Runway

Notes

32996 observations, newest first
CSTM R92006 costed sweep CSTM/pullback/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 CAG261002C00015500 = 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":"CAG261002C00015500","spot":15.13,"k":15.5,"type":"call","OI":114,"ask":0.38,"bid":0.32,"spread":0.1579,"quote_time":"2026-09-18T19:59:59.692166929Z","close":"0.4","distance":0.0245} https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative
CAG R92006 option metadata and indicative screen CAG261002C00015000 = 0.67
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":"CAG261002C00015000","spot":15.13,"k":15,"type":"call","OI":1326,"ask":0.67,"bid":0.38,"spread":0.4328,"quote_time":"2026-09-18T19:59:59.692171384Z","close":"0.59","distance":0.0086} https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative
NOK R92006 option metadata and indicative screen NOK261002C00014000 = 0.07
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":"NOK261002C00014000","spot":10.68,"k":14,"type":"call","OI":1308,"ask":0.07,"bid":0,"spread":1,"quote_time":"2026-09-18T19:59:56.495045457Z","close":"0.03","distance":0.3109} https://runway.adityaperswal.workers.dev/data/option-chain/NOK?feed=indicative
NOK R92006 option metadata and indicative screen NOK261002C00013500 = 0.07
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":"NOK261002C00013500","spot":10.68,"k":13.5,"type":"call","OI":154,"ask":0.07,"bid":0.04,"spread":0.4286,"quote_time":"2026-09-18T19:59:56.85431606Z","close":"0.02","distance":0.264} https://runway.adityaperswal.workers.dev/data/option-chain/NOK?feed=indicative
CSTM R92006 costed sweep CSTM/pullback/holdout = 74.80966939437442
Supply chain2026-09-20 06:10
[{"rsi":5,"bp_side":20,"return":-3.6255055377351595,"DD":39.54724387595101,"win":25,"N":8,"closed":8,"mean":0.31140191708292353,"halfKelly_risk":0.006900666339642633,"avgwin":22.563177362597308,"avgloss":-7.1058565647552046,"targets":2,"buyhold":58.40336134453783},{"rsi":5,"bp_side":50,"return":-8.142256105475894,"DD":41.6848560595099,"win":25,"N":8,"closed":8,"mean":-0.2886703281714531,"halfKelly_risk":0,"avgwin":21.829992902806026,"avgloss":-7.661558071830614,"targets":2,"buyhold":58.40336134453783},{"rsi":10,"bp_side":20,"return":74.80966939437442,"DD":18.525179856115138,"win":50,"N":12,"closed":12,"mean":5.468063225305444,"halfKelly_risk":0.16014919071635142,"avgwin":17.07177913558807,"avgloss":-6.135652684977179,"targets":4,"buyhold":58.40336134453783},{"rsi":10,"bp_side":50,"return":62.66568406522309,"DD":19.947790812695665,"win":50,"N":12,"closed":12,"mean":4.837143346879722,"halfKelly_risk":0.14773110817862414,"avgwin":16.37144473671399,"avgloss":-6.697158042954545,"targets":4,"buyhold":58.40336134453783},{"rsi":15,"bp_side":20,"return":84.37812370972767,"DD":18.787204434896275,"win":54.54545454545454,"N":11,"closed":11,"mean":6.432470560479199,"halfKelly_risk":0.19124251127419628,"avgwin":16.817575019333873,"avgloss":-6.029654790146406,"targets":3,"buyhold":58.40336134453783},{"rsi":15,"bp_side":50,"return":72.60194123407413,"DD":20.47419096280455,"win":54.54545454545454,"N":11,"closed":11,"mean":5.795781506626774,"halfKelly_risk":0.1797837129394934,"avgwin":16.11876129340302,"avgloss":-6.591794237504722,"targets":3,"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
NOK R92006 option metadata and indicative screen NOK261002C00013000 = 0.07
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":"NOK261002C00013000","spot":10.68,"k":13,"type":"call","OI":1715,"ask":0.07,"bid":0.02,"spread":0.7143,"quote_time":"2026-09-18T19:59:59.903253873Z","close":"0.04","distance":0.2172} https://runway.adityaperswal.workers.dev/data/option-chain/NOK?feed=indicative
NOK R92006 option metadata and indicative screen NOK261002C00012500 = 0.1
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":"NOK261002C00012500","spot":10.68,"k":12.5,"type":"call","OI":445,"ask":0.1,"bid":0.05,"spread":0.5,"quote_time":"2026-09-18T19:59:59.918423767Z","close":"0.07","distance":0.1704} https://runway.adityaperswal.workers.dev/data/option-chain/NOK?feed=indicative
NOK R92006 option metadata and indicative screen NOK261002C00012000 = 0.16
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":"NOK261002C00012000","spot":10.68,"k":12,"type":"call","OI":1598,"ask":0.16,"bid":0.09,"spread":0.4375,"quote_time":"2026-09-18T19:59:59.969144741Z","close":"0.12","distance":0.1236} https://runway.adityaperswal.workers.dev/data/option-chain/NOK?feed=indicative
CSTM R92006 costed sweep CSTM/pullback/train = 165.7370428571221
Supply chain2026-09-20 06:10
[{"rsi":5,"bp_side":20,"return":197.53942579555383,"DD":33.010366844564686,"win":40,"N":20,"closed":20,"mean":7.441468393440003,"halfKelly_risk":0.11679100049789834,"avgwin":31.85805567944387,"avgloss":-8.836256463895909,"targets":8,"buyhold":54.03645833333335},{"rsi":5,"bp_side":50,"return":163.89348870772338,"DD":35.963945341336945,"win":40,"N":20,"closed":20,"mean":6.798743419607297,"halfKelly_risk":0.10941267325335408,"avgwin":31.069268382942482,"avgloss":-9.381606555949489,"targets":8,"buyhold":54.03645833333335},{"rsi":10,"bp_side":20,"return":165.7370428571221,"DD":36.0061136449096,"win":44,"N":25,"closed":25,"mean":5.491871613753677,"halfKelly_risk":0.11237518322913631,"avgwin":24.43542896190695,"avgloss":-9.392352016938183,"targets":8,"buyhold":54.03645833333335},{"rsi":10,"bp_side":50,"return":128.72165790886058,"DD":37.89743697752215,"win":44,"N":25,"closed":25,"mean":4.860809311307966,"halfKelly_risk":0.10258748422522083,"avgwin":23.69104451687562,"avgloss":-9.93437549306662,"targets":8,"buyhold":54.03645833333335},{"rsi":15,"bp_side":20,"return":135.7101011377678,"DD":37.09663286079904,"win":40,"N":30,"closed":30,"mean":4.302497212374309,"halfKelly_risk":0.0885124664233856,"avgwin":24.30447024147979,"avgloss":-9.032151473696013,"targets":9,"buyhold":54.03645833333335},{"rsi":15,"bp_side":50,"return":96.88128047782425,"DD":39.320898760400425,"win":40,"N":30,"closed":30,"mean":3.6785498595140265,"halfKelly_risk":0.07806481644817626,"avgwin":23.560869203836855,"avgloss":-9.576329703367865,"targets":9,"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
NOK R92006 option metadata and indicative screen NOK261002C00011500 = 0.24
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":"NOK261002C00011500","spot":10.68,"k":11.5,"type":"call","OI":1923,"ask":0.24,"bid":0.21,"spread":0.125,"quote_time":"2026-09-18T19:59:58.205029194Z","close":"0.21","distance":0.0768} https://runway.adityaperswal.workers.dev/data/option-chain/NOK?feed=indicative
NOK R92006 option metadata and indicative screen NOK261002C00011000 = 0.41
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":"NOK261002C00011000","spot":10.68,"k":11,"type":"call","OI":1886,"ask":0.41,"bid":0.37,"spread":0.0976,"quote_time":"2026-09-18T19:59:59.695282989Z","close":"0.39","distance":0.03} https://runway.adityaperswal.workers.dev/data/option-chain/NOK?feed=indicative
NOK R92006 option metadata and indicative screen NOK261002C00010500 = 0.63
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":"NOK261002C00010500","spot":10.68,"k":10.5,"type":"call","OI":581,"ask":0.63,"bid":0.61,"spread":0.0317,"quote_time":"2026-09-18T19:59:59.462466304Z","close":"0.59","distance":0.0169} https://runway.adityaperswal.workers.dev/data/option-chain/NOK?feed=indicative
CSTM R92006 costed sweep CSTM/breakout/recent = 7.874531869916485
Supply chain2026-09-20 06:10
[{"rsi":10,"bp_side":20,"return":7.874531869916485,"DD":22.347687680984397,"win":33.33333333333333,"N":6,"closed":6,"mean":2.4119627145284706,"halfKelly_risk":0.050351476854645236,"avgwin":23.95126086858712,"avgloss":-8.357686362500855,"targets":2,"buyhold":34.191176470588246},{"rsi":10,"bp_side":50,"return":4.06008355679603,"DD":24.189174893245145,"win":33.33333333333333,"N":6,"closed":6,"mean":1.7993247169276305,"halfKelly_risk":0.03876222174443833,"avgwin":23.20977276264872,"avgloss":-8.905899305932913,"targets":2,"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
MLKN R92006 option metadata and indicative screen MLKN261016P00017500 = 0.63
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":"MLKN261016P00017500","spot":20.66,"k":17.5,"type":"put","OI":1,"ask":0.63,"bid":0.17,"spread":0.7302,"quote_time":"2026-09-18T19:59:17.235207784Z","close":"0.45","distance":0.153} https://runway.adityaperswal.workers.dev/data/option-chain/MLKN?feed=indicative
MLKN R92006 option metadata and indicative screen MLKN261016P00015000 = 0.73
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":"MLKN261016P00015000","spot":20.66,"k":15,"type":"put","OI":0,"ask":0.73,"bid":0,"spread":1,"quote_time":"2026-09-18T19:58:12.909883109Z","close":null,"distance":0.274} https://runway.adityaperswal.workers.dev/data/option-chain/MLKN?feed=indicative
MLKN R92006 option metadata and indicative screen MLKN261016C00025000 = 0.52
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":"MLKN261016C00025000","spot":20.66,"k":25,"type":"call","OI":2,"ask":0.52,"bid":0,"spread":1,"quote_time":"2026-09-18T19:58:43.034332489Z","close":"0.3","distance":0.2101} https://runway.adityaperswal.workers.dev/data/option-chain/MLKN?feed=indicative
BB R92006 option metadata and indicative screen BB261002P00008000 = 0.66
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":"BB261002P00008000","spot":7.99,"k":8,"type":"put","OI":2830,"ask":0.66,"bid":0.54,"spread":0.1818,"quote_time":"2026-09-18T19:59:59.828728266Z","close":"0.62","distance":0.0013} https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
CSTM R92006 costed sweep CSTM/breakout/holdout = 52.76717799836802
Supply chain2026-09-20 06:10
[{"rsi":10,"bp_side":20,"return":52.76717799836802,"DD":32.3563551154957,"win":43.75,"N":16,"closed":15,"mean":3.5079622953048837,"halfKelly_risk":0.10149608326656669,"avgwin":17.281269298302195,"avgloss":-7.204609818137469,"targets":3,"buyhold":58.40336134453783},{"rsi":10,"bp_side":50,"return":38.78335414496807,"DD":33.96049159676051,"win":43.75,"N":16,"closed":15,"mean":2.8887679250817344,"halfKelly_risk":0.08711771358721648,"avgwin":16.579681709562387,"avgloss":-7.759720573958771,"targets":3,"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
BB R92006 option metadata and indicative screen BB261002P00007500 = 0.46
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":"BB261002P00007500","spot":7.99,"k":7.5,"type":"put","OI":575,"ask":0.46,"bid":0.25,"spread":0.4565,"quote_time":"2026-09-18T19:59:59.82875205Z","close":"0.33","distance":0.0613} https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
BB R92006 option metadata and indicative screen BB261002P00007000 = 0.2
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":"BB261002P00007000","spot":7.99,"k":7,"type":"put","OI":466,"ask":0.2,"bid":0.06,"spread":0.7,"quote_time":"2026-09-18T19:59:59.82875205Z","close":"0.17","distance":0.1239} https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
CSTM R92006 costed sweep CSTM/breakout/train = -45.148076064838335
Supply chain2026-09-20 06:10
[{"rsi":10,"bp_side":20,"return":-45.148076064838335,"DD":65.96757505314469,"win":29.72972972972973,"N":37,"closed":37,"mean":-0.5229765569256475,"halfKelly_risk":0,"avgwin":22.02691219372851,"avgloss":-10.063314105279328,"targets":6,"buyhold":54.03645833333335},{"rsi":10,"bp_side":50,"return":-56.068346448374676,"DD":70.97077170417822,"win":29.72972972972973,"N":37,"closed":37,"mean":-1.1180574716361267,"halfKelly_risk":0,"avgwin":21.296935722638242,"avgloss":-10.601323823059897,"targets":6,"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
BB R92006 option metadata and indicative screen BB261002P00006500 = 0.14
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":"BB261002P00006500","spot":7.99,"k":6.5,"type":"put","OI":3519,"ask":0.14,"bid":0.01,"spread":0.9286,"quote_time":"2026-09-18T19:59:59.828626927Z","close":"0.1","distance":0.1865} https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
BB R92006 option metadata and indicative screen BB261002P00006000 = 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":"BB261002P00006000","spot":7.99,"k":6,"type":"put","OI":116,"ask":0.08,"bid":0.01,"spread":0.875,"quote_time":"2026-09-18T19:59:59.828706914Z","close":"0.06","distance":0.2491} https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
BB R92006 option metadata and indicative screen BB261002P00005500 = 0.42
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":"BB261002P00005500","spot":7.99,"k":5.5,"type":"put","OI":0,"ask":0.42,"bid":0,"spread":1,"quote_time":"2026-09-18T19:59:59.943964511Z","close":null,"distance":0.3116} https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
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