BB R92006 option metadata and indicative screen BB261002C00010500 = 0.31
Convex liquid 2026-09-20 06:10
Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"BB261002C00010500","spot":7.99,"k":10.5,"type":"call","OI":145,"ask":0.31,"bid":0.09,"spread":0.7097,"quote_time":"2026-09-18T19:59:59.806298844Z","close":"0.11","distance":0.3141}
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
More CENX R92006 costed sweep CENX/rsi_only/recent = 2.709222530187026
Supply chain 2026-09-20 06:10
[{"rsi":5,"bp_side":20,"return":-4.314049411338385,"DD":32.519619432761246,"win":50,"N":2,"closed":2,"mean":-1.7364594926280175,"halfKelly_risk":0,"avgwin":7.597796459389516,"avgloss":-11.07071544464555,"targets":0,"buyhold":-2.3773773773773876},{"rsi":5,"bp_side":50,"return":-5.455429966893405,"DD":32.92329341900552,"win":50,"N":2,"closed":2,"mean":-2.324281238232201,"halfKelly_risk":0,"avgwin":6.95413631635633,"avgloss":-11.602698792820732,"targets":0,"buyhold":-2.3773773773773876},{"rsi":10,"bp_side":20,"return":2.709222530187026,"DD":40.293800322346215,"win":33.33333333333333,"N":3,"closed":3,"mean":2.826420679790835,"halfKelly_risk":0.04394553136253715,"avgwin":32.1582262423195,"avgloss":-11.839482101473497,"targets":1,"buyhold":-2.3773773773773876},{"rsi":10,"bp_side":50,"return":0.8769783288332861,"DD":40.650968426983006,"win":33.33333333333333,"N":3,"closed":3,"mean":2.2113033556426243,"halfKelly_risk":0.03524815898163705,"avgwin":31.367643297265914,"avgloss":-12.36686661516902,"targets":1,"buyhold":-2.3773773773773876},{"rsi":15,"bp_side":20,"return":-17.498933447683974,"DD":44.07076524441113,"win":25,"N":4,"closed":4,"mean":-2.853156318984937,"halfKelly_risk":0,"avgwin":32.1582262423195,"avgloss":-14.523617172753081,"targets":1,"buyhold":-2.3773773773773876},{"rsi":15,"bp_side":50,"return":-19.455406532861524,"DD":44.90394699966601,"win":25,"N":4,"closed":4,"mean":-3.43429787909621,"halfKelly_risk":0,"avgwin":31.367643297265914,"avgloss":-15.034944937883585,"targets":1,"buyhold":-2.3773773773773876}]; 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
More BB R92006 option metadata and indicative screen BB261002C00010000 = 0.17
Convex liquid 2026-09-20 06:10
Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"BB261002C00010000","spot":7.99,"k":10,"type":"call","OI":3127,"ask":0.17,"bid":0.1,"spread":0.4118,"quote_time":"2026-09-18T19:59:59.811490859Z","close":"0.19","distance":0.2516}
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
More BB R92006 option metadata and indicative screen BB261002C00009500 = 0.24
Convex liquid 2026-09-20 06:10
Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"BB261002C00009500","spot":7.99,"k":9.5,"type":"call","OI":418,"ask":0.24,"bid":0.13,"spread":0.4583,"quote_time":"2026-09-18T19:59:59.828607258Z","close":"0.19","distance":0.189}
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
More BB R92006 option metadata and indicative screen BB261002C00009000 = 0.31
Convex liquid 2026-09-20 06:10
Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"BB261002C00009000","spot":7.99,"k":9,"type":"call","OI":9394,"ask":0.31,"bid":0.24,"spread":0.2258,"quote_time":"2026-09-18T19:59:59.932585414Z","close":"0.29","distance":0.1264}
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
More BB R92006 option metadata and indicative screen BB261002C00008500 = 0.43
Convex liquid 2026-09-20 06:10
Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"BB261002C00008500","spot":7.99,"k":8.5,"type":"call","OI":1279,"ask":0.43,"bid":0.38,"spread":0.1163,"quote_time":"2026-09-18T19:59:59.846815159Z","close":"0.43","distance":0.0638}
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
More CENX R92006 costed sweep CENX/rsi_only/holdout = 192.2192116088653
Supply chain 2026-09-20 06:10
[{"rsi":5,"bp_side":20,"return":73.56369825645777,"DD":38.54030380575145,"win":41.66666666666667,"N":12,"closed":12,"mean":7.0974881301888155,"halfKelly_risk":0.10397058176576736,"avgwin":34.13219398049808,"avgloss":-12.213016048603517,"targets":4,"buyhold":369.7841726618705},{"rsi":5,"bp_side":50,"return":61.506270240021365,"DD":39.83665848269064,"win":41.66666666666667,"N":12,"closed":12,"mean":6.456820878658331,"halfKelly_risk":0.09686257313089237,"avgwin":33.329802574690525,"avgloss":-12.738166047078952,"targets":4,"buyhold":369.7841726618705},{"rsi":10,"bp_side":20,"return":192.2192116088653,"DD":45.54274745353458,"win":45,"N":20,"closed":20,"mean":8.03070760874675,"halfKelly_risk":0.12027545678105121,"avgwin":33.38464813883772,"avgloss":-12.71342555223676,"targets":6,"buyhold":369.7841726618705},{"rsi":10,"bp_side":50,"return":159.1748875386727,"DD":46.867030780515165,"win":45,"N":20,"closed":20,"mean":7.384457750482534,"halfKelly_risk":0.11330468050361324,"avgwin":32.586728622596695,"avgloss":-13.235582053974507,"targets":6,"buyhold":369.7841726618705},{"rsi":15,"bp_side":20,"return":85.98549556104581,"DD":51.67454353673207,"win":40.909090909090914,"N":22,"closed":22,"mean":5.117195378334396,"halfKelly_risk":0.0818444399205897,"avgwin":31.261716637681204,"avgloss":-12.982857801213394,"targets":6,"buyhold":369.7841726618705},{"rsi":15,"bp_side":50,"return":62.986504483895715,"DD":53.38333385722558,"win":40.909090909090914,"N":22,"closed":22,"mean":4.488374424384814,"halfKelly_risk":0.0736366530074575,"avgwin":30.476496697441263,"avgloss":-13.503402533885039,"targets":6,"buyhold":369.7841726618705}]; 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
More BB R92006 option metadata and indicative screen BB261002C00008000 = 0.64
Convex liquid 2026-09-20 06:10
Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"BB261002C00008000","spot":7.99,"k":8,"type":"call","OI":4238,"ask":0.64,"bid":0.55,"spread":0.1406,"quote_time":"2026-09-18T19:59:59.805366182Z","close":"0.59","distance":0.0013}
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
More SFIX R92006 option metadata and indicative screen SFIX261016P00002500 = 0.28
Convex liquid 2026-09-20 06:10
Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"SFIX261016P00002500","spot":2.84,"k":2.5,"type":"put","OI":166,"ask":0.28,"bid":0.03,"spread":0.8929,"quote_time":"2026-09-18T19:59:55.952414299Z","close":"0.15","distance":0.1197}
https://runway.adityaperswal.workers.dev/data/option-chain/SFIX?feed=indicative
More SFIX R92006 option metadata and indicative screen SFIX261016C00002500 = 0.53
Convex liquid 2026-09-20 06:10
Retrieved2026-09-20; quote timestamp in row, OI via option_contracts dated2026-09-17; non-executable indicative feed. {"symbol":"SFIX261016C00002500","spot":2.84,"k":2.5,"type":"call","OI":495,"ask":0.53,"bid":0.42,"spread":0.2075,"quote_time":"2026-09-18T19:59:57.704176548Z","close":"0.43","distance":0.1197}
https://runway.adityaperswal.workers.dev/data/option-chain/SFIX?feed=indicative
More CENX R92006 costed sweep CENX/rsi_only/train = 111.5847561601767
Supply chain 2026-09-20 06:10
[{"rsi":5,"bp_side":20,"return":19.99892569001976,"DD":81.5236197479961,"win":34.883720930232556,"N":43,"closed":42,"mean":3.668139497466511,"halfKelly_risk":0.049469844402761864,"avgwin":37.074500048980575,"avgloss":-14.228125083701734,"targets":11,"buyhold":90.67599067599066},{"rsi":5,"bp_side":50,"return":-7.289635370082817,"DD":83.21488910492046,"win":34.883720930232556,"N":43,"closed":42,"mean":3.047986932147861,"halfKelly_risk":0.042035972118364406,"avgwin":36.25450749140964,"avgloss":-14.741220510313813,"targets":11,"buyhold":90.67599067599066},{"rsi":10,"bp_side":20,"return":111.5847561601767,"DD":81.43445488254177,"win":32.6530612244898,"N":49,"closed":48,"mean":4.8298957054265,"halfKelly_risk":0.057996374004862725,"avgwin":41.63963513496148,"avgloss":-13.017250684651069,"targets":13,"buyhold":90.67599067599066},{"rsi":10,"bp_side":50,"return":57.68869269297593,"DD":83.23478078932163,"win":32.6530612244898,"N":49,"closed":48,"mean":4.2027934051542415,"halfKelly_risk":0.051514500931291285,"avgwin":40.79233350974142,"avgloss":-13.537589675857726,"targets":13,"buyhold":90.67599067599066},{"rsi":15,"bp_side":20,"return":6.170191617439491,"DD":87.51490194807316,"win":29.310344827586203,"N":58,"closed":57,"mean":3.1749958979520683,"halfKelly_risk":0.0386131870545294,"avgwin":41.11284434341498,"avgloss":-12.555331506264261,"targets":13,"buyhold":90.67599067599066},{"rsi":15,"bp_side":50,"return":-25.033601376078025,"DD":88.9267243392313,"win":29.310344827586203,"N":58,"closed":57,"mean":2.55779336404897,"halfKelly_risk":0.03175908016939519,"avgwin":40.26869403027929,"avgloss":-13.07843374146116,"targets":13,"buyhold":90.67599067599066}]; 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
More CENX R92006 costed sweep CENX/pullback/recent = 2.709222530187026
Supply chain 2026-09-20 06:10
[{"rsi":5,"bp_side":20,"return":-4.314049411338385,"DD":32.519619432761246,"win":50,"N":2,"closed":2,"mean":-1.7364594926280175,"halfKelly_risk":0,"avgwin":7.597796459389516,"avgloss":-11.07071544464555,"targets":0,"buyhold":-2.3773773773773876},{"rsi":5,"bp_side":50,"return":-5.455429966893405,"DD":32.92329341900552,"win":50,"N":2,"closed":2,"mean":-2.324281238232201,"halfKelly_risk":0,"avgwin":6.95413631635633,"avgloss":-11.602698792820732,"targets":0,"buyhold":-2.3773773773773876},{"rsi":10,"bp_side":20,"return":2.709222530187026,"DD":40.293800322346215,"win":33.33333333333333,"N":3,"closed":3,"mean":2.826420679790835,"halfKelly_risk":0.04394553136253715,"avgwin":32.1582262423195,"avgloss":-11.839482101473497,"targets":1,"buyhold":-2.3773773773773876},{"rsi":10,"bp_side":50,"return":0.8769783288332861,"DD":40.650968426983006,"win":33.33333333333333,"N":3,"closed":3,"mean":2.2113033556426243,"halfKelly_risk":0.03524815898163705,"avgwin":31.367643297265914,"avgloss":-12.36686661516902,"targets":1,"buyhold":-2.3773773773773876},{"rsi":15,"bp_side":20,"return":-4.76792679390154,"DD":35.44014397404438,"win":33.33333333333333,"N":3,"closed":3,"mean":0.6519256708227432,"halfKelly_risk":0.01013621935971118,"avgwin":32.1582262423195,"avgloss":-15.101224614925634,"targets":1,"buyhold":-2.3773773773773876},{"rsi":15,"bp_side":50,"return":-6.466785081563978,"DD":36.01915728160835,"win":33.33333333333333,"N":3,"closed":3,"mean":0.049816380431292696,"halfKelly_risk":0.000794072732197143,"avgwin":31.367643297265914,"avgloss":-15.609097077986018,"targets":1,"buyhold":-2.3773773773773876}]; 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
More CENX R92006 costed sweep CENX/pullback/holdout = 91.39408786425125
Supply chain 2026-09-20 06:10
[{"rsi":5,"bp_side":20,"return":10.08346333125453,"DD":47.81271494317051,"win":33.33333333333333,"N":6,"closed":6,"mean":3.796292029558681,"halfKelly_risk":0.054371097721253106,"avgwin":34.91093787568268,"avgloss":-11.76103089350332,"targets":2,"buyhold":369.7841726618705},{"rsi":5,"bp_side":50,"return":6.190907102016718,"DD":48.7436912282035,"win":33.33333333333333,"N":6,"closed":6,"mean":3.1753728437343054,"halfKelly_risk":0.046554411161746675,"avgwin":34.10388795061679,"avgloss":-12.288884709706934,"targets":2,"buyhold":369.7841726618705},{"rsi":10,"bp_side":20,"return":91.39408786425125,"DD":55.96528193740102,"win":46.15384615384615,"N":13,"closed":13,"mean":7.765541967873656,"halfKelly_risk":0.11772165132717705,"avgwin":32.982641172316434,"avgloss":-13.849114493077295,"targets":6,"buyhold":369.7841726618705},{"rsi":10,"bp_side":50,"return":77.03258809015507,"DD":57.522351554492566,"win":46.15384615384615,"N":13,"closed":13,"mean":7.120878355424399,"halfKelly_risk":0.11061686969040307,"avgwin":32.18712649957674,"avgloss":-14.36447719670618,"targets":6,"buyhold":369.7841726618705},{"rsi":15,"bp_side":20,"return":-56.370548233892514,"DD":74.90392022360798,"win":23.52941176470588,"N":17,"closed":17,"mean":-3.253675339085765,"halfKelly_risk":0,"avgwin":28.871937013972264,"avgloss":-13.138479140026698,"targets":4,"buyhold":369.7841726618705},{"rsi":15,"bp_side":50,"return":-60.60135491455735,"DD":76.92589874606259,"win":23.52941176470588,"N":17,"closed":17,"mean":-3.8324209567312195,"halfKelly_risk":0,"avgwin":28.10101296031206,"avgloss":-13.658092931206076,"targets":4,"buyhold":369.7841726618705}]; 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
More CENX R92006 costed sweep CENX/pullback/train = 85.60622255549765
Supply chain 2026-09-20 06:10
[{"rsi":5,"bp_side":20,"return":-24.99349694514956,"DD":60.0743899525795,"win":27.77777777777778,"N":18,"closed":18,"mean":0.780041379024141,"halfKelly_risk":0.01035741757194547,"avgwin":37.656171222496305,"avgloss":-13.40308548384977,"targets":5,"buyhold":90.67599067599066},{"rsi":5,"bp_side":50,"return":-32.672163843361965,"DD":63.18121473975196,"win":27.77777777777778,"N":18,"closed":18,"mean":0.17716568841093577,"halfKelly_risk":0.0024050055109305635,"avgwin":36.83269905323199,"avgloss":-13.921116374981773,"targets":5,"buyhold":90.67599067599066},{"rsi":10,"bp_side":20,"return":85.60622255549765,"DD":45.84626142420613,"win":34.78260869565217,"N":23,"closed":23,"mean":5.580977476203816,"halfKelly_risk":0.06981099655706169,"avgwin":39.972051334649464,"avgloss":-12.760928581633864,"targets":8,"buyhold":90.67599067599066},{"rsi":10,"bp_side":50,"return":61.681120103146846,"DD":46.81231754889298,"win":34.78260869565217,"N":23,"closed":23,"mean":4.949382134104342,"halfKelly_risk":0.06323517144308782,"avgwin":39.13472535263723,"avgloss":-13.282800915779866,"targets":8,"buyhold":90.67599067599066},{"rsi":15,"bp_side":20,"return":26.96135930623734,"DD":54.639201499496146,"win":32,"N":25,"closed":25,"mean":3.6910587829231267,"halfKelly_risk":0.04694555331702621,"avgwin":39.31212353593088,"avgloss":-13.071795218492285,"targets":8,"buyhold":90.67599067599066},{"rsi":15,"bp_side":50,"return":9.27649483364778,"DD":56.112087475690785,"win":32,"N":25,"closed":25,"mean":3.070769112282245,"halfKelly_risk":0.039902147120613546,"avgwin":38.47874530410771,"avgloss":-13.59180791916503,"targets":8,"buyhold":90.67599067599066}]; 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
More CENX R92006 costed sweep CENX/breakout/recent = -29.406611313580868
Supply chain 2026-09-20 06:10
[{"rsi":10,"bp_side":20,"return":-29.406611313580868,"DD":46.31522902782985,"win":20,"N":5,"closed":5,"mean":-5.758020309885181,"halfKelly_risk":0,"avgwin":22.838638367661158,"avgloss":-12.907184979271765,"targets":1,"buyhold":-2.3773773773773876},{"rsi":10,"bp_side":50,"return":-31.492981289768373,"DD":47.43133804455901,"win":20,"N":5,"closed":5,"mean":-6.321784700264346,"halfKelly_risk":0,"avgwin":22.10380607421756,"avgloss":-13.428182393884821,"targets":1,"buyhold":-2.3773773773773876}]; 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
More CENX R92006 costed sweep CENX/breakout/holdout = 84.00226144125746
Supply chain 2026-09-20 06:10
[{"rsi":10,"bp_side":20,"return":84.00226144125746,"DD":52.22978959542116,"win":40.909090909090914,"N":22,"closed":21,"mean":4.406014173212882,"halfKelly_risk":0.08311243779530678,"avgwin":26.506346643713073,"avgloss":-10.89421599867187,"targets":8,"buyhold":369.7841726618705},{"rsi":10,"bp_side":50,"return":61.24851735870408,"DD":54.46861975655322,"win":40.909090909090914,"N":22,"closed":21,"mean":3.7814475721522425,"halfKelly_risk":0.07342738185311007,"avgwin":25.74957377424235,"avgloss":-11.427255183140911,"targets":8,"buyhold":369.7841726618705}]; 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
More CENX R92006 costed sweep CENX/breakout/train = 25.274143299162503
Supply chain 2026-09-20 06:10
[{"rsi":10,"bp_side":20,"return":25.274143299162503,"DD":71.07998198918727,"win":32.432432432432435,"N":37,"closed":36,"mean":2.371725998521338,"halfKelly_risk":0.039231001238168486,"avgwin":30.227701609280473,"avgloss":-10.999142294643045,"targets":11,"buyhold":90.67599067599066},{"rsi":10,"bp_side":50,"return":0.3337689467547079,"DD":73.41005329147362,"win":32.432432432432435,"N":37,"closed":36,"mean":1.7593287007418035,"halfKelly_risk":0.029871109041208682,"avgwin":29.448667244237964,"avgloss":-11.531553800136352,"targets":11,"buyhold":90.67599067599066}]; 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
More SFIX R92006 completed Sep18 technical and matched-event aggregate = 16.578014184397166
Convex liquid 2026-09-20 06:10
{"n":10,"median_abs":0.16578014184397166,"p80_abs":0.31413932584269677,"median_ci95":[0.09168443496801704,0.3025162601626016],"p80_ci95":[0.16524822695035463,0.4434782608695653],"train_n":8,"train_median_abs":0.18762973533990657,"test_n":2,"test_median_abs":0.0951676528599606,"moves":[-0.21036585365853655,0.2940074906367043,-0.3946666666666666,0.4434782608695653,-0.05437352245862892,-0.10542797494780787,-0.16489361702127658,0.09168443496801704,-0.023668639053254448,0.16666666666666674],"technical":{"c":2.84,"sma50":3.5039999999999996,"sma200":3.9037,"rsi":34.58576034373445,"rv20":0.4142042623818906,"atr20":0.12170000000000003,"volume_ratio":2.0158832706756296,"high252":5.94},"pre11":[-0.16326530612244905,0.13135593220338992,0.09649122807017552,0.05022831050228316,-0.17704280155642005,0.12441314553990623,-0.02422145328719738,0.14950980392156876,0.06624605678233442,0.04651162790697683]}
https://runway.adityaperswal.workers.dev/data/stock-bars
More LW R92006 completed Sep18 technical and matched-event aggregate = 10.017371163867983
Convex liquid 2026-09-20 06:10
{"n":11,"median_abs":0.10017371163867983,"p80_abs":0.2010752688172044,"median_ci95":[0.008193363375665674,0.2010752688172044],"p80_ci95":[0.10017371163867983,0.28237361449040277],"train_n":9,"train_median_abs":0.1629035661531968,"test_n":2,"test_median_abs":0.04882972642087757,"moves":[0.0031645569620253333,-0.1937084344980472,-0.28237361449040277,0.00261054005547412,-0.2010752688172044,0.10017371163867983,0.1629035661531968,0.043333333333333446,-0.25928485057868367,-0.08946608946608947,0.008193363375665674],"technical":{"c":46.67,"sma50":50.7544,"sma200":46.0587,"rsi":32.69886067338656,"rv20":0.261624053795222,"atr20":1.3983249999999992,"volume_ratio":1.4424035148045622,"high252":65.06},"pre11":[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
More SFIX R92006 issuer-dated earnings return and pre-event features 2026-06-10 = 16.666666666666675
Convex liquid 2026-09-20 06:10
Measured2026-09-20; primary issuer/SEC date; price source https://runway.adityaperswal.workers.dev/data/stock-bars SIP adjustment=all. {"symbol":"SFIX","release_date":"2026-06-10","pre_date":"2026-06-10","reaction_date":"2026-06-11","preclose":3.6,"postopen":3.83,"postclose":4.2,"gap":0.06388888888888888,"move":0.16666666666666674,"pre11_return":0.04651162790697683,"rsi_pre":53.71203923904323,"above50_pre":true,"rv20_pre":0.5798532458345076}. LW Oct2024 timestamp uncertainty retained for sensitivity; not 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
More SFIX R92006 issuer-dated earnings return and pre-event features 2026-03-11 = -2.3668639053254448
Convex liquid 2026-09-20 06:10
Measured2026-09-20; primary issuer/SEC date; price source https://runway.adityaperswal.workers.dev/data/stock-bars SIP adjustment=all. {"symbol":"SFIX","release_date":"2026-03-11","pre_date":"2026-03-11","reaction_date":"2026-03-12","preclose":3.38,"postopen":3.35,"postclose":3.3,"gap":-0.008875739644970349,"move":-0.023668639053254448,"pre11_return":0.06624605678233442,"rsi_pre":39.08445283581878,"above50_pre":false,"rv20_pre":0.6482272432313917}. LW Oct2024 timestamp uncertainty retained for sensitivity; not option PnL.
https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Second-Quarter-of-Fiscal-2026-Financial-Results/default.aspx
More SFIX R92006 issuer-dated earnings return and pre-event features 2025-12-04 = 9.168443496801704
Convex liquid 2026-09-20 06:10
Measured2026-09-20; primary issuer/SEC date; price source https://runway.adityaperswal.workers.dev/data/stock-bars SIP adjustment=all. {"symbol":"SFIX","release_date":"2025-12-04","pre_date":"2025-12-04","reaction_date":"2025-12-05","preclose":4.69,"postopen":4.4,"postclose":5.12,"gap":-0.061833688699360345,"move":0.09168443496801704,"pre11_return":0.14950980392156876,"rsi_pre":62.83418453358472,"above50_pre":true,"rv20_pre":0.4582214728771798}. LW Oct2024 timestamp uncertainty retained for sensitivity; not option PnL.
https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-First-Quarter-of-Fiscal-2026-Financial-Results/default.aspx
More SFIX R92006 issuer-dated earnings return and pre-event features 2025-09-24 = -16.48936170212766
Convex liquid 2026-09-20 06:10
Measured2026-09-20; primary issuer/SEC date; price source https://runway.adityaperswal.workers.dev/data/stock-bars SIP adjustment=all. {"symbol":"SFIX","release_date":"2025-09-24","pre_date":"2025-09-24","reaction_date":"2025-09-25","preclose":5.64,"postopen":4.775,"postclose":4.71,"gap":-0.15336879432624106,"move":-0.16489361702127658,"pre11_return":-0.02422145328719738,"rsi_pre":56.83022768156478,"above50_pre":true,"rv20_pre":0.47570280534534376}. LW Oct2024 timestamp uncertainty retained for sensitivity; not option PnL.
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
More SFIX R92006 issuer-dated earnings return and pre-event features 2025-06-10 = -10.542797494780787
Convex liquid 2026-09-20 06:10
Measured2026-09-20; primary issuer/SEC date; price source https://runway.adityaperswal.workers.dev/data/stock-bars SIP adjustment=all. {"symbol":"SFIX","release_date":"2025-06-10","pre_date":"2025-06-10","reaction_date":"2025-06-11","preclose":4.79,"postopen":4.56,"postclose":4.285,"gap":-0.04801670146137793,"move":-0.10542797494780787,"pre11_return":0.12441314553990623,"rsi_pre":68.16730843875862,"above50_pre":true,"rv20_pre":0.5251539438802589}. LW Oct2024 timestamp uncertainty retained for sensitivity; not option PnL.
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
More SFIX R92006 issuer-dated earnings return and pre-event features 2025-03-11 = -5.437352245862892
Convex liquid 2026-09-20 06:10
Measured2026-09-20; primary issuer/SEC date; price source https://runway.adityaperswal.workers.dev/data/stock-bars SIP adjustment=all. {"symbol":"SFIX","release_date":"2025-03-11","pre_date":"2025-03-11","reaction_date":"2025-03-12","preclose":4.23,"postopen":4.87,"postclose":4,"gap":0.15130023640661938,"move":-0.05437352245862892,"pre11_return":-0.17704280155642005,"rsi_pre":37.72635815263177,"above50_pre":false,"rv20_pre":0.5723339484955235}. LW Oct2024 timestamp uncertainty retained for sensitivity; not option PnL.
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
More