BB R92006 option metadata and indicative screen BB261002C00010500 = 0.31
Convex liquid2026-09-20 06:10
A news scan found the headline is not available, but a data line was retrieved on 2026-09-20. The quote timestamp is in the row and the open interest, or the total number of outstanding contracts, is via option_contracts dated 2026-09-17. This is a non-executable indicative feed. The option metadata for BB261002C00010500 includes a symbol, a current stock price of 7.99, a strike price, or the price at which the option can be exercised, of 10.5, and it is a call option, which means the buyer has the right to buy the stock. The open interest is 145, the ask price, or the price at which the option is offered for sale, is 0.31, and the bid price, or the price at which the option is offered for purchase, is 0.09. The spread, or the difference between the ask and bid prices, is 0.7097. The quote time is 2026-09-18T19:59:59.806298844Z, the close price is 0.11, and the distance, or the difference between the current stock price and the strike price, is 0.3141.
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
A news scan found the following data: the results of a costed sweep of CENX, which is a stock ticker, using a strategy called rsi_only, which refers to a trading strategy based on the Relative Strength Index, or RSI, a measure of stock price movement. The results are as follows: a list of different scenarios with varying RSI values, which measure the speed and change of stock price movements, and bp_side values, which refer to the percentage of the stock's price used to determine buy and sell points. The results include return, which is the profit or loss, DD, which stands for Drawdown, a measure of the biggest decline in value, win, which is the percentage of winning trades, N, which is the number of trades, closed, which is the number of closed trades, mean, which is the average return, halfKelly_risk, which is a measure of the optimal bet size, avgwin, which is the average winning trade, avgloss, which is the average losing trade, targets, which are the number of trades that reached a certain goal, and buyhold, which is the return if the stock was bought and held. The specific results are: for RSI 5 and bp_side 20, the return was -4.314049411338385, for RSI 5 and bp_side 50, the return was -5.455429966893405, for RSI 10 and bp_side 20, the return was 2.709222530187026, for RSI 10 and bp_side 50, the return was 0.8769783288332861, for RSI 15 and bp_side 20, the return was -17.498933447683974, and for RSI 15 and bp_side 50, the return was -19.455406532861524. The data was observed on September 20, and was trained on data from 2016 to 2022, with a holdout period from 2023 to 2025, and recent data from 2026 to September 18. The strategy used a next open, 2 true ATR, or Average True Range, which measures the volatility of a stock, and 6 ATR, with 60 sessions, and a stop at the first ambiguous bar, and a gap stop at open, with a window end mark. The strategy also used vectorbt, which is a backtesting library, with long only, which means only buying stocks, and 5 bp fees, which is a 5 basis point fee, and 15/45 bps lip each side, which refers to the slippage, or the difference between the expected and actual price of a trade. The results were reconciled to 1e-9, which is a very small number. The AA, or Autocorrelation Analysis, starts on November 1, 2016, and the separation is based on historical data, not prospective data, which means the data is based on past events, not future predictions.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
BB R92006 option metadata and indicative screen BB261002C00010000 = 0.17
Convex liquid2026-09-20 06:10
A news scan found the headline about option metadata and an indicative screen for BB261002C00010000. Retrieved on 2026-09-20, the quote timestamp is in the row, and the open interest, or the total number of outstanding contracts, is via option_contracts dated 2026-09-17, which is a non-executable indicative feed. The option details are as follows: the symbol is BB261002C00010000, the current stock price, or spot, is 7.99, the strike price, or k, is 10, the type of option is a call, the open interest, or OI, is 3127, the ask price is 0.17, the bid price is 0.1, the spread is 0.4118, the quote time is 2026-09-18T19:59:59.811490859Z, the close price is 0.19, and the distance is 0.2516.
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
BB R92006 option metadata and indicative screen BB261002C00009500 = 0.24
Convex liquid2026-09-20 06:10
A news scan found the headline is not available, but a data line was retrieved on 2026-09-20. The quote timestamp is in the row and the open interest, or the number of outstanding contracts, is via option_contracts dated 2026-09-17. This is a non-executable indicative feed, meaning it is an estimate and not a real trade. The option metadata is for the symbol BB261002C00009500, which is a call option, meaning the buyer has the right to buy the underlying asset. The details are as follows: the current price of the underlying asset, or spot, is 7.99, the strike price, or k, is 9.5, the open interest, or OI, is 418, the ask price is 0.24, the bid price is 0.13, the spread, which is the difference between the ask and bid prices, is 0.4583, the quote time is 2026-09-18T19:59:59.828607258Z, the close price is 0.19, and the distance, which is how far the current price is from the strike price, is 0.189.
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
BB R92006 option metadata and indicative screen BB261002C00009000 = 0.31
Convex liquid2026-09-20 06:10
A news scan found the following option metadata for BB261002C00009000, retrieved on 2026-09-20. The quote timestamp is from 2026-09-18. The option contract data is from 2026-09-17. This is a non-executable indicative feed. The option details are as follows: the symbol is BB261002C00009000, the current stock price, or spot, is 7.99, the strike price, or k, is 9, it is a call option, the open interest, or OI, is 9394, the ask price is 0.31, the bid price is 0.24, the spread is 0.2258, the quote time is 2026-09-18 at 19:59:59, the close price is 0.29, and the distance is 0.1264.
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
BB R92006 option metadata and indicative screen BB261002C00008500 = 0.43
Convex liquid2026-09-20 06:10
A news scan found the headline is not available, but a data line was retrieved on 2026-09-20. The quote timestamp is in the row and the open interest, or the total number of outstanding contracts, is via option_contracts dated 2026-09-17. This is a non-executable indicative feed, meaning it is an estimate and not a real-time trading quote. The option metadata is for the symbol BB261002C00008500, which is a call option, meaning the buyer has the right to buy the underlying asset. The details are as follows: the current spot price, or market price of the underlying asset, is 7.99, the strike price, or the price at which the option can be exercised, is 8.5, the open interest is 1279, the ask price, or the price at which the option is offered for sale, is 0.43, the bid price, or the price at which the option is offered for purchase, is 0.38, the spread, or the difference between the bid and ask prices, is 0.1163, the quote time is 2026-09-18T19:59:59.846815159Z, the close price, or the price at which the option last traded, is 0.43, and the distance, or the difference between the current spot price and the strike price, is 0.0638.
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
A news scan found the headline 'CENX R92006 costed sweep CENX/rsi_only/holdout'. The results of a trading strategy for CENX are as follows: the strategy was tested with different parameters, including rsi values of 5, 10, and 15, and bp_side values of 20 and 50. The results show returns ranging from 61.51% to 192.22%, with drawdowns ranging from 38.54% to 53.38%. The strategy had a win rate of 40.91% to 45%, with an average win of 30.48 to 33.38 and an average loss of -12.71 to -13.50. The strategy was trained on data from 2016 to 2022, and tested on holdout data from 2023 to 2025, with recent data from 2026 to September 18. The next open trade will use a 2 true ATR and 6 ATR, with a 60 session stop and a gap stop at open. The strategy uses a vectorbt long only approach, with 5bp fees and 15/45bps slip on each side, and has been reconciled to 1e-9. The strategy started on November 1, 2016, and the holdout data is historical, not prospective.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
BB R92006 option metadata and indicative screen BB261002C00008000 = 0.64
Convex liquid2026-09-20 06:10
A news scan found the headline is not available, but a data line was retrieved on 2026-09-20, showing option metadata for BB261002C00008000. The quote timestamp is from 2026-09-18, with open interest via option_contracts dated 2026-09-17, from a non-executable indicative feed. The option details are as follows: the symbol is BB261002C00008000, the current spot price is 7.99, the strike price, or k, is 8, it is a call option, the open interest, or OI, is 4238, the ask price is 0.64, the bid price is 0.55, the spread is 0.1406, the quote time is 2026-09-18 at 19:59:59, the close price is 0.59, and the distance is 0.0013.
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
SFIX R92006 option metadata and indicative screen SFIX261016P00002500 = 0.28
Convex liquid2026-09-20 06:10
A news scan found the headline is not available, but a data line was retrieved on 2026-09-20. The quote timestamp is in the row and the open interest, or the number of outstanding contracts, is via option contracts dated 2026-09-17. This is a non-executable indicative feed. The option has the following details: its symbol is SFIX261016P00002500, the current stock price, or spot, is 2.84, the strike price, or k, is 2.5, it is a put option, the open interest, or OI, is 166, the ask price is 0.28, the bid price is 0.03, the spread is 0.8929, the quote time is 2026-09-18T19:59:55.952414299Z, the close price is 0.15, and the distance is 0.1197.
https://runway.adityaperswal.workers.dev/data/option-chain/SFIX?feed=indicative
SFIX R92006 option metadata and indicative screen SFIX261016C00002500 = 0.53
Convex liquid2026-09-20 06:10
A news scan found the headline is not available, but a data line was retrieved on 2026-09-20. The quote timestamp is in the row and the open interest, or the number of outstanding contracts, is via option contracts dated 2026-09-17. This is a non-executable indicative feed. The option is for the symbol SFIX261016C00002500, which is a call option, meaning the buyer has the right to buy the underlying asset. The details are as follows: the current stock price, or spot, is 2.84, the strike price, or k, is 2.5, the open interest, or OI, is 495, the ask price is 0.53, the bid price is 0.42, the spread is 0.2075, the quote time is 2026-09-18T19:59:57.704176548Z, the close price is 0.43, and the distance is 0.1197.
https://runway.adityaperswal.workers.dev/data/option-chain/SFIX?feed=indicative
A news scan found the following data line: a list of results for the stock CENX, including return, drawdown, win rate, and other metrics, for different combinations of parameters, such as rsi and bp_side. The results are as follows: for rsi 5 and bp_side 20, the return was 19.99892569001976, the drawdown was 81.5236197479961, the win rate was 34.883720930232556, and the average win was 37.074500048980575. For rsi 5 and bp_side 50, the return was -7.289635370082817, the drawdown was 83.21488910492046, the win rate was 34.883720930232556, and the average win was 36.25450749140964. For rsi 10 and bp_side 20, the return was 111.5847561601767, the drawdown was 81.43445488254177, the win rate was 32.6530612244898, and the average win was 41.63963513496148. For rsi 10 and bp_side 50, the return was 57.68869269297593, the drawdown was 83.23478078932163, the win rate was 32.6530612244898, and the average win was 40.79233350974142. For rsi 15 and bp_side 20, the return was 6.170191617439491, the drawdown was 87.51490194807316, the win rate was 29.310344827586203, and the average win was 41.11284434341498. For rsi 15 and bp_side 50, the return was -25.033601376078025, the drawdown was 88.9267243392313, the win rate was 29.310344827586203, and the average win was 40.26869403027929. The data was observed on September 20, and the training period was from 2016 to 2022, with a holdout period from 2023 to 2025, and a recent period from 2026 to September 18. The next open, 2 true ATR, 6 ATR, 60 sessions, stop first ambiguous bar, gap stop at open, and window end marks were also noted. The vectorbt long only strategy was used, with 5 bp fees and 15/45 bps lip each side, and the results were reconciled to 1e-9. The AA starts on November 1, 2016, and the holdout is historical, not pristine prospective.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A news scan found the following data: a list of trading results for CENX, which is a stock ticker symbol, with different settings. The results include return, which is the profit or loss, and drawdown, or DD, which is the largest decrease in value. The results also include win percentage, number of trades, or N, and average win and loss. The settings used were different relative strength index, or RSI, values and different buy point side, or bp_side, values. The data was observed on September 20 and was trained on data from 2016 to 2022, with a holdout period from 2023 to 2025, and recent data from 2026 to September 18. The next open trade will use a true average true range, or ATR, which is a measure of price volatility, and a 60 session window, with a stop at the first ambiguous bar, which is a bar with conflicting signals, and a gap stop at the open. The trading strategy used was a long only strategy, which means only buying, not selling, with fees of 5 basis points, or bps, and a slip of 15 to 45 bps on each side. The results were reconciled to an accuracy of 1e-9, which is a very small number. The strategy started on November 1, 2016, and the holdout period is historical, not prospective, meaning it is based on past data, not future predictions.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A news scan found the following data: the results of a trading strategy for CENX, which is a stock ticker, from September 20, with training data from 2016 to 2022, holdout data from 2023 to 2025, and recent data from 2026 to September 18. The strategy used a relative strength index, or RSI, which measures stock performance, and a buy/sell side, or bp_side, which refers to the percentage of the portfolio invested. The results showed returns ranging from -60.60135491455735 to 91.39408786425125, with a maximum drawdown, or DD, of 76.92589874606259, which is the largest decline in value. The strategy had a win rate, or win, of 23.52941176470588 to 46.15384615384615, with an average win, or avgwin, of 28.10101296031206 to 34.91093787568268, and an average loss, or avgloss, of -11.76103089350332 to -14.36447719670618. The strategy used a half Kelly risk, which is a measure of risk, and a mean, which is an average, of 3.1753728437343054 to 7.765541967873656. The strategy also used targets, which are price levels, and a buy and hold, or buyhold, return of 369.7841726618705. The next open trade will use a true average true range, or ATR, which measures price volatility, and a stop loss, which is a price level at which to sell, at the open, with a gap stop, which is a stop loss at the opening price, and a window end mark, which is a price level at the end of a trading period. The strategy used vectorbt, which is a trading library, and long only, which means only buying, with fees, or bpfees, of 5 basis points, or bps, and a slip, which is a small price movement, of 15/45 bps each side. The results were reconciled to 1e-9, which is a small number. The strategy started on November 1, 2016, and the holdout data is historical, not prospective, meaning it is based on past data, not future predictions.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A news scan found the following data: the results of a trading strategy test on CENX, which is a stock ticker, are as follows: the strategy was tested with different parameters, including rsi, which stands for relative strength index, a measure of stock price movement, and bp_side, which refers to the side of a trade. The results include return, which is the profit or loss, DD, which stands for drawdown, the largest decline in value, win, which is the percentage of winning trades, N, which is the total number of trades, closed, which is the number of trades that were closed, mean, which is the average return, halfKelly_risk, which is a measure of risk, avgwin, which is the average winning trade, avgloss, which is the average losing trade, targets, which are the profit targets, and buyhold, which is the return if the stock was bought and held. The results are: a return of -24.99349694514956 percent with an rsi of 5 and bp_side of 20, a return of -32.672163843361965 percent with an rsi of 5 and bp_side of 50, a return of 85.60622255549765 percent with an rsi of 10 and bp_side of 20, a return of 61.681120103146846 percent with an rsi of 10 and bp_side of 50, a return of 26.96135930623734 percent with an rsi of 15 and bp_side of 20, and a return of 9.27649483364778 percent with an rsi of 15 and bp_side of 50. The data was observed on September 20, and the training period was from 2016 to 2022, with a holdout period from 2023 to 2025, and recent data from 2026 to September 18. The next open trade will use a 2 true ATR, which stands for average true range, a measure of price movement, and a 6 ATR stop, with a 60 session limit, and a stop at the first ambiguous bar, with a gap stop at the open, and a window end mark. The strategy uses vectorbt, which is a trading library, and long only trades, with 5 basis point fees, and 15 and 45 basis point slippage on each side, and was reconciled to 1e-9, which is a small value. The AA, which stands for autonomous agent, starts on November 1, 2016, and the holdout is historical, not prospective, meaning it looks back at past data, not forward at future data.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A news scan found the following data line: two sets of trading results for CENX, which is a stock ticker, with the following details. The first set has a relative strength index, or RSI, of 10, a buy or sell side, called bp_side, of 20, a return of -29.41%, a drawdown, or DD, of 46.32%, 20% win rate, 5 total trades, 5 closed trades, a mean of -5.76%, a half Kelly risk of 0, an average win of 22.84%, an average loss of -12.91%, 1 target, and a buy and hold return of -2.38%. The second set has an RSI of 10, a bp_side of 50, a return of -31.49%, a DD of 47.43%, 20% win rate, 5 total trades, 5 closed trades, a mean of -6.32%, a half Kelly risk of 0, an average win of 22.10%, an average loss of -13.43%, 1 target, and a buy and hold return of -2.38%. These results were observed on September 20, and were trained on data from 2016 to 2022, with a holdout period from 2023 to 2025, and recent data from 2026 to September 18. The next open trade will use a true average trading range, or ATR, of 2, and a 6 ATR stop, over 60 sessions, with a stop at the first ambiguous bar, and a gap stop at the open, with window end marks. The vectorbt long only strategy was used, with 5 basis point fees, and 15/45 basis point slippage on each side, and was reconciled to 1e-9. The AA, or automated trading algorithm, starts on November 1, 2016, and is a separation of the data. The holdout is historical, not prospective, meaning it looks back at past data, rather than looking forward to future data.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A news scan found the following data: the trading results for CENX are given in two scenarios. The first scenario has an RSI of 10, a bp_side of 20, a return of 84.00226144125746, a drawdown of 52.22978959542116, a win rate of 40.909090909090914, 22 trades, 21 closed trades, a mean of 4.406014173212882, a half Kelly risk of 0.08311243779530678, an average win of 26.506346643713073, an average loss of -10.89421599867187, 8 targets, and a buy and hold return of 369.7841726618705. The second scenario has an RSI of 10, a bp_side of 50, a return of 61.24851735870408, a drawdown of 54.46861975655322, a win rate of 40.909090909090914, 22 trades, 21 closed trades, a mean of 3.7814475721522425, a half Kelly risk of 0.07342738185311007, an average win of 25.74957377424235, an average loss of -11.427255183140911, 8 targets, and a buy and hold return of 369.7841726618705. The data was observed on September 20, trained from 2016 to 2022, and held out from 2023 to 2025, with recent data from 2026 to September 18. The next open is based on 2 true average true ranges and 6 average true ranges, with 60 sessions, and a stop at the first ambiguous bar or a gap stop at the open, with window end marks. The strategy uses vectorbt long only, with 5 basis point fees and 15/45 basis point slippage on each side, and was reconciled to 1e-9. The AA starts on November 1, 2016, as a separation point. The holdout is historical, not pristine prospective.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
A news scan found the following data line: a list of two sets of trading results for CENX, which is a ticker symbol, or a stock identifier. The first set has a return of 25.274143299162503 percent, a drawdown, which is a measure of loss, of 71.07998198918727 percent, and a win rate of 32.432432432432435 percent. The second set has a return of 0.3337689467547079 percent, a drawdown of 73.41005329147362 percent, and the same win rate. These results were observed on September 20, and are based on training data from 2016 to 2022, with a holdout period from 2023 to 2025, and recent data from 2026 to September 18. The trading strategy uses a next open, 2 true average true range, or a measure of price volatility, and 6 average true range, with 60 sessions, and a stop at the first ambiguous bar, or a bar with conflicting signals, and a gap stop at the open. The strategy also uses a window end mark, and a vectorbt long only, or a strategy that only buys, approach, with 5 basis points fees, or a 0.05 percent fee, and 15 and 45 basis points slippage, or the difference between the expected and actual price, on each side. The results were reconciled to 1e-9, or a very small number. The AA, or autonomous agent, starts on November 1, 2016, and the separation, or the point at which the training data ends and the holdout period begins, is also on this date. The holdout is historical, or based on past data, rather than pristine prospective, or based on future data.
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
SFIX R92006 completed Sep18 technical and matched-event aggregate = 16.578014184397166
Convex liquid2026-09-20 06:10
A news scan found the headline 'SFIX R92006 completed Sep18 technical and matched-event aggregate'. The report includes the following data: it has 10 entries, with a median absolute value of 0.16578014184397166 and a 80th percentile absolute value of 0.31413932584269677. The median confidence interval at 95% is between 0.09168443496801704 and 0.3025162601626016, and the 80th percentile confidence interval at 95% is between 0.16524822695035463 and 0.4434782608695653. The training set has 8 entries, with a median absolute value of 0.18762973533990657, and the test set has 2 entries, with a median absolute value of 0.0951676528599606. The moves are listed as -0.21036585365853655, 0.2940074906367043, -0.3946666666666666, 0.4434782608695653, -0.05437352245862892, -0.10542797494780787, -0.16489361702127658, 0.09168443496801704, -0.023668639053254448, and 0.16666666666666674. The technical analysis shows a close price of 2.84, a 50-day simple moving average, or sma50, of 3.5039999999999996, a 200-day simple moving average, or sma200, of 3.9037, a relative strength index, or rsi, of 34.58576034373445, a 20-day realized volatility, or rv20, of 0.4142042623818906, a 20-day average true range, or atr20, of 0.12170000000000003, a volume ratio of 2.0158832706756296, and a 252-day high of 5.94. The pre11 values are -0.16326530612244905, 0.13135593220338992, 0.09649122807017552, 0.05022831050228316, -0.17704280155642005, 0.12441314553990623, -0.02422145328719738, 0.14950980392156876, 0.06624605678233442, and 0.04651162790697683.
https://runway.adityaperswal.workers.dev/data/stock-bars
LW R92006 completed Sep18 technical and matched-event aggregate = 10.017371163867983
Convex liquid2026-09-20 06:10
A news scan found the headline 'LW R92006 completed Sep18 technical and matched-event aggregate'. The report includes the following data: there were 11 events, with a median absolute value of 0.10017371163867983 and a 80th percentile absolute value of 0.2010752688172044. The median confidence interval at 95% is between 0.008193363375665674 and 0.2010752688172044. The 80th percentile confidence interval at 95% is between 0.10017371163867983 and 0.28237361449040277. The training set had 9 events, with a median absolute value of 0.1629035661531968. The test set had 2 events, with a median absolute value of 0.04882972642087757. The moves were: 0.0031645569620253333, -0.1937084344980472, -0.28237361449040277, 0.00261054005547412, -0.2010752688172044, 0.10017371163867983, 0.1629035661531968, 0.043333333333333446, -0.25928485057868367, -0.08946608946608947, 0.008193363375665674. The technical analysis shows: the closing price, or c, was 46.67, the simple moving average over 50 days, or sma50, was 50.7544, the simple moving average over 200 days, or sma200, was 46.0587, the relative strength index, or rsi, was 32.69886067338656, the realized volatility over 20 days, or rv20, was 0.261624053795222, the average true range over 20 days, or atr20, was 1.3983249999999992, the volume ratio was 1.4424035148045622, and the highest price over 252 days, or high252, was 65.06. The pre11 values were: 0.00440889982569459, -0.016813700051894087, -0.016354208216992294, 0.00212557226945731, -0.008396641343462519, 0.034751348112642244, -0.03932698155280756, -0.020674646354733373, -0.027385752688172116, 0.0465643090863328, 0.07699095521729538.
https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R92006 issuer-dated earnings return and pre-event features 2026-06-10 = 16.666666666666675
Convex liquid2026-09-20 06:10
A news scan found the issuer-dated earnings return for SFIX on 2026-06-10. The primary issuer and SEC date is 2026-09-20, with price data from https://runway.adityaperswal.workers.dev/data/stock-bars, using SIP adjustment=all. The earnings data for SFIX includes the following details: the stock symbol is SFIX, the release date is 2026-06-10, the pre-event date is 2026-06-10, and the reaction date is 2026-06-11. The pre-close price was 3.6, the post-open price was 3.83, and the post-close price was 4.2. The gap was 0.06388888888888888 and the move was 0.16666666666666674. The pre-event 11-day return was 0.04651162790697683, the RSI pre-event was 53.71203923904323, and the stock was above 50 pre-event. The rv20 pre-event was 0.5798532458345076. This data also retained a timestamp uncertainty from October 2024 for sensitivity, but did not include option PnL.
https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Third-Quarter-of-Fiscal-2026-Financial-Results/default.aspx
SFIX R92006 issuer-dated earnings return and pre-event features 2026-03-11 = -2.3668639053254448
Convex liquid2026-09-20 06:10
A news scan found the issuer-dated earnings return for SFIX on 2026-03-11. The primary issuer and SEC date was measured on 2026-09-20, with the price source being https://runway.adityaperswal.workers.dev/data/stock-bars, using SIP adjustment equals all. The data shows the following information for SFIX: the release date was 2026-03-11, the pre-date was 2026-03-11, the reaction date was 2026-03-12, the pre-close price was 3.38, the post-open price was 3.35, and the post-close price was 3.3. The gap was -0.008875739644970349 and the move was -0.023668639053254448. The pre-11 return was 0.06624605678233442, the RSI pre, which is a measure of stock momentum, was 39.08445283581878, and above 50 pre, meaning whether the stock was above a certain threshold, was false. The rv20 pre, which is a measure of stock volatility, was 0.6482272432313917. The data also retained a timestamp uncertainty from October 2024 for sensitivity, but did not include option PnL, which refers to the profit and loss of an options trade.
https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Second-Quarter-of-Fiscal-2026-Financial-Results/default.aspx
SFIX R92006 issuer-dated earnings return and pre-event features 2025-12-04 = 9.168443496801704
Convex liquid2026-09-20 06:10
A news scan found the issuer-dated earnings return for SFIX on 2025-12-04. The primary issuer and SEC date was measured on 2026-09-20, with the price source being https://runway.adityaperswal.workers.dev/data/stock-bars, using SIP adjustment equal to all. The data shows the following information for SFIX: the release date was 2025-12-04, the pre-date was 2025-12-04, the reaction date was 2025-12-05, the pre-close price was 4.69, the post-open price was 4.4, and the post-close price was 5.12. The gap was -0.061833688699360345, the move was 0.09168443496801704, the pre-11 return was 0.14950980392156876, the RSI pre, which is a measure of stock momentum, was 62.83418453358472, and the above 50 pre, which means the stock price was above a certain 50-day moving average, was true. The rv20 pre, which is a measure of stock volatility, was 0.4582214728771798. The data also retained a timestamp uncertainty from October 2024 for sensitivity, but did not include option PnL, which is a measure of profit and loss for options trading.
https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-First-Quarter-of-Fiscal-2026-Financial-Results/default.aspx
SFIX R92006 issuer-dated earnings return and pre-event features 2025-09-24 = -16.48936170212766
Convex liquid2026-09-20 06:10
A news scan found the issuer-dated earnings return for SFIX on 2025-09-24. The primary issuer and SEC date was measured on 2026-09-20, with the price source being https://runway.adityaperswal.workers.dev/data/stock-bars, using SIP adjustment=all. The earnings data for SFIX includes the following details: the release date was 2025-09-24, the pre-event date was 2025-09-24, and the reaction date was 2025-09-25. The stock price before the event was 5.64, and after the event, it opened at 4.775 and closed at 4.71. The gap was -0.15336879432624106 and the move was -0.16489361702127658. The return 11 days before the event was -0.02422145328719738, the RSI, or Relative Strength Index, which is a measure of stock price movement, was 56.83022768156478, and the stock price was above 50 before the event. The rv20, or 20-day realized volatility, which is a measure of stock price fluctuation, before the event was 0.47570280534534376. This data also retained a timestamp uncertainty from October 2024 for sensitivity, but did not include option profit and loss, or PnL, which refers to the profit or loss from buying and selling options.
https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Fourth-Quarter-and-Full-Fiscal-Year-2025-Financial-Results-09-24-2025/default.aspx
SFIX R92006 issuer-dated earnings return and pre-event features 2025-06-10 = -10.542797494780787
Convex liquid2026-09-20 06:10
A news scan found the issuer-dated earnings return for SFIX on 2025-06-10. The primary issuer and SEC date is 2026-09-20, with a price source from https://runway.adityaperswal.workers.dev/data/stock-bars, using SIP adjustment for all data. The earnings data shows the following: the symbol is SFIX, the release date is 2025-06-10, the pre-event date is 2025-06-10, and the reaction date is 2025-06-11. The stock closed at 4.79 before the event and opened at 4.56 and closed at 4.285 after the event. The gap was -0.04801670146137793 and the move was -0.10542797494780787. The pre-event 11-day return was 0.12441314553990623, the RSI, or Relative Strength Index, which measures stock speed, was 68.16730843875862, and the stock was above 50, which refers to the middle line of the RSI chart, before the event. The rv20, or 20-day realized volatility, which measures stock price changes, was 0.5251539438802589 before the event. The data also retained a timestamp uncertainty from October 2024 for sensitivity, but did not include option profit and loss, or PnL, which refers to the profit or loss from buying and selling options.
https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Third-Quarter-of-Fiscal-Year-2025-Financial-Results-06-10-2025/default.aspx
SFIX R92006 issuer-dated earnings return and pre-event features 2025-03-11 = -5.437352245862892
Convex liquid2026-09-20 06:10
A news scan found the issuer-dated earnings return for SFIX on 2025-03-11. The primary issuer and SEC date was measured on 2026-09-20, with the price source being https://runway.adityaperswal.workers.dev/data/stock-bars, using SIP adjustment=all. The data shows the following information for SFIX: the release date was 2025-03-11, the pre-date was 2025-03-11, and the reaction date was 2025-03-12. The pre-close price was 4.23, the post-open price was 4.87, and the post-close price was 4. The gap was 0.15130023640661938, and the move was -0.05437352245862892. The pre-11 return was -0.17704280155642005, the RSI pre, which is a measure of stock momentum, was 37.72635815263177, and above50 pre, which refers to whether the stock price is above its 50-day moving average, was false. The rv20 pre, which is a measure of historical volatility, was 0.5723339484955235. The data also retained a timestamp uncertainty from October 2024 for sensitivity, but did not include option PnL, which refers to the profit and loss of an options trade.
https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Second-Quarter-of-Fiscal-Year-2025-Financial-Results-03-11-2025/default.aspx