Notes

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2020-12-09","entry":"2020-12-02","exit":"2020-12-08","net":0.060965030712674784,"reason":"time","entry_price":31.74,"exit_price":33.81,"atr":2.1602642857142857,"trend":true,"momentum":true,"spytrend":true,"vol":0.6364517395389206,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2021-04-14","entry":"2021-04-07","exit":"2021-04-13","net":0.06693115744126676,"reason":"time","entry_price":61.37,"exit_price":65.74,"atr":4.4879428571428575,"trend":true,"momentum":true,"spytrend":true,"vol":0.7423811402726556,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2021-06-09","entry":"2021-06-02","exit":"2021-06-08","net":-0.04756008069957263,"reason":"time","entry_price":85.5,"exit_price":81.76,"atr":4.051764285714285,"trend":true,"momentum":true,"spytrend":true,"vol":0.5551107982508209,"h":5,"mode":"time","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2019-12-12","entry":"2019-12-05","exit":"2019-12-11","net":-0.019544071538919683,"reason":"time","entry_price":14.73,"exit_price":14.5,"atr":0.8958714285714289,"trend":false,"momentum":false,"spytrend":true,"vol":0.8083260056060325,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2020-06-09","entry":"2020-06-02","exit":"2020-06-08","net":-0.09056136091929667,"reason":"time","entry_price":21.63,"exit_price":19.75,"atr":1.80995,"trend":true,"momentum":true,"spytrend":true,"vol":1.164826200571922,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2020-09-09","entry":"2020-09-01","exit":"2020-09-08","net":0.15994602596813978,"reason":"time","entry_price":26.55,"exit_price":30.92,"atr":1.8229857142857138,"trend":false,"momentum":false,"spytrend":true,"vol":0.6652127309433907,"h":5,"mode":"time","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

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 [["SLV260911P00055500",0.07,0.08,0.5384,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.008917027910867747,[0.014342072303202578,0.014817726773183661,0.027307058126027815,0.02806762455363696,0.002481722814540954,0.002602244513317056],-0.07951827718545905,{"ap":0.08,"as":110,"ax":"Q","bp":0.07,"bs":620,"bx":"W","c":" ","t":"2026-09-04T19:59:59.677635899Z"},{"delta":-0.0588,"gamma":0.0401,"rho":-0.0003,"theta":-0.0567,"vega":0.0064}],["SLV260930P00040500",0.01,0.06,0.707,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06093619286637767,[1.536332602950377e-05,1.7702329774693112e-05,0.00010584304556433474,0.00011905045798710243,5.670041799058108e-08,7.037735846465263e-08],-0.06199994329958201,{"ap":0.06,"as":81,"ax":"M","bp":0.01,"bs":97,"bx":"W","c":" ","t":"2026-09-04T19:59:59.487355186Z"},{"delta":-0.0095,"gamma":0.0024,"rho":-0.0004,"theta":-0.0059,"vega":0.0037}],["SLV260911C00074000",0.04,0.05,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.008917027910867747,[4.6276112338323487e-10,4.290093518026984e-10,1.9758775326194125e-08,1.856662220149322e-08,6.017299122575544e-15,5.35951603703469e-15],-0.05199999999999465,{"ap":0.05,"as":23,"ax":"D","bp":0.04,"bs":56,"bx":"Z","c":"A","t":"2026-09-04T19:59:59.042674013Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/SLV?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=U0xWMjYxMDAyQzAwMDU5MDAw

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"event":"2019-04-30","entry":"2019-04-23","exit":"2019-04-29","net":0.08703341811341803,"reason":"time","entry_price":28.34,"exit_price":30.93,"atr":1.292085714285715,"trend":false,"momentum":true,"spytrend":false,"vol":0.41598690888073764,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2019-06-10","entry":"2019-06-03","exit":"2019-06-07","net":0.05664900813705298,"reason":"time","entry_price":35.97,"exit_price":38.16,"atr":2.2182,"trend":true,"momentum":false,"spytrend":false,"vol":0.564898638472371,"h":5,"mode":"time","slip":0.001,"split":"train"},{"event":"2019-09-11","entry":"2019-09-04","exit":"2019-09-10","net":0.1263210724431323,"reason":"time","entry_price":16.28,"exit_price":18.41,"atr":1.221064285714286,"trend":false,"momentum":false,"spytrend":false,"vol":0.6178563790170265,"h":5,"mode":"time","slip":0.001,"split":"train"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"split":"holdout","indicator":"joint","state":true,"sample":0,"win_rate":0,"avg_win":0,"avg_loss":0,"mean":0,"CI":[0,0],"quarterKelly":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

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 [["SLV260918P00045000",0.04,0.05,0.8202,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.028081983420792454,[2.5733342997052854e-06,2.8514528302572222e-06,2.2218615459229265e-05,2.42001566956444e-05,3.998494362962806e-09,4.676226396220686e-09],-0.05199999600150564,{"ap":0.05,"as":75,"ax":"Q","bp":0.04,"bs":140,"bx":"W","c":"A","t":"2026-09-04T19:59:59.041377284Z"},{"delta":-0.0149,"gamma":0.0046,"rho":-0.0003,"theta":-0.0152,"vega":0.0037}],["SLV260914C00072000",0.01,0.05,0.6652,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.01713058027226405,[8.936053694144664e-05,8.329619265662462e-05,0.00040151936864670363,0.0003785460840804269,9.172011163163445e-07,8.250036245397247e-07],-0.051999174996375463,{"ap":0.05,"as":55,"ax":"Z","bp":0.01,"bs":59,"bx":"Z","c":"A","t":"2026-09-04T19:59:55.018416267Z"},{"delta":0.0168,"gamma":0.0082,"rho":0.0002,"theta":-0.0178,"vega":0.0032}],["SLV260916C00074000",0.04,0.06,0.6965,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.022606281846528253,[0.00010601639019893314,9.779169854423129e-05,0.00047451519170859714,0.00044344987587517843,1.0962969754628378e-06,9.706683654672376e-07],-0.06199902933163453,{"ap":0.06,"as":217,"ax":"Q","bp":0.04,"bs":596,"bx":"W","c":"A","t":"2026-09-04T19:59:57.29946378Z"},{"delta":0.0225,"gamma":0.0087,"rho":0.0003,"theta":-0.0207,"vega":0.0047}]] https://runway.adityaperswal.workers.dev/data/option-chain/SLV?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=U0xWMjYxMDAyQzAwMDU5MDAw

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"split":"holdout","indicator":"spytrend","state":false,"sample":1,"win_rate":0,"avg_win":0,"avg_loss":5.89315136006705,"mean":-5.89315136006705,"CI":[-5.89315136006705,-5.89315136006705],"quarterKelly":0},{"split":"holdout","indicator":"spytrend","state":true,"sample":6,"win_rate":83.33333333333334,"avg_win":5.962758497237717,"avg_loss":5.13504612983704,"mean":4.113124392725257,"CI":[0.2634393902239185,6.517873677044157],"quarterKelly":0.1724505694231406},{"split":"holdout","indicator":"joint","state":false,"sample":7,"win_rate":71.42857142857143,"avg_win":5.962758497237717,"avg_loss":5.5140987449520455,"mean":2.683656428040642,"CI":[-1.0218226466428624,6.1859602547191646],"quarterKelly":0.11251740403723637}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"split":"holdout","indicator":"trend","state":true,"sample":1,"win_rate":100,"avg_win":5.160152126939477,"avg_loss":0,"mean":5.160152126939477,"CI":[5.160152126939477,5.160152126939477],"quarterKelly":0.25},{"split":"holdout","indicator":"momentum","state":false,"sample":4,"win_rate":75,"avg_win":6.10604188434308,"avg_loss":5.89315136006705,"mean":3.1062435732405467,"CI":[-3.0020152199465358,6.904973275990933],"quarterKelly":0.12717909703524466},{"split":"holdout","indicator":"momentum","state":true,"sample":3,"win_rate":66.66666666666666,"avg_win":5.747833416579673,"avg_loss":5.13504612983704,"mean":2.1202069011074354,"CI":[-5.13504612983704,6.154229403500144],"quarterKelly":0.09221765609071414}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"split":"train","indicator":"joint","state":false,"sample":11,"win_rate":72.72727272727273,"avg_win":7.789972160919839,"avg_loss":5.729303237650977,"mean":4.102897052218708,"CI":[0.027606666780522926,7.685714465656234],"quarterKelly":0.13167239135981193},{"split":"train","indicator":"joint","state":true,"sample":5,"win_rate":60,"avg_win":7.767893967451219,"avg_loss":7.695733924797454,"mean":1.5824428105517496,"CI":[-5.235566729619574,8.102172146687966],"quarterKelly":0.05092895246711819},{"split":"holdout","indicator":"trend","state":false,"sample":6,"win_rate":66.66666666666666,"avg_win":6.163410089812277,"avg_loss":5.5140987449520455,"mean":2.2709071448908364,"CI":[-1.9119523015346955,6.356928276015779],"quarterKelly":0.09211244715991315}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

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 [["SLV260930P00038000",0.01,0.03,0.7552,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06093619286637767,[5.056117161811181e-07,5.947578494731311e-07,6.1723906132622415e-06,7.057662200225547e-06,2.741846941315781e-10,3.511351235764516e-10],-0.031999999725815305,{"ap":0.03,"as":74,"ax":"M","bp":0.01,"bs":83,"bx":"D","c":"A","t":"2026-09-04T19:59:59.805638643Z"},{"delta":-0.0054,"gamma":0.0014,"rho":-0.0002,"theta":-0.0038,"vega":0.0023}],["SLV260930P00036500",0.03,0.05,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06093619286637767,[4.4916594787411715e-08,5.3466238180530786e-08,8.552393938914778e-07,9.874908346109514e-07,5.427654467605078e-12,7.107724404981515e-12],-0.05199999999457235,{"ap":0.05,"as":85,"ax":"B","bp":0.03,"bs":57,"bx":"Z","c":"A","t":"2026-09-04T19:59:59.805638643Z"},{}],["SLV260911P00053500",0.01,0.03,0.5901,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.008917027910867747,[0.0005647216478297804,0.0005896091059026679,0.00177259275801564,0.00183766070938843,1.9884961356297616e-05,2.1214089768336425e-05],-0.0319801150386437,{"ap":0.03,"as":203,"ax":"A","bp":0.01,"bs":907,"bx":"W","c":"A","t":"2026-09-04T19:59:55.810880894Z"},{"delta":-0.0171,"gamma":0.0132,"rho":-0.0001,"theta":-0.0225,"vega":0.0023}]] https://runway.adityaperswal.workers.dev/data/option-chain/SLV?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=U0xWMjYxMDAyQzAwMDU5MDAw

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"split":"train","indicator":"momentum","state":true,"sample":7,"win_rate":71.42857142857143,"avg_win":6.383360148529479,"avg_loss":7.695733924797454,"mean":2.3607618418646417,"CI":[-2.890521649372118,7.017711367676226],"quarterKelly":0.09245764718478579},{"split":"train","indicator":"spytrend","state":false,"sample":5,"win_rate":80,"avg_win":8.473388958465138,"avg_loss":6.6578946775011865,"mean":5.447132231271874,"CI":[-0.8504751426565992,9.529171780989717],"quarterKelly":0.16071291716846203},{"split":"train","indicator":"spytrend","state":true,"sample":11,"win_rate":63.63636363636363,"avg_win":7.389986193693117,"avg_loss":6.4803707212616635,"mean":2.346220042800469,"CI":[-2.026536877373617,6.422721660990657],"quarterKelly":0.07937159763582573}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"split":"train","indicator":"trend","state":false,"sample":10,"win_rate":70,"avg_win":7.643670988840921,"avg_loss":5.729303237650977,"mean":3.6317787208933514,"CI":[-0.7114385793500039,7.501872225736387],"quarterKelly":0.11878385157457144},{"split":"train","indicator":"trend","state":true,"sample":6,"win_rate":66.66666666666666,"avg_win":8.029440566956481,"avg_loss":7.695733924797454,"mean":2.787715736371836,"CI":[-3.3372848752725246,8.47899390738048],"quarterKelly":0.08679669875894308},{"split":"train","indicator":"momentum","state":false,"sample":9,"win_rate":66.66666666666666,"avg_win":8.951109741177495,"avg_loss":5.729303237650977,"mean":4.057638748234671,"CI":[-0.8334178221601676,8.389650876757223],"quarterKelly":0.11332781257189957}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"h":10,"mode":"barrier","slip":0.001,"split":"holdout","return_pct":6.108607053542037,"drawdown":3.3494931687968132,"notice_exclusions":["2024-06-13","2024-09-12","2024-12-12","2025-04-10","2025-06-12","2025-09-11","2025-12-11","2026-03-26","2026-06-11"],"sample":1,"win_rate":100,"avg_win":6.108607053542037,"avg_loss":0,"mean":6.108607053542037,"CI":[6.108607053542037,6.108607053542037],"quarterKelly":0.25},{"h":10,"mode":"barrier","slip":0.0025,"split":"train","return_pct":-11.995797117454376,"drawdown":11.995797117454387,"notice_exclusions":["2019-04-30","2019-06-10","2019-09-11","2020-06-09","2020-09-09","2020-12-09","2021-04-14","2021-06-09","2021-09-09","2022-03-29","2022-06-08","2022-09-08","2022-12-07","2023-03-28","2023-06-07"],"sample":2,"win_rate":0,"avg_win":0,"avg_loss":6.18932749438531,"mean":-6.18932749438531,"CI":[-6.33760999884786,-6.041044989922762],"quarterKelly":0},{"h":10,"mode":"barrier","slip":0.0025,"split":"holdout","return_pct":5.790757212518338,"drawdown":3.3494931687968355,"notice_exclusions":["2024-06-13","2024-09-12","2024-12-12","2025-04-10","2025-06-12","2025-09-11","2025-12-11","2026-03-26","2026-06-11"],"sample":1,"win_rate":100,"avg_win":5.790757212518338,"avg_loss":0,"mean":5.790757212518338,"CI":[5.790757212518338,5.790757212518338],"quarterKelly":0.25}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

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 [["SLV260918P00045500",0.04,0.05,0.7924,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.028081983420792454,[6.145592679944016e-06,6.785966199513123e-06,4.5021456047332224e-05,4.889823307653066e-05,1.5761252780417256e-08,1.8333869567610074e-08],-0.05199998423874722,{"ap":0.05,"as":2,"ax":"A","bp":0.04,"bs":387,"bx":"W","c":" ","t":"2026-09-04T19:59:57.059778682Z"},{"delta":-0.0154,"gamma":0.0049,"rho":-0.0003,"theta":-0.0151,"vega":0.0038}],["SLV260930C00106000",0.04,0.06,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06093619286637767,[5.225037438604594e-10,4.2621024641372883e-10,2.649384074353281e-08,2.2404249274834223e-08,3.7926987240230554e-15,2.780657147838228e-15],-0.06199999999999722,{"ap":0.06,"as":135,"ax":"D","bp":0.04,"bs":759,"bx":"W","c":" ","t":"2026-09-04T19:59:59.603321996Z"},{}],["SLV260930C00110000",0.03,0.06,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06093619286637767,[3.778904475127525e-11,3.049428009075424e-11,2.9104146788196243e-09,2.438044455925857e-09,4.24218368599646e-17,3.0525425575604474e-17],-0.06199999999999997,{"ap":0.06,"as":64,"ax":"B","bp":0.03,"bs":50,"bx":"Z","c":"A","t":"2026-09-04T19:59:55.018401102Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/SLV?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=U0xWMjYxMDAyQzAwMDU5MDAw

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"h":10,"mode":"time","slip":0.0025,"split":"train","return_pct":-24.271597127262147,"drawdown":30.810554658048883,"notice_exclusions":["2019-04-30","2019-06-10","2019-09-11","2020-06-09","2020-09-09","2020-12-09","2021-04-14","2021-06-09","2021-09-09","2022-03-29","2022-06-08","2022-09-08","2022-12-07","2023-03-28","2023-06-07"],"sample":2,"win_rate":0,"avg_win":0,"avg_loss":12.688209903419818,"mean":-12.688209903419818,"CI":[-19.79513628516122,-5.581283521678415],"quarterKelly":0},{"h":10,"mode":"time","slip":0.0025,"split":"holdout","return_pct":6.56179421232308,"drawdown":4.639736162361629,"notice_exclusions":["2024-06-13","2024-09-12","2024-12-12","2025-04-10","2025-06-12","2025-09-11","2025-12-11","2026-03-26","2026-06-11"],"sample":1,"win_rate":100,"avg_win":6.56179421232308,"avg_loss":0,"mean":6.56179421232308,"CI":[6.56179421232308,6.56179421232308],"quarterKelly":0.25},{"h":10,"mode":"barrier","slip":0.001,"split":"train","return_pct":-11.466182925181744,"drawdown":11.466182925181744,"notice_exclusions":["2019-04-30","2019-06-10","2019-09-11","2020-06-09","2020-09-09","2020-12-09","2021-04-14","2021-06-09","2021-09-09","2022-03-29","2022-06-08","2022-09-08","2022-12-07","2023-03-28","2023-06-07"],"sample":2,"win_rate":0,"avg_win":0,"avg_loss":5.907471988971596,"mean":-5.907471988971596,"CI":[-6.0562000103366875,-5.758743967606506],"quarterKelly":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"h":5,"mode":"barrier","slip":0.0025,"split":"holdout","return_pct":16.763268596240533,"drawdown":7.465423489517631,"notice_exclusions":["2024-06-13","2024-09-12","2024-12-12"],"sample":7,"win_rate":71.42857142857143,"avg_win":5.6453455476380165,"avg_loss":5.797132605511002,"mean":2.376066075309726,"CI":[-1.3183131841230609,5.8208833605739425],"quarterKelly":0.10522234889163956},{"h":10,"mode":"time","slip":0.001,"split":"train","return_pct":-23.815859382860626,"drawdown":30.587192821282205,"notice_exclusions":["2019-04-30","2019-06-10","2019-09-11","2020-06-09","2020-09-09","2020-12-09","2021-04-14","2021-06-09","2021-09-09","2022-03-29","2022-06-08","2022-09-08","2022-12-07","2023-03-28","2023-06-07"],"sample":2,"win_rate":0,"avg_win":0,"avg_loss":12.425880383025678,"mean":-12.425880383025678,"CI":[-19.554159626587186,-5.29760113946417],"quarterKelly":0},{"h":10,"mode":"time","slip":0.001,"split":"holdout","return_pct":6.881960645025176,"drawdown":4.496337269372718,"notice_exclusions":["2024-06-13","2024-09-12","2024-12-12","2025-04-10","2025-06-12","2025-09-11","2025-12-11","2026-03-26","2026-06-11"],"sample":1,"win_rate":100,"avg_win":6.881960645025176,"avg_loss":0,"mean":6.881960645025176,"CI":[6.881960645025176,6.881960645025176],"quarterKelly":0.25}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

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 [["SLV260930P00042000",0.05,0.07,0.6998,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06093619286637767,[9.231593786576338e-05,0.00010518013644034793,0.0004448613103090442,0.0004959884495867069,8.22948103231096e-07,1.003308852196896e-06],-0.07199917705189678,{"ap":0.07,"as":72,"ax":"Q","bp":0.05,"bs":72,"bx":"W","c":" ","t":"2026-09-04T19:59:57.09249539Z"},{"delta":-0.0155,"gamma":0.0038,"rho":-0.0006,"theta":-0.009,"vega":0.0057}],["SLV260930C00096000",0.05,0.06,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06093619286637767,[3.571135905652956e-07,3.009398051167597e-07,4.966667347407543e-06,4.308899302230879e-06,1.1084970840324201e-10,8.539428451460927e-11],-0.06199999991460572,{"ap":0.06,"as":260,"ax":"W","bp":0.05,"bs":537,"bx":"E","c":"A","t":"2026-09-04T19:59:55.019470106Z"},{}],["SLV260918P00041000",0.01,0.05,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.028081983420792454,[5.078532766138307e-10,5.801876399187525e-10,2.227937071463233e-08,2.4846304976002972e-08,5.96392084338268e-15,7.31586168976785e-15],-0.051999999999994044,{"ap":0.05,"as":147,"ax":"U","bp":0.01,"bs":63,"bx":"Q","c":" ","t":"2026-09-04T19:59:57.095337761Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/SLV?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=U0xWMjYxMDAyQzAwMDU5MDAw

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"h":5,"mode":"barrier","slip":0.001,"split":"train","return_pct":62.15851948443492,"drawdown":18.011661821817672,"notice_exclusions":["2022-09-08"],"sample":16,"win_rate":68.75,"avg_win":7.7839508354283975,"avg_loss":6.515875512509568,"mean":3.315255101697783,"CI":[-0.26241681952979434,6.6157411092125775],"quarterKelly":0.10647726237582682},{"h":5,"mode":"barrier","slip":0.001,"split":"holdout","return_pct":19.241232850002767,"drawdown":7.048322215613611,"notice_exclusions":["2024-06-13","2024-09-12","2024-12-12"],"sample":7,"win_rate":71.42857142857143,"avg_win":5.962758497237717,"avg_loss":5.5140987449520455,"mean":2.683656428040642,"CI":[-1.0477205470313944,6.138823716039764],"quarterKelly":0.11251740403723637},{"h":5,"mode":"barrier","slip":0.0025,"split":"train","return_pct":54.55873967181986,"drawdown":18.62406256136643,"notice_exclusions":["2022-09-08"],"sample":16,"win_rate":68.75,"avg_win":7.461082478286935,"avg_loss":6.795908536518587,"mean":3.005772786160209,"CI":[-0.5608384872163099,6.254132473030677],"quarterKelly":0.10071503682299243}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"h":5,"mode":"time","slip":0.001,"split":"holdout","return_pct":23.325558777181055,"drawdown":27.394478867643933,"notice_exclusions":["2024-06-13","2024-09-12","2024-12-12"],"sample":7,"win_rate":71.42857142857143,"avg_win":5.543534482121153,"avg_loss":2.8711953098340572,"mean":3.13932597013395,"CI":[-0.060951748615964016,6.3848888825907295],"quarterKelly":0.14157600986603464},{"h":5,"mode":"time","slip":0.0025,"split":"train","return_pct":45.77547048643766,"drawdown":30.023458409054847,"notice_exclusions":["2022-09-08"],"sample":16,"win_rate":62.5,"avg_win":8.300104423636318,"avg_loss":6.549021293846348,"mean":2.7316822795803186,"CI":[-1.4092090671590138,6.75270802967283],"quarterKelly":0.08227855157464255},{"h":5,"mode":"time","slip":0.0025,"split":"holdout","return_pct":20.762717728652767,"drawdown":27.611969738461983,"notice_exclusions":["2024-06-13","2024-09-12","2024-12-12"],"sample":7,"win_rate":71.42857142857143,"avg_win":5.227377324019038,"avg_loss":3.1621460252082736,"mean":2.8303706528112347,"CI":[-0.4190709031903632,6.113052615773093],"quarterKelly":0.13536284437542387}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

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 [["SLV260914C00076000",0.03,0.06,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.01713058027226405,[5.094136218025465e-07,4.6681234006482894e-07,5.954374802830984e-06,5.5387343913222816e-06,3.461199708003072e-10,3.032856618517089e-10],-0.06199999969671434,{"ap":0.06,"as":136,"ax":"A","bp":0.03,"bs":672,"bx":"E","c":"A","t":"2026-09-04T19:59:59.682495023Z"},{}],["SLV260930C00101000",0.03,0.04,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.06093619286637767,[1.50404354126567e-08,1.2470901084635449e-08,3.8723036123109737e-07,3.3161835938713226e-07,7.770113861717461e-13,5.837645040200381e-13],-0.04199999999941624,{"ap":0.04,"as":57,"ax":"Z","bp":0.03,"bs":453,"bx":"E","c":"A","t":"2026-09-04T19:59:57.38293261Z"},{}],["SLV260918P00040000",0.01,0.04,null,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.028081983420792454,[3.9977724121226775e-11,4.5997981953453986e-11,2.5749303683733982e-09,2.88963652644424e-09,7.975060661158705e-17,9.906462093664901e-17],-0.041999999999999926,{"ap":0.04,"as":130,"ax":"T","bp":0.01,"bs":1,"bx":"Z","c":" ","t":"2026-09-04T19:59:50.86507548Z"},{}]] https://runway.adityaperswal.workers.dev/data/option-chain/SLV?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=U0xWMjYxMDAyQzAwMDU5MDAw

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"h":3,"mode":"barrier","slip":0.0025,"split":"train","return_pct":-0.21678494273872362,"drawdown":15.755944569206937,"notice_exclusions":[],"sample":17,"win_rate":52.94117647058824,"avg_win":5.065149360439221,"avg_loss":5.3740807048118535,"mean":0.15257050620342058,"CI":[-2.6008792566877705,2.865947394384211],"quarterKelly":0.007530405095013362},{"h":3,"mode":"barrier","slip":0.0025,"split":"holdout","return_pct":-27.480534373238697,"drawdown":32.301155944133384,"notice_exclusions":[],"sample":10,"win_rate":20,"avg_win":5.084834326879695,"avg_loss":5.103396674862985,"mean":-3.0657504745144495,"CI":[-5.504874737265352,-0.0942397892594751],"quarterKelly":0},{"h":5,"mode":"time","slip":0.001,"split":"train","return_pct":52.94336975974723,"drawdown":29.390824898161227,"notice_exclusions":["2022-09-08"],"sample":16,"win_rate":68.75,"avg_win":7.847345203557329,"avg_loss":7.535067971742541,"mean":3.0403410862761193,"CI":[-1.1505441118454338,7.127461149734433],"quarterKelly":0.09685890601887513}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"h":3,"mode":"time","slip":0.0025,"split":"holdout","return_pct":8.422933687582269,"drawdown":21.08795244310806,"notice_exclusions":[],"sample":10,"win_rate":50,"avg_win":4.712725198310337,"avg_loss":2.83588213086448,"mean":0.9384215337229284,"CI":[-1.8334759822976037,4.473129946083808],"quarterKelly":0.04978125682245289},{"h":3,"mode":"barrier","slip":0.001,"split":"train","return_pct":5.0041789746675835,"drawdown":13.580316692408855,"notice_exclusions":[],"sample":17,"win_rate":52.94117647058824,"avg_win":5.380819102307695,"avg_loss":5.0897757787749205,"mean":0.4534803347394051,"CI":[-2.203439570394365,3.2079677078116395],"quarterKelly":0.021069298470976244},{"h":3,"mode":"barrier","slip":0.001,"split":"holdout","return_pct":-25.271980559007233,"drawdown":30.44838122951763,"notice_exclusions":[],"sample":10,"win_rate":20,"avg_win":5.400563212511001,"avg_loss":4.81827847479198,"mean":-2.774510137331384,"CI":[-5.2150660823725525,0.20047941356228877],"quarterKelly":0}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

MeasuredSep8 2026, bars2019Jan2–2026Sep4; 10bpfees per side, slippage field per side, training<=2023/holdout>=2024. Dailybar simulation not15min executable validation. Issuer notice must precede entry date; exclusions in event corpus. [{"h":3,"mode":"time","slip":0.001,"split":"train","return_pct":26.234488116822916,"drawdown":18.952468308017878,"notice_exclusions":[],"sample":17,"win_rate":64.70588235294117,"avg_win":4.466879414218939,"avg_loss":3.93025181477746,"mean":1.5031860392790337,"CI":[-0.8705068175506808,3.8906674488624247],"quarterKelly":0.08412953988046457},{"h":3,"mode":"time","slip":0.001,"split":"holdout","return_pct":11.724914496132444,"drawdown":20.13530029525198,"notice_exclusions":[],"sample":10,"win_rate":50,"avg_win":5.027336076750126,"avg_loss":2.543951150959769,"mean":1.2416924628951787,"CI":[-1.545748093197229,4.76059815300585],"quarterKelly":0.06174703878648685},{"h":3,"mode":"time","slip":0.0025,"split":"train","return_pct":19.957921659889966,"drawdown":20.49578707128087,"notice_exclusions":[],"sample":17,"win_rate":64.70588235294117,"avg_win":4.153947391680035,"avg_loss":4.218030111334037,"mean":1.1991318023809503,"CI":[-1.1807172075764178,3.5550254502525194],"quarterKelly":0.07216821069897869}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LOVE&timeframe=1Day&feed=sip&adjustment=all

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 [["SLV260916P00046000",0.03,0.05,0.8398,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.022606281846528253,[1.288334852259318e-06,1.4158072147996226e-06,1.1682505775632216e-05,1.2633373746475882e-05,1.3536383895311858e-09,1.5635324801073465e-09],-0.051999998646361616,{"ap":0.05,"as":69,"ax":"P","bp":0.03,"bs":64,"bx":"W","c":" ","t":"2026-09-04T19:59:57.752574487Z"},{"delta":-0.0146,"gamma":0.005,"rho":-0.0002,"theta":-0.0171,"vega":0.0033}],["SLV260918P00047000",0.01,0.07,0.6979,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.028081983420792454,[6.367407885484298e-05,6.960948902444288e-05,0.000311730241456742,0.00033578538011433997,5.600445044703769e-07,6.41066959729152e-07],-0.07199943995549554,{"ap":0.07,"as":115,"ax":"C","bp":0.01,"bs":103,"bx":"Q","c":" ","t":"2026-09-04T19:59:57.059839294Z"},{"delta":-0.0156,"gamma":0.0057,"rho":-0.0003,"theta":-0.0135,"vega":0.0039}],["SLV260911P00054500",0.07,0.08,0.6396,59.82,0.385052024809816,0.4258640934022009,1.9453571428571443,0.008917027910867747,[0.003234459639116956,0.0033590142730684815,0.00772999599049912,0.00797853073314769,0.00027424727403060526,0.0002900124008250809],-0.0817257527259694,{"ap":0.08,"as":224,"ax":"Q","bp":0.07,"bs":942,"bx":"W","c":" ","t":"2026-09-04T19:59:57.079544182Z"},{"delta":-0.0505,"gamma":0.03,"rho":-0.0003,"theta":-0.0599,"vega":0.0056}]] https://runway.adityaperswal.workers.dev/data/option-chain/SLV?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000&page_token=U0xWMjYxMDAyQzAwMDU5MDAw

June10 issuer, quarterendedMay2,retrievedSep8: sales340.277m/+4.7%YoY; activeclients2.309m,+.9%sequential/-1.9%YoY; trailing52week revenue/client578/+6.6%YoY (notquarterARPU, accountsnotuniquepeople); GM43.7%/-50bp; operatingloss4.016m, netloss1.525m,adjEBITDA13.239m,SBC11.139m; operatingCF11.774m,FCF6.520m vs15.998mpriorQ3; repurchases15.1m/4.5mshares; cash+investments229.4m,nodebt. Q4guide revenue322–327m,adjEBITDA7–10m; FYrevenue1.346–1.351bn,adjEBITDA49–52m,GM43–44%,advertising9–10%,FCFpositive. UK discontinued sinceQ1FY2024; historicalregimesnotidentical. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Third-Quarter-of-Fiscal-2026-Financial-Results/default.aspx