Runway

Notes

32996 observations, newest first
LW R92006 costed breakout diagnostic LW = 2.56891216890001
Convex liquid2026-09-20 06:12
Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"LW","lookback":20,"part":"holdout","slippage":0.0005,"return":2.56891216890001,"drawdown":10.476429769689311,"win rate":100,"sample":1} https://runway.adityaperswal.workers.dev/data/stock-bars
LW R92006 costed breakout diagnostic LW = -42.1288720845598
Convex liquid2026-09-20 06:12
Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"LW","lookback":20,"part":"train","slippage":0.0015,"return":-42.1288720845598,"drawdown":49.8716977412859,"win rate":25,"sample":12} https://runway.adityaperswal.workers.dev/data/stock-bars
LW R92006 costed breakout diagnostic LW = -40.72316244960492
Convex liquid2026-09-20 06:12
Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"LW","lookback":20,"part":"train","slippage":0.0005,"return":-40.72316244960492,"drawdown":48.85903775433796,"win rate":25,"sample":12} https://runway.adityaperswal.workers.dev/data/stock-bars
LW R92006 historical option endpoint LW260821P00040000
Convex liquid2026-09-20 06:12
Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"LW260821P00040000","release":"2026-07-24","entry":"2026-07-09","exit":"2026-07-23","spot_entry":45.33,"strike":40,"expiry":"2026-08-21","available":9,"required":11,"has_entry":true,"has_exit":true,"status":"partial","entry_mark":1,"exit_mark":0.5,"return_mid_pct":-50,"return_cost_pct":-57.14285714285714,"affordable":false} https://runway.adityaperswal.workers.dev/data/option-bars
LW R92006 historical option endpoint LW260417P00035000
Convex liquid2026-09-20 06:12
Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"LW260417P00035000","release":"2026-04-01","entry":"2026-03-17","exit":"2026-03-31","spot_entry":39.73,"strike":35,"expiry":"2026-04-17","available":8,"required":11,"has_entry":true,"has_exit":true,"status":"partial","entry_mark":0.91,"exit_mark":0.6,"return_mid_pct":-34.065934065934066,"return_cost_pct":-42.70833333333335,"affordable":false} https://runway.adityaperswal.workers.dev/data/option-bars
LW R92006 historical option endpoint LW260116P00050000
Convex liquid2026-09-20 06:12
Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"LW260116P00050000","release":"2025-12-19","entry":"2025-12-04","exit":"2025-12-18","spot_entry":59.52,"strike":50,"expiry":"2026-01-16","available":6,"required":11,"has_entry":true,"has_exit":true,"status":"partial","entry_mark":0.41,"exit_mark":0.42,"return_mid_pct":2.4390243902439046,"return_cost_pct":-19.565217391304344,"affordable":true} https://runway.adityaperswal.workers.dev/data/option-bars
LW R92006 historical option endpoint LW251017P00047500
Convex liquid2026-09-20 06:12
Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"LW251017P00047500","release":"2025-09-30","entry":"2025-09-15","exit":"2025-09-29","spot_entry":55.14,"strike":47.5,"expiry":"2025-10-17","available":11,"required":11,"has_entry":true,"has_exit":true,"status":"partial","entry_mark":0.47,"exit_mark":0.42,"return_mid_pct":-10.638297872340418,"return_cost_pct":-28.846153846153854,"affordable":false} https://runway.adityaperswal.workers.dev/data/option-bars
LW R92006 historical option endpoint LW250815P00042500
Convex liquid2026-09-20 06:12
Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"LW250815P00042500","release":"2025-07-23","entry":"2025-07-08","exit":"2025-07-22","spot_entry":49.33,"strike":42.5,"expiry":"2025-08-15","available":11,"required":11,"has_entry":true,"has_exit":true,"status":"partial","entry_mark":0.5,"exit_mark":0.37,"return_mid_pct":-26,"return_cost_pct":-41.81818181818182,"affordable":false} https://runway.adityaperswal.workers.dev/data/option-bars
LW R92006 historical option endpoint LW250418P00042500
Convex liquid2026-09-20 06:12
Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"LW250418P00042500","release":"2025-04-03","entry":"2025-03-19","exit":"2025-04-02","spot_entry":50.07,"strike":42.5,"expiry":"2025-04-18","status":"no bars"} https://runway.adityaperswal.workers.dev/data/option-bars
LW R92006 historical option endpoint LW250117P00065000
Convex liquid2026-09-20 06:12
Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"LW250117P00065000","release":"2024-12-19","entry":"2024-12-04","exit":"2024-12-18","spot_entry":75.03,"strike":65,"expiry":"2025-01-17","available":10,"required":11,"has_entry":true,"has_exit":true,"status":"partial","entry_mark":0.81,"exit_mark":0.6,"return_mid_pct":-25.92592592592593,"return_cost_pct":-36.046511627906995,"affordable":false} https://runway.adityaperswal.workers.dev/data/option-bars
LW R92006 historical option endpoint LW241018P00052500
Convex liquid2026-09-20 06:12
Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"LW241018P00052500","release":"2024-10-01","entry":"2024-09-16","exit":"2024-09-30","spot_entry":61.16,"strike":52.5,"expiry":"2024-10-18","available":11,"required":11,"has_entry":true,"has_exit":true,"status":"partial","entry_mark":0.67,"exit_mark":0.43,"return_mid_pct":-35.820895522388064,"return_cost_pct":-47.22222222222223,"affordable":false} https://runway.adityaperswal.workers.dev/data/option-bars
LW R92006 historical option endpoint LW240816P00065000
Convex liquid2026-09-20 06:12
Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"LW240816P00065000","release":"2024-07-24","entry":"2024-07-09","exit":"2024-07-23","spot_entry":75.21,"strike":65,"expiry":"2024-08-16","available":10,"required":11,"has_entry":true,"has_exit":true,"status":"partial","entry_mark":0.4,"exit_mark":0.32,"return_mid_pct":-20.000000000000007,"return_cost_pct":-40,"affordable":true} https://runway.adityaperswal.workers.dev/data/option-bars
LW R92006 historical option endpoint LW240419P00082500
Convex liquid2026-09-20 06:12
Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"LW240419P00082500","release":"2024-04-04","entry":"2024-03-19","exit":"2024-04-03","spot_entry":96.35,"strike":82.5,"expiry":"2024-04-19","available":0,"required":11,"has_entry":false,"has_exit":false,"status":"partial"} https://runway.adityaperswal.workers.dev/data/option-bars
LW R92006 historical option endpoint LW240119P00082500
Convex liquid2026-09-20 06:12
Measured2026-09-20; research diagnostic, not actual fills or portfolio return. {"symbol":"LW240119P00082500","release":"2024-01-04","entry":"2023-12-18","exit":"2024-01-03","spot_entry":97.53,"strike":82.5,"expiry":"2024-01-19","status":"no bars"} https://runway.adityaperswal.workers.dev/data/option-bars
CSTM R92006 valuation sensitivity using July29 guidance and September18 price = 8.66367580113177
Supply chain2026-09-20 06:12
{"shares_m":135.527728,"price":25.55,"marketcap_m":3462.7334504,"EV_m":5222.7334504,"EV_EBITDA_guide_mid":5.2227334504,"FCF_floor_yield_pct":8.66367580113177,"H1_FCF_conversion_pct":16.60839160839161,"H2_segment_EBITDA_guide":[408,448],"H2_FCF_needed":205,"H2_H1_FCF_ratio":2.1578947368421053,"hurdle_FCF_at_yields":{"0.07":298.730671627351,"0.08":341.4064818598297,"0.1":426.7581023247871},"FCF_grid":[{"fcf":200,"yield":0.07,"price":21.08161111608731},{"fcf":200,"yield":0.08,"price":18.446409726576395},{"fcf":200,"yield":0.1,"price":14.757127781261117},{"fcf":300,"yield":0.07,"price":31.62241667413096},{"fcf":300,"yield":0.08,"price":27.669614589864594},{"fcf":300,"yield":0.1,"price":22.135691671891674},{"fcf":400,"yield":0.07,"price":42.16322223217462},{"fcf":400,"yield":0.08,"price":36.89281945315279},{"fcf":400,"yield":0.1,"price":29.514255562522234}],"EV_grid":[{"EBITDA":720,"multiple":5,"price":13.576557558760227},{"EBITDA":720,"multiple":6,"price":18.88912356001423},{"EBITDA":720,"multiple":7,"price":24.201689561268232},{"EBITDA":1000,"multiple":5,"price":23.90654700564301},{"EBITDA":1000,"multiple":6,"price":31.285110896273565},{"EBITDA":1000,"multiple":7,"price":38.663674786904124}]}; marketcap/EV USDm; guideFCFfloor300 notguaranteedcash.7/8/10%yields and5/6/7x multiples assumptionsnotapprovedtargets;720previousFYsegmentEBITDA perQ1deck,1000guide midpoint. DebtJun30 notSeptembercurrent. Hurdle31.4886 isarithmetic notfairvalue. https://www.sec.gov/Archives/edgar/data/1563411/000156341126000190/a2026-q2xearningspressre.htm
CENX R92006 simulation recent quarter_at2R_BE = 1.606397255146701
Supply chain2026-09-20 06:12
{"symbol":"CENX","regime":"recent","policy":"quarter_at2R_BE","paths":20000,"stop_pct":66.33,"target_pct":30.245,"timeout_pct":3.4250000000000003,"trim_pct":41.735,"profit_pct":44.32,"mean_pnl_share":1.606397255146701,"p01_pnl_share":-6.0385377426247775,"p05_pnl_share":-4.959612262913531,"p95_pnl_share":12.408720197447963,"max_affordable_qty":3,"p01_pnl_full_lot":-18.115613227874334,"median_days":16}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
CENX R92006 simulation recent fixed = 1.9622329649152446
Supply chain2026-09-20 06:12
{"symbol":"CENX","regime":"recent","policy":"fixed","paths":20000,"stop_pct":60.394999999999996,"target_pct":32.76,"timeout_pct":6.845,"trim_pct":0,"profit_pct":38.56,"mean_pnl_share":1.9622329649152446,"p01_pnl_share":-6.069997866774666,"p05_pnl_share":-4.9766648574005,"p95_pnl_share":13.664454846135612,"max_affordable_qty":3,"p01_pnl_full_lot":-18.209993600323997,"median_days":17}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
CENX R92006 simulation long quarter_at2R_BE = 0.7839162555960636
Supply chain2026-09-20 06:12
{"symbol":"CENX","regime":"long","policy":"quarter_at2R_BE","paths":20000,"stop_pct":71.8,"target_pct":26.195,"timeout_pct":2.005,"trim_pct":36.855,"profit_pct":39.12,"mean_pnl_share":0.7839162555960636,"p01_pnl_share":-5.92538425098988,"p05_pnl_share":-4.849947036520506,"p95_pnl_share":12.408720197447963,"max_affordable_qty":3,"p01_pnl_full_lot":-17.77615275296964,"median_days":14}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
CENX R92006 simulation long fixed = 0.9747122286009526
Supply chain2026-09-20 06:12
{"symbol":"CENX","regime":"long","policy":"fixed","paths":20000,"stop_pct":66.82000000000001,"target_pct":28.565,"timeout_pct":4.614999999999999,"trim_pct":0,"profit_pct":32.245000000000005,"mean_pnl_share":0.9747122286009526,"p01_pnl_share":-6.021193431725584,"p05_pnl_share":-4.910992935925285,"p95_pnl_share":13.664454846135612,"max_affordable_qty":3,"p01_pnl_full_lot":-18.063580295176752,"median_days":14}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
CSTM R92006 simulation recent quarter_at2R_BE = 0.8587949744897898
Supply chain2026-09-20 06:12
{"symbol":"CSTM","regime":"recent","policy":"quarter_at2R_BE","paths":20000,"stop_pct":64.725,"target_pct":33.415,"timeout_pct":1.8599999999999999,"trim_pct":44.945,"profit_pct":46.915,"mean_pnl_share":0.8587949744897898,"p01_pnl_share":-2.500575353078443,"p05_pnl_share":-2.0826985757281626,"p95_pnl_share":5.262517531598313,"max_affordable_qty":4,"p01_pnl_full_lot":-10.002301412313772,"median_days":14}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
CSTM R92006 simulation recent fixed = 1.0728871754103801
Supply chain2026-09-20 06:12
{"symbol":"CSTM","regime":"recent","policy":"fixed","paths":20000,"stop_pct":58.675,"target_pct":36.8,"timeout_pct":4.5249999999999995,"trim_pct":0,"profit_pct":40.81,"mean_pnl_share":1.0728871754103801,"p01_pnl_share":-2.570674262116413,"p05_pnl_share":-2.0935173469027144,"p95_pnl_share":5.82454645396442,"max_affordable_qty":4,"p01_pnl_full_lot":-10.282697048465652,"median_days":15}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
LW Issuer Oct6 earnings and FY26 cash / FY27 cash guidance = 532.8
Convex liquid2026-09-20 06:12
Primary issuerJul24 FYendedMay31,2026: OCF942.9m capex410.1m computedFCF532.8m; OCFgrowth74.6m includes55.1m favorableWC; cash68.2m revolveravailable1280m notcash. FY27OCF750–800m capex380–410m=>FCF340–420m, -36.19% to-21.17% vsFY26. Guidance adjustedEPS2.95–3.25 dilutedshares137.5–139m. FY26 sales6612m includes127.1m53rdweek. Next eventOct6approx08ETrelease09ETcall fromSep8 https://news.lambweston.com/news-releases/news-release-details/lamb-weston-announce-fiscal-year-2027-first-quarter-financial . Direct company source interested in favorable portrayal; guidance notactual. https://news.lambweston.com/news-releases/news-release-details/lamb-weston-announces-q4-and-full-year-fiscal-2026-results
LW R92006 explicit OPRA entitlement and default-feed ambiguity = 403
Convex liquid2026-09-20 06:12
2026-09-20 explicit feed=opra returned403 OPRA agreement is not signed; default-feed request200 has P40 bid.33 ask.48 identical to explicit indicative. Default200 does not establish OPRA or executable BBO. option_contracts returnsOI and close but no bidask. Docs https://docs.alpaca.markets/us/docs/historical-option-data describes indicative derived quotes and delayed derived trades. No order attempted. https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=opra
CSTM R92006 simulation long quarter_at2R_BE = 0.3011006561388332
Supply chain2026-09-20 06:12
{"symbol":"CSTM","regime":"long","policy":"quarter_at2R_BE","paths":20000,"stop_pct":72.605,"target_pct":25.905,"timeout_pct":1.49,"trim_pct":36.65,"profit_pct":39.415,"mean_pnl_share":0.3011006561388332,"p01_pnl_share":-3.3297562709988906,"p05_pnl_share":-2.080711453411382,"p95_pnl_share":5.262517531598313,"max_affordable_qty":4,"p01_pnl_full_lot":-13.319025083995562,"median_days":12}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
CSTM R92006 simulation long fixed = 0.3757279359885433
Supply chain2026-09-20 06:12
{"symbol":"CSTM","regime":"long","policy":"fixed","paths":20000,"stop_pct":67.66,"target_pct":28.59,"timeout_pct":3.75,"trim_pct":0,"profit_pct":31.75,"mean_pnl_share":0.3757279359885433,"p01_pnl_share":-3.4485538565230884,"p05_pnl_share":-2.109059378530098,"p95_pnl_share":5.82454645396442,"max_affordable_qty":4,"p01_pnl_full_lot":-13.794215426092354,"median_days":13}; observed2026-09-20. Regression daily simple returns OLS withintercept vsSPY, no causality/significance claim. Odds completedfixedpullbacktrades excludeswindowend; IID20kmeansbootstrap notfuturebound; beta(1,1)winposterior. Simulationseed92006,20kpaths/cell,60sessions,5dayOHLCblocks,20bp/side,overnightgapstopslip,stopfirstintradayambiguity; 2Rquarter thenBE nextday comparator. Unconditional modelnotvalidatedliveodds; fractionaltrimswouldexitRTH, fifteenminutevenuepathnotobserved. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
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