Notes

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2025-12-04","url":"https://www.sec.gov/Archives/edgar/data/1576942/000162828025055353/sfix-20251204.htm"} Date extracted from actual earnings sentence, not filing cover date. Historical advance notice times unverified; unsuitable for deployable run-up backtest. https://www.sec.gov/Archives/edgar/data/1576942/000162828025055353/sfix-20251204.htm

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2025-09-24","url":"https://www.sec.gov/Archives/edgar/data/1576942/000162828025042587/sfix-20250924.htm"} Date extracted from actual earnings sentence, not filing cover date. Historical advance notice times unverified; unsuitable for deployable run-up backtest. https://www.sec.gov/Archives/edgar/data/1576942/000162828025042587/sfix-20250924.htm

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2025-06-10","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694225000026/sfix-20250610.htm"} Date extracted from actual earnings sentence, not filing cover date. Historical advance notice times unverified; unsuitable for deployable run-up backtest. https://www.sec.gov/Archives/edgar/data/1576942/000157694225000026/sfix-20250610.htm

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT261016P00022000",0.06,0.07,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.10474180546049129,[2.7746341644615253e-07,3.3271598955640645e-07,3.7152068471596564e-06,4.315937973596464e-06,1.0764570882393777e-10,1.42287023310261e-10],-0.0719999998923543,{"ap":0.07,"as":1,"ax":"Z","bp":0.06,"bs":10,"bx":"W","c":" ","t":"2026-09-04T19:59:58.676588525Z"},{}],["IBIT260925P00032000",0.06,0.07,0.8199,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.047246938930717165,[0.00018939207594122329,0.00020775766473939535,0.0007872165712479491,0.0008498374869161899,2.9729374010961954e-06,3.4163411383697898e-06],-0.07199702706259892,{"ap":0.07,"as":52,"ax":"Q","bp":0.06,"bs":61,"bx":"P","c":" ","t":"2026-09-04T19:59:59.789886369Z"},{"delta":-0.0208,"gamma":0.0063,"rho":-0.0005,"theta":-0.0116,"vega":0.0049}],["IBIT260911P00040500",0.01,0.02,0.5719,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[0.002852586484753674,0.0029450438899848957,0.006827769664338098,0.007012547859562152,0.0002411503313826073,0.0002528050235326856],-0.021758849668617394,{"ap":0.02,"as":175,"ax":"Q","bp":0.01,"bs":183,"bx":"B","c":" ","t":"2026-09-04T19:59:59.895630193Z"},{"delta":-0.0175,"gamma":0.0184,"rho":-0.0001,"theta":-0.0167,"vega":0.0018}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2025-03-11","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694225000006/sfix-20250311.htm"} Date extracted from actual earnings sentence, not filing cover date. Historical advance notice times unverified; unsuitable for deployable run-up backtest. https://www.sec.gov/Archives/edgar/data/1576942/000157694225000006/sfix-20250311.htm

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2024-12-10","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694224000130/sfix-20241210.htm"} Date extracted from actual earnings sentence, not filing cover date. Historical advance notice times unverified; unsuitable for deployable run-up backtest. https://www.sec.gov/Archives/edgar/data/1576942/000157694224000130/sfix-20241210.htm

Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"ETHA260925P00015500","physical":"calibrated","sigma":0.6223167900136077,"ivscale":0.8,"q":0,"n":30000,"checks":103,"training_gap_fraction":0.6204366561015766,"training_gap_second_moment":0.001476218611410836,"training_intraday_second_moment":0.0009031034304015238,"initial_model_bid":0.021869264619219016,"initial_quote_bid":0.07,"initial_valid":false,"entry":0.08,"stop":0.03,"target":0.21,"p":0,"W":null,"L":6.0130735380781,"mean":-6.0130735380781,"capped_mean":-6.0130735380781,"p05":-6.013073538078099,"p95":-6.013073538078099,"stop_rate":0,"target_rate":0,"time_rate":0,"initial_stop_rate":1,"quarterkelly":0,"fullpremiumfees":8.2} https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2024-09-24","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694224000087/sfix-20240924.htm"} Date extracted from actual earnings sentence, not filing cover date. Historical advance notice times unverified; unsuitable for deployable run-up backtest. https://www.sec.gov/Archives/edgar/data/1576942/000157694224000087/sfix-20240924.htm

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2024-06-04","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694224000034/sfix-20240604.htm"} Date extracted from actual earnings sentence, not filing cover date. Historical advance notice times unverified; unsuitable for deployable run-up backtest. https://www.sec.gov/Archives/edgar/data/1576942/000157694224000034/sfix-20240604.htm

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2024-03-04","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694224000014/sfix-20240304.htm"} Date extracted from actual earnings sentence, not filing cover date. Historical advance notice times unverified; unsuitable for deployable run-up backtest. https://www.sec.gov/Archives/edgar/data/1576942/000157694224000014/sfix-20240304.htm

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260916P00035000",0.01,0.06,0.833,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.022606281846528253,[5.108050374502752e-05,5.464803364044237e-05,0.00025118682474340164,0.00026572700504935503,4.511344547003212e-07,4.997562129035887e-07],-0.0619995488655453,{"ap":0.06,"as":112,"ax":"B","bp":0.01,"bs":146,"bx":"C","c":"A","t":"2026-09-04T19:59:59.664625197Z"},{"delta":-0.0168,"gamma":0.0075,"rho":-0.0002,"theta":-0.0144,"vega":0.0028}],["IBIT260911C00053000",0.01,0.06,0.8944,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.008917027910867747,[5.478854625491662e-05,5.249143030043979e-05,0.0002489318593180957,0.00024015725395122432,5.531538262096434e-07,5.185622819786383e-07],-0.061999481437718024,{"ap":0.06,"as":89,"ax":"Q","bp":0.01,"bs":229,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.54013144Z"},{"delta":0.0259,"gamma":0.0165,"rho":0.0001,"theta":-0.0368,"vega":0.0025}],["IBIT260914C00059000",0.01,0.04,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[2.2111769466409097e-06,2.0622580908449123e-06,1.9828114692006564e-05,1.871541211453082e-05,3.2734724347151927e-09,2.94505925856952e-09],-0.041999997054940744,{"ap":0.04,"as":95,"ax":"Q","bp":0.01,"bs":129,"bx":"T","c":" ","t":"2026-09-04T19:59:59.606837574Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2023-12-05","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694223000143/sfix-20231205.htm"} Date extracted from actual earnings sentence, not filing cover date. Historical advance notice times unverified; unsuitable for deployable run-up backtest. https://www.sec.gov/Archives/edgar/data/1576942/000157694223000143/sfix-20231205.htm

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2023-09-18","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694223000105/sfix-20230918.htm"} Date extracted from actual earnings sentence, not filing cover date. Historical advance notice times unverified; unsuitable for deployable run-up backtest. https://www.sec.gov/Archives/edgar/data/1576942/000157694223000105/sfix-20230918.htm

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2023-06-06","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694223000059/sfix-20230606.htm"} Date extracted from actual earnings sentence, not filing cover date. Historical advance notice times unverified; unsuitable for deployable run-up backtest. https://www.sec.gov/Archives/edgar/data/1576942/000157694223000059/sfix-20230606.htm

Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"ETHA260925P00015500","physical":"calibrated","sigma":0.6223167900136077,"ivscale":1,"q":0,"n":30000,"checks":103,"training_gap_fraction":0.6204366561015766,"training_gap_second_moment":0.001476218611410836,"training_intraday_second_moment":0.0009031034304015238,"initial_model_bid":0.0719263661121422,"initial_quote_bid":0.07,"initial_valid":true,"entry":0.08,"stop":0.03,"target":0.21,"p":0.3249,"W":12.05565720185355,"L":5.275177660334623,"mean":0.35561058639031506,"capped_mean":-0.30954645984879287,"p05":-6.869769550125085,"p95":16.518543718972957,"stop_rate":0.579,"target_rate":0.22183333333333333,"time_rate":0.19916666666666666,"initial_stop_rate":0,"quarterkelly":0.007374350905059737,"fullpremiumfees":8.2} https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2023-03-07","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694223000017/sfix-20230301.htm"} Date extracted from actual earnings sentence, not filing cover date. Historical advance notice times unverified; unsuitable for deployable run-up backtest. https://www.sec.gov/Archives/edgar/data/1576942/000157694223000017/sfix-20230301.htm

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2022-12-06","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694222000094/sfix-20221206.htm"} Date extracted from actual earnings sentence, not filing cover date. Historical advance notice times unverified; unsuitable for deployable run-up backtest. https://www.sec.gov/Archives/edgar/data/1576942/000157694222000094/sfix-20221206.htm

Retrieved Sep8 06UTC; occ,bid,ask,iv,S,sigma,calibrated_sigma,atr,T,values,surplus,quote,greeks; values order base q0/q.05, calibrated q0/q.05, .8minvol q0/q.05; r.04 CRR160; Tuesday13:50 clock; fee.002 per share assumption [["IBIT260918C00060000",0.01,0.06,0.788,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.028081983420792454,[9.98105642286006e-05,9.246449461312607e-05,0.00045857742143047114,0.0004301202900504313,1.0011134019427723e-06,8.9231481224655e-07],-0.06199910768518775,{"ap":0.06,"as":88,"ax":"U","bp":0.01,"bs":99,"bx":"D","c":" ","t":"2026-09-04T19:59:59.898929073Z"},{"delta":0.0172,"gamma":0.0072,"rho":0.0002,"theta":-0.0126,"vega":0.0032}],["IBIT260914P00032000",0.01,0.04,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.01713058027226405,[6.114810619832256e-10,6.666245955297963e-10,2.1028004617737806e-08,2.2589461251890627e-08,8.279417213228818e-15,9.456482601971265e-15],-0.041999999999991725,{"ap":0.04,"as":53,"ax":"Q","bp":0.01,"bs":75,"bx":"U","c":" ","t":"2026-09-04T19:59:59.90015193Z"},{}],["IBIT260916C00059000",0.04,0.06,null,45.23,0.45594548449791,0.5044257921390024,1.6296285714285712,0.022606281846528253,[4.084084669821245e-05,3.803620578867201e-05,0.0002134992111757792,0.00020115310117726744,2.755665644893174e-07,2.4757068155854747e-07],-0.06199975242931844,{"ap":0.06,"as":118,"ax":"Q","bp":0.04,"bs":187,"bx":"B","c":" ","t":"2026-09-04T19:59:59.968255149Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/IBIT?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2022-09-20","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694222000072/sfix-20220920.htm"} Date extracted from actual earnings sentence, not filing cover date. Historical advance notice times unverified; unsuitable for deployable run-up backtest. https://www.sec.gov/Archives/edgar/data/1576942/000157694222000072/sfix-20220920.htm

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2022-06-09","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694222000042/sfix-20220609.htm"} Date extracted from actual earnings sentence, not filing cover date. Historical advance notice times unverified; unsuitable for deployable run-up backtest. https://www.sec.gov/Archives/edgar/data/1576942/000157694222000042/sfix-20220609.htm

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2022-03-08","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694222000011/sfix-20220308.htm"} Date extracted from actual earnings sentence, not filing cover date. Historical advance notice times unverified; unsuitable for deployable run-up backtest. https://www.sec.gov/Archives/edgar/data/1576942/000157694222000011/sfix-20220308.htm

Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"ETHA260925P00015500","physical":"base","sigma":0.5625059914774319,"ivscale":0.8,"q":0,"n":30000,"checks":103,"training_gap_fraction":0.6204366561015766,"training_gap_second_moment":0.001476218611410836,"training_intraday_second_moment":0.0009031034304015238,"initial_model_bid":0.021869264619219016,"initial_quote_bid":0.07,"initial_valid":false,"entry":0.08,"stop":0.03,"target":0.21,"p":0,"W":null,"L":6.0130735380781,"mean":-6.0130735380781,"capped_mean":-6.0130735380781,"p05":-6.013073538078099,"p95":-6.013073538078099,"stop_rate":0,"target_rate":0,"time_rate":0,"initial_stop_rate":1,"quarterkelly":0,"fullpremiumfees":8.2} https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2021-12-07","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694221000140/sfix-20211207.htm"} Date extracted from actual earnings sentence, not filing cover date. Historical advance notice times unverified; unsuitable for deployable run-up backtest. https://www.sec.gov/Archives/edgar/data/1576942/000157694221000140/sfix-20211207.htm

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2021-09-21","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694221000118/sfix-20210921.htm"} Date extracted from actual earnings sentence, not filing cover date. Historical advance notice times unverified; unsuitable for deployable run-up backtest. https://www.sec.gov/Archives/edgar/data/1576942/000157694221000118/sfix-20210921.htm

Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2026-02-03 05:00:00+00:00","2026-03-04 05:00:00+00:00","44.49945499999999","40.6593","0.4997501249374636","0.4566233508898608","-0.08725352653195388","-87.20992157116831","Closed"],["2026-06-03 04:00:00+00:00","2026-07-02 04:00:00+00:00","37.82778999999999","34.87508999999999","0.4561669557365349","0.4205602187264472","-0.07901734254102603","-72.09020119466368","Closed"],["2026-07-14 04:00:00+00:00","2026-08-11 04:00:00+00:00","36.226189999999995","36.28368","0.42013986868266784","0.42080661947962666","0.0005861799156909467","0.492555105605711","Closed"]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IBIT&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000