GIS Costed event payoff vector 2023-03-23
Catalyst run-ups 2026-09-07 06:19
[{"date":"2023-03-23","mode":"calendar","split":"train","slippage":0.001,"return_pct":-0.8144287601460243},{"date":"2023-03-23","mode":"calendar","split":"train","slippage":0.0025,"return_pct":-1.1115405489618202},{"date":"2023-03-23","mode":"barrier","split":"train","slippage":0.001,"return_pct":-1.7879981225065178},{"date":"2023-03-23","mode":"barrier","split":"train","slippage":0.0025,"return_pct":-2.0821935704556815}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free.
https://investors.generalmills.com/press-releases/press-release-details/2023/General-Mills-to-Webcast-Fiscal-2023-Third-Quarter-Earnings-Results-on-March-23-2023/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars
More GIS Costed event payoff vector 2022-12-20
Catalyst run-ups 2026-09-07 06:19
[{"date":"2022-12-20","mode":"calendar","split":"train","slippage":0.001,"return_pct":-0.40694295688784576},{"date":"2022-12-20","mode":"calendar","split":"train","slippage":0.0025,"return_pct":-0.7052753752207153},{"date":"2022-12-20","mode":"barrier","split":"train","slippage":0.001,"return_pct":-1.8950952351204586},{"date":"2022-12-20","mode":"barrier","split":"train","slippage":0.0025,"return_pct":-2.1889698721461293}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free.
https://investors.generalmills.com/press-releases/press-release-details/2022/General-Mills-to-Webcast-Fiscal-2023-Second-Quarter-Earnings-Results-on-Dec.-20-2022/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars
More GIS Costed event payoff vector 2022-09-21
Catalyst run-ups 2026-09-07 06:19
[{"date":"2022-09-21","mode":"calendar","split":"train","slippage":0.001,"return_pct":1.9209494638818159},{"date":"2022-09-21","mode":"calendar","split":"train","slippage":0.0025,"return_pct":1.6156438107058246},{"date":"2022-09-21","mode":"barrier","split":"train","slippage":0.001,"return_pct":1.9209494638818159},{"date":"2022-09-21","mode":"barrier","split":"train","slippage":0.0025,"return_pct":1.6156438107058246}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free.
https://investors.generalmills.com/press-releases/press-release-details/2022/General-Mills-to-Webcast-Fiscal-2023-First-Quarter-Earnings-Results-on-September-21-2022/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars
More GIS Costed event payoff vector 2022-06-29
Catalyst run-ups 2026-09-07 06:19
[{"date":"2022-06-29","mode":"calendar","split":"train","slippage":0.001,"return_pct":4.251309446377194},{"date":"2022-06-29","mode":"calendar","split":"train","slippage":0.0025,"return_pct":3.9390231667418174},{"date":"2022-06-29","mode":"barrier","split":"train","slippage":0.001,"return_pct":2.900623174251016},{"date":"2022-06-29","mode":"barrier","split":"train","slippage":0.0025,"return_pct":2.592382894547085}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free.
https://investors.generalmills.com/press-releases/press-release-details/2022/General-Mills-to-Webcast-Fourth-Quarter-and-Full-Year-Fiscal-2022-Earnings-Results-on-June-29-2022/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars
More GIS Costed event payoff vector 2022-03-23
Catalyst run-ups 2026-09-07 06:19
[{"date":"2022-03-23","mode":"calendar","split":"train","slippage":0.001,"return_pct":-0.8287661804221025},{"date":"2022-03-23","mode":"calendar","split":"train","slippage":0.0025,"return_pct":-1.1258350212916213}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free.
https://investors.generalmills.com/press-releases/press-release-details/2022/General-Mills-to-Webcast-Fiscal-2022-Third-Quarter-Earnings-Results-on-March-23-2022/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars
More GIS Costed event payoff vector 2021-12-21
Catalyst run-ups 2026-09-07 06:19
[{"date":"2021-12-21","mode":"calendar","split":"train","slippage":0.001,"return_pct":2.271834764761538},{"date":"2021-12-21","mode":"calendar","split":"train","slippage":0.0025,"return_pct":1.965478029678036},{"date":"2021-12-21","mode":"barrier","split":"train","slippage":0.001,"return_pct":2.4066566378274867},{"date":"2021-12-21","mode":"barrier","split":"train","slippage":0.0025,"return_pct":2.0998960419063906}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free.
https://investors.generalmills.com/press-releases/press-release-details/2021/General-Mills-to-Webcast-Fiscal-2022-Second-Quarter-Earnings-Results-on-December-21-2021/ ; https://runway.adityaperswal.workers.dev/data/stock-bars
More GIS Costed event payoff vector 2021-09-22
Catalyst run-ups 2026-09-07 06:19
[{"date":"2021-09-22","mode":"calendar","split":"train","slippage":0.001,"return_pct":-0.38204986202644564},{"date":"2021-09-22","mode":"calendar","split":"train","slippage":0.0025,"return_pct":-0.6804568479789053},{"date":"2021-09-22","mode":"barrier","split":"train","slippage":0.001,"return_pct":-0.38204986202644564},{"date":"2021-09-22","mode":"barrier","split":"train","slippage":0.0025,"return_pct":-0.6804568479789053}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free.
https://investors.generalmills.com/press-releases/press-release-details/2021/General-Mills-to-Webcast-Fiscal-2022-First-Quarter-Earnings-Results-on-September-22-2021/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars
More GIS Costed event payoff vector 2021-06-30
Catalyst run-ups 2026-09-07 06:19
[{"date":"2021-06-30","mode":"calendar","split":"train","slippage":0.001,"return_pct":0.43279311586394975},{"date":"2021-06-30","mode":"calendar","split":"train","slippage":0.0025,"return_pct":0.13194525618624997},{"date":"2021-06-30","mode":"barrier","split":"train","slippage":0.001,"return_pct":-1.7162867333556653},{"date":"2021-06-30","mode":"barrier","split":"train","slippage":0.0025,"return_pct":-2.010696993790595}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free.
https://investors.generalmills.com/press-releases/press-release-details/2021/General-Mills-to-Webcast-Fourth-quarter-and-Full-year-Fiscal-2021-Earnings-Results-on-June-30-2021/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars
More GIS Costed event payoff vector 2021-03-24
Catalyst run-ups 2026-09-07 06:19
[{"date":"2021-03-24","mode":"calendar","split":"train","slippage":0.001,"return_pct":3.14340238027242},{"date":"2021-03-24","mode":"calendar","split":"train","slippage":0.0025,"return_pct":2.8344348520051854},{"date":"2021-03-24","mode":"barrier","split":"train","slippage":0.001,"return_pct":2.604885434978854},{"date":"2021-03-24","mode":"barrier","split":"train","slippage":0.0025,"return_pct":2.2975310418775985}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free.
https://investors.generalmills.com/press-releases/press-release-details/2021/General-Mills-to-Webcast-Fiscal-2021-Third-Quarter-Earnings-Results-on-March-24-2021/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars
More GIS Costed event payoff vector 2020-12-17
Catalyst run-ups 2026-09-07 06:19
[{"date":"2020-12-17","mode":"calendar","split":"train","slippage":0.001,"return_pct":-0.9484512033678172},{"date":"2020-12-17","mode":"calendar","split":"train","slippage":0.0025,"return_pct":-1.2451615260494875},{"date":"2020-12-17","mode":"barrier","split":"train","slippage":0.001,"return_pct":-0.9484512033678172},{"date":"2020-12-17","mode":"barrier","split":"train","slippage":0.0025,"return_pct":-1.2451615260494875}] Fees5bp/slip10or25bpside; frozenT-5/T-2; barrier1ATR/1.5ATR. No barrier row when ATR undefined. Scheduledwindow,not proven news-free.
https://investors.generalmills.com/press-releases/press-release-details/2020/General-Mills-to-Webcast-Fiscal-2021-Second-Quarter-Earnings-Results-on-December-17-2020/ ; https://runway.adityaperswal.workers.dev/data/stock-bars
More TLT QR290706 sameclose/65/base/20bp/recent = -1.5408550006766997
Quant replication 2026-09-07 06:18
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":3,"return_pct":-1.5408550006766997,"drawdown":4.129387319827893,"win_rate":66.66666666666666,"average_win":0.5689809693076087,"average_loss":2.6516816672246923,"mean":-0.5045732428698251,"kelly":0,"median_days":5,"worst_trade":-2.6516816672246923,"vbt_error":-2.842170943040401e-14,"symbol":"TLT","mode":"sameclose","threshold":65,"delay":false,"split":"recent","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
More TLT QR290706 sameclose/65/base/2bp/recent = -0.47173297200373554
Quant replication 2026-09-07 06:18
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":3,"return_pct":-0.47173297200373554,"drawdown":4.025691019612343,"win_rate":66.66666666666666,"average_win":0.9316819049635883,"average_loss":2.30059601632594,"mean":-0.14574406879958773,"kelly":0,"median_days":5,"worst_trade":-2.30059601632594,"vbt_error":-7.105427357601002e-14,"symbol":"TLT","mode":"sameclose","threshold":65,"delay":false,"split":"recent","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
More Required CLI aluminum diagnostic measured figures
Supply chain 2026-09-07 06:18
MeasuredSep7 all-window1460daysIEX1002bars/symbol: AA71trades return-29.873974%,DD43.124386%,win33.802817%,mean-.419490%,BH2.240638%;CENX84trades return14.870239%,DD27.479756%,win35.714286%,mean.274645%,BH511.357702%. Differentexit/feed/samplethanSIPfrozenstudy; nottradeedge.
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT QR290706 sameclose/65/base/0bp/recent = -0.35222736214660655
Quant replication 2026-09-07 06:18
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":3,"return_pct":-0.35222736214660655,"drawdown":4.0256910196123314,"win_rate":66.66666666666666,"average_win":0.9720626534714505,"average_loss":2.2615084376076178,"mean":-0.10579437688823894,"kelly":0,"median_days":5,"worst_trade":-2.2615084376076178,"vbt_error":0,"symbol":"TLT","mode":"sameclose","threshold":65,"delay":false,"split":"recent","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
More AA Alcoa Q2 release date and source access
Supply chain 2026-09-07 06:18
Observed Sep7 2026. Issuer home lists actual Q2 release July16 2026; scheduling page separately announced July16 afterclose. Source webpage label4:10EST not normalized into a guaranteed timestamp. LocalreleaseHTTP403evenwithUserAgent; indexedofficialrelease suppliedoperationalfigures. SECdocumentCLI60000charcap cutsbeforeMD&A, not fullfilingreview. No freshSeptembercatalyst inferred.
https://www.alcoa.com/global/en/home/?offset=675 ; https://news.alcoa.com/press-releases/press-release-details/2026/Alcoa-Corporation-Reports-Second-Quarter-2026-Results/default.aspx
More TLT QR290706 sameclose/65/base/20bp/holdout = -13.508523831086228
Quant replication 2026-09-07 06:18
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":20,"return_pct":-13.508523831086228,"drawdown":17.88516188597944,"win_rate":45,"average_win":0.8552797511111956,"average_loss":1.9768258428699115,"mean":-0.7023783255784133,"kelly":0,"median_days":7.5,"worst_trade":-5.909877207586622,"vbt_error":-1.8474111129762605e-13,"symbol":"TLT","mode":"sameclose","threshold":65,"delay":false,"split":"holdout","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
More TLT QR290706 sameclose/65/base/2bp/holdout = -7.051470442958974
Quant replication 2026-09-07 06:18
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":20,"return_pct":-7.051470442958974,"drawdown":15.471963673072475,"win_rate":55.00000000000001,"average_win":1.0288485172863615,"average_loss":2.0225093730984676,"mean":-0.34426253338681156,"kelly":0,"median_days":7.5,"worst_trade":-5.570542203454387,"vbt_error":-9.947598300641403e-14,"symbol":"TLT","mode":"sameclose","threshold":65,"delay":false,"split":"holdout","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
More TLT QR290706 sameclose/65/base/0bp/holdout = -6.304899903561923
Quant replication 2026-09-07 06:18
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":20,"return_pct":-6.304899903561923,"drawdown":15.201040710370528,"win_rate":55.00000000000001,"average_win":1.069268140213658,"average_loss":1.983310537472581,"mean":-0.3043922647451497,"kelly":0,"median_days":7.5,"worst_trade":-5.532762864845853,"vbt_error":-8.526512829121202e-14,"symbol":"TLT","mode":"sameclose","threshold":65,"delay":false,"split":"holdout","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
More TLT QR290706 sameclose/65/base/20bp/train = -0.6943051464882943
Quant replication 2026-09-07 06:18
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":31,"return_pct":-0.6943051464882943,"drawdown":7.977167325169554,"win_rate":51.61290322580645,"average_win":1.069736577103575,"average_loss":1.170246240255317,"mean":-0.014126076457179266,"kelly":0,"median_days":7,"worst_trade":-2.4965016574796217,"vbt_error":-1.5631940186722204e-13,"symbol":"TLT","mode":"sameclose","threshold":65,"delay":false,"split":"train","cost_bp":20}
https://runway.adityaperswal.workers.dev/data/stock-bars
More TLT QR290706 sameclose/65/base/2bp/train = 11.030280419669115
Quant replication 2026-09-07 06:18
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":31,"return_pct":11.030280419669115,"drawdown":5.82661561966118,"win_rate":61.29032258064516,"average_win":1.224713903008728,"average_loss":1.044077963975539,"mean":0.34647188998256023,"kelly":0.07072506671382399,"median_days":7,"worst_trade":-2.144856351564106,"vbt_error":-2.1316282072803006e-13,"symbol":"TLT","mode":"sameclose","threshold":65,"delay":false,"split":"train","cost_bp":2}
https://runway.adityaperswal.workers.dev/data/stock-bars
More TLT QR290706 sameclose/65/base/0bp/train = 12.415627301290533
Quant replication 2026-09-07 06:18
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":31,"return_pct":12.415627301290533,"drawdown":5.751246768384865,"win_rate":61.29032258064516,"average_win":1.2652118877618908,"average_loss":1.004487677499747,"mean":0.3866185076606116,"kelly":0.07639402368099076,"median_days":7,"worst_trade":-2.1057064645188417,"vbt_error":8.526512829121202e-14,"symbol":"TLT","mode":"sameclose","threshold":65,"delay":false,"split":"train","cost_bp":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
More TLT QR290706 swing/75/base/10bp/recent = 0.3195427012110841
Quant replication 2026-09-07 06:18
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":5,"return_pct":0.3195427012110841,"drawdown":1.0392512184850267,"win_rate":40,"average_win":0.9072714348841604,"average_loss":0.4941018082993742,"mean":0.06644748897403963,"kelly":0.018309704907254032,"median_days":2.2708333333333335,"worst_trade":-0.7375885870622656,"vbt_error":-4.263256414560601e-14,"symbol":"TLT","mode":"swing","threshold":75,"delay":false,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
More TLT QR290706 swing/75/base/10bp/holdout = -8.557262504777952
Quant replication 2026-09-07 06:18
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":29,"return_pct":-8.557262504777952,"drawdown":9.940304003311473,"win_rate":24.137931034482758,"average_win":1.0934746834692024,"average_loss":0.7483151291671956,"mean":-0.30374517439289256,"kelly":0,"median_days":2.1666666666666665,"worst_trade":-1.6895048805490087,"vbt_error":4.263256414560601e-14,"symbol":"TLT","mode":"swing","threshold":75,"delay":false,"split":"holdout","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
More TLT QR290706 swing/75/base/10bp/train = 4.960588701852675
Quant replication 2026-09-07 06:18
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":35,"return_pct":4.960588701852675,"drawdown":3.935659348504428,"win_rate":45.714285714285715,"average_win":1.1280396091097904,"average_loss":0.6842996562620592,"mean":0.14419829362221492,"kelly":0.03195771949355819,"median_days":2.1979166666666665,"worst_trade":-1.4267334717482538,"vbt_error":-1.2789769243681803e-13,"symbol":"TLT","mode":"swing","threshold":75,"delay":false,"split":"train","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
More TLT QR290706 swing/65/nextbar/10bp/recent = 0.5407562606016381
Quant replication 2026-09-07 06:18
Measured Sep7 2026. Protocol596/598; full fixed grid, no optimization. Train2016–20,holdout2021–25,recent2026toSep4; market period previously inspected. Explicit longonly vectorbt reconciled cash arithmetic. Daily marks baseline; 15min marks swing. Raw barriers, adjusted-ratio wealth proxy. Fees/slip equally split one-way cost; exact quotes/15min venue polling unavailable. {"sample":5,"return_pct":0.5407562606016381,"drawdown":1.0447521625477019,"win_rate":40,"average_win":0.9072714348841604,"average_loss":0.4211136502594785,"mean":0.11024038379797707,"kelly":0.03037690253414968,"median_days":1.0104166666666667,"worst_trade":-0.7431062996850257,"vbt_error":-1.4210854715202004e-14,"symbol":"TLT","mode":"swing","threshold":65,"delay":true,"split":"recent","cost_bp":10}
https://runway.adityaperswal.workers.dev/data/stock-bars
More