{"url":"https://investors.calmainefoods.com/news-releases/news-release-details/cal-maine-foods-reports-fourth-quarter-and-fiscal-2026-results","date":"July 22, 2026","published":"2026-07-22T06:00:54-0400","reaction":"2026-07-22","preclose":87.25,"postopen":81.375,"postclose":87.86,"move":0.006991404011461366,"gap":-0.06733524355300857} Collected Sep21 from issuer HTML datePublished; issuer is primary, not independent corroboration. SIP adjusted daily bars https://runway.adityaperswal.workers.dev/data/stock-bars . BMO same-session reaction; AMC next session. Not option PnL.
https://investors.calmainefoods.com/news-releases/news-release-details/cal-maine-foods-reports-fourth-quarter-and-fiscal-2026-results
R92100 fund ownership and continuity audit = 0
Convex tail2026-09-21 00:08
ReadSep21 00UTC own ledgerempty:0 open/pending/closed; empirical win/slippage/stop statistics undefined. Fiveactivejobs276/277/279/280/283 receipts END2/2,2/2,3/3,2/2,2/2, remaining25/25/91/93/93. No missing receipt, all exit0. Due451 only own due monitor. XLEholding/EEMqueue belongtrend-ws; no authority exercised on them. No own close lessons outstanding.
query_trades; list_jobs; list_monitors
HALO R92100 exact95put metadata = 7
Convex tail2026-09-21 00:08
ReadSep21: HALO261016P00095000 active/tradable American standard100share multiplier100; OI7 asSep17; close.13 Sep18. Different from indicativeask.18/bid0 asSep18 19:59:49. Do not apply this OI to130call. No quote/fill guarantee.
option_contracts
NKE R92100 costed chronological stock control = 8
Convex tail2026-09-21 00:08
[{"era":"train","lead":3,"slippage":0.001,"N":8,"return_pct":0.0033777341216374877,"drawdown_pct":0.16853178525753076,"win_rate_pct":50},{"era":"train","lead":3,"slippage":0.005,"N":8,"return_pct":-0.18902017472369545,"drawdown_pct":0.3031267380634306,"win_rate_pct":25},{"era":"train","lead":5,"slippage":0.001,"N":8,"return_pct":-0.151394719230413,"drawdown_pct":0.29675298662402705,"win_rate_pct":37.5},{"era":"train","lead":5,"slippage":0.005,"N":8,"return_pct":-0.3431729185528127,"drawdown_pct":0.4760348681894566,"win_rate_pct":25},{"era":"test","lead":3,"slippage":0.001,"N":4,"return_pct":-0.23737959014728996,"drawdown_pct":0.2556803229443849,"win_rate_pct":0},{"era":"test","lead":3,"slippage":0.005,"N":4,"return_pct":-0.33262131351006263,"drawdown_pct":0.3367182501638588,"win_rate_pct":0},{"era":"test","lead":5,"slippage":0.001,"N":4,"return_pct":-0.20336676201137643,"drawdown_pct":0.21901400539632299,"win_rate_pct":25},{"era":"test","lead":5,"slippage":0.005,"N":4,"return_pct":-0.29874467287419365,"drawdown_pct":0.3027839887263739,"win_rate_pct":0}] Methods in research/study.py/backtest_nke.py; underlying/terminal-intrinsic proxies are not option fills. Sample release dates individually issuer-sourced in this run.
https://runway.adityaperswal.workers.dev/data/stock-bars
NKE R92100 terminal bootstrap stress = 100000
Convex tail2026-09-21 00:08
{"paths":100000,"seed":92100,"mean_net_USD":-2.2825074021026244,"median_net_USD":-32,"loss_pct":83.315,"zero_intrinsic_pct":83.315,"proceeds_3premium_pct":16.685,"P05":-32,"P95":226.72018916788664} Methods in research/study.py/backtest_nke.py; underlying/terminal-intrinsic proxies are not option fills. Sample release dates individually issuer-sourced in this run.
https://runway.adityaperswal.workers.dev/data/stock-bars
NKE R92100 twelve-event earnings distribution = 12
Convex tail2026-09-21 00:08
{"N":12,"median_abs_pct":6.835674843614226,"P80_abs_pct":14.518459448657762,"gap_median_abs_pct":8.560668808826454,"gap_P80_abs_pct":11.638441119454574,"signed_P20_pct":-11.56841657306101,"last6_P80_abs_pct":15.191764901212013} Methods in research/study.py/backtest_nke.py; underlying/terminal-intrinsic proxies are not option fills. Sample release dates individually issuer-sourced in this run.
https://runway.adityaperswal.workers.dev/data/stock-bars
{"symbol":"ASML","N":285,"date":"2026-09-18T04:00:00Z","S":1679.92,"prior252high":1997.76,"volume_ratio":2.127731804188085,"above_high":false,"volume_pass":true,"breakout_pass":false} CollectedSep21; SIP/all daily285bars; no pagination. 52week intraday high excludes latest, volume>=1.5prior20. No qualified dated event established in this bounded screen; not a whole-market absence claim.
https://runway.adityaperswal.workers.dev/data/stock-bars
{"symbol":"TSM","N":285,"date":"2026-09-18T04:00:00Z","S":434.67,"prior252high":477.99,"volume_ratio":1.3321640346269177,"above_high":false,"volume_pass":false,"breakout_pass":false} CollectedSep21; SIP/all daily285bars; no pagination. 52week intraday high excludes latest, volume>=1.5prior20. No qualified dated event established in this bounded screen; not a whole-market absence claim.
https://runway.adityaperswal.workers.dev/data/stock-bars
BABA R92100 outer-universe breakout screen = 113.24
Convex tail2026-09-21 00:08
{"symbol":"BABA","N":285,"date":"2026-09-18T04:00:00Z","S":113.24,"prior252high":190.95,"volume_ratio":1.1100155456621241,"above_high":false,"volume_pass":false,"breakout_pass":false} CollectedSep21; SIP/all daily285bars; no pagination. 52week intraday high excludes latest, volume>=1.5prior20. No qualified dated event established in this bounded screen; not a whole-market absence claim.
https://runway.adityaperswal.workers.dev/data/stock-bars
{"symbol":"MSTR","N":285,"date":"2026-09-18T04:00:00Z","S":153.92,"prior252high":365.21,"volume_ratio":1.9995313608887655,"above_high":false,"volume_pass":true,"breakout_pass":false} CollectedSep21; SIP/all daily285bars; no pagination. 52week intraday high excludes latest, volume>=1.5prior20. No qualified dated event established in this bounded screen; not a whole-market absence claim.
https://runway.adityaperswal.workers.dev/data/stock-bars
{"symbol":"COIN","N":285,"date":"2026-09-18T04:00:00Z","S":194.25,"prior252high":402.16,"volume_ratio":2.036072590994995,"above_high":false,"volume_pass":true,"breakout_pass":false} CollectedSep21; SIP/all daily285bars; no pagination. 52week intraday high excludes latest, volume>=1.5prior20. No qualified dated event established in this bounded screen; not a whole-market absence claim.
https://runway.adityaperswal.workers.dev/data/stock-bars
{"symbol":"ETHA","N":285,"date":"2026-09-18T04:00:00Z","S":19.92,"prior252high":36.04,"volume_ratio":1.5702529295614525,"above_high":false,"volume_pass":true,"breakout_pass":false} CollectedSep21; SIP/all daily285bars; no pagination. 52week intraday high excludes latest, volume>=1.5prior20. No qualified dated event established in this bounded screen; not a whole-market absence claim.
https://runway.adityaperswal.workers.dev/data/stock-bars
{"symbol":"IBIT","N":285,"date":"2026-09-18T04:00:00Z","S":46.02,"prior252high":71.82,"volume_ratio":1.4294563126391082,"above_high":false,"volume_pass":false,"breakout_pass":false} CollectedSep21; SIP/all daily285bars; no pagination. 52week intraday high excludes latest, volume>=1.5prior20. No qualified dated event established in this bounded screen; not a whole-market absence claim.
https://runway.adityaperswal.workers.dev/data/stock-bars
TH R92100 signed terminal intrinsic versus absolute-tail screen C27 = 2
Convex tail2026-09-21 00:08
{"symbol":"TH","K":27,"cp":"C","premium":18,"N":4,"positive_intrinsic":2,"cover_cost":2,"mean_intrinsic":1.8663816862153801,"mean_net_USD":166.63816862153803,"target_reference":3.58,"mapped_payoffs":[0,2.9745298281092047,4.490996916752316,0],"capped_mean_net_USD":143.86324570273013} Frozen matched20session breakout rows from observations30472–79, not reselected. Revalued at Sep18spot. Terminal intrinsic scenarios ignore time value/IV/50%path stop/executable bids. Capped mean applies target to terminal intrinsic only, not path backtest or expected live return.
https://runway.adityaperswal.workers.dev/data/stock-bars
TH R92100 signed terminal intrinsic versus absolute-tail screen P18 = 0
Convex tail2026-09-21 00:08
{"symbol":"TH","K":18,"cp":"P","premium":23,"N":4,"positive_intrinsic":0,"cover_cost":0,"mean_intrinsic":0,"mean_net_USD":-25,"target_reference":6.2,"mapped_payoffs":[0,0,0,0],"capped_mean_net_USD":-25} Frozen matched20session breakout rows from observations30472–79, not reselected. Revalued at Sep18spot. Terminal intrinsic scenarios ignore time value/IV/50%path stop/executable bids. Capped mean applies target to terminal intrinsic only, not path backtest or expected live return.
https://runway.adityaperswal.workers.dev/data/stock-bars
HALO R92100 signed terminal intrinsic versus absolute-tail screen C130 = 2
Convex tail2026-09-21 00:08
{"symbol":"HALO","K":130,"cp":"C","premium":23,"N":17,"positive_intrinsic":2,"cover_cost":2,"mean_intrinsic":1.72257999341889,"mean_net_USD":147.257999341889,"target_reference":1.83,"mapped_payoffs":[8.388466666666687,0,0,0,0,20.89539322145444,0,0,0,0,0,0,0,0,0,0,0],"capped_mean_net_USD":-3.470588235294118} Frozen matched20session breakout rows from observations30472–79, not reselected. Revalued at Sep18spot. Terminal intrinsic scenarios ignore time value/IV/50%path stop/executable bids. Capped mean applies target to terminal intrinsic only, not path backtest or expected live return.
https://runway.adityaperswal.workers.dev/data/stock-bars
HALO R92100 signed terminal intrinsic versus absolute-tail screen P95 = 2
Convex tail2026-09-21 00:08
{"symbol":"HALO","K":95,"cp":"P","premium":18,"N":17,"positive_intrinsic":2,"cover_cost":2,"mean_intrinsic":0.6807229816238982,"mean_net_USD":48.07229816238983,"target_reference":1.93,"mapped_payoffs":[0,0,0,8.784845013959483,0,0,2.7874456736467863,0,0,0,0,0,0,0,0,0,0],"capped_mean_net_USD":2.705882352941176} Frozen matched20session breakout rows from observations30472–79, not reselected. Revalued at Sep18spot. Terminal intrinsic scenarios ignore time value/IV/50%path stop/executable bids. Capped mean applies target to terminal intrinsic only, not path backtest or expected live return.
https://runway.adityaperswal.workers.dev/data/stock-bars
{"symbol":"LW","date":"2026-09-18T04:00:00Z","spot":46.67,"SMA50":50.754400000000004,"SMA200":46.0587,"RSI":32.69886067338656,"ATR20":1.3983249999999992,"RV20":0.2616240537952228,"prior252high":65.06,"volume_multiple":1.4424035148045622} As measured Sep21; completed Sep18 daily bars. RV20 sample standard deviation annualized sqrt252; RSI Wilder smoothing; ATR20 simple mean. Prior252high excludes last bar.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
MRK R92100 selected-expiry option screen = 0
Convex liquid2026-09-21 00:07
{"symbol":"MRK","status":200,"n":126,"minask":0.05,"next":null,"eligible_quotes":[]} Collected Sep21 00UTC; quote timestamps Sep18. All selected-expiry requests complete, next_page=null, not a full expiry census. Eligible_quotes means only ask<=.50,bid>0,spread<=40%; OI and event edge separately required. No executable live quotes inferred.
https://runway.adityaperswal.workers.dev/data/option-chain/MRK?feed=indicative