dividing the win, loss, and mean by 1.0001 for a cash denominator when the cost is greater than 0. The drawdown is synthetic and uses open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline about The Lovesac Company. The company issued a notice on 2022-05-25 and a release on a specific date. The event was measured on September 9 using daily and 15-minute bars, which are sets of stock price data, adjusted by the Securities Information Processor, a system that collects and disseminates stock prices. The event started at 09:30 ET on the entry date and ended at 15:45 ET, with a fee of 10 basis points, or 0.1%, per side, meaning per trade. There were three fixed exit strategies: one based on time only, and two based on target Average Daily Range, or ADR, which is a measure of how much a stock's price moves on average, with a stop loss, which is an order to sell a stock when it falls to a certain price, set at 1 ADR. The slip, or slippage, which is the difference between the expected price of a trade and the actual price, was set at 10 or 20 basis points. The event required 26 complete bars of data per day, but the completeness of historical quotes and early news was not guaranteed. The event occurred on 2022-06-08, with a notice on 2022-05-25, and the details can be found at https://investor.lovesac.com/news-events/press-releases/detail/74/the-lovesac-company-announces-first-quarter-conference-call and https://investor.lovesac.com/news-events/press-releases/detail/76/the-lovesac-company-reports-first-quarter-fiscal-2023. The entry date was 2022-06-07, the entry price was 36.93, and the ADR was 3.1210800000000005. The results of the event were as follows: there were six variants, each with a target ADR of 0, 1.5, or 2, and a slippage of 0.001 or 0.002, and each resulted in an exit price of 38.34 at 15:45:00-04:00 on 2022-06-07, with a reason of time, and a net result of 0.03403591282243923 or 0.03196990287472201. https://investor.lovesac.com/news-events/press-releases/detail/74/the-lovesac-company-announces-first-quarter-conference-call

On September 9 at 08UTC, a retrieval was made. The training data is as follows: the columns are threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data are: for a threshold of 0.1 and an open rule with 0 cost, the return percentage is 19.98602885731784, the drawdown percentage is 8.043510953548127, the sample size is 121, the win probability is 0.5454545454545454, the average win percentage is 1.0086930090461401, the average loss percentage is 0.8634014658318364, the mean percentage is 0.15774097501069637, and the quarter Kelly is 0.03909538719809863. For a threshold of 0.1 and an open rule with 6 cost, the return percentage is 3.769832726402126, the drawdown percentage is 11.938031473445177, the sample size is 121, the win probability is 0.5371900826446281, the average win percentage is 0.9029126998946133, the average loss percentage is 0.9667213396882547, the mean percentage is 0.03762752455047591, and the quarter Kelly is 0.010418372826871247. For a threshold of 0.1 and an open rule with 16 cost, the return percentage is -18.53487313209267, the drawdown percentage is 24.860241001619343, the sample size is 121, the win probability is 0.4793388429752066, the average win percentage is 0.8005442500247656, the average loss percentage is 1.0486665504070534, the mean percentage is -0.16226798491080957, and the quarter Kelly is 0. For a threshold of 0.1 and a managed rule with 0 cost, the return percentage is 7.058727013859039, the drawdown percentage is 14.90740899095221, the sample size is 121, the win probability is 0.5289256198347108, the average win percentage is 1.0114970141184854, the average loss percentage is 0.9987055381018746, the mean percentage is 0.06454209282459666, and the quarter Kelly is 0.015952121440725373. For a threshold of 0.1 and a managed rule with 6 cost, the return percentage is -7.410335187102464, the drawdown percentage is 20.087712192367068, the sample size is 121, the win probability is 0.5289256198347108, the average win percentage is 0.890444944012872, the average loss percentage is 1.1175475909188195, the mean percentage is -0.055468894756602515, and the quarter Kelly is 0. For a threshold of 0.1 and a managed rule with 16 cost, the return percentage is -27.311930717600397, the drawdown percentage is 32.38908714780324, the sample size is 121, the win probability is 0.47107438016528924, the average win percentage is 0.7883146676674587, the average loss percentage is 1.1845394081859417, the mean percentage is -0.25517839724673663, and the quarter Kelly is 0. Costs are per side. The trade profit and loss is divided by the entry value, and the win, loss, and mean are divided by 1.0001 for a cash denominator when the cost is greater than 0. The drawdown is synthetic, using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A reused issuer notice and release history for LOVE was recorded on September 8 and measured on September 9 using SIP adjusted daily and 15-minute bars, which are sets of high, low, open, and close prices for a security over a certain period. The entry time was 09:30 ET on March 28, and the latest exit time was 15:45 ET, with a fee of 10 basis points per side, which is a unit of measurement for interest rates and fees. There were three fixed exits: one based on time only, and two based on target Average Daily Range, or ADR, with a stop of 1 ADR, which is a measure of a security's price movement over a day. The slippage, or difference between expected and actual prices, was 10 and 20 basis points. The system required 26 complete bars per day, but historical quote and early news completeness were not guaranteed. On March 29, 2022, the system used data from a notice on March 15, 2022, and a release on March 29, 2022, which can be found at https://investor.lovesac.com/news-events/press-releases/detail/70/the-lovesac-company-to-announce-fourth-quarter-and-fiscal and https://investor.lovesac.com/news-events/press-releases/detail/72/the-lovesac-company-reports-fourth-quarter-and-record. The entry price was 44.85, and the ADR was 2.7893950000000003. The system also used data on the SPY, a stock market index fund, which had a gross return of 0.006281495370912937. The system was in training mode, and it considered trend and momentum, which are measures of a security's price movement over time. The system made several trades with different target ADRs and slippages, and the exit prices and times were the same for all trades: 46.5 at 15:45:00-04:00 on March 28, 2022, due to time, with net returns ranging from 0.030587180628235622 to 0.0326504223577051. https://investor.lovesac.com/news-events/press-releases/detail/70/the-lovesac-company-to-announce-fourth-quarter-and-fiscal

A news scan found the headline about The Lovesac Company. The company announced its third-quarter conference call on November 17, 2021, and reported its third-quarter fiscal 2022 results. An automated trading fund manager recorded the issuer notice and release history on September 8 and measured it on September 9 using SIP adjusted daily and 15-minute bars, which are a type of financial data. The manager entered a trade at 09:30 ET on December 7, 2021, and exited at 15:45 ET, with a fee of 10 basis points per side, which is a measure of the cost of the trade. The manager used three fixed exits: one based on time only, and two based on target Average Daily Range, or ADR, with a 1 ADR stop, which is a way to limit potential losses. The manager also used a 10/20 basis point slip, which is a measure of the difference between the expected and actual price of a trade. The manager required 26 bars of data per day, which are a type of financial data, and noted that historical quote and early news completeness were not guaranteed. The trade had an entry price of 64.58 and an ADR of 4.481554999999998. The manager also tracked the performance of the SPY index, which is a stock market index, and reported a gross return of 0.005971246153139376. The manager used a train split, which is a way to divide data, and reported that the trend and momentum were false, but the market trend was true. The manager reported six variants of the trade, each with a different target ADR and slippage, and reported the exit price, exit time, reason, and net return for each variant. https://investor.lovesac.com/news-events/press-releases/detail/65/the-lovesac-company-announces-third-quarter-conference-call

On September 9 at 08UTC, a retrieval was made. The train data is as follows: the columns are threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data are: a threshold of 0.3 with a green rule and 0 cost, a return of -7.268826135811844 percent, a drawdown of 16.581713660074314 percent, a sample size of 318, a win probability of 0.5220125786163522, an average win of 0.4470725608516598 percent, an average loss of 0.5753267963813696 percent, a mean of -0.02172023015219366 percent, and a quarter Kelly of 0. Another row has a threshold of 0.3 with a green rule and 6 cost, a return of -36.68611376026421 percent, a drawdown of 37.53340165918782 percent, a sample size of 318, a win probability of 0.449685534591195, an average win of 0.38661910315457565 percent, an average loss of 0.5732965764592672 percent, a mean of -0.1416363809096461 percent, and a quarter Kelly of 0. A third row has a threshold of 0.3 with a green rule and 16 cost, a return of -66.48128337737451 percent, a drawdown of 66.77112256091763 percent, a sample size of 318, a win probability of 0.29874213836477986, an average win of 0.33111256491655355 percent, an average loss of 0.6275737075056644 percent, a mean of -0.3411737204612912 percent, and a quarter Kelly of 0. A fourth row has a threshold of 0 with a buyhold rule and 6 cost, a return of 54.43139350961428 percent, a drawdown of 34.38832772166109 percent, a sample size of 1, a win probability of 1, an average win of 54.43683664896526 percent, an average loss of 0 percent, a mean of 54.43683664896526 percent, and a quarter Kelly of 0.25. A fifth row has a threshold of 0 with a buyhold rule and 16 cost, a return of 54.122839045643154 percent, a drawdown of 34.38832772166126 percent, a sample size of 1, a win probability of 1, an average win of 54.12825132954775 percent, an average loss of 0 percent, a mean of 54.12825132954775 percent, and a quarter Kelly of 0.25. Costs are per side. The vbt trade P&L is divided by the entry value, and to get the cash denominator for costs greater than 0, divide win, loss, and mean by 1.0001. The drawdown is synthetic, using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline about The Lovesac Company. The company issued a notice on August 30, 2021, and released information on September 9, 2021. This event was measured on September 9, 2021, using daily and 15-minute bars, which are a type of financial data, adjusted by the Securities Information Processor, or SIP, which is a system that collects and distributes financial data. The event started at 9:30 ET and ended at 15:45 ET, with a fee of 10 basis points, or 0.1%, per side, which refers to the cost of buying or selling a security. There were three fixed exit points, including one based on time only, and two based on target Average Daily Range, or ADR, which is a measure of how much a stock's price moves on average, with a stop of 1 ADR, which is a order to buy or sell a security when it reaches a certain price. The slippage, or difference between expected and actual price, was 10 or 20 basis points. The system required 26 bars, or pieces of data, per day, but did not guarantee complete historical quotes or early news. The event had the following details: date, September 9, 2021; notice, August 30, 2021; entry, September 8, 2021; ADR, 3.482705; entry price, 54.22; and S&P 500 gross, -0.0005220816820521446, which refers to the performance of the S&P 500 index. The event also had several variants, including different target ADRs, slippages, exit prices, and reasons for exit, with net results ranging from -0.06396925434610357 to -0.06583944938276465. https://investor.lovesac.com/news-events/press-releases/detail/58/the-lovesac-company-announces-second-quarter-conference

A news scan found the headline 'Sep9 08UTC retrieval'. The train data is as follows: the columns are threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly, which is a measure of optimal bet size. The rows of data are: for a threshold of 0.3 and an open rule with a cost of 0 basis points, the return percentage is 29.545948484384652, the drawdown percentage is 11.13307561450011, the sample size is 318, the win probability is 0.5283018867924528, the average win percentage is 0.6102651751397948, the average loss percentage is 0.5440193714805099, the mean percentage is 0.08460961253992032, and the quarter Kelly is 0.026951944447467888. For the same threshold and rule with a cost of 6 basis points, the return percentage is -11.55016049757395, the drawdown percentage is 23.883601235124985, the sample size is 318, the win probability is 0.4559748427672956, the average win percentage is 0.5746622857676136, the average loss percentage is 0.5467669623748999, the mean percentage is -0.03542343727847075, and the quarter Kelly is 0. For the same threshold and rule with a cost of 16 basis points, the return percentage is -53.174172655068006, the drawdown percentage is 53.579079552882305, the sample size is 318, the win probability is 0.31446540880503143, the average win percentage is 0.5895558441717327, the average loss percentage is 0.6134889699445573, the mean percentage is -0.2351729906627051, and the quarter Kelly is 0. For a threshold of 0.3 and a managed rule with a cost of 0 basis points, the return percentage is 17.732918815148967, the drawdown percentage is 11.25802608871469, the sample size is 318, the win probability is 0.5220125786163522, the average win percentage is 0.5923965846066875, the average loss percentage is 0.5753267963813689, the mean percentage is 0.05414073822307269, and the quarter Kelly is 0.014449567117923348. For the same threshold and rule with a cost of 6 basis points, the return percentage is -19.61572017354697, the drawdown percentage is 28.298202976345475, the sample size is 318, the win probability is 0.449685534591195, the average win percentage is 0.5551314545086729, the average loss percentage is 0.573296576459268, the mean percentage is -0.06585881410576006, and the quarter Kelly is 0. For the same threshold and rule with a cost of 16 basis points, the return percentage is -57.444123928603275, the drawdown percentage is 57.8121081958519, the sample size is 318, the win probability is 0.3081761006289308, the average win percentage is 0.5655190635803626, the average loss percentage is 0.635749961436841, the mean percentage is -0.2655475575007217, and the quarter Kelly is 0. Costs are per side. The trade profit and loss is divided by the entry value, and the win, loss, and mean percentages are divided by 1.0001 for a cash denominator when the cost is greater than 0. The drawdown is synthetic, using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline about The Lovesac Company. The event was measured on September 9, using daily and 15-minute bars that were adjusted for SIP, which stands for Securities Information Processor, a system that collects and distributes market data. The event started at 9:30 ET on the first day, and the latest exit was at 15:45 ET, with a fee of 10 basis points per side, which means 0.1% of the trade value. There were three fixed exits: one based on time only, and two based on target ADR, which stands for Average Daily Range, with a stop loss of 1 ADR. The slip, or difference between expected and actual prices, was 10 or 20 basis points. The system required 26 bars of data per day, but did not guarantee complete historical quotes or early news. The event was related to a notice released on May 26, 2021, and a release on June 9, 2021, about The Lovesac Company's first-quarter conference call and report. The entry price was 85.52 on June 8, 2021, and the ADR was 4.660734999999999. The SPY gross, which refers to the performance of the SPY ETF, was -0.0012939564621707866. The system used a train split, which means it used a portion of the data for training, and considered trend, momentum, and market trend. There were six variants, each with a target ADR, slippage, exit price, and reason for exit. The exit prices ranged from 82.82, and the reasons for exit were all time-based. The net results ranged from -0.035437540137003176 to -0.037364741709559945. https://investor.lovesac.com/news-events/press-releases/detail/53/the-lovesac-company-announces-first-quarter-conference-call

A news scan found the headline 'Sep9 08UTC retrieval'. The train data is as follows: the data has several columns including threshold, rule, cost in basis points, return percentage, drawdown percentage, sample size, win probability, average win percentage, average loss percentage, mean percentage, and quarter Kelly. The rows of data are: for a threshold of 0.2 and a managed rule with a cost of 0 basis points, the return percentage is 14.999466773051223, the drawdown percentage is 10.07883971635839, the sample size is 208, the win probability is 0.5288461538461539, the average win percentage is 0.6186859347325823, the average loss percentage is 0.5873659494618919, the mean percentage is 0.07021707413246113, and the quarter Kelly is 0.020385929274062506. For the same threshold and rule with a cost of 6 basis points, the return percentage is -10.402494953999565, the drawdown percentage is 18.847231242188755, the sample size is 208, the win probability is 0.44711538461538464, the average win percentage is 0.5978906362319414, the average loss percentage is 0.573584877345632, the mean percentage is -0.049800152524890014, and the quarter Kelly is 0. For the same threshold and rule with a cost of 16 basis points, the return percentage is -40.894320273532266, the drawdown percentage is 43.17225519838357, the sample size is 208, the win probability is 0.3269230769230769, the average win percentage is 0.5804186652006348, the average loss percentage is 0.6526345237104341, the mean percentage is -0.24952098118181543, and the quarter Kelly is 0. For a threshold of 0.2 and a green rule with a cost of 0 basis points, the return percentage is -3.2601715331973766, the drawdown percentage is 12.12613700186541, the sample size is 208, the win probability is 0.5288461538461539, the average win percentage is 0.4597744207438852, the average loss percentage is 0.5873659494618912, the mean percentage is -0.013822668842330528, and the quarter Kelly is 0. For the same threshold and rule with a cost of 6 basis points, the return percentage is -24.628804702990806, the drawdown percentage is 27.57327051033307, the sample size is 208, the win probability is 0.44711538461538464, the average win percentage is 0.41013742409772075, the average loss percentage is 0.5735848773456325, the mean percentage is -0.13374750218105624, and the quarter Kelly is 0. For the same threshold and rule with a cost of 16 basis points, the return percentage is -50.27913190731257, the drawdown percentage is 51.26848326455657, the sample size is 208, the win probability is 0.3125, the average win percentage is 0.3404038922954587, the average loss percentage is 0.6395299201197122, the mean percentage is -0.3333006037399713, and the quarter Kelly is 0. Costs are per side, and vbt trade P&L is divided by entry value. To calculate win, loss, and mean for cash, divide by 1.0001 for cost greater than 0. Drawdown is synthetic, using open and exit marks. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY,QQQ,IWM,EEM,EFA,EWJ,EWZ,FXI&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline about The Lovesac Company. The company issued a notice on 2021-03-31 and a release on a later date. The event was measured on 2021-04-09 using SIP adjusted daily and 15-minute bars, which are sets of high, low, open, and close prices for a security, with SIP meaning Securities Information Processor, a system that collects and disseminates market data. The entry time was 09:30 ET on 2021-04-13 and the latest exit time was 15:45 ET, with a fee of 10 basis points per side, where a basis point is one hundredth of a percent. There were three fixed exits: one based on time only, and two based on target Average Daily Range, or ADR, which is the average price range of a security over a certain period, with one ADR stop, meaning a stop-loss order set at a price equal to the ADR away from the entry price. The slippage was 10 or 20 basis points, where slippage refers to the difference between the expected price of a trade and the actual price. The system required 26 bars per day, where a bar is a set of high, low, open, and close prices for a security. Historical quote and early news completeness were not guaranteed. The event had the following details: date was 2021-04-14, notice was on 2021-03-31, and the entry was on 2021-04-13. The ADR was 4.351705, the entry price was 69.94, and the SPY gross was 0.003391156906221271, where SPY refers to the SPDR S&P 500 ETF Trust, an exchange-traded fund that tracks the S&P 500 stock market index. The split was train, and the trend, momentum, and market trend were all true. There were several variants with different target ADRs, slippages, exit prices, and reasons for exit, including time and stop, with corresponding net values. https://investor.lovesac.com/news-events/press-releases/detail/51/the-lovesac-company-to-announce-fourth-quarter-and-fiscal