Notes

32996 observations, newest first

SFIX Primary earnings event history 2021-06-07

Catalyst run-ups2026-09-08 06:11

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2021-06-07","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694221000079/sfix-20210607.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/1576942/000157694221000079/sfix-20210607.htm

SFIX Primary earnings event history 2021-03-08

Catalyst run-ups2026-09-08 06:11

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2021-03-08","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694221000038/sfix-20210308.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/1576942/000157694221000038/sfix-20210308.htm

ETHA 06UTC simulation base IVscale1 = -0.13958079744753943

Options mispricing2026-09-08 06:11

Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"ETHA260925P00015500","physical":"base","sigma":0.5625059914774319,"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":0.3145,"W":10.744200640658345,"L":5.132942230393274,"mean":-0.13958079744753943,"capped_mean":-0.6164093247387146,"p05":-6.769742536800625,"p95":15.224539952608914,"stop_rate":0.5624333333333333,"target_rate":0.18653333333333333,"time_rate":0.25103333333333333,"initial_stop_rate":0,"quarterkelly":0,"fullpremiumfees":8.2} https://runway.adityaperswal.workers.dev/data/option-chain/ETHA?feed=indicative

SFIX Primary earnings event history 2020-12-07

Catalyst run-ups2026-09-08 06:11

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2020-12-07","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694220000139/sfix-20201207.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/1576942/000157694220000139/sfix-20201207.htm

SFIX Primary earnings event history 2020-09-22

Catalyst run-ups2026-09-08 06:11

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2020-09-22","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694220000071/sfix-20200922.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/1576942/000157694220000071/sfix-20200922.htm

SFIX Primary earnings event history 2020-06-08

Catalyst run-ups2026-09-08 06:11

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2020-06-08","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694220000032/sfix-20200608.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/1576942/000157694220000032/sfix-20200608.htm

IBIT 06UTC hold10 test realized trade audit part 1/1 = 5

Options mispricing2026-09-08 06:11

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","2026-02-18 05:00:00+00:00","44.49945499999999","37.962","0.4997501249374636","0.4263313841232116","-0.14783744491926887","-147.76356313770003","Closed"],["2026-02-20 05:00:00+00:00","2026-03-06 05:00:00+00:00","38.027989999999996","39.07089","0.42590526579817833","0.437585520308179","0.02641082423762099","22.49701823374971","Closed"],["2026-06-03 04:00:00+00:00","2026-06-17 04:00:00+00:00","37.82778999999999","36.70326","0.43714815347118474","0.42415278120600325","-0.03071275178909438","-26.85204546524929","Closed"],["2026-06-22 04:00:00+00:00","2026-07-07 04:00:00+00:00","36.811775","35.67429","0.42372884039514247","0.4106356059609236","-0.03188458129226293","-27.020833314914288","Closed"],["2026-07-14 04:00:00+00:00","2026-07-28 04:00:00+00:00","36.226189999999995","35.774190000000004","0.4102251755700763","0.4051067300654636","-0.01347092228026155","-11.052222915024496","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

SFIX Primary earnings event history 2020-03-09

Catalyst run-ups2026-09-08 06:11

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2020-03-09","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694220000007/sfix-20200309.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/1576942/000157694220000007/sfix-20200309.htm

SFIX Primary earnings event history 2019-12-09

Catalyst run-ups2026-09-08 06:11

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2019-12-09","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694219000021/q12020earningsrelease8.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/1576942/000157694219000021/q12020earningsrelease8.htm

TLT 06UTC simulation low IVscale0.8 = -3.204979958827775

Options mispricing2026-09-08 06:11

Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"TLT260914P00081000","physical":"low","sigma":0.07731844041371876,"ivscale":0.8,"q":0.0474,"n":30000,"checks":103,"training_gap_fraction":0.5456336971117964,"training_gap_second_moment":0.000059281078617463394,"training_intraday_second_moment":0.000049365214548182354,"initial_model_bid":0.025524673171005825,"initial_quote_bid":0.05,"initial_valid":true,"entry":0.06,"stop":0.02,"target":0.33,"p":0.05333333333333334,"W":19.39406195024192,"L":4.478165418493673,"mean":-3.204979958827775,"capped_mean":-3.313088581480218,"p05":-5.381034086938321,"p95":1.192037815811966,"stop_rate":0.9367,"target_rate":0.027,"time_rate":0.0363,"initial_stop_rate":0,"quarterkelly":0,"fullpremiumfees":6.2} https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative

SFIX Primary earnings event history 2019-10-01

Catalyst run-ups2026-09-08 06:11

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2019-10-01","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694219000010/q42019earningsrelease8-k.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/1576942/000157694219000010/q42019earningsrelease8-k.htm

SFIX Primary earnings event history 2019-06-05

Catalyst run-ups2026-09-08 06:11

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2019-06-05","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694219000006/q32019earningsrelease8-k.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/1576942/000157694219000006/q32019earningsrelease8-k.htm

SFIX Primary earnings event history 2019-03-11

Catalyst run-ups2026-09-08 06:11

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2019-03-11","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694219000004/q22019earningsrelease8-k.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/1576942/000157694219000004/q22019earningsrelease8-k.htm

IBIT 06UTC hold5 test realized trade audit part 1/1 = 7

Options mispricing2026-09-08 06:11

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","2026-02-10 05:00:00+00:00","44.49945499999999","39.185775","0.4997501249374636","0.4400749616377098","-0.1203502967620612","-120.2901516862181","Closed"],["2026-02-12 05:00:00+00:00","2026-02-20 05:00:00+00:00","38.55852","37.95201","0.4396351066035322","0.4327198233275158","-0.01672173270654568","-14.702921482077867","Closed"],["2026-02-24 05:00:00+00:00","2026-03-03 05:00:00+00:00","35.75572","37.99197","0.4322873197559147","0.45932362384394376","0.061511169541544966","53.180997232339564","Closed"],["2026-06-03 04:00:00+00:00","2026-06-10 04:00:00+00:00","37.82778999999999","34.79517","0.4588645297670837","0.42207777192951634","-0.08112901863947101","-74.45445797694053","Closed"],["2026-06-22 04:00:00+00:00","2026-06-29 04:00:00+00:00","36.811775","33.861105","0.42165590509091544","0.38785782201908486","-0.0811155245841851","-68.40567987095265","Closed"],["2026-07-01 04:00:00+00:00","2026-07-09 04:00:00+00:00","33.31328","35.45451","0.38747015802903206","0.4123750225898775","0.06324343039772727","49.009883941014586","Closed"],["2026-07-14 04:00:00+00:00","2026-07-21 04:00:00+00:00","36.226189999999995","37.57239","0.4119628536517439","0.4272717888057433","0.03614237958780664","29.778635665515647","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

SFIX Primary earnings event history 2018-12-10

Catalyst run-ups2026-09-08 06:11

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2018-12-10","url":"https://www.sec.gov/Archives/edgar/data/1576942/000157694218000011/q12019earningsrelease8-k.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/1576942/000157694218000011/q12019earningsrelease8-k.htm

SFIX Primary earnings event history 2018-10-01

Catalyst run-ups2026-09-08 06:11

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2018-10-01","url":"https://www.sec.gov/Archives/edgar/data/1576942/000162828018012181/q42018earningsrelease8-k.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/1576942/000162828018012181/q42018earningsrelease8-k.htm

SFIX Primary earnings event history 2018-06-07

Catalyst run-ups2026-09-08 06:11

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2018-06-07","url":"https://www.sec.gov/Archives/edgar/data/1576942/000156459018015245/sfix-8k_20180607.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/1576942/000156459018015245/sfix-8k_20180607.htm

TLT 06UTC simulation low IVscale1 = -0.21530018669967577

Options mispricing2026-09-08 06:11

Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"TLT260914P00081000","physical":"low","sigma":0.07731844041371876,"ivscale":1,"q":0.0474,"n":30000,"checks":103,"training_gap_fraction":0.5456336971117964,"training_gap_second_moment":0.000059281078617463394,"training_intraday_second_moment":0.000049365214548182354,"initial_model_bid":0.0640303789042499,"initial_quote_bid":0.05,"initial_valid":true,"entry":0.06,"stop":0.02,"target":0.33,"p":0.2093,"W":15.978764110486306,"L":4.501904028107322,"mean":-0.21530018669967577,"capped_mean":-0.4972419324296941,"p05":-5.795733255557136,"p95":27.879868555938373,"stop_rate":0.7306666666666667,"target_rate":0.0776,"time_rate":0.19173333333333334,"initial_stop_rate":0,"quarterkelly":0,"fullpremiumfees":6.2} https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative

SFIX Primary earnings event history 2018-03-12

Catalyst run-ups2026-09-08 06:11

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2018-03-12","url":"https://www.sec.gov/Archives/edgar/data/1576942/000156459018005300/sfix-8k_20180312.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/1576942/000156459018005300/sfix-8k_20180312.htm

LOVE Primary earnings event history 2026-09-10

Catalyst run-ups2026-09-08 06:11

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2026-09-10","notice":"2026-08-27","url":"https://investor.lovesac.com/news-events/press-releases/detail/166/the-lovesac-company-announces-second-quarter-conference","release":null,"exclude":null} Date notice paired to actual release; notice date must strictly precede simulated entry. Same-day notice excluded without first-release timestamp. https://investor.lovesac.com/news-events/press-releases/detail/166/the-lovesac-company-announces-second-quarter-conference

IBIT 06UTC hold20 train realized trade audit part 2/2 = 1

Options mispricing2026-09-08 06:11

Retrieved Sep8 06UTC; Entry Timestamp,Exit Timestamp,Avg Entry Price,Avg Exit Price,Entry Fees,Exit Fees,Return,PnL,Status [["2025-11-14 05:00:00+00:00","2025-12-15 05:00:00+00:00","54.14409","50.66928","0.5330605067927081","0.4988502360206727","-0.06514499892786076","-69.45245228699926","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

LOVE Primary earnings event history 2026-06-11

Catalyst run-ups2026-09-08 06:11

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2026-06-11","notice":"2026-05-28","url":"https://investor.lovesac.com/news-events/press-releases/detail/163/the-lovesac-company-announces-first-quarter-conference-call","release":"https://investor.lovesac.com/news-events/press-releases/detail/164/the-lovesac-company-reports-first-quarter-fiscal-2027","exclude":null} Date notice paired to actual release; notice date must strictly precede simulated entry. Same-day notice excluded without first-release timestamp. https://investor.lovesac.com/news-events/press-releases/detail/163/the-lovesac-company-announces-first-quarter-conference-call

LOVE Primary earnings event history 2026-03-26

Catalyst run-ups2026-09-08 06:11

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2026-03-26","notice":"2026-03-12","url":"https://investor.lovesac.com/news-events/press-releases/detail/160/the-lovesac-company-announces-fourth-quarter-and-fiscal","release":"https://investor.lovesac.com/news-events/press-releases/detail/161/the-lovesac-company-reports-fourth-quarter-and-fiscal-2026","exclude":null} Date notice paired to actual release; notice date must strictly precede simulated entry. Same-day notice excluded without first-release timestamp. https://investor.lovesac.com/news-events/press-releases/detail/160/the-lovesac-company-announces-fourth-quarter-and-fiscal

LOVE Primary earnings event history 2025-12-11

Catalyst run-ups2026-09-08 06:11

RetrievedSep8 2026. Direct issuer/SEC origin. {"date":"2025-12-11","notice":"2025-11-26","url":"https://investor.lovesac.com/news-events/press-releases/detail/154/the-lovesac-company-announces-third-quarter-conference-call","release":"https://investor.lovesac.com/news-events/press-releases/detail/155/the-lovesac-company-reports-third-quarter-fiscal-2026","exclude":null} Date notice paired to actual release; notice date must strictly precede simulated entry. Same-day notice excluded without first-release timestamp. https://investor.lovesac.com/news-events/press-releases/detail/154/the-lovesac-company-announces-third-quarter-conference-call

TLT 06UTC simulation calibrated IVscale0.8 = -2.419529729255152

Options mispricing2026-09-08 06:11

Conditional simulation Sep8-11; NOT empirical option edge; {"occ":"TLT260914P00081000","physical":"calibrated","sigma":0.10153004646655651,"ivscale":0.8,"q":0.0474,"n":30000,"checks":103,"training_gap_fraction":0.5456336971117964,"training_gap_second_moment":0.000059281078617463394,"training_intraday_second_moment":0.000049365214548182354,"initial_model_bid":0.025524673171005825,"initial_quote_bid":0.05,"initial_valid":true,"entry":0.06,"stop":0.02,"target":0.33,"p":0.0642,"W":28.38896805561632,"L":4.533128316334388,"mean":-2.419529729255152,"capped_mean":-2.7480442684088024,"p05":-5.287215456501452,"p95":26.96794790536538,"stop_rate":0.9314666666666667,"target_rate":0.0523,"time_rate":0.016233333333333332,"initial_stop_rate":0,"quarterkelly":0,"fullpremiumfees":6.2} https://runway.adityaperswal.workers.dev/data/option-chain/TLT?feed=indicative