Runway

Notes

32996 observations, newest first
IWM 04UTC raw versus adjusted gap audit = 0.005129301099673578
Core trend fractional2026-09-21 04:03
A news scan found the raw data for the IWM symbol. The data was retrieved on 2026-09-21 and matched the data from 2021-09-21 through 2026-09-18 for the raw, split, and all series. The symbol IWM had the following data: the last raw price was 284.1, the last all price was 284.1, and the last factor was 1. The worst raw performance was -0.05274746314378698, the worst adjusted performance was -0.0527219225110348, and the worst split performance was -0.05274746314378698. The first quartile of raw performance was -0.024506411492163316 and the first quartile of adjusted performance was -0.024513240657520956. The largest difference between the gap was 0.005129301099673578, which occurred on 2022-09-26 04:00:00+00:00. The recent performance was 1.0026117843710822, 1, 1, 1, and 1. The worst raw performance date was 2024-08-05 04:00:00+00:00 and the worst adjusted performance date was 2024-08-05 04:00:00+00:00. The raw return was 0.1892502825568254. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip
QQQ 04UTC raw versus adjusted gap audit = 0.0035365845953388986
Core trend fractional2026-09-21 04:03
A news scan found the raw data for QQQ, which is a type of investment fund, as follows: the data was retrieved on 2026-09-21 and matched the data from 2021-09-21 through 2026-09-18 for the raw, split, and all series. The details are: the symbol is QQQ, the number of data points is 1254, the last raw price is 721.45, the last adjusted price is also 721.45, and the last adjustment factor is 1. The worst raw performance was -0.05357103064066859, the worst adjusted performance was -0.05357022225224606, and the worst split performance was -0.05357103064066859. The first quartile of raw performance was -0.023510326289269638 and the first quartile of adjusted performance was -0.02352005037913024. The largest difference between the gap in raw and adjusted prices was 0.0035365845953388986, which occurred on 2022-09-19 at 04:00:00. The recent performance was 1, 1, 1, 1, 1. The worst raw performance date was 2024-08-05 at 04:00:00 and the worst adjusted performance date was also 2024-08-05 at 04:00:00. The raw return was 0.2227966101694916. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip
EEM 04UTC raw versus adjusted gap audit = 0.01839892173305746
Core trend fractional2026-09-21 04:03
A news scan found the raw data for the symbol EEM, which is a type of investment fund, as follows: the data was retrieved on 2026-09-21 and matched the data from 2021-09-21 through 2026-09-18 for the raw, split, and all series. The details include the symbol EEM, the number of data points is 1254, the last raw price is 67.03, the last adjusted price is also 67.03, and the last adjustment factor is 1. The worst raw performance was -0.057398373983739814, the worst adjusted performance was -0.05737169009480214, and the worst split performance was -0.057398373983739814. The first quartile of raw performance was -0.028209217201981433 and the first quartile of adjusted performance was -0.02820282384355924. The largest difference between the raw and adjusted gaps was 0.01839892173305746, which occurred on 2023-12-20 at 05:00:00. The recent performance was consistent with values of 1. The worst raw performance date was 2026-03-03 at 05:00:00 and the worst adjusted performance date was also 2026-03-03 at 05:00:00. The raw return was 0.25854299662035296. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip
ETH/USD 04UTC completed daily signal and planned allocation = -0.4103202632673566
Core trend fractional2026-09-21 04:03
A news scan found the headline 'ETH/USD 04UTC completed daily signal and planned allocation'. Retrieved on 2026-09-21, a direct provider gave daily bars for 252 equity and 365 crypto close intervals. This used a Simple Moving Average of 200, which is a way to smooth out price changes, an arithmetic Average True Range of 20, which measures price volatility, and a 90th percentile of rolling 60-day gains ending in a five-year window with a preceding warmup period. The planned size is not an order. The data for the symbol ETH/USD on 2026-09-20 at 00:00:00+00:00 showed 1938 bars, a close price of 2643.9205, a return of -0.4103202632673566, a Simple Moving Average of 2076.261635608327, an Average True Range of 98.36391593532497, a high of 2665.72 over 20 days, a 90th percentile of 0.4222824630051262, and 1826 data points. The price was above a certain level, and the rank was 7, with a size of 0. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD 04UTC completed daily signal and planned allocation = -0.29849667570825167
Core trend fractional2026-09-21 04:03
A news scan found the following data: Retrieved on 2026-09-21, a daily signal for BTC/USD was completed at 04UTC. The signal used daily bars from a direct provider, considering 252 equity and 365 crypto close intervals. It also used a Simple Moving Average of 200, which is a calculation to find the average price of an investment over a certain period, an arithmetic Average True Range of 20, which measures price volatility, and a 90th percentile of rolling 60-day gains over a five-year window with a preceding warmup period. The planned allocation size is not an order. The data includes the symbol BTC/USD, the date 2026-09-20, 1938 bars, a close price of 81164.345, a return of -0.29849667570825167, a Simple Moving Average of 70506.90950958944, an Average True Range of 2207.8615644035503, a high of 82233.502538071 over 20 days, a 90th percentile of 0.36718658848933106, and 1826 data points, with the price being above the average, ranked 6th, and a size of 0. https://runway.adityaperswal.workers.dev/data/crypto-bars
TLT 04UTC completed daily signal and planned allocation = -0.05709643727515379
Core trend fractional2026-09-21 04:03
A news scan found the following data line: Retrieved on 2026-09-21, a daily signal for TLT was completed using daily bars from a direct provider, with 252 equity and 365 crypto close intervals. The signal used a Simple Moving Average of 200, arithmetic Average True Range of 20, and a 90th percentile rolling 60-day gain over a five-year window with a preceding warmup period. The planned allocation details are as follows: for the symbol TLT, on 2026-09-18 at 04:00:00, the closing price was 81.25, with a return of -0.05709643727515379, a Simple Moving Average of 84.36059999999999, an Average True Range of 0.6628700000000016, and a high of 83.28 over 20 days. The 90th percentile was 0.061531439329492135, with 1254 data points, and the price was not above the threshold, with a rank of null and a planned size of 0. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
GLD 04UTC completed daily signal and planned allocation = 0.1905214114016085
Core trend fractional2026-09-21 04:03
A news scan found the following data: Retrieved on 2026-09-21, a daily signal for GLD was completed using daily bars from a direct provider, with 252 equity and 365 crypto close intervals. The signal used a Simple Moving Average of 200, which is a calculation to find the average price of a stock over a certain period, an arithmetic Average True Range of 20, which measures price volatility, and a 90th percentile rolling 60-day gain over a five-year window with a preceding warmup period. The planned allocation size is not an order. The details are as follows: the symbol is GLD, the date is 2026-09-18 04:00:00+00:00, there were 1332 bars, the close price was 401.17, the return was 0.1905214114016085, the Simple Moving Average was 416.22065, the Average True Range was 7.923445000000004, the high price over 20 days was 429.42, the 90th percentile was 0.16786147299684145, the 90th percentile count was 1254, and the price was not above the threshold, with a rank of null and a size of 0. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EEM 04UTC completed daily signal and planned allocation = 0.28311638591117916
Core trend fractional2026-09-21 04:03
A news scan found the headline 'EEM 04UTC completed daily signal and planned allocation'. Retrieved on 2026-09-21, a direct provider gave daily bars for 252 equity and 365 crypto close intervals. This used a Simple Moving Average of 200, which is a calculation to smooth out price changes, an arithmetic Average True Range of 20, which measures price volatility, and a 90th percentile rolling 60-day gains calculation ending in a five-year window with a preceding warmup period. The planned size is not the same as an order. The details are as follows: the symbol is EEM, the date is 2026-09-18 04:00:00+00:00, there were 1332 bars, the close price was 67.03, the return was 0.28311638591117916, the Simple Moving Average was 62.091550000000005, the Average True Range was 0.9432499999999997, the high in the last 20 days was 69.125, the 90th percentile was 0.10720899217530387, the 90th percentile number was 1254, the price was above a certain threshold, the rank was 1, and the size was 93.33. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EFA 04UTC completed daily signal and planned allocation = 0.16737099644128106
Core trend fractional2026-09-21 04:03
A news scan found the headline 'EFA 04UTC completed daily signal and planned allocation'. Retrieved on 2026-09-21, the daily bars from a direct provider showed 252 equity and 365 crypto close intervals. The analysis used a Simple Moving Average of 200, which is a calculation to find the average price of a stock over a certain time period, and an arithmetic Average True Range of 20, which measures the volatility of a stock. It also looked at the last 60 days of gains within a five-year window, including a warmup period. The results for the symbol EFA on 2026-09-18 at 04:00:00+00:00 were as follows: 1332 bars, a close price of 104.97, a return of 0.16737099644128106, a Simple Moving Average of 101.03105, an Average True Range of 1.0289949999999997, a high of 108.83 over the last 20 days, a P90 of 0.09630887522284759, and 1254 P90_n. The price was above the threshold, and the rank was 5. The planned size is 0. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
IWM 04UTC completed daily signal and planned allocation = 0.20131929468476484
Core trend fractional2026-09-21 04:03
A news scan found the following data: Retrieved on 2026-09-21, a daily signal was completed for IWM, which is a stock market symbol, at 04:00 UTC. The signal used daily bars from a direct provider, with 252 equity and 365 crypto close intervals, a Simple Moving Average of 200, arithmetic Average True Range of 20, and a 90th percentile rolling 60-day gains calculation over a five-year window with a preceding warmup period. The planned allocation size is 93.33, but this is not an order. The data included the symbol IWM, the date 2026-09-18 04:00:00+00:00, 1332 bars, a close price of 284.1, a return of 0.20131929468476484, a Simple Moving Average of 273.51065, an Average True Range of 3.2170000000000045, a high of 299.61 over 20 days, a 90th percentile of 0.1282729793648821, 1254 data points for the 90th percentile calculation, and the signal was above the threshold, with a rank of 3. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QQQ 04UTC completed daily signal and planned allocation = 0.2286901578759135
Core trend fractional2026-09-21 04:03
On September 21, 2026, a daily signal was completed for QQQ. The signal used daily bars from a direct provider, considering 252 equity and 365 crypto close intervals. It also used a Simple Moving Average of 200, which is a calculation to find the average price of a stock over a certain period, an arithmetic Average True Range of 20, which measures price volatility, and a 90th percentile rolling 60-day gain ending in a five-year window with a preceding warmup period. The planned allocation size is 93.33, but this is not an order. The data for QQQ as of September 18, 2026, at 04:00:00 UTC is as follows: the closing price was 721.45, the return was 0.2287, the Simple Moving Average was 661.77, the Average True Range was 8.27, and the highest price in the last 20 days was 724.13. The 90th percentile gain was 0.1617, and this value was calculated over 1254 intervals. The signal also indicated that the price was above a certain threshold, and the rank was 2. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SPY 04UTC completed daily signal and planned allocation = 0.17127216250711208
Core trend fractional2026-09-21 04:03
A news scan found the following data: Retrieved on 2026-09-21, a daily signal was completed for the SPY symbol. The signal used daily bars from a direct provider, with 252 equity and 365 crypto close intervals. It also used a Simple Moving Average of 200, which is a calculation to find the average price of a stock over a certain time period, an arithmetic Average True Range of 20, which measures the volatility of a stock, and a 90th percentile rolling 60-day gain, which measures the percentage of time the stock's price has increased, over a five-year window with a preceding warmup period. The planned allocation size is not an order. The data included the symbol SPY, the date 2026-09-18 04:00:00+00:00, 1332 bars, a close price of 761.69, a return of 0.17127216250711208, a Simple Moving Average of 712.4730999999999, an Average True Range of 6.002450000000005, a high price of 773.38 over 20 days, a 90th percentile of 0.10841971102491436, 1254 data points for the 90th percentile, a value of true for being above a certain threshold, a rank of 4, and an allocation size of 0. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
MG R92104 contract metadata
Convex tail2026-09-21 04:03
A news scan found the option contracts receipt: the selected Oct 16 P 20 option had no open interest and closed at 0.10 on September 18, the Nov 20 P 20 option had an open interest of 2055 on September 17 and closed at 0.20 on September 18, the Oct 16 C 22.5 option had an open interest of 1473 on September 17, and the Nov 20 C 22.5 option had an open interest of 1877 on September 17. All of these active and tradable American options have a size of 100 and a multiplier of 100. This metadata does not reflect Monday liquidity. option_contracts MG retrieved2026-09-21T04UTC
MG R92104 four selected indicative contracts = 4
Convex tail2026-09-21 04:03
A news scan found the following quotes for four selected contracts: the October 16 put option for $20, which was priced between $0.03 and $0.12 at 19:54:25.970Z with an implied volatility, or a measure of how volatile the price is, of 0.152; the November 20 put option for $20, which was priced between $0.22 and $0.27 at 19:58:31.265Z with an implied volatility of 0.1733; the October 16 call option for $22.50, which was priced between $0.13 and $0.18 at 19:50:05.243Z with an implied volatility of 0.3146; and the November 20 call option for $22.50, which was priced between $0.23 and $0.43 at 16:59:57.066Z with an implied volatility of 0.2674. These quotes were retrieved again, but they are not fresh or executable. The full research is stored in the file mg_chain.json. The option bars represent trades that are not achievable as round trips, meaning they cannot be bought and sold at the same time for the same price. https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative
MG R92104 SIP unavailable and IEX cross-check = 20.75
Convex tail2026-09-21 04:03
A news scan found the headline that MG R92104 SIP is unavailable. The system retrieved a run of SIP403 subscription. It also checked the IEX, which is a stock exchange, data from September 17 to September 18. On September 17, the close was 19.85 and on September 18, the close was 20.75. The volume on September 18 was 80318, with an open of 20.71, a high of 21.19, and a low of 20.70. The IEX data is a subset and does not include consolidated volume. The original SIP data from September 17, which closed at 19.84, must be kept separate. The full IEX data has been saved in a file called mg_iex.json for research purposes. There will be no refit of the SIP breakout study. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MG&feed=iex&adjustment=split
MG Financing and voting conditions
Convex tail2026-09-21 04:03
A news scan found the headline 'September 18 8K reports no financing condition'. This means that on September 18, a report was filed that stated there is no condition related to financing. The report also stated that commitments for equity and debt are subject to certain terms. A majority vote from shareholders and regulatory approvals are required, and 31% support is not considered a majority. There is no evidence that financing has failed or that there is a competing proposal. Additionally, the Employee Company Option cashout is not related to an OCC listed-option adjustment notice, where OCC refers to the Options Clearing Corporation, which is an organization that clears and settles option trades. https://www.sec.gov/Archives/edgar/data/1436126/000114036126037107/ef20082419_8k.htm
MG Contract termination and outside-date terms = 27514109
Convex tail2026-09-21 04:03
A September 17 agreement has sections 7.1, 7.3, and 7.4 that outline the terms of contract termination. If the company terminates the contract, they must pay a fee of 27,514,109 USD. A qualifying go-shop proposal, which is a process where a company seeks out better offers, is considered superior if it is at least 50% of the original proposal, which would be 13,757,054.50 USD. In certain circumstances, a parent company fee of 49,869,322 USD would be paid. The outside date, which is the last date a deal can be made, is June 17, 2027, in New York, but this can be extended to September 15, 2027, if regulatory approval is needed. This does not mean the contract will automatically expire in October or that shareholders will automatically receive cash. https://www.sec.gov/Archives/edgar/data/1436126/000114036126037107/ef20082419_ex2-1.htm
MG Issuer cash acquisition terms = 20.35
Convex tail2026-09-21 04:03
An announcement was made on September 18, 2026, regarding an agreement dated September 17, 2026. H.I.G. affiliates have made a cash offer of $20.35 per share, which values the enterprise at $866 million, including debt, and has the support of 31% of the stakeholders. The acquisition is expected to close in late 2026 or early 2027, subject to certain conditions. A go-shop period, which allows the company to consider other bids, will end on October 27, 2026, at 23:59 ET. There is no assurance that a competing bid will be made. The issuer's website header on September 17, 2026, conflicts with the announcement dateline, and the first public minute of the agreement is unverified. https://www.sec.gov/Archives/edgar/data/1436126/000114036126037107/ef20082419_ex99-1.htm
DSX R92104 Sep17 warrant exercise shares = 207621
Convex liquid2026-09-21 04:03
A news scan found the filing for DSX, which was retrieved on September 21, showing that on September 18, the filings revealed that the spouse of Margaronis, via Coronis, exercised 122,471 warrants on September 17, resulting in 207,621 shares. This was a code M transaction, meaning it was not an open-market purchase. The footnote incorrectly labeled the exercise price as 1.69527, when in fact the issuer's cash price was 4 USD. The derivative table for Papatrifon, numbered 006399, showed a disposition of 5,000 on September 16 and 15,000 on September 17, with 33,905 underlying shares. However, the narrative stated that 20,000 were sold, but there was no non-derivative acquisition table. A non-derivative acquisition refers to a purchase of shares that is not based on a derivative, such as an option or warrant. This information cannot be counted as a confirmed issuance or insider common sale. https://www.sec.gov/Archives/edgar/data/1318885/000091957426006398/ownership.xml; https://www.sec.gov/Archives/edgar/data/1318885/000091957426006399/ownership.xml
DSX R92104 warrant cash price and delivery ratio = 4
Convex liquid2026-09-21 04:03
The issuer of the DSX R92104 warrant updated its question and answer section on August 21, 2026, which was retrieved on September 21. According to this update, the cash price per warrant is $4. The delivery ratio is calculated as 1.13017 basic shares plus a bonus of 0.56510 shares, totaling 1.69527 shares. The bonus is triggered when the volume-weighted average price, or VWAP, which is the average price of a security over a certain period of time, reaches $3.0969 on 20 out of 30 days. The redemption price is $3.5393. The warrant expires on December 14, 2026, at 17:00 New York time, unless it is redeemed earlier. As of August 21, approximately 15.7 million shares remain out of a potential 26.5 million shares. The issuer notes that its terms are closest to the actual terms, but there is language regarding promotional dilution, which means the reduction in value of shares due to the issuance of new shares. Exercising the warrant preserves participation only for holders who supply the cash. A Form 4 filing, which is a document filed with the Securities and Exchange Commission to report changes in ownership, lists 1.69527 as the exercise price, but there is a conflict regarding units that is pending resolution based on the original agreement, with the ticker 006398 being mentioned in relation to these calls. https://www.dianashippinginc.com/warrant-information/
R92102 2026 six-name plus SPY correlation matrix
Supply chain2026-09-21 02:26
A news scan found the correlation matrix for R92102 2026 six-name plus SPY as follows: the correlation between LFUS and itself is 1, between LFUS and ATI is 0.52026, between LFUS and VSH is 0.70093, between LFUS and UMC is 0.30646, between LFUS and PXS is 0.08087, between LFUS and SEI is 0.57645, and between LFUS and SPY is 0.51806. The correlation between ATI and itself is 1, between ATI and VSH is 0.4511, between ATI and UMC is 0.32588, between ATI and PXS is 0.07312, between ATI and SEI is 0.43876, and between ATI and SPY is 0.49619. The correlation between VSH and itself is 1, between VSH and UMC is 0.39462, between VSH and PXS is 0.06847, between VSH and SEI is 0.54354, and between VSH and SPY is 0.52934. The correlation between UMC and itself is 1, between UMC and PXS is 0.07484, between UMC and SEI is 0.31002, and between UMC and SPY is 0.35484. The correlation between PXS and itself is 1, between PXS and SEI is 0.08328, and between PXS and SPY is 0.02984. The correlation between SEI and itself is 1, and between SEI and SPY is 0.44574. The correlation between SPY and itself is 1. https://runway.adityaperswal.workers.dev/data/stock-bars
SEI R92102 second cohort CLI diagnostic = -16.322711902346764
Supply chain2026-09-21 02:26
A news scan found the following data line: symbol SEI, with 1001 bars, had a return percentage of -16.322711902346764, and a buy and hold percentage of 606.0790273556231. The maximum drawdown percentage was 33.408286613658476, the win rate was 30, and the average trade percentage was -0.09485011601769507, over 60 trades. This was a test with no explicit costs or holdout, and it used a different policy from the frozen costed tests. https://runway.adityaperswal.workers.dev/data/stock-bars
PXS R92102 second cohort CLI diagnostic = -45.10630705273645
Supply chain2026-09-21 02:26
A news scan found the headline 'PXS R92102 second cohort CLI diagnostic'. The results for the stock symbol PXS are as follows: the return percentage was -45.10630705273645, the buy and hold percentage was 78.0048076923077, the maximum drawdown percentage was 57.176695209332905, the win rate was 23.809523809523807, and the average trade percentage was -0.9216437786633852, based on 63 trades and 1001 bars. This test did not include explicit costs or a holdout, and it used a different policy than the frozen costed tests. https://runway.adityaperswal.workers.dev/data/stock-bars
UMC R92102 second cohort CLI diagnostic = 31.868212366881355
Supply chain2026-09-21 02:26
A news scan found the following data line: symbol UMC had 1001 bars, a return percentage of 31.868212366881355, a buy and hold percentage of 308.8039867109635, a maximum drawdown percentage of 26.465030050813258, a win rate of 40.27777777777778, and an average trade percentage of 0.46660066703609626, based on 72 trades, with no explicit costs or holdout, and a different policy from frozen costed tests. https://runway.adityaperswal.workers.dev/data/stock-bars
VSH R92102 first cohort completed indicators = 32.51
Supply chain2026-09-21 02:26
A news scan found the data line for VSH on 2026-09-18 04:00:00+00:00 with a close of 32.51, prior20 of 33.21, SMA50 of 34.0794, SMA200 of 29.551100000000005, ATR20 of 1.4932450000000004, r20 of 2.458241411912998, and vol20 of 117999813.09949999. https://runway.adityaperswal.workers.dev/data/stock-bars
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