Notes

A news scan found the following data line: a trading system called ROIV Frozen SMA20/50 had a training period with the following results: it used a fast moving average of 20 days and a slow moving average of 50 days, with a split of data for training, and a slippage of 0.001, which means a small loss of 0.1 percent due to the delay between a trade decision and its execution. The return was 48.86 percent and the drawdown, which is the largest decline in value, was 47.79 percent. The win rate was 50 percent, with 10 samples, an average win of 20.68 percent and an average loss of -8.04 percent. The event filter, which is a tool to select trades based on specific events, was set to false. The system had fees of 5 basis points, or 0.05 percent, on each side of a trade, and used next open fills, which means the system executed trades at the next opening price, and cross signal prior close, which means the system generated signals before the market closed. The system reset to a flat position in January 2025 and had a forced final close. All trade vectors were archived with code. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'ROIV Frozen SMA10/50 holdout slippage0.0025'. The results of a trading strategy are as follows: the strategy used two moving averages, one with a short period of 10 days and one with a long period of 50 days, a holdout split, and a slippage of 0.0025. The return was 184.43, the drawdown was 12.80, and the win rate was 100 percent. The average win percentage was 51.96 and there were no losses. The strategy had fees of 5 basis points on each side of a trade, used next open fills, and generated a cross signal prior to the close. The strategy was reset to a flat position in January 2025 and had a forced final close. There was no event filter used. All trade vectors were archived with code. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: {"fast":10,"slow":50,"split":"holdout","slippage":0.001,"return":186.99888500691037,"drawdown":12.804689910521427,"win_rate":100,"sample":3,"avg_win_pct":52.41656074779637,"avg_loss_pct":null,"event_filter":false}; fees are 5 basis points on each side, with next open fills and a cross signal prior to the 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

A news scan found the following data line: a trading strategy called ROIV Frozen had a fast period of 10 and a slow period of 50, which refers to the lengths of time used to calculate trends. The strategy was trained, or tested, with a slippage of 0.0025, which means a small loss on each trade due to less-than-perfect timing. The return was 6.49%, the drawdown, or largest loss, was 53.21%, and the win rate, or percentage of successful trades, was 27.27%. The average winning trade gained 34.47% and the average losing trade lost 8.44%. The strategy had 11 trades in the sample. There was no event filter, which is a rule to prevent trading during certain events. The strategy paid fees of 5 basis points, or 0.05%, on each side of trades, and trades were filled at the next open price. A cross signal, which is a buy or sell signal, was given before the prior close. The strategy was reset to a flat position in January 2025 and had a forced final close. All trade vectors, or records of trades, were archived with code. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: {"fast":10,"slow":50,"split":"train","slippage":0.001,"return":10.065163804365076,"drawdown":52.07366792763386,"win_rate":27.27272727272727,"sample":11,"avg_win_pct":34.87515224459848,"avg_loss_pct":-8.16516583142886,"event_filter":false}. This is a report from a trading system, where fast and slow refer to short-term and long-term moving averages, with values of 10 and 50 respectively. The split is for training, with a slippage of 0.001, meaning a small loss due to the difference between expected and actual trade prices. The return is 10.065163804365076 percent, the drawdown is 52.07366792763386 percent, and the win rate is 27.27272727272727 percent. The sample size is 11, the average win percentage is 34.87515224459848 percent, and the average loss percentage is -8.16516583142886 percent. The event filter is set to false. Fees are 5 basis points on each side of a trade, with next-open fills, and cross signal prior to close. The system was reset to a flat position in January 2025, with a forced final close. There is no event filter, and all trade vectors are archived with code. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: {"fast":5,"slow":50,"split":"holdout","slippage":0.0025,"return":102.60947665540306,"drawdown":12.80468991052144,"win_rate":50,"sample":8,"avg_win_pct":26.39394464157644,"avg_loss_pct":-2.275479583871984,"event_filter":false}. This is a set of results from a trading strategy, where fast and slow refer to short-term and long-term moving averages, with values of 5 and 50 respectively. The split is a holdout, meaning some data is set aside for testing, and the slippage is 0.0025, which is the difference between expected and actual trade prices. The return is 102.61, the drawdown is 12.80, the win rate is 50, the sample size is 8, the average win percentage is 26.39, and the average loss percentage is -2.28. The event filter is false, meaning no events were filtered out. Fees are 5 basis points on each side of a trade, fills are done at the next open, and cross signals happen before the prior close. The strategy was reset to flat in January 2025 and had a forced final close. There is no event filter, and all trade vectors are archived with code. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: {"fast":5,"slow":50,"split":"holdout","slippage":0.001,"return":107.5309414384923,"drawdown":12.804689910521416,"win_rate":50,"sample":8,"avg_win_pct":26.773847279214223,"avg_loss_pct":-1.9817146407966244,"event_filter":false}. This is a set of results from a trading strategy, where fast and slow refer to short-term and long-term moving averages, with values of 5 and 50 respectively. The split is a holdout, meaning some data is set aside for testing, and the slippage is 0.001, which is a small amount of price movement. The return is 107.53, the drawdown is 12.80, and the win rate is 50. There were 8 samples, with an average win of 26.77 percent and an average loss of -1.98 percent. The event filter is false, meaning it is not being used. Fees are 5 basis points on each side of a trade, and next-open fills are used, with cross signal prior to close. The strategy was reset to a flat position in January 2025, and a final close was forced. There is no event filter, and all trade vectors are archived with code. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'ROIV Frozen SMA5/50 train slippage0.0025'. The report is about a trading strategy with a fast period of 5 days and a slow period of 50 days, used for training with a slippage of 0.0025. The results show a return of -36.89354665017363, a drawdown of 59.72865710409123, and a win rate of 17.647058823529413, based on 17 samples. The average win percentage is 32.55357917251535 and the average loss percentage is -8.33398570631834. The event filter is set to false. The strategy uses fees of 5 basis points on each side, next open fills, and cross signal prior close. It 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: a trading strategy called ROIV Frozen SMA5/50 had a train slippage of 0.001. The strategy's parameters were: fast period of 5 days, slow period of 50 days, split set to train, and slippage of 0.001. The results showed a return of -33.59162341883803, a drawdown of 58.064074156841095, and a win rate of 17.647058823529413. The sample size was 17, with an average win percentage of 32.951988520077606 and an average loss percentage of -8.058423631419764. The event filter was set to false. Additional notes mentioned fees of 5 basis points on each side, next-open fills, and cross signal prior to close. The strategy was reset to flat in January 2025 and had a forced final close. There was no event filter. All trade vectors were archived with code. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep7. All-adjusted IEX daily bars2022-01-01 through2026-09-04; source is partial venue, not NBBO. [{"o":36.05,"h":36.7,"l":35.7,"c":35.79,"v":285790},{"o":35.79,"h":35.79,"l":34.56,"c":35.25,"v":357445},{"o":35.31,"h":36.5,"l":35.31,"c":36.14,"v":298932},{"o":36.45,"h":36.495,"l":35.79,"c":36.29,"v":309437},{"o":35.985,"h":36.49,"l":35.985,"c":36.19,"v":416520},{"o":36.16,"h":37,"l":35.66,"c":36.23,"v":495078},{"o":36,"h":37.46,"l":35.9,"c":37.39,"v":411490},{"o":37.915,"h":37.92,"l":36.755,"c":37.41,"v":450140},{"o":37.05,"h":37.5,"l":36.685,"c":36.825,"v":148210},{"o":37.11,"h":37.115,"l":36.23,"c":36.3,"v":301588},{"o":36.16,"h":36.56,"l":35.705,"c":36.36,"v":474554},{"o":36.82,"h":37.275,"l":36.31,"c":36.49,"v":278054},{"o":36.43,"h":36.925,"l":36.37,"c":36.76,"v":329753},{"o":36.845,"h":37.79,"l":36.54,"c":37.57,"v":325209},{"o":37.045,"h":37.045,"l":34.69,"c":34.71,"v":367106},{"o":34.83,"h":35.33,"l":34.015,"c":34.6,"v":464855},{"o":34.63,"h":34.94,"l":34.265,"c":34.505,"v":380868},{"o":34.55,"h":34.98,"l":33.43,"c":34.195,"v":381567},{"o":33.835,"h":34.41,"l":33.695,"c":34.405,"v":223161},{"o":34.18,"h":35.14,"l":34.12,"c":34.945,"v":308698}] https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line: Measured Sep 7. All-adjusted IEX daily bars from 2022-01-01 through 2026-09-04, source is partial venue, not National Best Bid and Offer, with the following hashes: ROIV is 837dde4f0a1aac551132dc7d00c9743acd2c152ac21a9f4c78dc153374401190 and SPY is 6d3f073f6a7e602f5d50a41dd3398c97568a1f1a643b249022d51806139387d1. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Measured on September 7, the analysis used daily bars from January 1, 2022, through September 4, 2026, from the IEX, which is a partial venue, not the National Best Bid and Offer, a system that provides the best bids and offers for stocks. The data included the following metrics: market capitalization per stale share in US dollars, cash per stale share, cash as a percentage of market capitalization, quarterly burn rate as a percentage of cash, annualized burn in US dollars, number of quarters with static cash, percentage decline in cash per quarter, growth rate of cash burn, and hypothetical stop and target prices. The data also included support resistance ratio, one share gap 20 and 30 loss, full fund gap 20 loss, fund gap 20 notional limit, and shares affordable, with values of 25241.577759174997, 5.31906352174034, 15.221243444671167, 7.040557697623321, 1082.016, 14.203420282140005, -10.479228805035056, 32.35151651556147, 33.7875, 36.68125, 1.1460396039603957, 6.989000000000001, 10.4835, 9.828000000000001, 42.549499999999995, and 1, respectively. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Measured on September 7, the data used daily bars from the IEX from January 1, 2022, through September 4, 2026, which is a partial venue, not the National Best Bid and Offer, a term that refers to the best available price to buy or sell a stock. The results of a five-session training-only Monte Carlo simulation are as follows: the simulation used 100,000 paths, 752 training days, and 5 sessions, resulting in a mean percentage of 0.46984148793208946, a 5th percentile of -12.527142252881227, a 95th percentile of 14.867952798334475, and a loss probability percentage of 49.822. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'ROIV 2025–September4 2026 ROIV/SPY daily regression'. Measured on September 7, the analysis used all-adjusted IEX daily bars from January 1, 2022, through September 4, 2026. The source of the data is a partial venue, not the National Best Bid and Offer, which is a system that provides the best available prices for buying and selling securities. The results of the analysis are as follows: there were 420 data points, the correlation was 0.3902083971864555, the daily alpha percentage was 0.2189359574824113, the beta was 0.9182525331040446, the R-squared value was 0.15226259323482216, the daily mean percentage was 0.2873941561470709, the daily standard deviation percentage was 2.462710923071691, the minimum percentage was -7.612456747404838, and the maximum percentage was 22.25112319697329. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'ROIV 2022–24 ROIV/SPY daily regression'. Measured on September 7, the analysis used all-adjusted IEX daily bars from January 1, 2022, through September 4, 2026. The source of the data is a partial venue, not the National Best Bid and Offer, which is a system that provides the best available prices for buying and selling securities. The results of the analysis are as follows: the number of data points is 752, the correlation is 0.3235481320645487, the daily alpha percentage is 0.04913680336813414, the beta is 1.0984286641213996, the R-squared value is 0.10468339376245828, the daily mean percentage is 0.09205034536191495, the daily standard deviation percentage is 3.7338486933286776, the minimum percentage is -12.939698492462314, and the maximum percentage is 22.28163992869876. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line was found with the following information: Measured on September 7, the technical state of IEX was analyzed using all-adjusted daily bars from January 1, 2022, through September 4, 2026. The source of this data is a partial venue, not the National Best Bid and Offer, which is a system that provides the best available bid and ask prices for a security. The data includes 1173 bars, with the first bar on January 3, 2022, at 00:00:00, and the last bar on September 4, 2026, at 00:00:00. The close price was 34.945, and other technical indicators were also calculated, including a 10-day simple moving average of 35.454, a 20-day simple moving average of 35.91775, a 50-day simple moving average of 35.2768, an average true range of 1.1575 over 14 days, an average daily range of 1.12 over 14 days, a low price of 33.43 over 20 days, a high price of 37.92 over 20 days, a volume percentage of 35.02594834205775 over 20 days, an average volume of 350422.75 over 20 days, and a return percentage of -3.7725457799807183 over 20 days. https://runway.adityaperswal.workers.dev/data/stock-bars

A fund manager calculated the results of a trading strategy using Python and exact trade data. The results showed that SNOW lost 5.392364%, DELL gained 7.939941%, and GTLB lost 5.130499%. The strategy had a win rate of 33.333%, with an average win of 7.939941% and an average loss of 5.261432%, resulting in a mean of -0.860974%. The total profit and loss was a loss of 1.046053 USD. A statistical measure called the Wilson 95% win interval was between 6.149 and 79.234%. The raw quarter Kelly, a measure of risk, was 0. All three market entries and all three operator liquidations were made, but there were no strategy stop or target exits. Since there were no reference quotes submitted, market slippage, which is the difference between expected and actual trade prices, cannot be estimated. These results are based on censored multiday data and do not represent the intended 4-6 week outcome or intraday edge. query_trades fund=quant retrieved 2026-09-07

A news scan found the preliminary operating results for GME, which is a company, for the quarter that ended on August 1, 2026. These unaudited results were retrieved and calculated on September 7. The sales for this quarter are expected to be between 780 million and 800 million dollars, compared to 972.2 million dollars in the previous period. The operating income is expected to be between 150 million and 170 million dollars, compared to 66.4 million dollars. The net income is expected to be between 290 million and 310 million dollars, compared to 168.6 million dollars. The midpoint of the sales estimate is 790 million dollars, which is a decrease of 18.741 percent. The operating margin, which is a measure of profitability, is 20.253 percent, compared to 6.830 percent. The company also reported a net gain of 238 million dollars from eBay, which is an online marketplace, but this includes a digital loss of 75 million dollars, resulting in a net gain of 163 million dollars. This represents 54.333 percent of the midpoint net income of 300 million dollars. The cash and securities held by the company are expected to be between 5050 million and 5070 million dollars, compared to 8694 million dollars, which is a decrease of 41.799 percent. The company's conversion of some of its assets into eBay equity partly explains this decrease. The company also owns 43.4 million shares of eBay, which were worth 4947 million dollars at the start of August, implying a value of 113.986 dollars per share, although this is not the current market quote. The complete results for September 8 must provide additional information. https://investor.gamestop.com/news-releases/news-details/2026/GameStop-Announces-Second-Quarter-2026-Preliminary-Results/default.aspx

A research paper published in 2021 by authors Baltussen, Da, Lammers, and Martens, who are affiliated with Robeco, was retrieved on September 7. The paper examines a sample of 17 equity, 16 bond, 21 commodity, and 8 currency futures from 1974 to May 2020. The authors found that a predictor based on the last half hour of trading before close is stronger than one based on the overnight period plus the first half hour of trading. They note that their main strategy does not include transaction costs, which may make it unprofitable for many investors. The authors also discuss how short-gamma hedging can provide a mechanism, but not proof, of current dealer positioning. This study uses a broader futures dataset, which is independent and not a repeat of identical ETF returns. https://academicweb.nd.edu/~zda/intramom.pdf

A review of the ledger from September 7 at 08 UTC showed one closed cryptocurrency trade, which was an operator liquidation. The trade entered at $81,614.8 and exited at $81,548.7 with a quantity of 0.001681857. This resulted in a price-only loss of 0.8099021256 percent, or -$0.1111707477, over 47.9278 minutes. There were no fee activities provided. The trade had zero wins, and no average win was identified, with no stop or target hit for calibration and no execution reference quote for slippage. A Python recomputation of frozen backtests for BTC, ETH, and SOL showed expectancy percentages of -0.6328916631, -0.7069389899, and -0.5733609909, respectively. The unclipped quarter Kelly figures were -0.1596417245, -0.0423085532, and -0.0275617278, with no clipping at zero for each. The precision of ETH was corrected to a bid of $19.9999978507 and an ask of $83.3750736 at 08:02, whereas an earlier analysis had an immaterial manual rounding error of $19.9999958537. query_trades fund=crypto trade=10

A news scan found the headline 'Sep7readback:48lastRun06:30:53.373Z,length1590,threefilingchecks,twoGISreminders,END;next10:30:53.373Z. Jobs30lastSep6 20:45,next08:45;33last05:15,next09:15;27last05:15,next13:15;17last02:30,nextSep8 02:30. Completiondoesnotproveexhaustivesurveillance.' This is a raw script output. runway:list_jobs?fund=catalyst

A news scan found the calendar for September 7 in HTML format, which returned headers without rows. Searches for an exact date found comment deadlines, public meetings, and clinical readouts, but not a confirmed drug decision for September 8 or 9. This lack of information does not necessarily mean that a decision was not made. The closest upcoming event to watch is TLX on September 11 from the issuer, and it is still possible that early decisions could be made. https://www.fda.gov/advisory-committees/advisory-committee-calendar

A news scan found the headline 'Issuer index re-read on September 7, latest visible BiPAS enrollment pathway notice; no Pixclara action seen in returned latest page.' This is not an exhaustive or proof of no decision; the September 11 deadline remains prior to primary verification. https://telixpharma.com/news-views/