A news scan found the calculation results for Sep 7. The results are based on a training period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to Sep 4. The strategy is long-only, from 15:30 open to bar close. The results are based on full-capital compounded returns, not account returns. The drawdown calculation omits intrabar excursions. The costs are frozen and there is no selection. The columns in the results table are: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows in the table are: [0, -0.16960129, 0.96936319885, 41.176470588, 51, 0.12302220864, 0.091585027603, -0.0032173420929, 0, -0.25130610502, 5.4569682106e-12], [1, -1.1826957922, 1.5645641766, 35.294117647, 51, 0.12240631514, 0.10264434283, -0.023214698839, 0, -1.7481616135, 3.6379788071e-12], [2, -2.1855092579, 2.2655344191, 29.411764706, 51, 0.12472934481, 0.11318197387, -0.043208056613, 0, -3.2225549163, 7.2759576142e-12], [5, -5.1333015359, 5.1333015359, 23.529411765, 51, 0.090715717326, 0.16281948739, -0.1031641451, 0, -7.5143071813, 2.0008883439e-11], [10, -9.8502005763, 9.8502005763, 5.8823529412, 51, 0.15981646044, 0.225687784, -0.20301106374, 0, -14.248468212, 3.2741809264e-11], [20, -18.592071887, 18.592071887, 1.9607843137, 51, 0.010801544607, 0.41066984166, -0.40240569683, 0, -26.281494415, 9.0949470177e-13].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid recent r1 = 6
Quant replication2026-09-07 08:14
A news scan found the calculation results for Sep 7. The results are based on a training period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to Sep 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The results are based on full-capital compounding, not account return. The drawdown, or decrease in value, omits intrabar excursions, which are short-term price movements within a trading period. The costs are frozen, meaning they do not change, and there is no selection, meaning all trades are included. The columns in the results table are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows in the table are: [0, 0.87110978317, 1.0639710562, 47.311827957, 93, 0.12161131701, 0.091292426472, 0.0094362263561, 0.019398331069, 1.2940009758, 1.0913936421e-11], [1, -0.98775185642, 1.5488816744, 37.634408602, 93, 0.13039152276, 0.095622823374, -0.01056366085, 0, -1.4607028558, 1.0913936421e-11], [2, -2.8123582401, 2.8123582401, 32.258064516, 93, 0.13030480072, 0.10716161967, -0.030559548579, 0, -4.1404921634, 7.2759576142e-12], [5, -8.086900576, 8.086900576, 25.806451613, 93, 0.096521267962, 0.15558217759, -0.090523223898, 0, -11.750470644, 2.7284841053e-11], [10, -16.249382349, 16.249382349, 8.6021505376, 93, 0.12937202357, 0.22047734662, -0.19038277714, 0, -23.115098403, 5.4569682106e-11], [20, -30.464081145, 30.464081145, 1.0752688172, 93, 0.010801544607, 0.3941570349, -0.38980264157, 0, -41.642276723, 0].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid holdout pdt = 6
Quant replication2026-09-07 08:14
A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and a recent period from 2026 to September 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all data is included. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0,-11.771195011,12.800309946,45.518453427,569,0.16722654909,0.18128881418,-0.02169418232,0,-2.5030521892,1.0913936421e-11], [1,-21.261400673,21.298189303,40.949033392,569,0.16460670001,0.18474328683,-0.041687844067,0,-4.723150755,1.3642420527e-11], [2,-29.730805929,29.749588764,36.028119508,569,0.16600529751,0.189905461,-0.061677507582,0,-6.8926955681,5.8207660913e-11], [5,-50.054446355,50.054446355,26.362038664,569,0.15741752851,0.22151752234,-0.12162251772,0,-13.10938869,7.6397554949e-11], [10,-71.726261601,71.726261601,13.532513181,569,0.16834296856,0.28245532582,-0.22145098721,0,-22.561901735,7.68523023e-11], [20,-90.939423601,90.939423601,4.2179261863,569,0.19777040426,0.44804896143,-0.42080877729,0,-38.493886148,6.8212102633e-13].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid holdout always = 6
Quant replication2026-09-07 08:14
A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation used data from 2016 to 2020 for training, 2021 to 2025 as a holdout, and recent data from 2026 to September 4. The strategy was long-only, meaning it only bought assets, from 15:30 open to bar close. The return was compounded, meaning it was calculated on the full capital, not just the account return. The drawdown, or decrease in value, omits intrabar excursions, which are short-term price movements within a single bar or period. The costs were frozen, meaning they did not change, and there was no selection, meaning no assets were chosen or rejected. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0,-9.8607624101,13.593111552,48.514056225,1245,0.178498093,0.1851548964,-0.0079884866987,0,-2.0793844601,2.3646862246e-11], [1,-29.729255573,29.983941984,43.775100402,1245,0.1767343056,0.18737340535,-0.027984889311,0,-6.8922797748,5.638867151e-11], [2,-45.21833501,29.983941984,39.277108434,1245,0.1759392023,0.19281216916,-0.047977293143,0,-11.468616537,3.3651303966e-11], [5,-74.045226743,74.106501234,28.514056225,1245,0.17182831455,0.21951971938,-0.10793052095,0,-23.891717223,9.4587448984e-11], [10,-92.526560375,92.536744278,15.742971888,1245,0.17553292438,0.27939126243,-0.20777267559,0,-40.845239862,5.0249582273e-11], [20,-99.38037827,99.38037827,4.8192771084,1245,0.22417510667,0.43912401783,-0.40715779497,0,-64.264064866,1.7763568394e-13].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid holdout rod = 6
Quant replication2026-09-07 08:14
A news scan found the following data: this is a calculation from September 7. The data is split into three parts: training data from 2016 to 2020, holdout data from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys, and it does so at 15:30 when the market opens and holds until the bar close. The results are based on full-capital compounding, not account return, which means the returns are calculated based on the entire capital, not just the amount invested. The drawdown, or DD, only considers the lowest point of the investment, omitting any intrabar excursions, which are short-term price movements within a single bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all trades are included. The results are presented in a table with the following columns: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of the table are: [0,-7.025678916,8.7912778332,48.071216617,674,0.1539149101,0.1641647223,-0.010529269679,0,-1.4636730465,1.0913936421e-11], [1,-18.750608046,18.78856978,43.026706231,674,0.15068327074,0.16737528432,-0.030525164185,0,-4.115872001,6.3664629124e-12], [2,-28.996914294,29.015893297,38.427299703,674,0.14769901811,0.17422299792,-0.050517060013,0,-6.696684511,3.6379788071e-11], [5,-52.614165984,52.614165984,26.409495549,674,0.14318986579,0.20149948251,-0.11046876442,0,-14.029760631,1.018634066e-10], [10,-75.84906187,75.84906187,13.798219585,674,0.13640885344,0.26580701014,-0.21030838208,0,-24.993328251,8.230927051e-11], [20,-93.726575116,93.726575116,3.2640949555,674,0.1874672275,0.42983785931,-0.40968843511,0,-42.904305312,7.9580786405e-13].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid holdout both = 6
Quant replication2026-09-07 08:14
A news scan found the following data: this is a calculation from September 7. The data is split into three parts: training data from 2016 to 2020, holdout data from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys, and it does so at 15:30 when the market opens until the bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. The drawdown, or DD, does not include intrabar excursions, which are short-term price movements within a bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all data is used. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0,-2.8723624402,4.2787634858,47.237569061,362,0.16205052948,0.16068299389,-0.0077876472296,0,-0.58817059466,3.6379788071e-12], [1,-9.6558772964,10.07770943,41.988950276,362,0.16106149638,0.16447232396,-0.027784090006,0,-2.0343745094,5.4569682106e-12], [2,-15.965623079,16.123468131,37.569060773,362,0.1588048572,0.17209099949,-0.047776533993,0,-3.4595396295,0], [5,-32.371739047,32.371739047,26.519337017,362,0.15501722853,0.20255590715,-0.10772988222,0,-7.6118407307,6.1845639721e-11], [10,-52.911636816,52.911636816,13.812154696,362,0.15728378156,0.26604275326,-0.2075722374,0,-14.139273504,9.9134922493e-11], [20,-77.171140982,77.171140982,3.591160221,362,0.22581046911,0.43052792041,-0.40695775725,0,-25.843193327,1.3642420527e-12].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid holdout r1 = 6
Quant replication2026-09-07 08:14
A news scan found the following data line: Sep 7 calculation. This is a calculation done on September 7. The data is split into three parts: training data from 2016 to 2020, holdout data from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys, and it does so at 15:30 open to bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. DD refers to drawdown, which is a measure of the biggest drop in value, and it omits intrabar excursions, which are short-term price movements within a single bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all data is used. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0, -9.1586401371, 12.407043056, 47.727272727, 704, 0.15902298966, 0.17215804878, -0.013360743294, 0, -1.9254771278, 1.8189894035e-12], [1, -21.08946938, 21.12633834, 43.181818182, 704, 0.1545577841, 0.17617060186, -0.033356071563, 0, -4.6810773203, 2.6375346351e-11], [2, -31.453339671, 31.471662077, 37.926136364, 704, 0.1548175622, 0.18053285949, -0.053347401266, 0, -7.3592534183, 5.3660187405e-11], [5, -55.069597909, 55.069597909, 27.130681818, 704, 0.1462171068, 0.20991977117, -0.11329740797, 0, -14.950687218, 7.8216544352e-11], [10, -77.777293763, 77.777293763, 13.778409091, 704, 0.14737258172, 0.27074401336, -0.21313419841, 0, -26.246029407, 8.0945028458e-11], [20, -94.563618097, 94.563618097, 3.5511363636, 704, 0.19105619433, 0.43473116803, -0.41250860545, 0, -44.535571076, 1.1368683772e-13].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid train pdt = 6
Quant replication2026-09-07 08:14
A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation is based on a training period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys, and it does so at 15:30 open to bar close. The results are based on full-capital compounded returns, not account returns. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar. The costs are frozen, and there is no selection. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows in the data are: [0,-4.6303064449,7.7052923864,47.727272727,572,0.1770642147,0.18249756804,-0.0076980184422,0,-0.95349669408,1.8189894035e-11], [1,-14.939663124,15.418910698,42.307692308,572,0.17824888408,0.17871961217,-0.027694479142,0,-3.2170399998,1.8189894035e-11], [2,-24.134589977,24.35228517,36.538461538,572,0.18490188101,0.18160171739,-0.04768694105,0,-5.4288537943,5.1841198001e-11], [5,-46.173773034,46.173773034,21.853146853,572,0.2269249566,0.20119887199,-0.10764034302,0,-11.76560566,7.5488060247e-11], [10,-69.620721278,69.620721278,11.363636364,572,0.29405991125,0.27178313371,-0.20748278769,0,-21.397444914,8.8675733423e-11], [20,-90.322921115,90.322921115,3.6713286713,572,0.57334706388,0.44422697365,-0.40686848626,0,-37.62161464,9.0949470177e-13].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid train always = 6
Quant replication2026-09-07 08:14
A news scan found the following data line: Sep 7 calculation. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and a recent period from 2026 to Sep 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. The drawdown, or peak to trough decline, omits intrabar excursions, which are short-term price movements within a bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all trades are included. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows are: [0, -3.6904167521, 13.517716699, 50.280673617, 1247, 0.18143525257, 0.1928909781, -0.0023569674364, 0, -0.75700741493, 3.6379788071e-11], [1, -24.949004074, 26.049163467, 45.068163593, 1247, 0.18113849942, 0.1893078737, -0.02235449624, 0, -5.6348988722, 3.1832314562e-11], [2, -41.5151453, 41.761694544, 39.534883721, 1247, 0.18504419135, 0.19102755279, -0.042348026038, 0, -10.273037152, 6.8212102633e-11], [5, -72.323939369, 72.374388831, 23.897353649, 1247, 0.22615286256, 0.20544512871, -0.10230463039, 0, -22.863906628, 9.0039975476e-11], [10, -92.046853627, 92.046853627, 13.231756215, 1247, 0.27328052575, 0.27465373352, -0.20215240811, 0, -40.046379515, 5.7411853049e-11], [20, -99.343238168, 99.343238168, 4.0898155573, 1247, 0.5202003382, 0.44085411118, -0.4015487568, 0, -63.781465977, 1.7053025658e-13].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid train rod = 6
Quant replication2026-09-07 08:14
A news scan found the following data line: Sep 7 calculation. The data is based on a train period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to Sep 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The results are based on full-capital compounded returns, not account return, which means the returns are calculated based on the total capital invested. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar. The costs are frozen, and there is no selection, meaning no assets are selected or deselected. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0, 6.551883278, 7.1886727419, 49.857142857, 700, 0.17547219787, 0.15987731307, 0.0096023332817, 0.010426682625, 1.2907276688, 1.6370904632e-11], [1, -7.3682427858, 14.238200416, 43.714285714, 700, 0.17848305585, 0.15709169059, -0.010397587143, 0, -1.5348209887, 9.0949470177e-12], [2, -19.469819072, 23.064017463, 38.428571429, 700, 0.18174378246, 0.16279474047, -0.030393508083, 0, -4.2815497578, 6.8212102633e-11], [5, -47.087901444, 47.133493054, 22.714285714, 700, 0.22462937271, 0.18293191933, -0.090357282996, 0, -12.070499042, 7.8216544352e-11], [10, -73.724632147, 73.724632147, 12, 700, 0.28381052963, 0.25485712006, -0.19021700209, 0, -23.669252063, 1.0822986951e-10], [20, -93.520579352, 93.520579352, 4, 700, 0.52020025259, 0.42754709151, -0.38963719775, 0, -42.478621779, 2.842170943e-12].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid train both = 6
Quant replication2026-09-07 08:14
A news scan found the following data: this is a calculation from September 7. The data is split into three parts: training from 2016 to 2020, holdout from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys, from 15:30 open to bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. The drawdown, or maximum loss, omits intrabar excursions, which are short-term price movements within a single bar. The costs are frozen, meaning they do not change, and there is no selection, meaning all data is used. The columns in the data are: one-way break-even point, return, drawdown, win rate, sample size, average win percentage, average loss percentage, mean trade percentage, quarter Kelly, annualized percentage, and cash reconcile absolute. The rows in the data are: [0, 7.4116352335, 4.4673399361, 50.974930362, 359, 0.19155068213, 0.16277979207, 0.020560474035, 0.023283551133, 1.4553627032, 1.2732925825e-11], [1, -0.030162883427, 8.5608671158, 44.289693593, 359, 0.19867557276, 0.15694482019, 0.00055836220167, 0.00070260550141, -0.0060962000616, 9.0949470177e-12], [2, -6.9563710877, 13.644410244, 38.161559889, 359, 0.2089370666, 0.16037499221, -0.01943974971, 0, -1.4465028756, 7.0940586738e-11], [5, -24.986469477, 27.471563045, 21.727019499, 359, 0.28327134448, 0.18008323467, -0.079410094906, 0, -5.6444203851, 8.0945028458e-11], [10, -47.612477021, 47.612477021, 12.256267409, 359, 0.36481713788, 0.25528173134, -0.17928075572, 0, -12.247365871, 1.1732481653e-10], [20, -74.449215184, 74.449215184, 4.4568245125, 359, 0.69784756494, 0.42894182789, -0.37872280203, 0, -24.099386836, 6.8212102633e-12].
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY QIM90708 fixed cost grid train r1 = 6
Quant replication2026-09-07 08:14
A news scan found the following data line: Sep7 calculation. This refers to a calculation made on September 7. The calculation is based on a training period from 2016 to 2020, a holdout period from 2021 to 2025, and recent data from 2026 to September 4. The strategy is long-only, meaning it only buys, and it does so at 15:30 open to bar close. The return is compounded, meaning it is calculated on the full capital, not just the account return. DD refers to drawdown, which omits intrabar excursions, meaning it does not include price movements within a single bar. The costs are frozen, and there is no selection, meaning no assets are chosen or rejected. The columns in the data are: oneway_bp, return, drawdown, win_rate, sample, average_win_pct, average_loss_pct, mean_trade_pct, quarter_kelly, annualized_pct, and cash_reconcile_abs. The rows of data are: [0,-5.0368848705,9.4672119046,48.976608187,684,0.16632239853,0.17854565338,-0.0070306622621,0,-1.0389732669,1.0913936421e-11], [1,-17.178428378,17.288585927,42.98245614,684,0.16786708715,0.17394760773,-0.02702725642,0,-3.7373036409,1.4551915228e-11], [2,-27.767610488,27.767610488,37.134502924,684,0.17277120412,0.17684991733,-0.047019851759,0,-6.3620597427,8.5492501967e-11], [5,-52.082128255,52.082128255,21.929824561,684,0.2106765783,0.19620124716,-0.10697365386,0,-13.814671718,1.03682396e-10], [10,-75.820904431,75.820904431,11.111111111,684,0.27146272684,0.26660170135,-0.20681676489,0,-24.941050755,9.6861185739e-11], [20,-93.843628004,93.843628004,3.5087719298,684,0.51772571881,0.43980123101,-0.40620379418,0,-43.070062337,4.5474735089e-13].
https://runway.adityaperswal.workers.dev/data/stock-bars
ROIV Five-session endpoint barriers with assumed gap probability 0.1 = -3.961432178071441
Catalyst run-ups2026-09-07 08:13
A news scan found the following data line: assumed 30 percent gap probability is 0.1, mean percentage is -3.961432178071441, win percentage is 41.393, stop first percentage is 50.312999999999995, target first percentage is 30.585, time exit percentage is 19.102, the fifth percentile one share US dollar value is -10.569971643228316, one share loss over 8.5099 percent is 9.894, and full fund loss over 8.5099 percent is 10.062. This is based on a simulation with seed 9070800, 100,000 paths from 752 training daily returns, using a 1 ATR stop, which is a measure of market volatility, and a 1.5 ATR target, with a September 4 range. The simulation checks daily endpoints, stops at a breached endpoint, and targets are capped, with fees of 5 basis points and a 10 basis point slip on each side. A 30 percent negative gap probability is assumed for sensitivity, but is not calibrated. This is not a 15-minute simulation or a PHocus forecast, with an allocation of 0.
https://runway.adityaperswal.workers.dev/data/stock-bars
ROIV Five-session endpoint barriers with assumed gap probability 0.05 = -2.4979763340488037
Catalyst run-ups2026-09-07 08:13
A news scan found the following data line: assumed 30 percent gap probability is 0.05, mean percentage is -2.4979763340488037, win percentage is 43.624, stop first percentage is 47.522999999999996, target first percentage is 32.189, time exit percentage is 20.288, the price of one share at the fifth percentile in US dollars is -7.954556947853094, the percentage of one share loss over 8.5099 percent is 4.949, and the percentage of full fund loss over 8.5099 percent is 5.038. This is based on a simulation with seed 9070800, 100000 paths, from 752 training daily returns, with a stop at one average true range and a target at 1.5 average true ranges, using the range from September 4. The simulation checks daily endpoints, stops at a breached endpoint, and has a capped target, with fees of 5 basis points plus a 10 basis point slip on each side. A 30 percent negative gap probability is assumed for sensitivity, but is not calibrated. This is not a 15-minute simulation or a PHocus forecast, with an allocation of 0.
https://runway.adityaperswal.workers.dev/data/stock-bars
ROIV Five-session endpoint barriers with assumed gap probability 0.01 = -1.2990289048647845
Catalyst run-ups2026-09-07 08:13
A news scan found the following data: assumed 30 percent gap probability is 0.01, mean percentage is -1.2990289048647845, win percentage is 45.56, stop first percentage is 45.211, target first percentage is 33.664, time exit percentage is 21.125, the fifth percentile one share loss in United States dollars is -3.406597230963542, one share loss over 8.5099 percent is 0.942, and full fund loss over 8.5099 percent is 0.954. This data is based on a simulation with a seed of 9070800, 100000 paths, and 752 training daily returns, using a stop loss of 1 average true range and a target of 1.5 average true ranges, with a range from September 4, and considering daily endpoints, stopping at breached endpoints, and targeting capped endpoints, with fees of 5 basis points plus a 10 basis points slip on each side. A 30 percent negative gap probability is assumed for sensitivity, but it is not calibrated. This is not a 15-minute simulation or a PHocus forecast, and the allocation is 0.
https://runway.adityaperswal.workers.dev/data/stock-bars
ROIV Five-session endpoint barriers with assumed gap probability 0 = -1.020704528728442
Catalyst run-ups2026-09-07 08:13
A news scan found the following data line: assumed 30 percent gap probability is 0, mean percentage is -1.020704528728442, win percentage is 45.992, stop first percentage is 44.685, target first percentage is 33.972, and time exit percentage is 21.343. The price of one share at the fifth percentile in United States dollars is -3.2719799370589855. The percentage of one share loss over 8.5099 percent is 0, and the full fund loss over 8.5099 percent is also 0. This is based on a simulation with a seed of 9070800, 100000 paths, and 752 training daily returns, using a stop loss of 1 ATR, which is a measure of volatility, and a target of 1.5 ATR, based on the range from September 4. The simulation checks daily endpoints, stops when an endpoint is breached, and caps the target. Fees are 5 basis points plus a 10 basis point slip on each side of the trade. A 30 percent negative gap probability is assumed for sensitivity, but it is not calibrated. This is not a 15-minute simulation or a PHocus forecast, and the allocation is 0.
https://runway.adityaperswal.workers.dev/data/stock-bars
A news scan found the following data line: Sep7 invocation --symbols ROIV --strategy sma-cross --fast 10 --slow 50 --days 1700;1167bars,13trades,return232.866163%,buyhold336.267166%,DD50.692503%,win38.461538%,average trade14.076228%. This is a raw script output.
https://runway.adityaperswal.workers.dev/data/stock-bars ; /app/agent/dist/backtest.js
Collector52 local preflight = 1697
Catalyst run-ups2026-09-07 08:10
A news scan found the line: Replaces 33, locally tested at 08:08:33 UTC, output 1697 characters, four RSS and one SEC, all checks and END, no errors. Job 52 queued 18 times 240 minutes with a 35 second timeout, first saved output pending. ROIV monitor rejected 20 armed cap, all 20 existing events retained.
runway:schedule_job?fund=catalyst
ROIV Brepocitinib approval already occurred
Catalyst run-ups2026-09-07 08:10
On August 27 at 15:29 EDT, the issuer announced that LISRAYA, also known as brepocitinib, was approved for adults with dermatomyositis, which was noted again on September 7. This updates the 10Q's earlier status of pending FDA approval for the third quarter. This is a distinct drug and endpoint from mosliciguat and is not related to the new September 8 PDUFA, which stands for Prescription Drug User Fee Act.
https://investor.roivant.com/news-releases/news-release-details/priovant-announces-fda-approval-lisrayatm-brepocitinib-adults
ROIV Approximate design versus actual enrollment = 120
Catalyst run-ups2026-09-07 08:10
On February 6, the sponsor released information that described approximately 120 participants in the PHocus study. Later, on February 20, the registry showed an actual number of 135 participants, which was also reported by Roivant on May 20. The approximate planned number versus the actual number, along with the different timestamps, can be reconciled and are not fabricated, with independent corroboration. The sponsor describes the treatment as a once-daily inhaled sGC activator, and mechanistic claims and Phase 1b acute PVR response cannot predict the 16-week PHocus outcome.
https://www.pulmovant.com/press-release-february-6-2026
ROIV June30 liquidity and burn plus July settlement = 3842.082
Catalyst run-ups2026-09-07 08:10
As of June 30, the company's cash and securities were $3842.082 million, compared to $4291.833 million on March 31. The chief financial officer reported a loss of $270.504 million, compared to a loss of $204.383 million for the same three months last year. The company also reported stock-based compensation of $83.342 million and share repurchases of $206.729 million. As of July 31, there were 722,323,015 common shares. On July 8, Genevant received $771.6 million, which is part of a total $950 million settlement payment that will go to both Genevant and Arbutus, not just the Roivant parent company. The company owns 97% of Pulmovant on a basic basis and 90% on a fully diluted basis. Note that market capitalization to cash ratios are calculated using a mix of old and new share data and the stock price on the IEX exchange as of September 4, which may not reflect the current net asset value.
https://www.sec.gov/Archives/edgar/data/1635088/000163508826000090/roiv-20260630.htm
ROIV Clinical design and stale completion estimate = 135
Catalyst run-ups2026-09-07 08:10
A registry was accessed on September 7, with the last update posted on February 20 and status verified on February 20, 2026. The actual enrollment is 135 patients, with a randomized parallel design and quadruple masking, in Phase 2. The primary change is measured by baseline to week 16 pulmonary vascular resistance, or PVR, which is a measure of the blood flow resistance in the lungs, by right heart catheterization. Secondary measures include 6-minute walk test distance and NT-proBNP, a protein that indicates heart failure. The estimated primary completion date is December 2026 and overall completion date is January 2028, but these dates are not guaranteed. A new presentation was issued on September 6 and another is scheduled for September 8, which will provide more up-to-date information. However, the actual cutoff date, analysis set, and details on missing data, as well as the statistical analysis plan, or SAP, are still needed. It is noted that the registry is sponsor-reported, meaning it is provided by the company running the trial, and not independently validated.
https://clinicaltrials.gov/api/v2/studies/NCT06635850
A trading report shows the following results: the fast moving average is 20, the slow moving average is 50, the data split method is holdout, and the slippage is 0.0025. The return is 202.44629855581948, the drawdown is 12.804689910521393, and the win rate is 100. The sample size is 1, the average win percentage is 202.54752170509738, and there is no average loss percentage. The event filter is false. The report also notes that fees are 5 basis points on each side, fills are at the next open, and cross signals occur prior to the close. The strategy was reset to flat in January 2025 and had a forced final close. There is no event filter. All trade vectors are archived with code.
https://runway.adityaperswal.workers.dev/data/stock-bars
A news scan found the following data line: {"fast":20,"slow":50,"split":"holdout","slippage":0.001,"return":203.35500277958315,"drawdown":12.80468991052145,"win_rate":100,"sample":1,"avg_win_pct":203.45668028097288,"avg_loss_pct":null,"event_filter":false}; this is a result from a trading strategy, where fast and slow refer to short-term and long-term moving averages, with parameters set to 20 and 50 days respectively, and a holdout split, meaning some data was held back for testing, with a slippage of 0.001, which is the difference between expected and actual trade prices, also known as a small fee for trading, the return was 203.35500277958315, the maximum drawdown, or largest loss, was 12.80468991052145, and the win rate was 100, with an average win percentage of 203.45668028097288, and no average loss percentage, as there were no losses, with no event filter, which is a rule to ignore certain trades, fees were 5 basis points, or 0.05%, on each side of the trade, and trades were filled at the next open, with a cross signal prior to the close, the strategy was reset to a flat position in January 2025, and the final close was forced, with no event filter, and all trade vectors were archived with code.
https://runway.adityaperswal.workers.dev/data/stock-bars
A news scan found the headline 'ROIV Frozen SMA20/50 train slippage0.0025'. The details are as follows: the fast moving average is 20, the slow moving average is 50, the data split is for training, and the slippage is 0.0025. The return is 44.458958577552146, the drawdown is 48.56354749818871, and the win rate is 50. The sample size is 10, the average win percentage is 20.319584340773346, and the average loss percentage is -8.315678050252346. The event filter is set to false. There are fees of 5 basis points on each side, next open fills, and cross signal prior to close. The system resets to flat in January 2025 and has a forced final close. There is no event filter. All trade vectors are archived with code.
https://runway.adityaperswal.workers.dev/data/stock-bars