Notes

32996 observations, newest first

KALU R92006 costed sweep KALU/breakout/recent = 7.4788918271295195

Supply chain2026-09-20 06:10

[{"rsi":10,"bp_side":20,"return":7.4788918271295195,"DD":28.59801040858352,"win":40,"N":5,"closed":5,"mean":2.731251671724979,"halfKelly_risk":0.060967953026995314,"avgwin":22.39907636816706,"avgloss":-10.380631459236406,"targets":2,"buyhold":31.00349040139616},{"rsi":10,"bp_side":50,"return":4.302380015547123,"DD":29.23838826418703,"win":40,"N":5,"closed":5,"mean":2.1167036575380993,"halfKelly_risk":0.04884654101379152,"avgwin":21.666873575965816,"avgloss":-10.916742954747045,"targets":2,"buyhold":31.00349040139616}]; observedSep20;train2016-22/holdout2023-25/recent2026-Sep18. Nextopen,2trueATR/6ATR,60sessions,stopfirst ambiguousbar,gapstopatopen,windowendmarks. vectorbtlongonly,5bpfees+15/45bpslip eachside; reconciled1e-9. AAstartsNov1 2016separation. Holdout historical, not pristine prospective. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

LW R92006 option metadata and indicative screen LW261016C00060000 = 0.13

Convex liquid2026-09-20 06:10

Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"LW261016C00060000","spot":46.67,"k":60,"type":"call","OI":1961,"ask":0.13,"bid":0,"spread":1,"quote_time":"2026-09-18T19:59:56.667278557Z","close":"0.08","distance":0.2856} https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative

LW R92006 option metadata and indicative screen LW261016C00057500 = 0.22

Convex liquid2026-09-20 06:10

Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"LW261016C00057500","spot":46.67,"k":57.5,"type":"call","OI":494,"ask":0.22,"bid":0.12,"spread":0.4545,"quote_time":"2026-09-18T19:58:35.073970458Z","close":"0.2","distance":0.2321} https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative

LW R92006 option metadata and indicative screen LW261016C00055000 = 0.38

Convex liquid2026-09-20 06:10

Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"LW261016C00055000","spot":46.67,"k":55,"type":"call","OI":1213,"ask":0.38,"bid":0.27,"spread":0.2895,"quote_time":"2026-09-18T19:59:59.861789438Z","close":"0.32","distance":0.1785} https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative

KALU R92006 costed sweep KALU/breakout/holdout = 38.488947181928616

Supply chain2026-09-20 06:10

[{"rsi":10,"bp_side":20,"return":38.488947181928616,"DD":36.562076228492266,"win":29.411764705882355,"N":17,"closed":16,"mean":2.8622020228313114,"halfKelly_risk":0.058883529417924185,"avgwin":24.303927185791746,"avgloss":-6.071850128402204,"targets":5,"buyhold":69.67016491754123},{"rsi":10,"bp_side":50,"return":25.059487511507122,"DD":38.43696822576508,"win":29.411764705882355,"N":17,"closed":16,"mean":2.2468706513221015,"halfKelly_risk":0.047683345455076354,"avgwin":23.560329396759034,"avgloss":-6.6337371592766186,"targets":5,"buyhold":69.67016491754123}]; observedSep20;train2016-22/holdout2023-25/recent2026-Sep18. Nextopen,2trueATR/6ATR,60sessions,stopfirst ambiguousbar,gapstopatopen,windowendmarks. vectorbtlongonly,5bpfees+15/45bpslip eachside; reconciled1e-9. AAstartsNov1 2016separation. Holdout historical, not pristine prospective. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

CAG R92006 option metadata and indicative screen CAG261002P00013000 = 0.13

Convex liquid2026-09-20 06:10

Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"CAG261002P00013000","spot":15.13,"k":13,"type":"put","OI":33,"ask":0.13,"bid":0,"spread":1,"quote_time":"2026-09-18T19:57:28.495297109Z","close":"0.06","distance":0.1408} https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative

CAG R92006 option metadata and indicative screen CAG261002P00012500 = 0.23

Convex liquid2026-09-20 06:10

Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"CAG261002P00012500","spot":15.13,"k":12.5,"type":"put","OI":11,"ask":0.23,"bid":0,"spread":1,"quote_time":"2026-09-18T19:59:51.480515813Z","close":"0.07","distance":0.1738} https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative

CAG R92006 option metadata and indicative screen CAG261002P00012000 = 0.32

Convex liquid2026-09-20 06:10

Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"CAG261002P00012000","spot":15.13,"k":12,"type":"put","OI":1,"ask":0.32,"bid":0,"spread":1,"quote_time":"2026-09-18T19:59:51.480521084Z","close":"0.05","distance":0.2069} https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative

KALU R92006 costed sweep KALU/breakout/train = -50.09353039973693

Supply chain2026-09-20 06:10

[{"rsi":10,"bp_side":20,"return":-50.09353039973693,"DD":59.24919990202133,"win":23.25581395348837,"N":43,"closed":43,"mean":-0.9999558829366894,"halfKelly_risk":0,"avgwin":18.450584834078953,"avgloss":-6.894059130517187,"targets":9,"buyhold":10.748367654445023},{"rsi":10,"bp_side":50,"return":-61.44259652803644,"DD":67.75144641134894,"win":23.25581395348837,"N":43,"closed":43,"mean":-1.5921834624367224,"halfKelly_risk":0,"avgwin":17.74200228977523,"avgloss":-7.451027629773678,"targets":9,"buyhold":10.748367654445023}]; observedSep20;train2016-22/holdout2023-25/recent2026-Sep18. Nextopen,2trueATR/6ATR,60sessions,stopfirst ambiguousbar,gapstopatopen,windowendmarks. vectorbtlongonly,5bpfees+15/45bpslip eachside; reconciled1e-9. AAstartsNov1 2016separation. Holdout historical, not pristine prospective. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

CAG R92006 option metadata and indicative screen CAG261002P00011500 = 0.28

Convex liquid2026-09-20 06:10

Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"CAG261002P00011500","spot":15.13,"k":11.5,"type":"put","OI":0,"ask":0.28,"bid":0,"spread":1,"quote_time":"2026-09-18T19:59:51.480617452Z","close":null,"distance":0.2399} https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative

CAG R92006 option metadata and indicative screen CAG261002P00011000 = 0.32

Convex liquid2026-09-20 06:10

Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"CAG261002P00011000","spot":15.13,"k":11,"type":"put","OI":0,"ask":0.32,"bid":0,"spread":1,"quote_time":"2026-09-18T19:59:55.10528063Z","close":null,"distance":0.273} https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative

CAG R92006 option metadata and indicative screen CAG261002P00010500 = 0.28

Convex liquid2026-09-20 06:10

Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"CAG261002P00010500","spot":15.13,"k":10.5,"type":"put","OI":0,"ask":0.28,"bid":0,"spread":1,"quote_time":"2026-09-18T19:59:51.480245176Z","close":null,"distance":0.306} https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative

CSTM R92006 costed sweep CSTM/rsi_only/recent = -2.064094574652381

Supply chain2026-09-20 06:10

[{"rsi":5,"bp_side":20,"return":15.578749965592612,"DD":15.959444235824217,"win":50,"N":2,"closed":2,"mean":9.086026276527626,"halfKelly_risk":0.1647440504835857,"avgwin":27.57618939760411,"avgloss":-9.40413684454886,"targets":1,"buyhold":34.191176470588246},{"rsi":5,"bp_side":50,"return":14.200080087365881,"DD":15.959444235824238,"win":50,"N":2,"closed":2,"mean":8.433463402690599,"halfKelly_risk":0.15726435260270083,"avgwin":26.81301662811082,"avgloss":-9.94608982272962,"targets":1,"buyhold":34.191176470588246},{"rsi":10,"bp_side":20,"return":-2.064094574652381,"DD":30.34394420408466,"win":25,"N":4,"closed":3,"mean":0.6130674432532957,"halfKelly_risk":0.011115883968119258,"avgwin":27.57618939760411,"avgloss":-8.374639874863643,"targets":1,"buyhold":34.191176470588246},{"rsi":10,"bp_side":50,"return":-4.386597434850933,"DD":31.17482969117026,"win":25,"N":4,"closed":3,"mean":0.011190606435601547,"halfKelly_risk":0.00020867861663632914,"avgwin":26.81301662811082,"avgloss":-8.92275140078947,"targets":1,"buyhold":34.191176470588246},{"rsi":15,"bp_side":20,"return":-3.853342622405114,"DD":34.05367790815522,"win":25,"N":4,"closed":3,"mean":0.17267086217081784,"halfKelly_risk":0.00313079627647575,"avgwin":27.57618939760411,"avgloss":-8.961835316306948,"targets":1,"buyhold":34.191176470588246},{"rsi":15,"bp_side":50,"return":-6.1334143263238055,"DD":34.84031219754606,"win":25,"N":4,"closed":3,"mean":-0.4265714808589144,"halfKelly_risk":0,"avgwin":26.81301662811082,"avgloss":-9.506434183848826,"targets":1,"buyhold":34.191176470588246}]; observedSep20;train2016-22/holdout2023-25/recent2026-Sep18. Nextopen,2trueATR/6ATR,60sessions,stopfirst ambiguousbar,gapstopatopen,windowendmarks. vectorbtlongonly,5bpfees+15/45bpslip eachside; reconciled1e-9. AAstartsNov1 2016separation. Holdout historical, not pristine prospective. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

CAG R92006 option metadata and indicative screen CAG261002P00010000 = 0.32

Convex liquid2026-09-20 06:10

Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"CAG261002P00010000","spot":15.13,"k":10,"type":"put","OI":0,"ask":0.32,"bid":0,"spread":1,"quote_time":"2026-09-18T19:59:51.479704707Z","close":null,"distance":0.3391} https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative

CAG R92006 option metadata and indicative screen CAG261002C00020000 = 0.28

Convex liquid2026-09-20 06:10

Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"CAG261002C00020000","spot":15.13,"k":20,"type":"call","OI":0,"ask":0.28,"bid":0,"spread":1,"quote_time":"2026-09-18T19:58:40.407099515Z","close":null,"distance":0.3219} https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative

CAG R92006 option metadata and indicative screen CAG261002C00019500 = 0.32

Convex liquid2026-09-20 06:10

Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"CAG261002C00019500","spot":15.13,"k":19.5,"type":"call","OI":0,"ask":0.32,"bid":0,"spread":1,"quote_time":"2026-09-18T19:58:40.40826228Z","close":null,"distance":0.2888} https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative

CSTM R92006 costed sweep CSTM/rsi_only/holdout = 25.996646276052378

Supply chain2026-09-20 06:10

[{"rsi":5,"bp_side":20,"return":-30.185389673395036,"DD":68.93424787839808,"win":21.428571428571427,"N":14,"closed":14,"mean":-1.2500334689452062,"halfKelly_risk":0,"avgwin":29.114034157277096,"avgloss":-9.531142821551288,"targets":3,"buyhold":58.40336134453783},{"rsi":5,"bp_side":50,"return":-35.810317705649744,"DD":70.91840933078022,"win":21.428571428571427,"N":14,"closed":14,"mean":-1.84076506079422,"halfKelly_risk":0,"avgwin":28.341661855725086,"avgloss":-10.072336038026759,"targets":3,"buyhold":58.40336134453783},{"rsi":10,"bp_side":20,"return":25.996646276052378,"DD":59.093138317630135,"win":36.36363636363637,"N":22,"closed":22,"mean":2.242262381510547,"halfKelly_risk":0.05223905738635362,"avgwin":21.461550932351738,"avgloss":-8.740188218970136,"targets":6,"buyhold":58.40336134453783},{"rsi":10,"bp_side":50,"return":10.415884267099774,"DD":61.82021665875548,"win":36.36363636363637,"N":22,"closed":22,"mean":1.6306395472700865,"halfKelly_risk":0.03932102647130056,"avgwin":20.734956505525737,"avgloss":-9.28611300030457,"targets":6,"buyhold":58.40336134453783},{"rsi":15,"bp_side":20,"return":83.84561144829658,"DD":54.88464231516463,"win":39.130434782608695,"N":23,"closed":22,"mean":3.983720085156601,"halfKelly_risk":0.08530333173493543,"avgwin":23.350319408011433,"avgloss":-8.466236622392936,"targets":7,"buyhold":58.40336134453783},{"rsi":15,"bp_side":50,"return":60.147456134563114,"DD":57.58607785142106,"win":39.130434782608695,"N":23,"closed":22,"mean":3.3616796870672516,"halfKelly_risk":0.07433257401828368,"avgwin":22.612426190436885,"avgloss":-9.013800207956082,"targets":7,"buyhold":58.40336134453783}]; observedSep20;train2016-22/holdout2023-25/recent2026-Sep18. Nextopen,2trueATR/6ATR,60sessions,stopfirst ambiguousbar,gapstopatopen,windowendmarks. vectorbtlongonly,5bpfees+15/45bpslip eachside; reconciled1e-9. AAstartsNov1 2016separation. Holdout historical, not pristine prospective. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

CAG R92006 option metadata and indicative screen CAG261002C00019000 = 0.28

Convex liquid2026-09-20 06:10

Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"CAG261002C00019000","spot":15.13,"k":19,"type":"call","OI":12,"ask":0.28,"bid":0,"spread":1,"quote_time":"2026-09-18T19:59:51.480380457Z","close":"0.1","distance":0.2558} https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative

CAG R92006 option metadata and indicative screen CAG261002C00018500 = 0.28

Convex liquid2026-09-20 06:10

Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"CAG261002C00018500","spot":15.13,"k":18.5,"type":"call","OI":3,"ask":0.28,"bid":0,"spread":1,"quote_time":"2026-09-18T19:59:53.993252057Z","close":"0.06","distance":0.2227} https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative

CAG R92006 option metadata and indicative screen CAG261002C00018000 = 0.27

Convex liquid2026-09-20 06:10

Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"CAG261002C00018000","spot":15.13,"k":18,"type":"call","OI":96,"ask":0.27,"bid":0,"spread":1,"quote_time":"2026-09-18T19:59:54.154146341Z","close":"0.13","distance":0.1897} https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative

CAG R92006 option metadata and indicative screen CAG261002C00017500 = 0.22

Convex liquid2026-09-20 06:10

Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"CAG261002C00017500","spot":15.13,"k":17.5,"type":"call","OI":134,"ask":0.22,"bid":0,"spread":1,"quote_time":"2026-09-18T19:59:59.658446278Z","close":"0.05","distance":0.1566} https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative

CSTM R92006 costed sweep CSTM/rsi_only/train = 140.8149581582753

Supply chain2026-09-20 06:10

[{"rsi":5,"bp_side":20,"return":593.4145787675278,"DD":46.8971207682468,"win":47.61904761904761,"N":42,"closed":42,"mean":6.384044932938224,"halfKelly_risk":0.13172878495531093,"avgwin":24.231776430276845,"avgloss":-9.841165519187797,"targets":13,"buyhold":54.03645833333335},{"rsi":5,"bp_side":50,"return":438.9515084252369,"DD":48.774840973342734,"win":42.857142857142854,"N":42,"closed":42,"mean":5.747645565746451,"halfKelly_risk":0.10984268859339415,"avgwin":26.16307757643555,"avgloss":-9.56392844227038,"targets":13,"buyhold":54.03645833333335},{"rsi":10,"bp_side":20,"return":140.8149581582753,"DD":65.43470802022524,"win":42.592592592592595,"N":54,"closed":54,"mean":3.3355065754987465,"halfKelly_risk":0.07358649297139364,"avgwin":22.663850666150147,"avgloss":-11.00487774982326,"targets":13,"buyhold":54.03645833333335},{"rsi":10,"bp_side":50,"return":74.16892664924335,"DD":67.48931721560115,"win":40.74074074074074,"N":54,"closed":54,"mean":2.7173438516190207,"halfKelly_risk":0.05919231911347478,"avgwin":22.953517384660397,"avgloss":-11.195025452346929,"targets":13,"buyhold":54.03645833333335},{"rsi":15,"bp_side":20,"return":50.52178833891685,"DD":74.59135704184699,"win":40,"N":60,"closed":60,"mean":2.4166048341499655,"halfKelly_risk":0.05264330980211651,"avgwin":22.952630098998874,"avgloss":-11.274078675749312,"targets":14,"buyhold":54.03645833333335},{"rsi":15,"bp_side":50,"return":5.015119673588959,"DD":77.99899825754068,"win":36.666666666666664,"N":60,"closed":60,"mean":1.803939066952739,"halfKelly_risk":0.03713378784550783,"avgwin":24.28972603680892,"avgloss":-11.214148126121888,"targets":14,"buyhold":54.03645833333335}]; observedSep20;train2016-22/holdout2023-25/recent2026-Sep18. Nextopen,2trueATR/6ATR,60sessions,stopfirst ambiguousbar,gapstopatopen,windowendmarks. vectorbtlongonly,5bpfees+15/45bpslip eachside; reconciled1e-9. AAstartsNov1 2016separation. Holdout historical, not pristine prospective. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

CAG R92006 option metadata and indicative screen CAG261002C00017000 = 0.08

Convex liquid2026-09-20 06:10

Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"CAG261002C00017000","spot":15.13,"k":17,"type":"call","OI":102,"ask":0.08,"bid":0,"spread":1,"quote_time":"2026-09-18T19:59:59.617588478Z","close":"0.05","distance":0.1236} https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative

CAG R92006 option metadata and indicative screen CAG261002C00016500 = 0.27

Convex liquid2026-09-20 06:10

Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"CAG261002C00016500","spot":15.13,"k":16.5,"type":"call","OI":225,"ask":0.27,"bid":0.03,"spread":0.8889,"quote_time":"2026-09-18T19:59:59.694131601Z","close":"0.09","distance":0.0905} https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative

CAG R92006 option metadata and indicative screen CAG261002C00016000 = 0.23

Convex liquid2026-09-20 06:10

Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"CAG261002C00016000","spot":15.13,"k":16,"type":"call","OI":361,"ask":0.23,"bid":0.03,"spread":0.8696,"quote_time":"2026-09-18T19:59:59.286829149Z","close":"0.19","distance":0.0575} https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative