Notes

{"symbol":"XLB","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":49.76,"sma200":49.94445,"atr20":0.7849999999999995,"high20":53.94,"r21":-0.04820198928844688,"r63":-0.03152977812378366,"r126":0.05580309781455539,"r252":0.12021611886537586,"avg":0.02407186231692518,"p90":0.10242204395726381,"windows":1255,"worstgap":-0.032136105860113395,"sma_distance":-0.003693103037474721,"high_drawdown":-0.07749351130886173,"eligible":false,"rank":null,"size":0,"stop":48.19,"target":54.856520907313445,"g":0.1,"stress":0}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLF","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":55.66,"sma200":53.26344999999999,"atr20":0.7054999999999996,"high20":58.39,"r21":-0.028282122905027962,"r63":0.046240601503759304,"r126":0.1499999999999999,"r252":0.04880346711889949,"avg":0.054190486429407686,"p90":0.11839449899401085,"windows":1255,"worstgap":-0.03914373088685008,"sma_distance":0.044994269053168834,"high_drawdown":-0.046754581263915074,"eligible":true,"rank":4,"size":0,"stop":54.248999999999995,"target":62.24983781400664,"g":0.1,"stress":0}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLV","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":167.75,"sma200":154.58825000000002,"atr20":2.1585000000000036,"high20":175.15,"r21":-0.041483343808925155,"r63":0.13206910514239434,"r126":0.15841447413852627,"r252":0.2487902925630907,"avg":0.12444763200877154,"p90":0.10626814878798006,"windows":1255,"worstgap":-0.026399635867091376,"sma_distance":0.08514068824765131,"high_drawdown":-0.04224950042820441,"eligible":true,"rank":3,"size":86.66,"stop":163.433,"target":185.57648195918364,"g":0.1,"stress":11.106454086438156}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLE","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":63.93,"sma200":54.98775,"atr20":1.2579999999999998,"high20":65.78,"r21":0.011550632911392356,"r63":0.20463538722442065,"r126":0.09826490293763945,"r252":0.47372060857538023,"avg":0.19704288291220817,"p90":0.20623380761303578,"windows":1255,"worstgap":-0.0579319636241159,"sma_distance":0.16262258412100872,"high_drawdown":-0.02812404986318029,"eligible":true,"rank":2,"size":86.66,"stop":61.414,"target":77.11452732070137,"g":0.1158639272482318,"stress":13.489459580485923}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLK","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":189.38,"sma200":162.04685,"atr20":3.140499999999997,"high20":189.59,"r21":0.0324374420759963,"r63":-0.008429760720456647,"r126":0.37301529761473207,"r252":0.4043752317389693,"avg":0.20034955267731025,"p90":0.18371503840112063,"windows":1255,"worstgap":-0.06256806256806269,"sma_distance":0.16867436793742052,"high_drawdown":-0.001107653357244609,"eligible":true,"rank":1,"size":86.66,"stop":183.099,"target":224.1719539724042,"g":0.12513612513612538,"stress":13.792109398828321}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars

The automated trading fund manager reviewed research from September 2020 and indicative quotes from September 2018 for MLKN options. On October 16, the quotes were: MLKN S20.66 with an ask price of 0.63 and a bid price of 0.17, and an open interest of 1; P20 had an ask price of 1.43 and a bid price of 0.73, with an open interest of 9; and C25 had an ask price of 0.52 and a bid price of 0, with an open interest of 2. All of these options failed to meet the criteria of a 50 USD premium and/or sufficient liquidity. A search of TJGC option contracts from September 29 to October 30 returned no results, indicating that there were no executable contracts based on the stock's breakout. For SFIX, the P2.5 option had an ask price of 0.28 and a bid price of 0.03, with an open interest of 166 and a spread of 89.29%, with a median of 16.578 and a hurdle of 21.831, and a price of 8031.414 and 801.972 times. For LW, the P40 option had an ask price of 0.48 and a bid price of 0.33, with an open interest of 312 and a spread of 31.25%, with a median of 10.0174 and a hurdle of 15.3203, and a price of 8020.1075 and 805.65455 times. Note that the open interest metadata is lagged, and the quotes are indicative and not confirmed by the Options Price Reporting Authority, which is a system that collects and distributes options trade data, referred to here as OPRA. option_contracts + https://runway.adityaperswal.workers.dev/data/option-chain/MLKN?feed=indicative

The company that issued the results for the period ending May 31 reported the following for the quarter ending June 30: revenue was $11.0 billion, which is a 1% decrease, with Direct sales being $4.1 billion, a 7% decrease, and wholesale sales being $6.6 billion, a 4% increase. The margin was 49.2%, which includes a recovery of approximately 900 basis points, or 9%, due to the International Emergency Economic Powers Act, totaling $986 million. If we subtract this 900 basis points, the margin would be approximately 40.2%, although this is not an official adjusted metric. Earnings per share were $0.72, which includes $0.52 from the recovery. The company has $9.0 billion in cash and investments, and the full-year operating cash includes approximately $0.3 billion in tariff receipts. Note that the entire $986 million received is not considered cash. This information comes from a management source and has not been independently verified to confirm demand. https://www.sec.gov/Archives/edgar/data/320187/000032018726000076/q4fy26exhibit991er.htm

A news scan found the following data about Nike stock, ticker NKE. The data includes the stock's price movement after certain events, which are called reactions. A reaction is a change in the stock price after some news, in this case, earnings reports. Earnings reports are when companies tell the public how much money they made. The data shows the stock price before and after these events, as well as the percentage change, which is called the move. The moves are: on 2023-09-28, the stock price went from 83.6 to 89.19, a move of 0.0669, on 2023-12-21, from 114.67 to 101.11, a move of -0.1183, on 2024-03-21, from 94.69 to 88.15, a move of -0.0691, on 2024-06-27, from 88.81 to 71.06, a move of -0.1999, on 2024-10-01, from 84.41 to 78.7, a move of -0.0676, on 2024-12-19, from 73.39 to 73.24, a move of -0.0020, on 2025-03-20, from 68.75 to 65, a move of -0.0545, on 2025-06-26, from 60.23 to 69.38, a move of 0.1519, on 2025-09-30, from 67.5 to 71.83, a move of 0.0641, on 2025-12-18, from 63.94 to 57.2, a move of -0.1054, on 2026-03-31, from 51.8 to 43.77, a move of -0.1550, and on 2026-06-30, from 40.62 to 42.61, a move of 0.0490. The median move, which is the middle value of all the moves, is 0.0684, and the 80th percentile move, which is the value below which 80% of the moves fall, is 0.1452. The hurdle, which is the minimum move required for a trade to be profitable, is 0.1121. The p80 payoff, which is the potential profit of a trade if the move is at the 80th percentile, is 1.6455. The median price ceiling, which is the maximum price at which a trade can be made, is -1.0827, and the p80 multiple, which is the ratio of the p80 payoff to the hurdle, is 3.5011. The stock price is currently 35.51, with an ask price of 0.47 and a bid price of 0.39, and a spread of 17.0213%. The open interest, which is the number of outstanding contracts, is 294 as of September 17. The latest 6 median move is 8.47797%, the latest 6 80th percentile move is 15.19176%, and the latest 6 p80 multiple is 4.00978. The full 12 median move is 6.83567%, the full 12 80th percentile move is 14.51846%, and the full 12 p80 multiple is 3.50107. The strike price, which is the price at which a trade can be made, is 9.8845% out of the money, or OTM, meaning it is 9.8845% above the current stock price. The issuer released information on October 1, and the option expires on October 9, 8 days later. Both full-sample gates, which are used to determine whether a trade should be made, fail. https://runway.adityaperswal.workers.dev/data/option-chain/NKE?feed=indicative

A news scan found the headline about the issuer of NKE R92008. The earnings date was 2026-06-30. The next-session close reaction was on 2026-07-01. The price before the earnings was 40.62. The price after the earnings was 42.61. This was a move of 0.048990645002461974 or approximately 4.9 percent. The primary issuer released the information, and the results were confirmed by after-close results calls. The exact time of the first publication was not checked. The price information came from https://runway.adityaperswal.workers.dev/data/stock-bars, with SIP adjustment, and was downloaded on September 20 for completed sessions through September 18. This event was part of a sample that did not include option fills. https://www.sec.gov/Archives/edgar/data/320187/000032018726000076/q4fy26exhibit991er.htm

A news scan found the earnings date for the issuer of NKE, which is 2026-03-31. The next-session close reaction was on 2026-04-01. The price before the earnings was 51.8 and the price after was 43.77, which is a move of -0.15501930501930494, or a decrease of 15.50%. This information is based on a primary issuer release and after-close results calls, which confirmed the AMC alignment. The exact first publication minute was not audited. The price source is https://runway.adityaperswal.workers.dev/data/stock-bars, with SIP adjustment, and all data was downloaded on September 20 for completed sessions through September 18. This event sample does not include option fills. https://www.sec.gov/Archives/edgar/data/320187/000032018726000026/q3fy26exhibit991er.htm

A news scan found the headline about NKE's earnings date and the stock's next-session close reaction. The issuer of R92008, which is a type of financial instrument, released its earnings on December 18, 2025. The stock price before the earnings release was 63.94 and after the release it was 57.2. The price moved down by -0.10541132311542067, or approximately -10.5 percent. The earnings release was made after the market closed, which is also known as AMC, or after-market close, alignment. The first publication minute of the results was not audited, meaning it was not officially verified. The stock price data came from the website https://runway.adityaperswal.workers.dev/data/stock-bars, which includes SIP adjustments, or adjustments for the Securities Industry Processor, for all downloaded data from September 20 for completed trading sessions through September 18. This event sample did not include option fills, which are a type of trade. https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2025/NIKE-Inc--Reports-Fiscal-2026-Second-Quarter-Results/

A news scan found the earnings date for NKE, the issuer of R92008, to be 2025-09-30. The next-session close reaction was on 2025-10-01. The price before the earnings was 67.5 and the price after was 71.83, which is a move of 0.06414814814814807, or 6.41%. This information comes from the primary issuer release and after-close results calls, which confirmed the AMC, or after-market close, alignment. The exact first publication minute was not checked. The price source is https://runway.adityaperswal.workers.dev/data/stock-bars, which uses SIP, or securities information processor, adjustment for all downloaded data from September 20 for completed sessions through September 18. This event sample does not include option fills. https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2025/NIKE-Inc--Reports-Fiscal-2026-First-Quarter-Results/default.aspx

A news scan found the headline about NKE's earnings date. On 2025-06-26, the issuer of R92008, which is a type of financial instrument, released its earnings. The next day, 2025-06-27, the stock price reacted. Before the earnings release, the stock price was 60.23. After the release, the stock price was 69.38. This means the stock price moved up by 15.19%. The earnings release was made after the market closed, which is called AMC, or after-market close, alignment. The exact time of the release was not checked. The stock prices came from the website https://runway.adityaperswal.workers.dev/data/stock-bars, which uses SIP, or securities information processor, adjustments. The data was downloaded on September 20 for trading sessions that ended on September 18. This event was not about options trading, but about the stock price reaction to the earnings release. https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2025/NIKE-Inc--Reports-Fiscal-2025-Fourth-Quarter-and-Full-Year-Results/

A news scan found the headline about NKE's earnings date. On 2025-03-20, the issuer of R92008, which is a type of financial product, released its earnings. The next day, 2025-03-21, the stock price closed at 65, which is a change of -0.054545454545454564 or -3.75 from the previous close of 68.75. This reaction happened after the company's results were announced after the market closed, which is also known as AMC, or after-market close, alignment. The exact time of the first publication of the results was not checked. The stock prices came from the website https://runway.adityaperswal.workers.dev/data/stock-bars, which had prices adjusted for SIP, or securities information processor, changes that were downloaded on September 20 for trading sessions that ended on September 18. This event was part of a sample of events that did not include option fills, which are a type of trade. https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2025/NIKE-Inc--Reports-Fiscal-2025-Third-Quarter-Results/

A news scan found the headline about NKE's earnings date. The issuer of R92008, NKE, had an earnings date of 2024-12-19. The next-session close reaction was on 2024-12-20. Before the earnings, the price was 73.39. After the earnings, the price was 73.24. This was a move of -0.0020438751873552707. The primary issuer released the information, which was confirmed by after-close results calls. The exact time of the first publication was not checked. The price information came from https://runway.adityaperswal.workers.dev/data/stock-bars, which used SIP adjustment for all data downloaded on September 20 for completed sessions through September 18. This event was part of a sample that did not include option fills. https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2024/NIKE-Inc.-Reports-Fiscal-2025-Second-Quarter-Results/

A news scan found the headline about NKE's earnings date and the stock's next-session close reaction. On October 1, 2024, the primary issuer released its earnings, which was confirmed by after-close results calls. The exact time of the first publication was not checked. The stock price was 84.41 before the earnings release and 78.7 after, a move of -6.76%. The price data came from https://runway.adityaperswal.workers.dev/data/stock-bars, with SIP adjustment, and was downloaded on September 20 for completed sessions through September 18. This event was not about option fills. https://www.sec.gov/Archives/edgar/data/320187/000032018724000062/q1fy25exhibit991er.htm

A news scan found the headline about NKE's earnings date. The issuer of R92008, NKE, had an earnings date of 2024-06-27. The next-session close reaction was on 2024-06-28. Before the earnings, the price was 88.81. After the earnings, the price was 71.06. This was a move of -0.19986488008107195, or a decrease of approximately 19.99 percent. The primary issuer released the information, and the results were confirmed by after-close results calls on the same day, which is known as AMC alignment, meaning after market close. The exact time of the first publication was not checked. The price information came from https://runway.adityaperswal.workers.dev/data/stock-bars, with SIP adjustment, which refers to the Securities Information Processor, all downloaded on September 20 for completed sessions through September 18. This event was part of a sample that did not include option fills, which are orders to buy or sell a stock option. https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2024/NIKE-Inc.-Reports-Fiscal-2024-Fourth-Quarter-and-Full-Year-Results/

A news scan found the earnings date for NKE, the issuer of R92008, to be 2024-03-21. The next-session close reaction was on 2024-03-22. The price before the earnings was 94.69 and the price after was 88.15, which is a move of -6.9%. This information comes from the primary issuer release and after-close results calls, which confirmed the AMC, or after-market close, alignment. The exact first publication minute was not checked. The prices come from the website https://runway.adityaperswal.workers.dev/data/stock-bars, which uses SIP, or securities information processor, adjustment for all data downloaded on September 20 for completed sessions through September 18. This event is part of a sample that does not include option fills. https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2024/NIKE-Inc.-Reports-Fiscal-2024-Third-Quarter-Results/

A news scan found the headline about NKE's earnings date and the stock's next-session close reaction. On December 21, 2023, the primary issuer released its earnings, which was confirmed by after-close results calls. The exact time of the first publication was not checked. The stock price came from https://runway.adityaperswal.workers.dev/data/stock-bars, which uses SIP adjustment for all data downloaded on September 20 for completed sessions through September 18. This event is about the issuer's earnings, not about option fills. The stock closed at 114.67 before the earnings and 101.11 after, a move of -0.11825237638440744, on December 22, 2023. https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2023/NIKE-Inc.-Reports-Fiscal-2024-Second-Quarter-Results/

A news scan found the headline about NKE's earnings date and the stock's next-session close reaction. On 2023-09-28, the primary issuer released its earnings, which was followed by after-close results calls that confirmed the alignment with AMC, or after-market close, though the exact first publication minute was not audited. The stock price was 83.6 before the earnings release and 89.19 after, a move of 0.06686602870813396, or 6.68%. The price data came from https://runway.adityaperswal.workers.dev/data/stock-bars, with SIP, or securities information processor, adjustment, and was downloaded on September 20 for completed sessions through September 18. This event was part of a sample that did not include option fills. https://www.sec.gov/Archives/edgar/data/320187/000032018723000048/q1fy24exhibit991er.htm

A news scan found the headline 'BB R92008 vectorbt directional proxy and forbidden hold-through counterfactual'. The backtest results are as follows: the long-only strategy had a return of -8.687715331788674 and a drawdown of 15.04054398454806 during the training period, and a return of -2.7202521456751243 and a drawdown of 2.720252145675117 during the holdout period. The short-only strategy had a return of 5.055074132314689 and a drawdown of 7.517598902038292 during the training period, and a return of 2.267859522780668 and a drawdown of 1.8368089358923312 during the holdout period. A simulation was run with 50,000 paths and 20 trades, resulting in a mean return of -0.5207122746870774 and a mean profit and loss of -22.39062781154433. The simulation also showed that the 5th percentile final equity was 282.07894137863786, the 50th percentile final equity was 537.916365265723, and the 95th percentile final equity was 871.319368496733. The 95th percentile maximum drawdown was 0.7224057732747327. This simulation was run for illustration purposes only, with a cost of 0.02, and does not represent actual option payoffs or sizing authorization. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the pre-event model assumptions and scenarios for BB R92008 are given. The assumptions include 50,000 paths, a seed of 92008, a spot price of 7.99, a strike price of 8.5, an ask price of 0.43, a half spread of 0.025, a rate of 0.04, an RV20 of 0.5713186745848879, a total variance of 0.03596272476346943, an event variance of 0.023443079856587064, a sample size of 247, a sample mean of 0.001762988042941893, calendar days of 3, 4, and 5, and an event exit of September 23. The scenarios are as follows: if the event variance multiplier is 0.75, the mean profit and loss is -11.052724178428203, the 5th percentile is -31.345377203696298, the 95th percentile is 30.181889939771715, the win percentage is 20.094, the stop percentage is 35.758, the target percentage is 0.848, the time percentage is 63.39399999999999, and the half Kelly is 0. If the event variance multiplier is 1, the mean profit and loss is -5.723939340658928, the 5th percentile is -29.171550340469132, the 95th percentile is 36.61975916332048, the win percentage is 28.398, the stop percentage is 19.392, the target percentage is 0.9979999999999999, the time percentage is 79.61, and the half Kelly is 0. If the event variance multiplier is 1.25, the mean profit and loss is -0.9359116872094665, the 5th percentile is -26.89931465674305, the 95th percentile is 42.194803276438805, the win percentage is 37.438, the stop percentage is 10.286, the target percentage is 1.346, the time percentage is 88.368, and the half Kelly is 0. This is unvalidated European call repricing, with constant remaining event variance, independent and identically distributed sampled non-event daily log returns, three daily checkpoints, and not actual executable 15-minute paths. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative

The 20 basis points per side model for LPG has an entry price of 58.15 and a stop price of 54.31, with a net 3R value of 70.59 and a stop loss of 4.06, and a 50% gap loss of 29.25 per share. For BWLP, the values are 25.66, 23.96, 31.17, 1.80, and 12.91. For CSTM, the values are 25.55, 23.71, 31.49, 1.94, and 12.85. The formula used is T equals 4 times E times 1 plus c, minus 3 times S times 1 minus c, all divided by 1 minus c, where a basis point is a unit of measurement for interest rates, equal to 0.01%. The value has not been established and no actual brackets have been set. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following diagnostic metrics for BWLP R92008: return of 23.121317, drawdown of 11.087333, win rate of 40.909091, with 44 trades and 600 bars. The strategy used was a breakout strategy, which is a method of buying or selling when a stock's price breaks out of a certain range, with a lookback period of 20, over 1460 days, a stop loss of 10 percent, and a target profit of 30 percent. The system did not hold out any history or costs, and signal exits were at the same close, with no costed policy edge, meaning no extra costs were considered when making decisions. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following diagnostic metrics for LPG R92008 CLI: the return was 93.997987, the drawdown was 11.303419, and the win rate was 38.554217, based on 83 events and 1002 bars. The strategy used was a breakout strategy, which is a method of buying or selling when a stock price breaks out of a certain range, with a lookback period of 20, over 1460 days, a stop loss at 10 percent, and a target profit at 30 percent. The system did not hold any positions overnight, and costs were not factored into the signal exits, which occurred at the same closing price, with no consideration for policy edge, which refers to the advantage of a particular trading strategy. https://runway.adityaperswal.workers.dev/data/stock-bars