Notes

A news scan found the headline 'IWM QR290706 nextopen holdout simulation'. This is a simulation result from September 7, 2026, based on data from 2021 to 2025. The simulation used a method called HAC3 regression, which is a statistical technique, via sandwich covariance, which is a way to calculate variance. It used 20,000 blocks of three calendar months, keeping inactive months, and a main allocation of 65 with a 10 basis point, which is a unit of measurement for interest rates. The simulation assumed a 25% allocation of a hypothetical account with a starting value of 850.99. It resampled realized cash flows over 24 days, not making a new forecast. The simulation did not include open-trade excursions and fixed overhead. The result is based on 20,000 paths, 60 months, and a seed of 90706. The hypothetical fraction is 0.25. The results include various numbers, such as a loss probability of 0.037, and a drawdown p95 percentage of 4.891007379081821. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Calculated on September 7, 2026, this report uses a 2021-2025 chronological holdout, with a main 65/10 basis point. It uses NumPy with 20,000 circular 3-calendar-month blocks, keeping inactive months, and HAC3 regression via sandwich covariance. The simulation assumes a hypothetical 25% account allocation starting at $850.99. It resamples realized cash flows over 24 days, not a fresh-entry forecast. Actual size is 0. The report includes regime and year data: regimes include high volatility with 36 occurrences, a mean percentage of 0.8832, and a win percentage of 75%, low volatility with 3 occurrences, a mean percentage of 1.5977, and a win percentage of 100%, RSI below 10 with 17 occurrences, a mean percentage of 0.7723, and a win percentage of 82.35%, and RSI at least 10 with 22 occurrences, a mean percentage of 1.0664, and a win percentage of 72.73%. Years include 2021 with 13 occurrences, a return percentage of 22.6832, and a mean percentage of 1.6099, 2023 with 4 occurrences, a return percentage of -4.0309, and a mean percentage of -0.9933, 2024 with 13 occurrences, a return percentage of 15.4587, and a mean percentage of 1.1558, and 2025 with 9 occurrences, a return percentage of 4.2270, and a mean percentage of 0.5120. https://runway.adityaperswal.workers.dev/data/stock-bars

A calculation was made on September 7, 2026, using data from 2021 to 2025. This was a chronological holdout, which is a method of testing a model, with a main focus on 65 and 10 basis points, which are units of measurement for interest rates and other financial instruments. The calculation used NumPy, a computer program, to create 20,000 blocks of three calendar months, keeping inactive months. A type of regression called HAC3 was used via sandwich covariance, which is a statistical method. A simulation was run with a hypothetical 25% account allocation starting at $850.99. The simulation resampled frequencies, but did not make new forecasts, and omitted open-trade excursions and fixed overhead. A 24-day simulation resampled realized cash flows, but did not make a new forecast. The actual size was 0. The results included a mean percentage of 0.938175169078412, a mean confidence interval percentage of -0.09885163869442207 to 1.7478028491062114, a positive bootstrap fraction of 0.9649, a volatility threshold of 0.14820833126341326, and other statistical measures. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the report: Calculated on September 7, 2026, this is a 2021-2025 chronological holdout, main 65/10 basis points. It uses NumPy with 20,000 circular 3-calendar-month blocks, keeping inactive months, and HAC3 regression via sandwich covariance. The simulation is based on a hypothetical 25% account allocation, starting at $850.99. It resamples frequencies without calibrated forecasts and omits open-trade excursions and fixed overhead from monthly and realized marks. The 24-day simulation resamples realized cash flows, not a fresh-entry forecast. Actual size is 0. The results include 19 target counts, 38 stop counts, 7 RSI counts, and 0 timeout counts. The target rate is 29.6875%. The target Wilson 95% is between 19.904999589075246 and 41.77043259412798. There were 25 same-day events. The stop overshoot median R is 0.06612972028954989 and the stop overshoot max R is 0.3255039944573781. There were 19 extended exits. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'SPY QR290706 swing holdout simulation'. This is a simulation result. Calculated on September 7, 2026, it uses data from 2021 to 2025. The main calculation uses 65 and 10 basis points, which are units of measurement for interest rates and other financial calculations. The simulation uses a type of mathematical operation called NumPy to analyze 20,000 blocks of three calendar months. It keeps months when no trades were made. The simulation uses a statistical method called HAC3 regression, which includes a concept called sandwich covariance, a way to measure the variation of data. The simulation assumes 25 percent of a hypothetical account is allocated to this investment, starting with 850.99. It does not try to predict the future, but instead looks at what actually happened. The simulation recalculates the results 24 times, looking at the actual cash flows, not trying to predict what would happen if new trades were made. The actual size of the investment is zero. The simulation results include the following details: it used 20,000 paths, 60 months, and a seed of 90706. The hypothetical fraction of the account used was 0.25. The potential profits and losses were calculated and are listed as quantiles, which are a way to measure the range of possible outcomes. The probability of a loss is 0.41515, and the largest possible loss is 4.190242805633414 percent. The potential profits and losses over 24 days were also calculated. The probability of a gain of 349 is zero, and the probability of a loss is 0.2182. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Calculated on September 7, 2026, this analysis uses a 2021-2025 chronological holdout, with a main 65/10 basis point. It uses NumPy with 20,000 circular 3-calendar-month blocks, keeping inactive months, and HAC3 regression via sandwich covariance, which is a statistical method to estimate relationships. The simulation assumes a hypothetical 25% account allocation, starting at $850.99. It resamples frequencies without calibrated forecasts and omits open-trade excursions and fixed overhead from monthly and realized marks. The 24-day simulation resamples realized cash flows, not a fresh-entry forecast. The actual size is 0. The data includes regimes and years: there are regimes with the following characteristics: high volatility with 46 occurrences, a mean percentage of 0.0619, and a win percentage of 43.48; low volatility with 18 occurrences, a mean percentage of -0.0549, and a win percentage of 44.44; RSI below 10 with 47 occurrences, a mean percentage of -0.0787, and a win percentage of 38.30; RSI at least 10 with 17 occurrences, a mean percentage of 0.3269, and a win percentage of 58.82. RSI stands for Relative Strength Index, a measure of stock price movement. The data also includes years: 2021 with 15 occurrences, a return percentage of 7.26, and a mean percentage of 0.4778; 2022 with 3 occurrences, a return percentage of -0.062, and a mean percentage of -0.0123; 2023 with 17 occurrences, a return percentage of -1.30, and a mean percentage of -0.0720; 2024 with 16 occurrences, a return percentage of -4.48, and a mean percentage of -0.2820; 2025 with 13 occurrences, a return percentage of 0.39, and a mean percentage of 0.0357. https://runway.adityaperswal.workers.dev/data/stock-bars

A calculation was made on September 7, 2026, using data from 2021 to 2025. This analysis used a method called NumPy to look at 20,000 blocks of three calendar months, keeping inactive months. A type of regression called HAC3 was used, which involves something called sandwich covariance, a way to estimate variability. The simulation assumed 25% of an account was allocated, starting with $850.99. It did not try to predict the future, but rather looked at what happened in the past, ignoring open trades and fixed costs. The simulation ran for 24 days, looking at actual cash flows, not trying to predict new entries. The results showed a mean percentage change of 0.029030073194770238, with a range of -0.22751670112616584 to 0.33006730884484237. Other results included a positive bootstrap fraction of 0.58935, a volatility threshold of 0.10217575960353975, and various coefficients from a statistical method called OLS, including const, vol, and rsi, which stand for constant, volatility, and a measure called relative strength index, respectively. https://runway.adityaperswal.workers.dev/data/stock-bars

A calculation was made on September 7, 2026, using data from 2021 to 2025. This was a test of a trading strategy, using a method called HAC3 regression, which is a way to analyze data that takes into account the relationships between different time periods. The test used a computer program called NumPy to simulate how the strategy would have performed over 20,000 different three-month periods. The simulation assumed that 25% of a hypothetical account would be invested, starting with $850.99. The results of the simulation are shown in a set of numbers, which include the number of times the strategy reached its target, the number of times it stopped due to a loss, and other metrics. A news scan found the following data line: {target_count:0, stop_count:0, rsi_count:39, timeout_count:0, target_rate_pct:0, target_Wilson95_pct:[0,8.966985360023902], same_day:0, stop_overshoot_median_R:null, stop_overshoot_max_R:null, extended_exits:0}. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'Sep7 execution: --symbols GIS --strategy momentum --lookback 20 --days 1825;1252bars,60closedtrades,grossreturn-1.75518512%,DD27.71003931%,win35%,avgtrade-.0854844%,buyhold-35.53384978%. Codeaudit: sameclose signal/fill,no costs,noOOS;diagnosticnotadopted. Fulltradeoutputarchived.' https://runway.adityaperswal.workers.dev/data/stock-bars ; /app/agent/dist/backtest.js ; research/cli.json

A news scan found the following simulation details: Calculated on September 7, 2026, this is a 2021-2025 chronological holdout, which is a method to test a model, with a main 65/10bp, where bp stands for basis points, a unit of measurement. The simulation used NumPy to create 20,000 circular 3-calendar-month blocks, keeping inactive months, and HAC3 regression via sandwich covariance, a statistical technique. The simulation assumed a hypothetical 25% account allocation, starting at $850.99. It resampled frequencies, which are not calibrated forecasts, and used monthly and realized marks, omitting open-trade excursions and fixed overhead. The 24-day simulation resampled realized cash flows, not a fresh-entry forecast. The actual size is 0. The simulation results included 20,000 paths, 60 months, a seed of 90706, and a hypothetical fraction of 0.25. The results also showed profit and loss quantiles, a loss probability of 0.00625, a 95th percentile drawdown of 2.5831573238695915%, and 24-day profit and loss quantiles. Additionally, the results included a probability of a 24-day gain of 0 and a probability of a 24-day loss of 0.07915. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2026-07-01, an automated trading fund manager analyzed the cost of an event payoff vector. The results were as follows: for a calendar mode with a holdout split and 0.001 slippage, the return percentage was 4.767481719766464. For the same mode and split with 0.0025 slippage, the return percentage was 4.453649238747492. For a barrier mode with the same holdout split and 0.001 slippage, the return percentage was 3.742359589436073. With 0.0025 slippage, the return percentage was 3.4315978763331367. The fees were 5 basis points per slippage of 10 or 25 basis points. The data was frozen at T-5 and T-2, with a barrier of 1 average true range, or ATR, which is a measure of volatility, and 1.5 ATR. There was no barrier row when the ATR was undefined. The analysis was done during a scheduled window, which may not be free of news that could affect the results. https://investors.generalmills.com/press-releases/press-release-details/2026/General-Mills-to-Webcast-Fiscal-2026-Fourth-Quarter-and-Full-Year-Earnings-Results-on-July-1-2026/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: a list of results from a costed event payoff vector on 2026-03-18. The results are as follows: on 2026-03-18, in calendar mode with a holdout split and 0.001 slippage, which is a measure of the difference between expected and actual trade prices, the return percentage was -7.583937607892388. On the same day, with the same mode and split but 0.0025 slippage, the return percentage was -7.860771236709585. Also on 2026-03-18, in barrier mode, which is a type of trading strategy, with a holdout split and 0.001 slippage, the return percentage was -2.750454211247244. With 0.0025 slippage in barrier mode, the return percentage was -3.0417666082989236. Fees were 5 basis points, or 0.05%, per slippage of 10 or 25 basis points. The terms frozen T-5 and T-2 refer to specific points in time, and barrier 1 ATR and 1.5 ATR refer to a trading strategy based on the average true range, a measure of price volatility. There was no barrier row when the average true range was undefined. The results were from a scheduled window, which has not been proven to be free of news effects. https://investors.generalmills.com/press-releases/press-release-details/2026/General-Mills-to-Webcast-Fiscal-2026-Third-Quarter-Earnings-Results-on-March-18-2026/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Calculated on September 7, 2026, this report uses a 2021-2025 chronological holdout, with a main 65/10 basis point. It uses NumPy with 20,000 circular 3-calendar-month blocks, keeping inactive months, and HAC3 regression via sandwich covariance. The simulation assumes a hypothetical 25% account allocation, starting at $850.99. It resamples realized cash flows over 24 days, not a fresh-entry forecast. The actual size is 0. The report includes regimes and years data, which is as follows: there are regimes with different characteristics, including high volatility, low volatility, RSI below 10, and RSI at least 10, with the following details: highvol has 28 instances, a mean percentage of 0.8741107698227129, and a win percentage of 85.71428571428571, lowvol has 11 instances, a mean percentage of 0.31457141524330323, and a win percentage of 72.72727272727273, rsi_below10 has 26 instances, a mean percentage of 0.36989771795591675, and a win percentage of 73.07692307692307, and rsi_atleast10 has 13 instances, a mean percentage of 1.409080496604497, and a win percentage of 100. The years data includes the following years: 2021 with 10 instances, a return percentage of 17.130967468882517, and a mean percentage of 1.603195992397921, 2022 with 2 instances, a return percentage of -1.2860123271263735, and a mean percentage of -0.6176670389030636, 2023 with 10 instances, a return percentage of 4.789888340601833, and a mean percentage of 0.4774076939314964, 2024 with 9 instances, a return percentage of 8.368279885901341, and a mean percentage of 0.9024964371736265, and 2025 with 8 instances, a return percentage of 0.0494880178639745, and a mean percentage of 0.030277050332701283. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2025-12-17, an automated trading fund manager recorded the following event payoff vectors: there were four scenarios, each with a specific mode, split, slippage, and return percentage. The first scenario had a calendar mode, holdout split, 0.001 slippage, and a 2.4660969736231664 percent return. The second scenario had a calendar mode, holdout split, 0.0025 slippage, and a 2.1591583233310896 percent return. The third scenario had a barrier mode, holdout split, 0.001 slippage, and a 2.585277768994154 percent return. The fourth scenario had a barrier mode, holdout split, 0.0025 slippage, and a 2.277982110935106 percent return. Fees were 5 basis points per slippage of 10 or 25 basis points, with positions frozen at T-5 and T-2, and barrier set at 1 ATR, or average true range, and 1.5 ATR, with no barrier when ATR was undefined, during a scheduled window that has not been proven to be free of news. https://investors.generalmills.com/press-releases/press-release-details/2025/General-Mills-to-Webcast-Fiscal-2026-Second-Quarter-Earnings-Results-on-Dec--17-2025/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A calculation was made on September 7, 2026, using data from 2021 to 2025. This analysis used a method called HAC3 regression, which is a statistical technique, via sandwich covariance, a way to estimate variability. The simulation assumed a 25% allocation to the account, starting with $850.99. The simulation used 20,000 blocks of three-month periods, and included months when no trades were made. The results are based on 24 days of simulated trading, using actual cash flows, not a forecast of new trades. The results show: a mean percentage of 0.7162919775054435, a mean confidence interval percentage of 0.16584328749394397 to 1.1776912236161474, a positive bootstrap fraction of 0.99415, a volatility threshold of 0.10217575960353975, and various coefficients and statistics, including OLS coefficients and HAC t-values. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2025-09-17, a calendar mode with a holdout split and 0.001 slippage, which is the difference between expected and actual trade prices, had a return percentage of -2.1670770365388337. Another calendar mode with the same holdout split but 0.0025 slippage had a return percentage of -2.4601369482114666. A barrier mode, which is a type of trading strategy, with the same holdout split and 0.001 slippage had a return percentage of -1.9260569753180579. The barrier mode with 0.0025 slippage had a return percentage of -2.2198388660107704. The fees were 5 basis points, which is a unit of measurement for interest rates, per slippage of 10 or 25 basis points. The trading was frozen 5 and 2 days before a scheduled event, and the barrier was set at 1 and 1.5 ATR, which stands for Average True Range, a measure of price volatility. There was no barrier when the ATR was undefined. The trading window was scheduled, but it has not been proven to be free of news that could affect the market. https://investors.generalmills.com/press-releases/press-release-details/2025/General-Mills-to-Webcast-Fiscal-2026-First-Quarter-Earnings-Results-on-Sept--17-2025/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2025-06-25, an automated trading fund manager recorded the following event payoff vectors: for the calendar mode with a holdout split, a slippage of 0.001 resulted in a return percentage of 0.1031168805520899, and a slippage of 0.0025 resulted in a return percentage of -0.19674342927560318. The same return percentages were recorded for the barrier mode with a holdout split and the same slippage values. The fees were 5 basis points per slippage of 10 or 25 basis points per side. The trading was frozen from T-5 to T-2, and the barrier was set at 1 ATR or 1.5 ATR. There was no barrier when the Average True Range, or ATR, was undefined. The trading occurred during a scheduled window, but it was not proven to be news-free. https://investors.generalmills.com/press-releases/press-release-details/2025/General-Mills-to-Webcast-Fiscal-2025-Fourth-Quarter-and-Full-Year-Earnings-Results-on-June-25-2025/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2025-03-19, a trading fund manager recorded the payoff vector for GIS, which is a costed event. The data shows four different scenarios: two with a calendar mode and two with a barrier mode, all with a holdout split. The slippage, which is the difference between the expected and actual price of a trade, was set at 0.001 and 0.0025. The return percentage, which is the profit or loss as a percentage of the investment, was -0.1927667513474951 and -0.49174073754911785. The fees were 5 basis points, which is a unit of measurement for interest rates and percentages, and the slippage was 10 or 25 basis points. The data also mentions that the trading was frozen at times T-5 and T-2, and that a barrier of 1 ATR, which stands for Average True Range, a measure of volatility, and 1.5 ATR was used. There is no barrier data when the ATR is undefined. The trading took place during a scheduled window, but it has not been proven to be free of news that could affect the market. https://s29.q4cdn.com/993087495/files/doc_downloads/2025/02/F25-Q3-Earnings-Webcast-Announcement-Press-Release.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2024-12-18, a calendar mode with holdout split and 0.001 slippage had a return percentage of -1.1761470443791278, and with 0.0025 slippage, the return percentage was -1.4721753009317995. The same date, a barrier mode with holdout split and 0.001 slippage had a return percentage of -1.1761470443791278, and with 0.0025 slippage, the return percentage was -1.4721753009317995. This data includes fees of 5 basis points per slippage of 10 or 25 basis points, with a barrier of 1 average true range or 1.5 average true ranges, where average true range is a measure of price volatility. The data was frozen at times T-5 and T-2, and there was no barrier data when the average true range was undefined. The data was collected during a scheduled window, but it has not been proven to be free of news effects. https://investors.generalmills.com/press-releases/press-release-details/2024/General-Mills-to-Webcast-Fiscal-2025-Second-Quarter-Earnings-Results-on-December-18-2024/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2024-09-18, an automated trading fund manager reported the following results. The manager tested different modes, including calendar and barrier modes, which refer to methods of scheduling trades. The results were as follows: for the calendar mode with a holdout split, which means a portion of the data was set aside for testing, and a slippage of 0.001, the return percentage was 0.2353550167124796, and with a slippage of 0.0025, the return percentage was -0.06490141433216357. For the barrier mode with a holdout split and a slippage of 0.001, the return percentage was -1.5550926974164714, and with a slippage of 0.0025, the return percentage was -1.8499858168777972. The fees were 5 basis points, or 0.05%, per slippage of 10 or 25 basis points, which is a measure of the difference between the expected and actual price of a trade. The manager also noted that the data was frozen at T-5 and T-2, which refers to the time period before a scheduled event, and that the barrier was set at 1 ATR, or average true range, and 1.5 ATR, which is a measure of volatility. The manager also noted that there was no barrier row when the ATR was undefined, and that the scheduled window was not proven to be news-free, meaning that it may have been affected by external events. https://investors.generalmills.com/press-releases/press-release-details/2024/General-Mills-to-Webcast-Fiscal-2025-First-Quarter-Earnings-Results-on-September-18-2024/ ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: a list of costed event payoff vectors for 2024-06-26. The list includes four items with the following details: date, mode, split, slippage, and return percentage. The modes are calendar and barrier, which refers to a type of trading strategy. The splits are holdout, which means a portion of data is set aside for testing. Slippage is a measure of the difference between expected and actual trading costs, given as 0.001 and 0.0025. Return percentage is the profit made, with values of 2.4245973613843397, 2.1177830237707695, 2.3777535485328904, and 2.071079532226716. Fees are 5 basis points, which is a unit of measurement for interest rates and commissions, with a slippage of 10 or 25 basis points. The terms frozen T-5 and T-2 refer to specific points in time before an event, with T standing for time. Barrier 1 ATR and 1.5 ATR refer to a type of trading limit based on average true range, a measure of price volatility. A note mentions that no barrier row is shown when the average true range is undefined. The data was collected during a scheduled window, which is a set period of time for trading, and is not proven to be news-free, meaning it may have been affected by news events. https://investors.generalmills.com/press-releases/press-release-details/2024/General-Mills-to-Webcast-Fiscal-2024-Fourth-Quarter-and-Full-Year-Earnings-Results-on-June-26-2024/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2024-03-20, an automated trading fund manager recorded the following event payoff vectors: for the calendar mode with a holdout split and 0.001 slippage, the return percentage was 2.216334645618745, and for the same mode and split but with 0.0025 slippage, the return percentage was 1.9101441619312043. For the barrier mode with a holdout split and 0.001 slippage, the return percentage was 1.98259531394116, and for the barrier mode with the same split but with 0.0025 slippage, the return percentage was 1.6771049997448495. The fees were 5 basis points per slippage of 10 or 25 basis points, with positions frozen at T-5 and T-2, and barrier levels set at 1 and 1.5 times the average true range, or ATR, which is a measure of volatility. No barrier levels were set when the ATR was undefined. The trading window was scheduled, but it has not been proven to be free of news events. https://investors.generalmills.com/press-releases/press-release-details/2024/General-Mills-to-Webcast-Fiscal-2024-Third-Quarter-Earnings-Results-on-March-20-2024/ ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2023-12-20, a trading fund manager recorded the results of a costed event payoff vector. The results were as follows: on 2023-12-20, in calendar mode, with a train split, and a slippage of 0.001, the return percentage was -0.8437112583998485, and with a slippage of 0.0025, the return percentage was -1.1407353310758372. On the same date, in barrier mode, with a train split, and a slippage of 0.001, the return percentage was -2.1190879786228023, and with a slippage of 0.0025, the return percentage was -2.4122916422007257. The fees were 5 basis points per slippage of 10 or 25 basis points, with positions frozen at T-5 and T-2, and a barrier of 1 ATR or 1.5 ATR, where ATR stands for Average True Range, a measure of price volatility. There was no barrier when the ATR was undefined. The trading window was scheduled, but it has not been proven to be free of news events. https://investors.generalmills.com/press-releases/press-release-details/2023/General-Mills-to-Webcast-Fiscal-2024-Second-Quarter-Earnings-Results-on-Dec.-20-2023/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2023-09-20, an automated trading fund manager recorded the following event payoff vectors: a calendar mode with a train split, 0.001 slippage, and a 0.27534285887376164 percent return, and the same mode and split with 0.0025 slippage and a -0.025033356320591782 percent return. The same data was recorded for a barrier mode. The fees were 5 basis points per slippage of 10 or 25 basis points per side. The data was frozen at times T-5 and T-2. The barrier was set at 1 ATR and 1.5 ATR. There was no barrier row when the Average True Range, or ATR, was undefined. The data was collected during a scheduled window, but it has not been proven to be free of news influence. https://investors.generalmills.com/press-releases/press-release-details/2023/General-Mills-to-Webcast-Fiscal-2024-First-Quarter-Earnings-Results-on-Sept.-20-2023/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: on 2023-06-28, a trading system tested different modes, which are like settings, and splits, which are like divisions of data, with various slippages, which are like small losses due to buying or selling, and return percentages, which are like gains. The results were: for the calendar mode, with a train split, a slippage of 0.001, the return percentage was 1.144347582391858, and with a slippage of 0.0025, the return percentage was 0.8413682511931642. For the barrier mode, with the same train split, the return percentages were the same, 1.144347582391858 with a slippage of 0.001, and 0.8413682511931642 with a slippage of 0.0025. The fees were 5 basis points, which are like small units of percentage, for slippage, and 10 or 25 basis points for the side, which refers to the direction of the trade. The system was frozen at times T-5 and T-2, which are like time points, and used a barrier of 1 ATR, which is like a measure of price movement, or 1.5 ATR. If the ATR was undefined, there was no barrier. The system used a scheduled window, which is like a set time period, but it is not proven to be free of news, which can affect trading. https://investors.generalmills.com/press-releases/press-release-details/2023/General-Mills-to-Webcast-Fiscal-2023-Fourth-Quarter-and-Full-Year-Earnings-Results-on-June-28-2023/ ; https://runway.adityaperswal.workers.dev/data/stock-bars