[{"contract":"LW260116P00050000","event":"2025-12-19","part":"train","cost_side":0,"entry":0.41,"available":6,"required":11,"affordable":true,"exit":0.42,"why":"time","pnl":1.0000000000000009,"return_pct":2.4390243902439046,"endpoint_return_pct":2.4390243902439046},{"contract":"LW260116P00050000","event":"2025-12-19","part":"train","cost_side":0.02,"entry":0.43,"available":6,"required":11,"affordable":true,"exit":0.39999999999999997,"why":"time","pnl":-3.0000000000000027,"return_pct":-6.976744186046513,"endpoint_return_pct":-6.976744186046513},{"contract":"LW260116P00050000","event":"2025-12-19","part":"train","cost_side":0.05,"entry":0.45999999999999996,"available":6,"required":11,"affordable":true,"exit":0.37,"why":"time","pnl":-8.999999999999996,"return_pct":-19.565217391304344,"endpoint_return_pct":-19.565217391304344},{"contract":"LW260116P00050000","event":"2025-12-19","part":"train","cost_side":0.075,"entry":0.485,"available":6,"required":11,"affordable":true,"exit":0.345,"why":"time","pnl":-14.000000000000002,"return_pct":-28.865979381443307,"endpoint_return_pct":-28.865979381443307}] Fresh Sep21 fetch. Entry daily trade CLOSE plus cost, unlike prior record entry marks; 50%stop/3x target on subsequent observed OHLC, stop-first if both, gap at worse open, prior-session forced exit. Missing days remain missing, no historical BBO/OI. Diagnostic not fills.
https://runway.adityaperswal.workers.dev/data/option-bars
[{"contract":"LW260417P00035000","event":"2026-04-01","part":"holdout","cost_side":0,"entry":0.9,"available":8,"required":11,"affordable":false,"exit":0.6,"why":"time","pnl":-30.000000000000004,"return_pct":-33.333333333333336,"endpoint_return_pct":-33.333333333333336},{"contract":"LW260417P00035000","event":"2026-04-01","part":"holdout","cost_side":0.02,"entry":0.92,"available":8,"required":11,"affordable":false,"exit":0.58,"why":"time","pnl":-34.00000000000001,"return_pct":-36.956521739130444,"endpoint_return_pct":-36.956521739130444},{"contract":"LW260417P00035000","event":"2026-04-01","part":"holdout","cost_side":0.05,"entry":0.9500000000000001,"available":8,"required":11,"affordable":false,"exit":0.5499999999999999,"why":"time","pnl":-40.000000000000014,"return_pct":-42.10526315789475,"endpoint_return_pct":-42.10526315789475},{"contract":"LW260417P00035000","event":"2026-04-01","part":"holdout","cost_side":0.075,"entry":0.975,"available":8,"required":11,"affordable":false,"exit":0.525,"why":"time","pnl":-44.99999999999999,"return_pct":-46.153846153846146,"endpoint_return_pct":-46.153846153846146}] Fresh Sep21 fetch. Entry daily trade CLOSE plus cost, unlike prior record entry marks; 50%stop/3x target on subsequent observed OHLC, stop-first if both, gap at worse open, prior-session forced exit. Missing days remain missing, no historical BBO/OI. Diagnostic not fills.
https://runway.adityaperswal.workers.dev/data/option-bars
[{"contract":"LW260821P00040000","event":"2026-07-24","part":"holdout","cost_side":0,"entry":0.95,"available":9,"required":11,"affordable":false,"exit":0.475,"why":"stop","pnl":-47.5,"return_pct":-50,"endpoint_return_pct":-47.36842105263158},{"contract":"LW260821P00040000","event":"2026-07-24","part":"holdout","cost_side":0.02,"entry":0.97,"available":9,"required":11,"affordable":false,"exit":0.485,"why":"stop","pnl":-48.5,"return_pct":-50,"endpoint_return_pct":-50.51546391752577},{"contract":"LW260821P00040000","event":"2026-07-24","part":"holdout","cost_side":0.05,"entry":1,"available":9,"required":11,"affordable":false,"exit":0.46,"why":"stop","pnl":-54,"return_pct":-54,"endpoint_return_pct":-55.00000000000001},{"contract":"LW260821P00040000","event":"2026-07-24","part":"holdout","cost_side":0.075,"entry":1.025,"available":9,"required":11,"affordable":false,"exit":0.435,"why":"stop","pnl":-58.999999999999986,"return_pct":-57.56097560975609,"endpoint_return_pct":-58.536585365853654}] Fresh Sep21 fetch. Entry daily trade CLOSE plus cost, unlike prior record entry marks; 50%stop/3x target on subsequent observed OHLC, stop-first if both, gap at worse open, prior-session forced exit. Missing days remain missing, no historical BBO/OI. Diagnostic not fills.
https://runway.adityaperswal.workers.dev/data/option-bars
LW R92100 pre-event vectorbt grid horizon 11
Convex liquid2026-09-21 00:09
[{"horizon":11,"part":"train","slippage":0.0005,"direction":"longonly","return":-7.9246363780409075,"drawdown":13.903274554032052,"win rate":33.33333333333333,"sample":9},{"horizon":11,"part":"train","slippage":0.0005,"direction":"shortonly","return":5.6414086786991,"drawdown":9.921931153137153,"win rate":55.55555555555556,"sample":9},{"horizon":11,"part":"train","slippage":0.0015,"direction":"longonly","return":-9.567167573733549,"drawdown":14.41830881677012,"win rate":33.33333333333333,"sample":9},{"horizon":11,"part":"train","slippage":0.0015,"direction":"shortonly","return":3.7751326745648157,"drawdown":9.940925084413943,"win rate":55.55555555555556,"sample":9},{"horizon":11,"part":"holdout","slippage":0.0005,"direction":"longonly","return":12.001316523876811,"drawdown":3.5057612159843043,"win rate":100,"sample":2},{"horizon":11,"part":"holdout","slippage":0.0005,"direction":"shortonly","return":-11.936506814055827,"drawdown":13.812249690780298,"win rate":0,"sample":2},{"horizon":11,"part":"holdout","slippage":0.0015,"direction":"longonly","return":11.554205591424283,"drawdown":3.5057612159843043,"win rate":100,"sample":2},{"horizon":11,"part":"holdout","slippage":0.0015,"direction":"shortonly","return":-12.335177974004512,"drawdown":14.120101080623737,"win rate":0,"sample":2}] Entry reaction-index minus horizon at daily close, exit last prior close, $1000 all-in stock proxy, fee1bp/side, slip5/15bp. Pre2026train9,2026holdout2. Short stock diagnostic not authorized instrument; no option expectancy inferred.
https://runway.adityaperswal.workers.dev/data/stock-bars
LW R92100 pre-event vectorbt grid horizon 5
Convex liquid2026-09-21 00:09
[{"horizon":5,"part":"train","slippage":0.0005,"direction":"longonly","return":-3.173959762564175,"drawdown":9.680917823232837,"win rate":33.33333333333333,"sample":9},{"horizon":5,"part":"train","slippage":0.0005,"direction":"shortonly","return":0.3839747106589812,"drawdown":12.258142297889895,"win rate":66.66666666666666,"sample":9},{"horizon":5,"part":"train","slippage":0.0015,"direction":"longonly","return":-4.901238215662261,"drawdown":10.041472951544295,"win rate":33.33333333333333,"sample":9},{"horizon":5,"part":"train","slippage":0.0015,"direction":"shortonly","return":-1.4098316463309402,"drawdown":12.632467895195154,"win rate":55.55555555555556,"sample":9},{"horizon":5,"part":"holdout","slippage":0.0005,"direction":"longonly","return":6.023253936084052,"drawdown":2.368894828704715,"win rate":100,"sample":2},{"horizon":5,"part":"holdout","slippage":0.0005,"direction":"shortonly","return":-6.402445851450931,"drawdown":8.46313911812232,"win rate":0,"sample":2},{"horizon":5,"part":"holdout","slippage":0.0015,"direction":"longonly","return":5.600007518985786,"drawdown":2.4663797065592408,"win rate":100,"sample":2},{"horizon":5,"part":"holdout","slippage":0.0015,"direction":"shortonly","return":-6.802082745724465,"drawdown":8.766648176097934,"win rate":0,"sample":2}] Entry reaction-index minus horizon at daily close, exit last prior close, $1000 all-in stock proxy, fee1bp/side, slip5/15bp. Pre2026train9,2026holdout2. Short stock diagnostic not authorized instrument; no option expectancy inferred.
https://runway.adityaperswal.workers.dev/data/stock-bars
LW R92100 pre-event vectorbt grid horizon 3
Convex liquid2026-09-21 00:09
[{"horizon":3,"part":"train","slippage":0.0005,"direction":"longonly","return":-7.3249805520679505,"drawdown":13.141448968227154,"win rate":44.44444444444444,"sample":9},{"horizon":3,"part":"train","slippage":0.0005,"direction":"shortonly","return":4.692818891179786,"drawdown":7.7646440003567685,"win rate":55.55555555555556,"sample":9},{"horizon":3,"part":"train","slippage":0.0015,"direction":"longonly","return":-8.978209000121023,"drawdown":14.263217756300705,"win rate":44.44444444444444,"sample":9},{"horizon":3,"part":"train","slippage":0.0015,"direction":"shortonly","return":2.839004781268352,"drawdown":8.30438478183374,"win rate":55.55555555555556,"sample":9},{"horizon":3,"part":"holdout","slippage":0.0005,"direction":"longonly","return":5.470930047163939,"drawdown":1.6226765609139826,"win rate":100,"sample":2},{"horizon":3,"part":"holdout","slippage":0.0005,"direction":"shortonly","return":-5.833727010486325,"drawdown":7.229233148535896,"win rate":0,"sample":2},{"horizon":3,"part":"holdout","slippage":0.0015,"direction":"longonly","return":5.049888515299676,"drawdown":1.7209065393853695,"win rate":100,"sample":2},{"horizon":3,"part":"holdout","slippage":0.0015,"direction":"shortonly","return":-6.233338181533327,"drawdown":7.533079420933298,"win rate":0,"sample":2}] Entry reaction-index minus horizon at daily close, exit last prior close, $1000 all-in stock proxy, fee1bp/side, slip5/15bp. Pre2026train9,2026holdout2. Short stock diagnostic not authorized instrument; no option expectancy inferred.
https://runway.adityaperswal.workers.dev/data/stock-bars
LW R92100 collector and ledger health = 0
Convex liquid2026-09-21 00:09
Sep21 own query_trades empty: no positions/orders/closes or execution sample. Jobs285/286 active32/52 remaining, latest remoteSep20 23:31/23:46 exit0 END2/2; their actual quote timestamps Sep18. Next00:31/01:46 before next02UTC research. No renewal needed this interval.
query_trades; list_jobs
LW R92100 FY cash bridge reverified = 532.8
Convex liquid2026-09-21 00:09
Jul24 issuer FYMay31 OCF942.9-capex410.1=532.8mFCF; FY27guide750–800minus380–410=340–420mFCF, decline21.17–36.19%. OCFgrowth74.6m included55.1mworkingcapital. Not new Sep21 financial results; guidance not realized cash.
https://news.lambweston.com/news-releases/news-release-details/lamb-weston-announces-q4-and-full-year-fiscal-2026-results
CALM R92100 cash cushion versus cyclicality = 924.057
Convex liquid2026-09-21 00:09
Jul22 issuer FYMay30,2026: cash/short investments924.057m; Q4sales552.581m -49.9%, operatingloss58.811m, netloss35.876m, FYEPS6.63 versus24.95. No Q4 dividend; future distribution requires cumulative profitability. AtSep18S72.89 trailing reportedPE10.994 not normalized valuation. Issuer interested source; no forecast surprise established.
https://www.sec.gov/Archives/edgar/data/16160/000156276226000078/exhibit991.htm
LEVI R92100 catalyst-date coverage gap
Convex liquid2026-09-21 00:09
Sep21 issuer/news search found latest Q2July8 results and no verified forthcoming Q3 date. Do not infer Oct2026 date from Oct9,2025 report. Cheap Oct16C22/P18 .42 and P17 .18 are quotes only; without verified event or breakout, no qualified setup.
https://investors.levistrauss.com/news/financial-news/default.aspx
LW R92100 primary event recheck and disclosure coverage
Convex liquid2026-09-21 00:09
Sep8 issuer: Oct6,2026 approximately08ET release09ET call. Sep21 bounded newsroom search latest listed item remainsSep8. No new issuer change found; absence is not exhaustive proof of no news.
https://news.lambweston.com/news-releases/news-release-details/lamb-weston-announce-fiscal-year-2027-first-quarter-financial
CALM R92100 primary next earnings date
Convex liquid2026-09-21 00:09
Sep9 issuer says Sep30,2026 approximately06ET release and09ET call. Rechecked Sep21; date remains published, no assumed first-news before actual print.
https://calmainefoods.gcs-web.com/news-releases/news-release-details/cal-maine-foods-schedules-first-quarter-fiscal-2027-earnings
CALM R92100 twelve-event option edge and OI = 0
Convex liquid2026-09-21 00:09
{"sample":12,"median_abs":0.02559696273379386,"p80_abs":0.04978108293778797,"max_abs":0.1380038194793447,"hurdle":0.30443133488818763,"p80_payoff":0,"p80_multiple":0,"signed_wins":0,"train_n":9,"holdout_n":3,"spot":72.89,"strike":95,"ask":0.08,"bid":0.07,"OI":170,"spread_pct":12.5} Sep21 metadata OI170 asSep17; quote Sep18. Oct16 expiry16days after Sep30 event. No signed historical event reaches call breakeven.
option_contracts; https://runway.adityaperswal.workers.dev/data/option-chain/CALM?feed=indicative
LW R92100 refreshed metadata and near-strike hold threshold = 0.5051071222
Convex liquid2026-09-21 00:09
{"N":11,"median":0.10017371163867983,"p80":0.2010752688172044,"pre11_median_abs":0.020674646354733373,"pre11_p80_abs":0.03932698155280756,"pre_event_corr":0.21821542164246743,"pre_event_abs_corr":-0.16278398088552976,"strike40_zero_premium_distance":0.14291836297407332,"strike40_median_premium_ceiling":-1.9948928778228137,"strike42_5_median_ceiling":0.5051071221771863,"strike40_spot_ceiling_ask48":43.919588159588166,"strike42_5_spot_ceiling_ask50":46.67567567567568,"p80payoff":2.7141827956989246,"hurdle":0.15320334261838445,"p80_multiple":5.654547491039427} Sep21 option_contracts P40 OI312 and P42.5 OI518 datedSep17, standard100share American. Sep18 indicative P40 .33/.48, P42.5 .78/1.02. Gross P42.5 median ceiling .505107; after assumed .02 friction .485107. Threshold not attainable quote.
option_contracts; https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative