AA R92006 costed sweep AA/pullback/recent = -17.16537393508845
Supply chain2026-09-20 06:11
A news scan found the following data: the fund's performance was measured with different settings. The settings included a relative strength index, or RSI, which is a measure of how quickly a stock's price is changing, of 5, 10, and 15, and a buy/sell threshold, or bp_side, of 20 and 50. The results showed returns of -7.78%, -9.42%, -17.17%, -19.13%, -17.17%, and -19.13% with corresponding drawdowns, or DD, of 41.55%, 42.07%, 41.55%, 42.07%, 41.55%, and 42.07%. The win rates were 33.33% and 25%. The average win and average loss were also calculated. The data was observed from September 20 and was trained on data from 2016 to 2022, with a holdout period from 2023 to 2025, and recent data from 2026 to September 18. The next open trade will use a true average true range, or ATR, which is a measure of how volatile a stock is, of 2 and 6, with a 60 session limit and a stop at the first ambiguous bar, or a bar with a conflicting signal. The trade will also use a gap stop at the open and a window end mark. The vectorbt long only strategy, which is a type of trading strategy, was used with fees of 5 basis points, or bps, and a slippage, or the difference between the expected and actual price, of 15 and 45 bps on each side. The results were reconciled to an accuracy of 1e-9. The AA fund started on November 1, 2016, and the holdout period is historical, not prospective, meaning it is based on past data, not future predictions.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
AA R92006 costed sweep AA/pullback/holdout = -22.91492886794083
Supply chain2026-09-20 06:11
A news scan found the following data: the AA fund had different results based on the settings used. The settings included the relative strength index, or rsi, which measures how fast a stock's price is changing, and the bp_side, which is the percentage of the investment that is used to buy or sell a stock. The results were as follows: for an rsi of 5 and a bp_side of 20, the return was -32.34%, and for an rsi of 5 and a bp_side of 50, the return was -33.94%. For an rsi of 10 and a bp_side of 20, the return was -22.91%, and for an rsi of 10 and a bp_side of 50, the return was -26.09%. For an rsi of 15 and a bp_side of 20, the return was 18.00%, and for an rsi of 15 and a bp_side of 50, the return was 11.80%. The data was observed on September 20, and was based on training from 2016 to 2022, with a holdout period from 2023 to 2025, and recent data from 2026 to September 18. The next open trade will use a true average true range, or ATR, which measures how much a stock's price is moving, of 2 and 6, with a stop at the first ambiguous bar, and a gap stop at the open. The trade will also use a window end mark, and will be a long-only trade, meaning the fund will only buy stocks, not sell them short. The fund will also use a 5 basis point fee, and a 15 to 45 basis point slip on each side of the trade. The results were reconciled to 1e-9, which is a very small number. The AA fund started on November 1, 2016, and the holdout period is based on historical data, not prospective data, which means it is based on what actually happened, not what might happen in the future.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
AA R92006 costed sweep AA/pullback/train = 176.61881302232624
Supply chain2026-09-20 06:11
A news scan found the following data: the fund manager of AA R92006 reported the results of a costed sweep of AA, which is a type of stock, and pullback, which refers to a short-term decline in price, and train, which is a type of backtest, or simulated trading period. The results were as follows: the fund had a return of 292.90189515384475, a drawdown, or maximum loss, of 28.726765141688272, and a win rate of 58.333333333333336, with 12 trades closed out of 12 total trades, and an average win of 31.94409209168496 and an average loss of -10.613402576348067, with a half Kelly risk, which is a measure of risk, of 0.2224480602842134, and a mean, or average, of 14.211802646671199, with 7 targets, or profit goals, and a buy and hold return of 108.50860420650092. The fund also had returns of 265.6070958039319, 176.61881302232624, 149.79471428264, 176.86219480751214, and 145.5544514266635, with corresponding drawdowns, win rates, and other metrics. The data was observed on September 20, and the training period was from 2016 to 2022, with a holdout period from 2023 to 2025, and a recent period from 2026 to September 18. The next open, or trading session, will use a 2 true ATR, or average true range, and a 6 ATR, with 60 sessions, and a stop at the first ambiguous bar, and a gap stop at the open, with window end marks. The fund uses a vectorbt long only strategy, with 5 bp fees, or costs, and 15/45 bps slip, or additional costs, on each side, and has been reconciled to 1e-9, which is a measure of accuracy. The AA fund started on November 1, 2016, and the holdout period is historical, not prospective, meaning it is based on past data rather than future predictions.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
AA R92006 costed sweep AA/breakout/recent = -7.297593355091816
Supply chain2026-09-20 06:11
A news scan found the following data: two sets of trading results for the ticker symbol AA, with the following details. The first set has a relative strength index, or a measure of how quickly a stock's price is changing, of 10, a buy or sell signal threshold of 20, a return of -7.297593355091816 percent, a maximum drawdown, or largest loss, of 22.27260299594217 percent, a win rate of 33.33333333333333 percent, 3 trades, all of which were closed, an average return of -1.8714902962474504 percent, an average win of 13.962485618867927 percent, and an average loss of -9.788478253805138 percent. The second set has a relative strength index of 10, a buy or sell signal threshold of 50, a return of -8.951324566782693 percent, a maximum drawdown of 22.969711075141653 percent, a win rate of 33.33333333333333 percent, 3 trades, all of which were closed, an average return of -2.4585042748784147 percent, an average win of 13.280751306385575 percent, and an average loss of -10.32813206551041 percent. These results were observed on September 20, and were based on training data from 2016 to 2022, with a holdout period from 2023 to 2025, and recent data from 2026 to September 18. The next open trade will use a true average trading range, or a measure of how much a stock's price is moving, of 2 and 6, over 60 trading sessions, with a stop at the first ambiguous bar, or a trading session with conflicting signals, and a gap stop at the open, with window end marks. The vector backtest, or a test of the trading strategy using historical data, was long only, meaning it only bought stocks, with fees of 5 basis points, or 0.05 percent, and a slippage, or difference between the expected and actual price, of 15 and 45 basis points. The results were reconciled to an accuracy of 1e-9, and the AA strategy started on November 1, 2016, with a separation of data. The holdout data is historical, not prospective, meaning it is based on past data, not future predictions.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
AA R92006 costed sweep AA/breakout/holdout = -0.8103274947137038
Supply chain2026-09-20 06:11
A news scan found the following data: two sets of results for a trading strategy, one with a parameter set to 20 and the other to 50. The first set has a return of -0.8103274947137038, a maximum drawdown of 49.11608329145595, and a win rate of 31.25%. The second set has a return of -9.889836107520376, a maximum drawdown of 52.934222955378885, and a win rate of 31.25%. The data was observed on September 20, and was trained on data from 2016 to 2022, with a holdout period from 2023 to 2025, and recent data from 2026 to September 18. The strategy uses a next open, 2 true average true range, and 6 average true range, with a stop at the first ambiguous bar, and a gap stop at open. The strategy also uses a window end mark, and is a long-only strategy with 5 basis point fees and 15/45 basis point slippage on each side. The results were reconciled to 1e-9. The strategy started on November 1, 2016, and the holdout period is historical, not prospective.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
AA R92006 costed sweep AA/breakout/train = 96.08567853997877
Supply chain2026-09-20 06:11
A news scan found the following data: two sets of trading results for a strategy, with the first set having a return of 96.08567853997877 percent, a maximum drawdown of 61.01011328207102 percent, and a win rate of 37.142857142857146 percent, and the second set having a return of 58.943636443363744 percent, a maximum drawdown of 63.71873125456779 percent, and a win rate of 37.142857142857146 percent. The data was observed on September 20, and was based on training data from 2016 to 2022, with a holdout period from 2023 to 2025, and recent data from 2026 to September 18. The strategy used a next open, 2 true average true range, and 6 average true range, with 60 sessions, and a stop at the first ambiguous bar, and a gap stop at the open, with window end marks. The strategy was a long only strategy, with 5 basis point fees, and 15 and 45 basis point slippage on each side, and was reconciled to 1e-9. The strategy started on November 1, 2016, and the holdout period was based on historical data, not prospective data.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A news scan found the following data: the automated trading fund manager for KALU stock reported the results of different trading strategies. The strategies used a measure called Relative Strength Index, or RSI, which is a way to measure how much a stock's price has changed, and a measure called bp_side, which refers to the percentage of the stock's price used to set buy and sell points. The results were as follows: for RSI of 5 and bp_side of 20, the return was 22.59548700399472 percent, the maximum loss, or drawdown, was 22.25872689938395 percent, and the win rate was 50 percent; for RSI of 5 and bp_side of 50, the return was 19.68819403541903 percent, the drawdown was 22.258726899383984 percent, and the win rate was 50 percent; for RSI of 10 and bp_side of 20, the return was 4.9990908775631855 percent, the drawdown was 26.50668369583118 percent, and the win rate was 25 percent; for RSI of 10 and bp_side of 50, the return was 2.5090879739062646 percent, the drawdown was 26.94632762945193 percent, and the win rate was 25 percent; for RSI of 15 and bp_side of 20, the return was 16.276263082120774 percent, the drawdown was 26.506683695831036 percent, and the win rate was 40 percent; for RSI of 15 and bp_side of 50, the return was 12.83974715970985 percent, the drawdown was 26.946327629451794 percent, and the win rate was 40 percent. The data was observed from September 20 and the training period was from 2016 to 2022, with a holdout period from 2023 to 2025 and recent data from 2026 to September 18. The next open trade will use a strategy with 2 true Average True Range, or ATR, and 6 ATR, with 60 sessions, and a stop at the first ambiguous bar, with a gap stop at the open, and window end marks. The vectorbt long only strategy was used, with 5 basis points fees and 15/45 basis points slippage on each side, and the results were reconciled to 1e-9. The AA, or Autoregressive Integrated Moving Average, model starts on November 1, 2016, and the holdout is historical, not prospective.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A news scan found the headline 'KALU R92006 costed sweep KALU/rsi_only/holdout'. The results of a backtest of a trading strategy on the stock KALU are as follows: the strategy was tested with different parameters, including rsi values of 5, 10, and 15, and bp_side values of 20 and 50. The results include return, drawdown, win rate, number of trades, and other metrics. For example, with an rsi of 5 and a bp_side of 20, the return was 28.119744729731394, the drawdown was 36.32994037310422, and the win rate was 35.294117647058826. The strategy was trained on data from 2016 to 2022, and tested on holdout data from 2023 to 2025, with recent data from 2026 to September 18. The next open trade will use a 2 true ATR and 6 ATR, with a 60 session limit, and a stop at the first ambiguous bar or gap stop at open. The strategy uses vectorbt long only, with 5 bp fees and 15/45 bps slip on each side, and was reconciled to 1e-9. The AA starts on November 1, 2016, and the holdout is historical, not prospective.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A news scan found the following data: the KALU R92006 costed sweep KALU/rsi_only/train had the following results: a list of trade results with different Relative Strength Index, or RSI, values and buy/sell percentages, or bp_side, including return, drawdown, or DD, win percentage, number of trades, or N, and other metrics. The results were observed from September 20, and were trained on data from 2016 to 2022, with a holdout period from 2023 to 2025, and recent data from 2026 to September 18. The next open trade will use a true Average True Range, or ATR, of 2 and 6, with 60 sessions, and a stop at the first ambiguous bar, with a gap stop at open, and window end marks. The trade will use a vectorbt long only strategy, with 5 basis point fees and 15/45 basis point slippage on each side, and was reconciled to 1e-9. The AA, or Autocorrelation Analysis, starts on November 1, 2016, as a separation point. The holdout is historical, not pristine prospective.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
BB R92006 option metadata and indicative screen BB261016P00007000 = 0.27
Convex liquid2026-09-20 06:11
A news scan found the following option metadata: the symbol is BB261016P00007000, which was retrieved on 2026-09-20. The quote timestamp is from 2026-09-18T19:59:59.756539585Z, and the open interest, or the number of outstanding contracts, is from option contracts dated 2026-09-17. This is a non-executable indicative feed, meaning it is not meant to be acted upon. The details are as follows: the current stock price, or spot, is 7.99, the strike price, or the price at which the option can be exercised, is 7, the ask price, or the price at which someone is willing to sell, is 0.27, the bid price, or the price at which someone is willing to buy, is 0.18, the open interest is 1856, and the spread, or the difference between the ask and bid prices, is 0.3333333333333334.
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
BB R92006 option metadata and indicative screen BB261016C00009000 = 0.4
Convex liquid2026-09-20 06:11
A news scan found the following option metadata for BB261016C00009000: the data was retrieved on September 20, 2026, with a quote timestamp, and open interest via option contracts dated September 17, 2026. The option details are as follows: the symbol is BB261016C00009000, the current stock price, or spot, is 7.99, the strike price is 9, the ask price is 0.4, the bid price is 0.39, the open interest, which is the number of outstanding contracts, is 4741, the spread, which is the difference between the ask and bid prices, is 0.025, and the timestamp is September 18, 2026, at 19:59:59.
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
BB R92006 option metadata and indicative screen BB261009P00007000 = 0.24
Convex liquid2026-09-20 06:11
A news scan found the following option metadata: the data was retrieved on 2026-09-20, with a quote timestamp and open interest, or OI, which is the total number of outstanding contracts, via option contracts dated 2026-09-17, from a non-executable indicative feed, meaning it is not a real-time trading feed. The option details are as follows: the symbol is BB261009P00007000, the current stock price, or spot, is 7.99, the strike price, which is the price at which the option can be exercised, is 7, the ask price, which is the price at which someone is willing to sell, is 0.24, the bid price, which is the price at which someone is willing to buy, is 0.15, the open interest is 808, the spread, which is the difference between the bid and ask prices, is 0.375, and the timestamp, which is the time at which the data was recorded, is 2026-09-18T19:59:59.82853184Z.
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
BB R92006 option metadata and indicative screen BB261009C00009000 = 0.37
Convex liquid2026-09-20 06:11
A news scan found the following option metadata: the option symbol is BB261009C00009000, which was retrieved on 2026-09-20. The quote timestamp is from 2026-09-18, and the open interest, or OI, which is the number of contracts that have not been settled, is from option contracts dated 2026-09-17. This is a non-executable indicative feed, meaning it is not a real-time trading feed. The data includes the following information: the symbol is BB261009C00009000, the current stock price, or spot, is 7.99, the strike price, which is the price at which the option can be exercised, is 9, the ask price, which is the price at which someone is willing to sell, is 0.37, the bid price, which is the price at which someone is willing to buy, is 0.34, the open interest is 229, the spread, which is the difference between the bid and ask prices, is 0.081081081081081, and the timestamp is 2026-09-18T19:59:59.821580032Z.
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
A news scan found the following data: the results of a trading strategy for KALU stock, which is a type of investment, are as follows: the strategy had different settings, including a thing called rsi, which is short for relative strength index, a way to measure stock performance, and bp_side, which refers to the side of a trade, either buying or selling. The results were: a 5 rsi and 20 bp_side had a return of 22.59548700399472 percent, a 5 rsi and 50 bp_side had a return of 19.68819403541903 percent, a 10 rsi and 20 bp_side had a return of 4.9990908775631855 percent, a 10 rsi and 50 bp_side had a return of 2.5090879739062646 percent, a 15 rsi and 20 bp_side had a return of 16.276263082120774 percent, and a 15 rsi and 50 bp_side had a return of 12.83974715970985 percent. The data was observed from September 20, and the training period was from 2016 to 2022, with a holdout period from 2023 to 2025, and recent data from 2026 to September 18. The next open trade will use a true average true range, which is a way to measure stock volatility, and a 60 session stop, which is a way to limit losses. The strategy also uses a thing called vectorbt, which is a way to backtest trades, and long only, which means only buying stocks, with fees of 5 basis points, which is a way to measure a small percentage, and a 15 to 45 basis point slip, which is a way to measure a small loss. The results were reconciled to 1e-9, which is a very small number, and the AA, which is a type of investment strategy, starts on November 1, 2016. The holdout is historical, not prospective, meaning it looks at past data, not future predictions.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
BB R92006 option metadata and indicative screen BB261002C00009000 = 0.31
Convex liquid2026-09-20 06:11
A news scan found the following option metadata: the symbol is BB261002C00009000, which was retrieved on 2026-09-20. The quote timestamp is from 2026-09-18. The option contract data is from 2026-09-17. This is a non-executable indicative feed, meaning it is not a real-time trading feed. The details are as follows: the current spot price is 7.99, the strike price is 9, the ask price is 0.31, and the bid price is 0.24. The open interest, or OI, which is the number of outstanding contracts, is 9394. The spread, which is the difference between the ask and bid prices, is 0.22580645161290325. The timestamp for this data is 2026-09-18T19:59:59.932585414Z.
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
BB R92006 option metadata and indicative screen BB261002C00008500 = 0.43
Convex liquid2026-09-20 06:11
A news scan found the following option metadata: the symbol is BB261002C00008500, the current stock price, or spot, is 7.99, the strike price is 8.5, the ask price is 0.43, and the bid price is 0.38. The open interest, which is the number of outstanding contracts, is 1279. This data was retrieved on 2026-09-20, with a quote timestamp of 2026-09-18T19:59:59.846815159Z, and the open interest is based on data from 2026-09-17. The spread, which is the difference between the ask and bid prices, is 0.11627906976744183.
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
NOK R92006 option metadata and indicative screen NOK261030P00009500 = 0.47
Convex liquid2026-09-20 06:11
A news scan found the headline about an option for the ticker NOK with the identifier R92006 and specific option identifier NOK261030P00009500. This is a type of financial contract, known as an option, which is a contract that gives the buyer the right to buy or sell something at a certain price. Retrieved on 2026-09-20, the quote timestamp is in each row, and the open interest, or the number of contracts that have not been settled, is via option contracts dated 2026-09-17. This is a non-executable indicative feed, meaning it is an estimate and not a real-time trading price. The option has the following details: its symbol is NOK261030P00009500, the current price of the underlying stock, or spot, is 10.68, the strike price, or the price at which the option can be exercised, is 9.5, the ask price, or the price at which the option is being offered for sale, is 0.47, the bid price, or the price at which the option is being offered for purchase, is 0.34, the open interest is 184, the spread, or the difference between the bid and ask prices, is 0.27659574468085096, and the timestamp, or the time at which the quote was given, is 2026-09-18T19:59:57.255889336Z.
https://runway.adityaperswal.workers.dev/data/option-chain/NOK?feed=indicative
A news scan found the following data: the results of a trading strategy for the stock KALU, which is a ticker symbol, a code used to identify a stock on an exchange. The strategy was tested with different parameters, including a relative strength index, or RSI, which measures the speed and change of price movements, of 5, 10, and 15, and a buy/sell signal threshold, or bp_side, of 20 and 50. The results showed returns ranging from -21.94% to 5.43%, with a maximum drawdown, or DD, which is the maximum loss from a peak to a trough, of 49.35%. The strategy had a win rate, which is the percentage of trades that were profitable, of 16.67% to 37.5%, and an average win, which is the average profit of winning trades, of 17.23% to 25.54%. The strategy also had an average loss, which is the average loss of losing trades, of -7.11% to -8.89%. The data was observed from September 20, and the strategy was trained on data from 2016 to 2022, with a holdout period, which is a period of time used to test the strategy, from 2023 to 2025, and a recent period from 2026 to September 18. The next open trade will use a true average true range, or ATR, which is a measure of volatility, of 2 and 6, with a stop loss, which is an order to sell a stock when it falls to a certain price, at the first ambiguous bar, and a gap stop at the open. The strategy uses a vectorized backtesting library, or vectorbt, which is a library used to test trading strategies, and has a fee of 5 basis points, or bps, which is a unit of measurement for interest rates and fees, plus a slippage, which is the difference between the expected price of a trade and the actual price, of 15/45 bps on each side. The results were reconciled to an accuracy of 1e-9, which is a very small number. The strategy started on November 1, 2016, and the holdout period is historical, not prospective, meaning it is based on past data, not future predictions.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
NOK R92006 option metadata and indicative screen NOK261030P00009000 = 0.28
Convex liquid2026-09-20 06:11
A news scan found the following option metadata for NOK261030P00009000: the data was retrieved on 2026-09-20, with a quote timestamp and open interest via option_contracts dated 2026-09-17, from a non-executable indicative feed. The option details are as follows: symbol is NOK261030P00009000, spot price is 10.68, strike price is 9, ask price is 0.28, bid price is 0.26, open interest is 510, spread is 0.07142857142857148, and the timestamp is 2026-09-18T19:59:56.495996136Z.
https://runway.adityaperswal.workers.dev/data/option-chain/NOK?feed=indicative
LW R92006 option metadata and indicative screen LW261016P00040000 = 0.48
Convex liquid2026-09-20 06:11
A news scan found the headline about option metadata and an indicative screen for LW261016P00040000. Retrieved on 2026-09-20, the quote timestamp is in the row, and the open interest, or OI, which is the total number of outstanding contracts, is via option_contracts dated 2026-09-17. This is a non-executable indicative feed. The option details are as follows: the symbol is LW261016P00040000, the current stock price, or spot, is 46.67, the strike price, or k, is 40, the type is a put option, which gives the owner the right to sell, the open interest is 312, the ask price is 0.48, the bid price is 0.33, the spread, which is the difference between the ask and bid prices, is 0.3125, the quote time is 2026-09-18T19:59:58.827302636Z, the close price is 0.45, and the distance, which is the difference between the stock price and the strike price, is 0.1429.
https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative
LW R92006 option metadata and indicative screen LW261016P00037500 = 0.23
Convex liquid2026-09-20 06:11
A news scan found the headline about LW R92006 option metadata and indicative screen LW261016P00037500. Retrieved on 2026-09-20, the quote timestamp is in the row, and the open interest, or the total number of outstanding contracts, is via option_contracts dated 2026-09-17, which is a non-executable indicative feed. The option metadata is as follows: the symbol is LW261016P00037500, the current stock price, or spot, is 46.67, the strike price, or k, is 37.5, the type of option is a put, the open interest, or OI, is 240, the ask price is 0.23, the bid price is 0.18, the spread is 0.2174, the quote time is 2026-09-18T19:59:07.992835618Z, the close price is 0.2, and the distance is 0.1965.
https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative
A news scan found the following data: the results of a trading strategy for KALU stock, which is a type of investment, from 2016 to 2022, with a holdout period from 2023 to 2025, and recent data up to September 18, 2026. The strategy used a relative strength index, or RSI, which measures stock performance, and a buy/sell side, or bp_side, which determines when to buy or sell. The results were as follows: for an RSI of 5 and bp_side of 20, the return was 76.38%, with a maximum drawdown, or DD, of 24.66%, and a win rate of 50%. For an RSI of 5 and bp_side of 50, the return was 60.24%, with a DD of 25.34%, and a win rate of 43.75%. For an RSI of 10 and bp_side of 20, the return was 24.44%, with a DD of 26.11%, and a win rate of 36.36%. For an RSI of 10 and bp_side of 50, the return was 9.05%, with a DD of 27.64%, and a win rate of 36.36%. For an RSI of 15 and bp_side of 20, the return was 34.46%, with a DD of 26.11%, and a win rate of 33.33%. For an RSI of 15 and bp_side of 50, the return was 16.43%, with a DD of 30.05%, and a win rate of 33.33%. The strategy used a vectorbt long-only approach, which means it only bought stocks, with fees of 5 basis points, or bps, and a slippage of 15/45 bps on each side. The results were reconciled to an accuracy of 1e-9. The strategy started on November 1, 2016, and the holdout period was historical, not prospective, meaning it was based on past data, not future predictions.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
LW R92006 option metadata and indicative screen LW261016P00035000 = 0.17
Convex liquid2026-09-20 06:11
A news scan found the headline 'LW R92006 option metadata and indicative screen LW261016P00035000'. Retrieved on 2026-09-20, the quote timestamp is in the row, and the open interest, or OI, which is the total number of outstanding contracts, is via option_contracts dated 2026-09-17. This is a non-executable indicative feed. The option has the following details: its symbol is LW261016P00035000, the current stock price, or spot, is 46.67, the strike price, or k, is 35, it is a put option, which means the owner has the right to sell the stock, the open interest is 406, the ask price is 0.17, the bid price is 0.12, the spread, which is the difference between the ask and bid prices, is 0.2941, the quote time is 2026-09-18T19:59:58.828610865Z, the close price is 0.1, and the distance, which is how far the strike price is from the current stock price, is 0.2501.
https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative
LW R92006 option metadata and indicative screen LW261016P00032500 = 0.17
Convex liquid2026-09-20 06:11
A news scan found the headline about option metadata and an indicative screen for LW261016P00032500. Retrieved on 2026-09-20, the quote timestamp is in the row, and the open interest, or OI, which is the total number of outstanding contracts, is via option_contracts dated 2026-09-17, and this is a non-executable indicative feed. The option has the following details: its symbol is LW261016P00032500, the current spot price, or market price of the underlying asset, is 46.67, the strike price, or k, is 32.5, it is a put option, which gives the buyer the right to sell, the open interest is 105, the ask price, or the price at which someone is willing to sell, is 0.17, the bid price, or the price at which someone is willing to buy, is 0.07, the spread, which is the difference between the bid and ask prices, is 0.5882, the quote time is 2026-09-18T19:59:56.666992458Z, the close price is 0.06, and the distance, which is how far the strike price is from the current market price, is 0.3036.
https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative
LW R92006 option metadata and indicative screen LW261016C00062500 = 0.37
Convex liquid2026-09-20 06:11
A news scan found the headline about LW R92006 option metadata and indicative screen LW261016C00062500. Retrieved on 2026-09-20, the quote timestamp is in the row, and the open interest, or OI, which is the total number of outstanding contracts, is via option_contracts dated 2026-09-17, with a non-executable indicative feed. The option has the following details: its symbol is LW261016C00062500, the current stock price, or spot, is 46.67, the strike price, or k, is 62.5, it is a call option, which gives the buyer the right to buy the stock, the open interest is 24, the ask price is 0.37, the bid price is 0, the spread is 1, the quote time is 2026-09-18T19:59:57.737805315Z, the close price is 0.35, and the distance is 0.3392.
https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative