Notes

{"five_session":{"symbol":"CENX","entry":"2025-08-11","exit":"2025-08-15","r":0.01432337133326178,"rv":0.4947941056917647,"adr_pct":0.04468147985989493,"benchmark":0.013773753347787299},"ADR_sensitivity":{"symbol":"CENX","entry":"2025-08-11","exit":"2025-08-15","entry_price":22.84,"exit_price":23.26,"stop":21.819475,"target":24.881050000000002,"reason":"timeout","ambiguous":0,"net_return":0.01432337133326178}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2023-12-20","notice":"2023-11-22","source":"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","entry":"2023-12-13","exit":"2023-12-18","entry_price":58.63,"exit_price":58.31,"atr":0.90857142857143,"indicators_valid":true,"trend":true,"momentum":true,"mom20":0.024275235766678227,"atrpct":0.015496698423527716,"barrier_exit":"2023-12-15","barrier_price":57.56,"barrier_reason":"gap_stop","ambiguous":false,"split":"train","year":2023,"SPY_gross":0.02040043651589052,"XLP_gross":0.013353566009104645} 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 ; Alpaca IEX daily bars

{"five_session":{"symbol":"CENX","entry":"2025-07-22","exit":"2025-07-28","r":0.00893158159650076,"rv":0.5128429607512281,"adr_pct":0.03908255033557046,"benchmark":-0.006930822544788828},"ADR_sensitivity":{"symbol":"CENX","entry":"2025-07-22","exit":"2025-07-28","entry_price":22.35,"exit_price":22.64,"stop":21.476505000000003,"target":24.09699,"reason":"timeout","ambiguous":0,"net_return":0.00893158159650076}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2023-09-20","notice":"2023-08-23","source":"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","entry":"2023-09-13","exit":"2023-09-18","entry_price":57.23,"exit_price":57.56,"atr":0.9214285714285718,"indicators_valid":true,"trend":false,"momentum":false,"mom20":-0.09389895138226878,"atrpct":0.01610044681860164,"barrier_exit":"2023-09-18","barrier_price":57.56,"barrier_reason":"time","ambiguous":false,"split":"train","year":2023,"SPY_gross":-0.002024432809773158,"XLP_gross":0.0027182120205377913} 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 ; Alpaca IEX daily bars

{"five_session":{"symbol":"CENX","entry":"2025-07-14","exit":"2025-07-18","r":-0.01895868557999436,"rv":0.4693874836945409,"adr_pct":0.03949394086282114,"benchmark":0.033098882912701466},"ADR_sensitivity":{"symbol":"CENX","entry":"2025-07-14","exit":"2025-07-15","entry_price":20.63,"exit_price":19.81524,"stop":19.81524,"target":22.25952,"reason":"stop","ambiguous":0,"net_return":-0.04332829256162041}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2023-06-28","notice":"2023-06-01","source":"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/","entry":"2023-06-21","exit":"2023-06-26","entry_price":69.74,"exit_price":70.75,"atr":1.1992857142857158,"indicators_valid":true,"trend":false,"momentum":false,"mom20":-0.07950343370311674,"atrpct":0.017196525871604758,"barrier_exit":"2023-06-26","barrier_price":70.75,"barrier_reason":"time","ambiguous":false,"split":"train","year":2023,"SPY_gross":-0.011018038170482303,"XLP_gross":0.004426737494466426} 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/ ; Alpaca IEX daily bars

{"five_session":{"symbol":"CENX","entry":"2025-06-10","exit":"2025-06-16","r":-0.09098824319534105,"rv":0.8808343179828602,"adr_pct":0.03873176178660051,"benchmark":0.007953502600183793},"ADR_sensitivity":{"symbol":"CENX","entry":"2025-06-10","exit":"2025-06-11","entry_price":20.15,"exit_price":19.31,"stop":19.369555,"target":21.71089,"reason":"stop","ambiguous":0,"net_return":-0.045512940516695854}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2023-03-23","notice":"2023-03-02","source":"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","entry":"2023-03-16","exit":"2023-03-21","entry_price":69.71,"exit_price":69.35,"atr":1.0407142857142853,"indicators_valid":true,"trend":true,"momentum":true,"mom20":0.07467532467532467,"atrpct":0.014929196466995916,"barrier_exit":"2023-03-16","barrier_price":68.6692857142857,"barrier_reason":"stop","ambiguous":false,"split":"train","year":2023,"SPY_gross":0.034646775849954015,"XLP_gross":0.007116898849182318} 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 ; Alpaca IEX daily bars

{"five_session":{"symbol":"CENX","entry":"2025-06-03","exit":"2025-06-09","r":0.06764415124568601,"rv":0.9226747071862992,"adr_pct":0.040593766648907854,"benchmark":0.05090497737556565},"ADR_sensitivity":{"symbol":"CENX","entry":"2025-06-03","exit":"2025-06-09","entry_price":18.77,"exit_price":20.29389,"stop":18.008055,"target":20.29389,"reason":"target","ambiguous":0,"net_return":0.07687141970791811}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2022-12-20","notice":"2022-11-30","source":"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","entry":"2022-12-13","exit":"2022-12-16","entry_price":74.27,"exit_price":74.19,"atr":1.1885714285714286,"indicators_valid":true,"trend":true,"momentum":true,"mom20":0.12471552116522533,"atrpct":0.016003385331512437,"barrier_exit":"2022-12-15","barrier_price":73.08142857142857,"barrier_reason":"stop","ambiguous":false,"split":"train","year":2022,"SPY_gross":-0.06138127064607812,"XLP_gross":-0.0332667047401487} 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 ; Alpaca IEX daily bars

{"five_session":{"symbol":"CENX","entry":"2025-05-13","exit":"2025-05-19","r":-0.0818227607644304,"rv":0.56939228825367,"adr_pct":0.04427321630804079,"benchmark":0.0011840324763192633},"ADR_sensitivity":{"symbol":"CENX","entry":"2025-05-13","exit":"2025-05-15","entry_price":17.66,"exit_price":16.53,"stop":16.878135,"target":19.22373,"reason":"stop","ambiguous":0,"net_return":-0.06772298743464578}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2022-09-21","notice":"2022-08-31","source":"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","entry":"2022-09-14","exit":"2022-09-19","entry_price":62.86,"exit_price":64.26,"atr":1.2164285714285736,"indicators_valid":true,"trend":false,"momentum":false,"mom20":-0.030172413793103314,"atrpct":0.01935139311849465,"barrier_exit":"2022-09-19","barrier_price":64.26,"barrier_reason":"time","ambiguous":false,"split":"train","year":2022,"SPY_gross":-0.010966085374986667,"XLP_gross":-0.002782071097372607} 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 ; Alpaca IEX daily bars

{"five_session":{"symbol":"CENX","entry":"2025-02-12","exit":"2025-02-19","r":-0.028239397460064097,"rv":0.7663668478383614,"adr_pct":0.05464653558052433,"benchmark":-0.006714706845725615},"ADR_sensitivity":{"symbol":"CENX","entry":"2025-02-12","exit":"2025-02-12","entry_price":21.36,"exit_price":20.19275,"stop":20.19275,"target":23.694499999999998,"reason":"stop","ambiguous":0,"net_return":-0.058420397939621393}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2022-06-29","notice":"2022-06-01","source":"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","entry":"2022-06-22","exit":"2022-06-27","entry_price":57.18,"exit_price":59.79,"atr":1.2235714285714283,"indicators_valid":true,"trend":false,"momentum":true,"mom20":0.012593118126995373,"atrpct":0.021398590915904656,"barrier_exit":"2022-06-24","barrier_price":59.01535714285714,"barrier_reason":"target","ambiguous":false,"split":"train","year":2022,"SPY_gross":0.048854092526690485,"XLP_gross":0.041294642857143016} 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 ; Alpaca IEX daily bars

{"five_session":{"symbol":"AA","entry":"2026-06-02","exit":"2026-06-08","r":-0.0705616101645915,"rv":0.4618439211669818,"adr_pct":0.03437937619350729,"benchmark":-0.07442986566697896},"ADR_sensitivity":{"symbol":"AA","entry":"2026-06-02","exit":"2026-06-02","entry_price":78.55,"exit_price":83.951,"stop":75.8495,"target":83.951,"reason":"target","ambiguous":0,"net_return":0.06449225463945951}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2022-03-23","notice":"2022-03-02","source":"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","entry":"2022-03-16","exit":"2022-03-21","entry_price":52.75,"exit_price":52.47,"atr":null,"indicators_valid":false,"trend":false,"momentum":false,"mom20":-0.06358483882394617,"atrpct":null,"barrier_exit":"2022-03-21","barrier_price":52.47,"barrier_reason":"time","ambiguous":false,"split":"train","year":2022,"SPY_gross":0.036937226493930275,"XLP_gross":0.009491733006736114} 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 ; Alpaca IEX daily bars

{"five_session":{"symbol":"AA","entry":"2026-05-26","exit":"2026-06-01","r":0.06827224916971009,"rv":0.5049495438161377,"adr_pct":0.03389303482587062,"benchmark":0.06827140820263367},"ADR_sensitivity":{"symbol":"AA","entry":"2026-05-26","exit":"2026-05-29","entry_price":72.36,"exit_price":77.265,"stop":69.9075,"target":77.265,"reason":"target","ambiguous":0,"net_return":0.06352345486532229}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2021-12-21","notice":"2021-12-01","source":"https://investors.generalmills.com/press-releases/press-release-details/2021/General-Mills-to-Webcast-Fiscal-2022-Second-Quarter-Earnings-Results-on-December-21-2021/","entry":"2021-12-14","exit":"2021-12-17","entry_price":54.67,"exit_price":56.08,"atr":0.9892857142857133,"indicators_valid":false,"trend":false,"momentum":true,"mom20":0.042723631508678306,"atrpct":0.018095586506049265,"barrier_exit":"2021-12-16","barrier_price":56.15392857142857,"barrier_reason":"target","ambiguous":false,"split":"train","year":2021,"SPY_gross":-0.003363125403114342,"XLP_gross":0.0022672309552600467} https://investors.generalmills.com/press-releases/press-release-details/2021/General-Mills-to-Webcast-Fiscal-2022-Second-Quarter-Earnings-Results-on-December-21-2021/ ; Alpaca IEX daily bars

{"five_session":{"symbol":"AA","entry":"2026-04-10","exit":"2026-04-16","r":-0.055166029756609225,"rv":0.65831054721621,"adr_pct":0.041840183883180115,"benchmark":0.02150916784203094},"ADR_sensitivity":{"symbol":"AA","entry":"2026-04-10","exit":"2026-04-15","entry_price":73.96,"exit_price":70.8655,"stop":70.8655,"target":80.149,"reason":"stop","ambiguous":0,"net_return":-0.04566516935172449}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2021-09-22","notice":"2021-09-01","source":"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","entry":"2021-09-15","exit":"2021-09-20","entry_price":48.34,"exit_price":48.3,"atr":0.7321428571428567,"indicators_valid":true,"trend":false,"momentum":false,"mom20":-0.022851365015166936,"atrpct":0.015145694189963935,"barrier_exit":"2021-09-20","barrier_price":48.3,"barrier_reason":"time","ambiguous":false,"split":"train","year":2021,"SPY_gross":-0.02069695802849436,"XLP_gross":-0.01511535401750208} 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 ; Alpaca IEX daily bars

{"five_session":{"symbol":"AA","entry":"2026-04-02","exit":"2026-04-09","r":0.031029961789972083,"rv":0.7112631367445795,"adr_pct":0.048362398979157804,"benchmark":0.055576382380505995},"ADR_sensitivity":{"symbol":"AA","entry":"2026-04-02","exit":"2026-04-09","entry_price":70.53,"exit_price":73.01,"stop":67.119,"target":77.352,"reason":"timeout","ambiguous":0,"net_return":0.031029961789972083}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2021-06-30","notice":"2021-06-02","source":"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","entry":"2021-06-23","exit":"2021-06-28","entry_price":49.01,"exit_price":49.37,"atr":0.696428571428571,"indicators_valid":false,"trend":false,"momentum":false,"mom20":-0.04493289243337861,"atrpct":0.014209928003031442,"barrier_exit":"2021-06-23","barrier_price":48.31357142857143,"barrier_reason":"stop","ambiguous":false,"split":"train","year":2021,"SPY_gross":0.010113780025284402,"XLP_gross":0.008249463784854028} 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 ; Alpaca IEX daily bars

{"five_session":{"symbol":"AA","entry":"2026-03-12","exit":"2026-03-18","r":-0.038109080533835105,"rv":0.5351487550460731,"adr_pct":0.0577259695186359,"benchmark":-0.05531206171107994},"ADR_sensitivity":{"symbol":"AA","entry":"2026-03-12","exit":"2026-03-18","entry_price":66.27,"exit_price":64,"stop":62.4445,"target":73.92099999999999,"reason":"timeout","ambiguous":0,"net_return":-0.038109080533835105}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars

{"date":"2021-03-24","notice":"2021-02-24","source":"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","entry":"2021-03-17","exit":"2021-03-22","entry_price":48.07,"exit_price":49.73,"atr":0.9335714285714296,"indicators_valid":true,"trend":true,"momentum":true,"mom20":0.05338312829525482,"atrpct":0.019421082350144156,"barrier_exit":"2021-03-22","barrier_price":49.47035714285715,"barrier_reason":"target","ambiguous":false,"split":"train","year":2021,"SPY_gross":-0.0016925092815025522,"XLP_gross":0.009378256339006574} 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 ; Alpaca IEX daily bars

{"five_session":{"symbol":"AA","entry":"2026-02-26","exit":"2026-03-04","r":-0.03595369734083986,"rv":0.5975174968673767,"adr_pct":0.05075086942775844,"benchmark":-0.00952541515636851},"ADR_sensitivity":{"symbol":"AA","entry":"2026-02-26","exit":"2026-03-03","entry_price":63.26,"exit_price":60.0495,"stop":60.0495,"target":69.681,"reason":"stop","ambiguous":0,"net_return":-0.054540283332823014}} SIPalladjusted;fee10bp+slip10bpeachside;observedSep7 2026. ADRcohortpreservesoriginalentryandnexteligibility,notretunedearlyreentry. https://runway.adityaperswal.workers.dev/data/stock-bars