Notes

{"five_session":{"symbol":"CENX","entry":"2026-02-04","exit":"2026-02-10","r":0.015752209171939757,"rv":0.6108744372497021,"adr_pct":0.055387929342492634,"benchmark":-0.026526249109193212},"ADR_sensitivity":{"symbol":"CENX","entry":"2026-02-04","exit":"2026-02-04","entry_price":50.95,"exit_price":48.127985,"stop":48.127985,"target":56.594030000000004,"reason":"stop","ambiguous":0,"net_return":-0.05915883204880712}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

[{"sample":4,"return_pct":1.027423910288805,"drawdown_event_pct":2.051491827060692,"win_pct":25,"avg_win_pct":3.14340238027242,"avg_loss_pct":0.6883609918112394,"mean_pct":0.2695798512096753,"quarter_kelly_risk_unit":0.021440132267310334,"quarter_kelly_notional_unconstrained":3.1146640385441247,"mode":"calendar","split":"train","filter":"trend","slippage":0.001,"return_vectorbt_pct":1.027423910288789,"drawdown_mtm_pct":4.259939859672556},{"sample":4,"return_pct":-0.17766410401919286,"drawdown_event_pct":2.9290761993871595,"win_pct":25,"avg_win_pct":2.8344348520051854,"avg_loss_pct":0.9858504184194575,"mean_pct":-0.030779100813296822,"quarter_kelly_risk_unit":-0.0027147475969964974,"quarter_kelly_notional_unconstrained":-0.27537114619770087,"mode":"calendar","split":"train","filter":"trend","slippage":0.0025,"return_vectorbt_pct":-0.17766410401921462,"drawdown_mtm_pct":4.3673177678208}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

{"five_session":{"symbol":"CENX","entry":"2026-01-26","exit":"2026-01-30","r":-0.07462508512473098,"rv":0.42991808820480376,"adr_pct":0.044698811231809805,"benchmark":-0.12436304556532018},"ADR_sensitivity":{"symbol":"CENX","entry":"2026-01-26","exit":"2026-01-26","entry_price":48.79,"exit_price":46.609145,"stop":46.609145,"target":53.15171,"reason":"stop","ambiguous":0,"net_return":-0.04851238502572086}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

[{"sample":13,"return_pct":9.429951747065314,"drawdown_event_pct":1.218057456555588,"win_pct":53.84615384615385,"avg_win_pct":1.9199970874889338,"avg_loss_pct":0.7040583702083474,"mean_pct":0.7088945685517272,"quarter_kelly_risk_unit":0.09230412029932479,"quarter_kelly_notional_unconstrained":13.11029372067686,"mode":"calendar","split":"train","filter":"all","slippage":0.001,"return_vectorbt_pct":9.429951747065275,"drawdown_mtm_pct":4.259939859672546},{"sample":13,"return_pct":5.244320354821541,"drawdown_event_pct":2.1368568290401457,"win_pct":46.15384615384615,"avg_win_pct":1.8879822277517129,"avg_loss_pct":0.862005429556997,"mean_pct":0.407219643047023,"quarter_kelly_risk_unit":0.0539226001523273,"quarter_kelly_notional_unconstrained":6.2554826574629905,"mode":"calendar","split":"train","filter":"all","slippage":0.0025,"return_vectorbt_pct":5.244320354821383,"drawdown_mtm_pct":4.259939859672556}] Rates/returns/drawdowns in percent; Kelly notional is unconstrained binary approximation, risk-unit fraction distinct. No adoption. Fees5bp,slip10/25bp eachside. Protocol note594. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/analyze.py

{"five_session":{"symbol":"CENX","entry":"2026-01-13","exit":"2026-01-20","r":-0.002533422880230729,"rv":0.5033190142292778,"adr_pct":0.041009623430962344,"benchmark":0.03433229046599706},"ADR_sensitivity":{"symbol":"CENX","entry":"2026-01-13","exit":"2026-01-16","entry_price":47.8,"exit_price":45.83974,"stop":45.83974,"target":51.72051999999999,"reason":"stop","ambiguous":0,"net_return":-0.044837924506785476}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2026-07-01","notice":"2026-06-03","source":"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","entry":"2026-06-24","exit":"2026-06-29","entry_price":34.04,"exit_price":35.77,"atr":0.9200000000000005,"indicators_valid":true,"trend":true,"momentum":true,"mom20":0.022342995169082114,"atrpct":0.027027027027027042,"barrier_exit":"2026-06-26","barrier_price":35.42,"barrier_reason":"target","ambiguous":false,"split":"holdout","year":2026,"SPY_gross":0.00838437457465635,"XLP_gross":0.004285714285714226} 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 ; Alpaca IEX daily bars

{"five_session":{"symbol":"CENX","entry":"2026-01-06","exit":"2026-01-12","r":0.06851518750869978,"rv":0.5045934040480704,"adr_pct":0.0369742126882702,"benchmark":0.0730271957200177},"ADR_sensitivity":{"symbol":"CENX","entry":"2026-01-06","exit":"2026-01-06","entry_price":43.82,"exit_price":42.19979,"stop":42.19979,"target":47.06042,"reason":"stop","ambiguous":0,"net_return":-0.0408186231721388}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2026-03-18","notice":"2026-02-25","source":"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","entry":"2026-03-11","exit":"2026-03-16","entry_price":40.65,"exit_price":37.68,"atr":0.9992857142857134,"indicators_valid":true,"trend":false,"momentum":false,"mom20":-0.12115343232192799,"atrpct":0.024582674398172532,"barrier_exit":"2026-03-11","barrier_price":39.65071428571429,"barrier_reason":"stop","ambiguous":false,"split":"holdout","year":2026,"SPY_gross":-0.01286216565045184,"XLP_gross":-0.006394316163410352} 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 ; Alpaca IEX daily bars

{"five_session":{"symbol":"CENX","entry":"2025-12-29","exit":"2026-01-05","r":0.13037364357173553,"rv":0.4522468520455291,"adr_pct":0.03745882962195754,"benchmark":0.0569849437773966},"ADR_sensitivity":{"symbol":"CENX","entry":"2025-12-29","exit":"2026-01-05","entry_price":38.62,"exit_price":42.16,"stop":37.173339999999996,"target":41.51332,"reason":"target","ambiguous":0,"net_return":0.08730442192526477}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2025-12-17","notice":"2025-11-19","source":"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","entry":"2025-12-10","exit":"2025-12-15","entry_price":43.62,"exit_price":44.83,"atr":0.8414285714285705,"indicators_valid":true,"trend":false,"momentum":false,"mom20":-0.012942779291553186,"atrpct":0.019289971834676078,"barrier_exit":"2025-12-15","barrier_price":44.88214285714285,"barrier_reason":"target","ambiguous":false,"split":"holdout","year":2025,"SPY_gross":-0.002644486467320628,"XLP_gross":0.01880632101345192} 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 ; Alpaca IEX daily bars

{"five_session":{"symbol":"CENX","entry":"2025-12-19","exit":"2025-12-26","r":0.1742840656831599,"rv":0.4775398467983036,"adr_pct":0.04052259389671363,"benchmark":0.058060713233127004},"ADR_sensitivity":{"symbol":"CENX","entry":"2025-12-19","exit":"2025-12-19","entry_price":34.08,"exit_price":36.84202,"stop":32.698989999999995,"target":36.84202,"reason":"target","ambiguous":0,"net_return":0.0767296424484889}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2025-09-17","notice":"2025-08-27","source":"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","entry":"2025-09-10","exit":"2025-09-15","entry_price":46.98,"exit_price":46.1,"atr":0.7664285714285707,"indicators_valid":true,"trend":true,"momentum":true,"mom20":0.02068074105988793,"atrpct":0.016313932980599632,"barrier_exit":"2025-09-15","barrier_price":46.21357142857143,"barrier_reason":"stop","ambiguous":false,"split":"holdout","year":2025,"SPY_gross":0.011060749037018924,"XLP_gross":-0.012651757188498314} 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 ; Alpaca IEX daily bars

{"five_session":{"symbol":"CENX","entry":"2025-12-12","exit":"2025-12-18","r":0.030763087689632318,"rv":0.47955729045631523,"adr_pct":0.041728191000918284,"benchmark":-0.0311343141907926},"ADR_sensitivity":{"symbol":"CENX","entry":"2025-12-12","exit":"2025-12-12","entry_price":32.67,"exit_price":31.30674,"stop":31.30674,"target":35.39652,"reason":"stop","ambiguous":0,"net_return":-0.04555362354639103}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2025-06-25","notice":"2025-06-04","source":"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","entry":"2025-06-17","exit":"2025-06-23","entry_price":49.52,"exit_price":49.72,"atr":0.8385714285714282,"indicators_valid":true,"trend":false,"momentum":false,"mom20":-0.028866783694168174,"atrpct":0.016933994922686352,"barrier_exit":"2025-06-23","barrier_price":49.72,"barrier_reason":"time","ambiguous":false,"split":"holdout","year":2025,"SPY_gross":0.002737133781637535,"XLP_gross":0.012139023766930546} 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 ; Alpaca IEX daily bars

{"five_session":{"symbol":"CENX","entry":"2025-10-21","exit":"2025-10-27","r":-0.09814348231557035,"rv":0.7090393887860862,"adr_pct":0.04716988644742664,"benchmark":-0.053581828771112394},"ADR_sensitivity":{"symbol":"CENX","entry":"2025-10-21","exit":"2025-10-21","entry_price":33.905,"exit_price":32.305705,"stop":32.305705,"target":37.103590000000004,"reason":"stop","ambiguous":0,"net_return":-0.05097359567946347}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"five_session":{"symbol":"CENX","entry":"2025-10-14","exit":"2025-10-20","r":0.06369182261307627,"rv":0.6790864491824562,"adr_pct":0.04786440149625935,"benchmark":0.0036571642910727675},"ADR_sensitivity":{"symbol":"CENX","entry":"2025-10-14","exit":"2025-10-20","entry_price":32.08,"exit_price":34.26,"stop":30.54451,"target":35.15098,"reason":"timeout","ambiguous":0,"net_return":0.06369182261307627}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2025-03-19","notice":"2025-02-26","source":"https://s29.q4cdn.com/993087495/files/doc_downloads/2025/02/F25-Q3-Earnings-Webcast-Announcement-Press-Release.pdf","entry":"2025-03-12","exit":"2025-03-17","entry_price":56.02,"exit_price":56.08,"atr":1.9692857142857148,"indicators_valid":true,"trend":true,"momentum":true,"mom20":0.07223053892215558,"atrpct":0.03515326159024839,"barrier_exit":"2025-03-17","barrier_price":56.08,"barrier_reason":"time","ambiguous":false,"split":"holdout","year":2025,"SPY_gross":0.008594174054640913,"XLP_gross":-0.00025786487880341546} https://s29.q4cdn.com/993087495/files/doc_downloads/2025/02/F25-Q3-Earnings-Webcast-Announcement-Press-Release.pdf ; Alpaca IEX daily bars

{"five_session":{"symbol":"CENX","entry":"2025-10-06","exit":"2025-10-10","r":0.0016295470452867278,"rv":0.5317154599492742,"adr_pct":0.04211005976095617,"benchmark":0.020691753727558604},"ADR_sensitivity":{"symbol":"CENX","entry":"2025-10-06","exit":"2025-10-07","entry_price":30.12,"exit_price":28.851645,"stop":28.851645,"target":32.656710000000004,"reason":"stop","ambiguous":0,"net_return":-0.045933967881762516}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2024-12-18","notice":"2024-12-03","source":"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","entry":"2024-12-11","exit":"2024-12-16","entry_price":60.28,"exit_price":59.75,"atr":0.9357142857142848,"indicators_valid":true,"trend":false,"momentum":true,"mom20":0.03149606299212593,"atrpct":0.015522798369513683,"barrier_exit":"2024-12-16","barrier_price":59.75,"barrier_reason":"time","ambiguous":false,"split":"holdout","year":2024,"SPY_gross":0.0017690169320192517,"XLP_gross":-0.013927576601671432} 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 ; Alpaca IEX daily bars

{"five_session":{"symbol":"CENX","entry":"2025-09-29","exit":"2025-10-03","r":0.03842089361386858,"rv":0.5412570458809765,"adr_pct":0.04037434554973823,"benchmark":0.04019241047568145},"ADR_sensitivity":{"symbol":"CENX","entry":"2025-09-29","exit":"2025-10-03","entry_price":28.65,"exit_price":29.87,"stop":27.493274999999997,"target":30.963449999999998,"reason":"timeout","ambiguous":0,"net_return":0.03842089361386858}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2024-09-18","notice":"2024-08-26","source":"https://investors.generalmills.com/press-releases/press-release-details/2024/General-Mills-to-Webcast-Fiscal-2025-First-Quarter-Earnings-Results-on-September-18-2024/","entry":"2024-09-11","exit":"2024-09-16","entry_price":67.1,"exit_price":67.46,"atr":0.8449999999999994,"indicators_valid":true,"trend":true,"momentum":true,"mom20":0.09578606158833058,"atrpct":0.012593144560357667,"barrier_exit":"2024-09-11","barrier_price":66.255,"barrier_reason":"stop","ambiguous":false,"split":"holdout","year":2024,"SPY_gross":0.02584051643718044,"XLP_gross":0.010747249968390271} https://investors.generalmills.com/press-releases/press-release-details/2024/General-Mills-to-Webcast-Fiscal-2025-First-Quarter-Earnings-Results-on-September-18-2024/ ; Alpaca IEX daily bars

{"five_session":{"symbol":"CENX","entry":"2025-09-19","exit":"2025-09-25","r":-0.040223928400339726,"rv":0.4389439634232499,"adr_pct":0.03446362286562732,"benchmark":0.029024637192035074},"ADR_sensitivity":{"symbol":"CENX","entry":"2025-09-19","exit":"2025-09-24","entry_price":26.94,"exit_price":26.01155,"stop":26.01155,"target":28.7969,"reason":"stop","ambiguous":0,"net_return":-0.0383180556541548}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2024-06-26","notice":"2024-05-29","source":"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","entry":"2024-06-18","exit":"2024-06-24","entry_price":59.29,"exit_price":60.91,"atr":1.061428571428571,"indicators_valid":true,"trend":false,"momentum":false,"mom20":-0.0696361355081555,"atrpct":0.017902320314194146,"barrier_exit":"2024-06-24","barrier_price":60.88214285714285,"barrier_reason":"target","ambiguous":false,"split":"holdout","year":2024,"SPY_gross":-0.0048804294777941015,"XLP_gross":0.009285811825754386} 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 ; Alpaca IEX daily bars

{"five_session":{"symbol":"CENX","entry":"2025-09-12","exit":"2025-09-18","r":0.0829674566544003,"rv":0.4369459513457616,"adr_pct":0.03609236054971707,"benchmark":0.03751753155680215},"ADR_sensitivity":{"symbol":"CENX","entry":"2025-09-12","exit":"2025-09-15","entry_price":24.74,"exit_price":26.52585,"stop":23.847074999999997,"target":26.52585,"reason":"target","ambiguous":0,"net_return":0.06790454684372227}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2024-03-20","notice":"2024-02-28","source":"https://investors.generalmills.com/press-releases/press-release-details/2024/General-Mills-to-Webcast-Fiscal-2024-Third-Quarter-Earnings-Results-on-March-20-2024/","entry":"2024-03-13","exit":"2024-03-18","entry_price":58.65,"exit_price":60.13,"atr":0.8950000000000001,"indicators_valid":true,"trend":true,"momentum":true,"mom20":0.041629444345184785,"atrpct":0.015260017050298382,"barrier_exit":"2024-03-18","barrier_price":59.9925,"barrier_reason":"target","ambiguous":false,"split":"holdout","year":2024,"SPY_gross":-0.004941420259823137,"XLP_gross":-0.001124385101897607} https://investors.generalmills.com/press-releases/press-release-details/2024/General-Mills-to-Webcast-Fiscal-2024-Third-Quarter-Earnings-Results-on-March-20-2024/ ; Alpaca IEX daily bars