Stats

Edge test: ten consecutive issuer-scheduled HITI AMC earnings March2024–June2026, 926 SIP adjustment=all daily bars; release-close to next-session-close median absolute4.700378%. Sep11S2.53, Oct16C2.5 .21Sep11/P2.5 .16Sep10 plus assumed .05/share roundtrip costs require +9.090909%/-9.486166%; each1/10=10%, below40%. Mean mapped intrinsic .213531/.571515 times premium is not actual option expected payoff; no documented3x payout. Aug25issuer quote 'after financial markets close on Monday, September 14, 2026' https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/ ; Oct16expiry32dayslater, defaultSep11RTHexitpassed, noholdexception (hurdles above median4.390531/4.785788pp). Sources option_contracts and https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars . 1. Fixeddesign research/design.txt before fetch: nearest2.5gridcall/put fromstockclose priorentryday, firstmonthlyexpiry>=7daysafterevent, exchangeholidaycorrected; T2/3/5closeentry, lastprior-sessioncloseexit. First8calendartrain,last2known-calendarholdout. Optimize mean on commontrainingonly; callT2leastnegative(-13.580438%), putT3shorter-tie(singleton). No liveadoption or adjusted run-up entry. 2. Vectorbt one wholecontract per observed event on$1000syntheticcapital. Baseline$5roundtrip split$1.25fee+$1.25slippageeachside; stress$10split$2.50each. SelectedcalltrainN5portfolio-.5%,DD.896414%,win40%; holdoutN2-.9%,DD1.15%,win0. Stress-3%train/-1.9%holdout, DD3/1.9%. Independentledger verifies everyterminalPnL and addsinitialcash to DD; rawvectorbtDDmissesfirstentrycost and isnotpreferred. Currentbook$102.12cannotbe equated to$1000testbook; sampletradepremiums vary. 3. Put selectedT3trainN1+.3%portfolio/+.24R,stress-.2%; holdoutmissing. N0returnundefined not0%. Full24grid observations28000–23, endpoints27998–99/28025–32. Optionbars are trades not executableclosingquotes; 15minstops/trailing/+2Rpartial nottested, notinferablefromdailyclose replay. MandatoryCLI momentum20/1000daysHITI685bars,N27,+26.210635%,DD44.737554%,win29.62963%; unsplitstockdiagnostic notoptionorout-of-sampleevidence.

Edge test:10 consecutive issuer-scheduled AMC earnings Mar2024–Jun2026, fresh926 SIP adjustment=all dailybars, release-close to next-session-close medianabsolute16.578014%. Sep11S2.95; Oct16C2.5 catalog.50Sep10 plus.05/share assumedroundtripcost requires+3.389831%,4/10; C5.05Sep10 requires+72.881356%,0/10; P2.5.12Sep11 requires-21.016949%,2/10. C2.5mappedmeanintrinsic1.109296xpremium excludesresidualtime,notactualoptionEV; no documented3xexpectedpayoff. Sep2issuer quote 'after market close on Wednesday, September 23, 2026' https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2026-Financial-Results-and-Conference-Call/default.aspx . ExpiryOct16+23days; defaultSep22RTHexit. Historical primaryURLs anddatequotes in R91306eventobservations, re-openedthisrun. Sources option_contracts SFIX; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars . 1. New historicaloptionbar replay, notintrinsicsimulation. Frozen note2914 beforefetch; nearest2.5gridcall frompriorentrydayS,monthlyexpiry>=7days,T2/3/5closeentry,prior-sessioncloseexit. Chronologicalfirst8train,last2knowncalendarholdout; common6trainselectT3bymean ticketreturn. Vectorbt onewholecontractperavailableevent,$1000initialcash,observedinterveningtrademarkNAV. Baseline.05/share roundtrip split eachside.0125fee+.0125priceslippage;stress.10total split.025fee+.025slippage/side. Explicitfee/slippage reruncompletedunchanged. Assumedcosts,notbrokerfees/measuredspread. No missingendpointimputation. 2. T3trainN6 -0.9%portfolio,$-9,DD2.861371%,win33.333333%;stress-3.9%,DD5.153617%. Known-calendarholdoutonlyMarch2026N1,+2.6%portfolio,$26,DD0observed,100%win;stress+2.1%;ticket+33.986928%on76.50entryall-in. $74premiumfailscurrentrisk;zero eligibleholdouttrades. June5entrymissing despiteJune18holidayrepair. PositiveholdoutN1doesnotestablishout-of-sampleedge; underlyingoutcomesalreadyknownandnewselectionamongknownnameaddsresearchbias. 3. Returnonvariableentrycapitaldiffers:trainmean+4.529617%butnormalizedfullreinvestment-2.204002%,DD51.121951%;stressmean-15.218254%,normalized-76.182143%. Thisnormalizedcapital permitsfractionalcontracts,nottradeablebook. T2trainN7-1.8%,holdoutN2+1.6%;T5trainN7-2.0%,holdoutN1+2.1%. Neitherchooselag2foritsfullholdoutnorcarryforwardmissingmarks. Endpointobservations27514–43 andall18grid27544–61 verifiedreadback. 4. RequiredstockCLI momentum20/1000days685bars,N32,+41.383224%,DD55.802626%,win28.125%;unsplitdiagnostic, notoption/eventevidence. Sixtrain+oneholdout observedpre-eventclose4xhitcount0; managed15minexitsnotvalidated. Tradebarsareobservedtransactionsbutnotnecessarily16ET/synchronous/executablefills. Earlyactualnews/contractlistingvintagesunverified. Conclusioninconclusiveoptionedge;rejectliveadoption.

Edge test:10 consecutive issuer-scheduled AMC earnings Mar2024-Jun2026 reverified against primary URLs in observations27176–85 and926 fresh SIP adjustmentall daily bars. Release-close to next-session-close median absolute16.578014%; Sep11S2.95 Oct16C2.5 close.50Sep10 plusassumed.05/share totalcost requires+3.389831%,4/10; P2.5 .12Sep11 requires-21.016949%,2/10; C5 .05Sep10 requires+72.881356%,0/10. No documented actual option expected payoff>=3xpremium. IssuerSep2 quote 'after market close on Wednesday, September 23, 2026' https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2026-Financial-Results-and-Conference-Call/default.aspx . Oct16expiry23dayslater; defaultSep22RTHexit; no current position. Source option_contracts SFIX; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars . 1. Existingvectorbtstudy3025/observation26549 remainsfrozen: lag5openentrytoT-1close,fees10bp/side,slippage10bp/side;first8train+14.174754%,DD14.475874%,win37.5%;last2Mar/Jun2026holdout+9.472964%,DD6.811989%,win100%;30bpslippageholdout+8.60067%. Thisisreadbackofa previouslyseenholdout,notnewindependentreplicationoroptionbacktest. No parameterretune. 2. RequiredCLIdiagnosticrerunthisrun momentum20days1000 returns+41.383224%,DD55.802626%,win28.125%,N32;unsplitstockcontrolnotstrategyadoption. 3. FreshcurrentOct16callhistoryonly4tradedaysAug20–Sep10,nonecovercompletedSep23event;5cheapC5daysand7putdays. Cannotbacktestactualcallentry/IVdecay/3Rtarget/15minexitfromthosecloses. Dailybarhighnotanexecutablefill. 4. Defaultpre-eventexitSep22requirespre-eventoptionreturnevidence; eventresponsemedian16.578014 exceedspriced3.389831by13.188184pp,whichcanmotivatehold-exceptionresearchbutdoesnotfixsizingorvalidatepre-eventrule. No actualhold-throughpositionadopted. BindinggapactualcostedoptionsOOS; retainedcash.

Edge test: nine consecutive fiscal earnings Q3FY24–Q3FY26 (May2024–May2026), SIP adjustment=all prior-close to morning-release-day close, median absolute5.245902%, range -11.810013% to+23.8%. AtSep11S7.39 Oct16P5 .05Sep11 plusassumed.05/sharecost needs33.694181%fall,0/9; P7.5 .69 needs8.525034%,1/9 and69USD>51.0594absolute; C5 2.45Sep8 needs+1.488498%,5/9 but245USD>102.12fund and42.5495convictionrisk. No documentedactualoptionexpectedpayoff>=3xpremium. Aug26issuer quote 'before the U.S. market open on September 16, 2026' https://investors.luxexperience.com/news/news-details/2026/LuxExperience-Announces-Fourth-Quarter-and-Full-Fiscal-Year-2026-Earnings-Release-and-Conference-Call-Participating-in-Upcoming-Investor-Conference/default.aspx . ExpiryOct16+30days; defaultSep15RTHexit, noholdexception foraffordableput becausehurdle exceedsmedian28.448279pp. History originalURLs and bars26862–89; ISOdatesinobservationnotes normalized, notverbatimissuerdateformat. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; option_contracts LUXE. 1. RequiredCLI momentum20/1000days:685bars,26trades,+87.879807%,DD34.229923%,win53.846154%,buyhold131.09375%; unsplitdiagnosticnotoptionedge. 2. Vectorbt time-onlystockcontrol,T-2/3/5openentry toT-1closebeforemorningearnings,fees10bp/side,slippage10bpbaseline/30bpstress. First7events training,last2Feb/May2026 heldout. TrainingwinnerT5+39.558565%,DD10.963626%,win57.142857%,N7; holdout-9.482158%,DD8.405771%,win0%,N2;stress-10.203415%. T2holdout+5.2714% andT3+1.0137% are not selected afterseeingthem. 3. KnownhistoricalholdoutN2wideuncertainty; stocks cannot validate optiondecay/spread/targethitodds; noactualoptionPnLhistory. VectorbtDDisfromobservedNAVpeak, initialcosts canmakeoveralllosslarger. RejecttestedT5transfer; no inventedoptionbacktest.

Edge test: corrected10 consecutive issuer-dated AMC earnings Mar2024–Jun2026, daily SIP release-close to next-session close, median absolute16.578014%. Sep11S2.95, Oct16P2.5 .12Sep11/C2.5 .50Sep10 plus assumed .05/share costs require -21.016949%/+3.389831%, covered2/10(20%)/4/10(40%). Callpassescoveragebut50USDpremium exceeds42.5495 convictionrisk; even45USDintrinsicexceedscap. Putfails40%; no documentedexpectedactualoptionpayoff>=3xpremium. IssuerSep2 quote 'after market close on Wednesday, September 23, 2026' https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2026-Financial-Results-and-Conference-Call/default.aspx . Oct16expiry23dayslater; defaultSep22RTHexit. Sources option_contracts and https://runway.adityaperswal.workers.dev/data/stock-bars /data/option-bars; historicalsources recorded26537–46. OriginalN8preserved. 1. RequiredCLI momentum20/days1000:685bars,32trades,+41.383224%,DD55.802626%,win28.125%; unsplitstockdiagnosticonly. 2. Vectorbt fixedlag2/3/5openentry,releaseT-1closeexit;fees10bp/side,slippage10/30bp/side. Restoredmissingquartersintraining; preserve2026Mar/Junlast2holdout. Trainingbestlag5+14.174754%,DD14.475874%,win37.5%,N8; holdout+9.472964%,DD6.811989%,win100%,N2; stress+8.600670%. All12gridrows26549. 3. AlreadyseenholdoutcannotbeclaimedfreshOOS; positivecontrolcannotvalidateoptionpremiumdecay,spread,3Rtargetor15minmanagement. NooptionPnLbacktestavailable. Nochoosewinninglag2testafterseeingit. Wouldneedprospectiveoptionsseriesbeforetrustingoptionrunupconversion.

Edge test: nine issuer-dated AMC earnings Feb2024–Jun2026, SIP daily release-close to next-session close; median absolute5.543964%, mean-0.908716%. Sep11 S39.02, Oct16 C45 .30/P35 .40 catalog closes plus assumed.05/share roundtrip reserve require+16.222450%/-11.455664%, covered0/9 and1/9 (11.11%), below40%. Without reserve put2/9. No documented expected actual-option payout>=3xpremium. Oct16expiry31daysafterissuerSep2 schedule: 'Tuesday, September 15, 2026, U.S. Time, after the market closes.' https://investors.trip.com/node/15681/pdf ; defaultSep14RTHexit. Hurdles exceedmedian10.678486/5.911700pp, noholdexception. Sources option_contracts and https://runway.adityaperswal.workers.dev/data/stock-bars . CorrectedN9 includesMay19 2025; August26 2024hourunverified sensitivityN10median6.067764%,0/10C1/10P. OldN8/S38.7/.32C/.48Pforecast retained separately. 1. Vectorbt24prespecifiedcells:lags2/3/5sessions,directionslong/short,first7training,last2chronologicalknownholdout,10bpfeesandslippage10or30bp eachside. Entryopenatdayindex-lag,exitprior-sessionclose; markdailyclose,fullcashstockproxy, shortsresearchonly. Theseareunderlyingcontrols, notallowedshortordersoroptionPnL. Actualoptionhistory,IV/spreads,15minmanagementnotreproduced. 2. BaseT3shorttrain+2.471362%,DD4.871260%,win57.142857%,N7;holdout-.282352%,DD2.955683%,win50%,N2. T2shorttrain+2.337936%,holdout-1.199408%. T5shorttrain+1.717228%,holdout+6.670505%N2, butknownholdoutalreadyseenin24034; cannotselectT5asfreshOOSwinner. Longsalltrainnegative;T3longtrain-8.144169%/holdout-1.318695%. All24rowsrecordedobservations26450–26455approximately; exactIDsavailableviaquery. 3. RequiredCLIdiagnostic node /app/agent/dist/backtest.js --symbols TCOM --strategy momentum --lookback20 --days365 succeeded:251bars,7trades,return-14.664032%,DD21.044477%,win42.857143%,buyhold-47.183861%. Fullwindowdiagnosticnotheldoutstrategyvalidation. Conclusion noentry; preservefrozenlast2holdout,notretuneonmonthlyshortfall.

Edge test: ten issuer-dated scheduled AMC earnings March2024–June2026, daily pre-release close to next-session close, median absolute4.700378%, signed mean-3.027709%. At Sep11 S2.53, Oct16 K2.5 call .21(Sep11catalog) /put .16(Sep10catalog, stale) plus assumed .05/share roundtrip costs require +9.090909%/-9.486166%; both1/10=10%, below40%. Old frozenN9 remains1/9,median5.494505%; preserve it separately. No documented3x expectedoptionpayoff. Source option_contracts and https://runway.adityaperswal.workers.dev/data/stock-bars ; /data/option-bars. Issuer Aug25 https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/ says 'after financial markets close on Monday, September 14, 2026'. Oct16expiry32daysafter; defaultSep11RTHexit already elapsed. Hurdles exceednewmedian4.390531/4.785788pp, noholdexception. Closes are not executable asks; intrinsic is not actualoptionPnL. 1. vectorbt926SIPallbarsJan2023–Sep11 2026. BuyT-2/3/5USsessionopen,exitT-1close beforeAMCdate;1000initial,fees10bp/slippage10bpeachside,stress30bpslippage. AddedSep2025quartertotrainingonly; holdout2026N3alreadyexaminedpreviousruns, retrospectiveauditnotfreshindependentOOS. Priortrain-selectedT5preserved, nochoosingrulefromholdout. 2. T5trainN7return+3.867305%,DD11.915644%,win42.857143%;holdoutN3return-2.631698%,DD5.363985%,win66.666667%;stressholdout-3.793140%,win33.333333%. Smallwinsdonotcompensateloss. CorrectedtrainT3nowhighest+4.438587%butholdout-4.762379%/stress-5.898406%; unstablemodelselection. T2train+3.842905%,holdout+2.134481%/stress+.916186%; knownholdoutpositivitycannotjustifyposthocselection. Full12rowssavedobservations. 3. RequiredCLI momentum20/days1000 diagnostic685bars,N27return26.210635%,DD44.737554%,win29.629630%,buyhold55.246914%; differentrule,noheldoutCLIwindow,notoptionevidence. Nohistoricaloptionreturn/DD/winrateavailable; nooptionsorderfromstockproxy. Costsassumedratherthanmeasured; dailycloseexecutionproxydoesnotvalidate15minuteoptionstops.

Edge test: 11 issuer-dated morning earnings Jan2024–Jul2026, US ADR daily prior-close to release-close; median absolute5.864627%, range-8.474903% to+11.444479%. Sep11S11.13, Oct30C13 .45 needs+21.293801%,P9.5 .27 needs-17.520216%,including assumed.05/share roundtrip costs: both0/11 (and0/11openinggaps), below40%. CatalogNov20C13 .49Sep10 ->.63Sep11 exceeds51.0594premiumcap; Oct30P10 .52 alsoovercap. No documented3xexpectedoptionpayoff. ExpiryOct30eightdaysafterissuer '22 October 2026'; defaultOct21RTHexit, noholdexception becausehurdlesexceedmedian15.429174/11.655589pp. Sources https://www.nokia.com/newsroom/nokia-corporations-financial-calendar-for-2026/ ; option_contracts ; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars . Closesnotexecutableasks; intrinsicmappingnotactualoptionPnL. 1. vectorbt:buyT-5USsessionopen,sellT-1closebeforeissuerdate;dailyadjustedSIP,fees1bp/slippage5bpeachside,1000initial. Train2024–25N8return-14.811928%,DD15.253073%,win12.5%;2026heldoutN3return-3.318922%,DD13.314273%,win33.333333%. Stress15bpslippage:train-16.164092%,holdout-3.897272%. Calendarknown,July2025earlynewscontaminationretained; allentry/exitpricesactualbarfields. 2. SensitivityT3/T5/T10alltrainnegative(-6.960541/-14.811928/-3.854683%)andholdoutnegative(-5.063141/-3.318922/-10.065003%);noparameterselectedforliveuse. Holdoutretrospective,notprospectiveedge; dailypricesdonotvalidate15minoptionexits. 3. RequiredCLI momentum20/days1000diagnosticN33return144.635118%,DD28.965370%,win42.424242%,buyhold244.204019%; differentrule/datawindow,noholdout,nooptionclaim. Broadmomentumprofitdoesnotvalidatethiseventcontract. Historicaloptionreturn/DD/winrateunavailable; donotreportstockorintrinsicasoptionPnL.

Edge test: CAG nine issuer-dated morning earnings Jul2024–Jul2026 median absolute2.064410%; Sep11S14.60, Oct9C15.5 catalog.35Sep10/currenttrade.20Sep11 requires+8.904110%/+7.876712% incl assumed.05cost,0/9 both. P14.5 catalog.44 requires-4.041096%,2/9; current.60 requires-5.136986%,1/9 and60premium>51.0594absolute cap. LW eight issuer-dated morning events Jul2024–Jul2026 median13.153864%; S47.85,Oct16C57.5 catalog.35/current.38 requires+21.003135/+21.065831%,0/8. P40 catalog.50/current.55 requires-17.554859/-17.659352%,3/8(37.5%) and55premium>cap. Mean mapped intrinsic LW P40 1.498726USD/share =2.724957x currentpremium,2.497877x assumedallincost; NOT actual optionexpectancy. No40%pass or documented3xexpectedpayoff. LW omittedOct1 2024 due releasehour ambiguity; addingOct2reaction yields3/9 andmedian10.017371%,alsofails. Dates: CAG Aug31issuer 'Wednesday, September 30, 2026' morning before09:30ETQ&A https://www.conagrabrands.com/news-room/news-conagra-brands-to-release-fiscal-2027-first-quarter-earnings-on-september-30-2026-prn-122962 ; LW Sep8issuer 'October 6, 2026' approximately08ETrelease/09ETcall https://investors.lambweston.com/news-events/news-releases . Expiries9/10daysafter; default exitsSep29/Oct5RTH. Historical originals recorded25518+ and25563+; sources option_contracts plus https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-bars. Closes not executableasks. 1. RequiredCLI node /app/agent/dist/backtest.js --symbols CAG --strategy rsi --days1000:685bars,N27,return-1.73228%,DD14.21016%,win51.85185%,buyhold-50.4999%; diagnosticstockrule, noeventedge orholdout. 2. SeparatevectorbtSIPall-adjusted2023–Sep11:laggedcloseRSI14/WilderEWM entriesexecutednextopen,exitthreshold;fees5bp/slip10bp eachside,9grid25/30/35x45/50/55. Trainthrough2025all9negative,best25/45-8.9501%N5;2026heldout+2.5160%N1/DD4.9546/win100%. Holdoutdisplayedfortransparencynotselection; no trainedwinner andnoadoption. Othergridobservations25585+. CLI andvectorbtdata/strategydefinitionsdifferent,donotsplice. Optionreturn/DD/winrateunavailable; thesearestockcontrols, notoptionPnL.

Edge test: BB frozen12 issuer-dated earnings Sep2023-Jun2026 median absolute9.987505%; Sep11 S7.67/Oct2C8 .45 plus .05 assumed costs requires+10.821382%,4/12; P7.5 .41 requires-8.213820%,3/12. HITI N9 median5.494505%; Sep11 S2.53/Oct16C2.5 .21 requires+9.090909%,1/9. GIS N9 June2024-Jul2026 median3.063603%; Sep10 S35.96 Oct16C40 .38/P32.5 .50 costed hurdles+12.430478/-11.151279%,0/9 each. No40% pass or documented3x expected payout. Closes not executable prices; intrinsic proxy excludes residual time. Dates: BB issuer Sep10 'September 24, 2026, at 8:00 a.m. ET' https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-to-announce-fiscal-second-quarter-2027-results-on-sept-1216954 ; HITI Aug25 'after financial markets close on Monday, September 14, 2026' https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/ ; GIS Aug26 'September 23, 2026' and 'issued that morning' https://investors.generalmills.com/press-releases/press-release-details/2026/General-Mills-to-Webcast-Fiscal-2027-First-Quarter-Earnings-Results-on-September-23-2026/default.aspx . Expiry8/32/23 days after respectively; default exits Sep23/Sep11/Sep22 RTH. Sources option_contracts, https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-bars, historical issuer URLs in event observations. 1. RanrequiredCLI node /app/agent/dist/backtest.js --symbols BB --strategy rsi --days1000 (actualshelluses--days 1000):685bars,N28,return52.054557%,DD25.645701%,win64.285714%; unsplitdiagnosticnottradededge. 2. Separatelyvectorbt RSI14entries25/30/35 exits45/50/55,completedclose signals shifted1 to nextopen,fees10bp/slippage20bpeachside,$1000initial;trainJan2023-Dec2025,heldout2026throughSep11. Selectontrainingreturn30/50:+49.771615%,DD11.406541%,N6,win83.3333%; heldout-1.998229%,DD6.758783%,N1,win0%. Ninepairgridheldoutreturns-10.4494to12.5586; cannotchoosebesttest. 3. Chronologicallyseparatedbut2026alreadyreviewedelsewhere, notfreshindependentoutofsample. Longstockdiagnostic, notoption/catalystbacktest; optionhistorymissing, noadoption. CurrentRSI40.7991doesnottriggerselected30entry. Trainingprofitdoesnotrescue4/12optioncoverage. All18gridrowsrecordedobservation; noorder.

Frozen edge: BB Sep10 S7.54; Oct2C8 close.40 requires +11.405836%, covers3/12 (25%); Oct2P7 close.32 requires -11.405836%, covers2/12 (16.67%). Twelve consecutive issuer-dated earnings Sep2023-Jun2026, pre-newsclose to firstpostclose, medianabsolute9.987505%; first8train,last4holdout. Neither current40% gate nor documented3xexpectedpayout passes. Issuer Sep10 says 'Thursday, September 24, 2026, at 8:00 a.m. ET.': https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-to-announce-fiscal-second-quarter-2027-results-on-sept-1216954 . Oct2expiry8dayslater; defaultSep23RTHexit, hurdle exceedsmedian1.418331pp. Sources: https://runway.adityaperswal.workers.dev/data/stock-bars ; option_contracts Sep10 closes; historical issuer quotes/sources observations24113–24126 and24585–24596. 1. Vectorbt1.1.0 longstockdiagnostic, initial100cash, buyT-5open/sellT-1close relativetoissuerreleasedate, fees5bp/side,slip10bpbase/30bpstress. EntryfiltersuseT-6close, neverfuturepre-newsindicators. Compareall,below20&50,RSI<40,RV20<RV60,andallthree. First8/last4chronological; no choosinga rulefromholdout. ModelnotoptionPnL anddoesnotvalidate15minoptionexits. 2. Allunfilteredtrain-2.73664%,maxDD19.33542%,win50%,N8; holdout+2.23248%,DD9.40210%,win50%,N4; stressholdout+.609767%. Trendfilteredtrain-12.90675%N3;RSI-3.73750%N1;RV-12.73960%N5;allthree-3.73750%N1. JointfilterholdoutN0 (return0meansnoactivity, notsuccessfulvalidation). Everytrainingfilternegative. 3. CLI diagnostic node /app/agent/dist/backtest.js --symbols BB --strategy rsi --days1000 (actual --days 1000) gives684bars,N28,+52.05456%,DD25.64570%,win64.28571%,buyhold82.40964%; unsplitall-sessionstockindicatorreturndoesnotoverrideeventtest. 4. Validity: failedtrainingcannotjustifyadoptionfrompositiveholdout. Soundnesslimits: only12events, businesschanges/preannouncement, previouslyexaminedholdout, stockproxycostsassumed. Retainrejectionandawaitprospectiveactualoptionoutcomes.

Edge test frozen Sep11: BB S7.54, Oct2C8 close.40 requires+11.405836%, covers3/12 (25%); Oct2P7 close.32 requires-11.405836%, covers2/12 (16.67%). Twelve consecutive quarterly releases Sep2023-Jun2026, pre-newsclose to firstpost-newsclose, medianabsolute9.987505%; first8 C2/P1, last4 C1/P1. Neither40%gate nor documented3xexpectedoptionpayout passes. Oct2expiry8daysafter Sep24event; defaultSep23RTHexit, hurdleexceedsmedian1.418331pp so noholdthrough exception. Sources: issuer-dated event observations24113–24126, https://investors.blackberry.com/ ; https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-bars. 1. Twelve dates were frozen before response measurement; eight earlier releases train, four later releases hold out. Vectorbt uses T-3/T-5/T-10 open entries and T-1 close exits, 5bp fees plus 10bp slippage each side; stress raises slippage to30bp. Full $100 stock allocation is a diagnostic, outside this fund's instrument mandate. 2. Training returns respectively -10.3639/-2.73664/-20.6952%; select T-5 by training return only. Selected holdout +2.23248%, daily drawdown9.40210%, wins2/4. Stress train-5.79981%, holdout+.609767%, drawdown9.76377%. Unselected T-10 holdout+23.2792% must not replace negative training. 3. Separate required CLI momentum20 diagnostic:684bars,N27,return+261.0066%,drawdown36.1282%,win40.7407%; no chronological holdout in that CLI output, so no adoption. 4. Validity: an unsplit momentum winner cannot establish an earnings option edge. Soundness: daily time-only stock proxy omits option theta, volatility crush, spreads, and mandated option stops/targets/15minute checks. All training losses plus failed event coverage leave sizezero.

Edge test: PLAY S8.17 Oct16C10 .40/P7 .50 require +27.294982%/-20.440636%,0/12 each, medianabs10.624339%; VRA S3.05 Oct16P2.5 .10 requires-21.311475%,0/12,medianabs10.350471%; SFIX S2.85 Oct16P2.5 .15 requires-17.543860%,2/8,medianabs16.578014%; TCOM S38.70 Oct16C45 .32/P35 .48 require+17.105943%/-10.801034%,0/8 and2/8,medianabs4.590973%. All fail40%; no documented actual-option expectedpayout>=3x. Sources: issuer schedules in event observations and https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-bars; catalog closes datedSep9 checked withSep10 delayed bars. Premises: 1. Vectorbt daily close-marked portfolio initial1000, fullstocknotional; long/short direction and2/3/5-session lag sweep; entry event-session-index minuslag open, exit previous-sessionclose. Short is analytical proxy only. 2. Select best cumulative trainingreturn, then evaluate last2chronological events independently; fees10bp andslippage10bp eachside assumptions notvenuefee claim. 3. Train selected {"symbol":"SFIX","lag":5,"direction":"long","phase":"train","sample":6,"return":20.80233886442895,"drawdown":10.53865980656219,"win_rate":50}; heldout {"symbol":"SFIX","lag":5,"direction":"long","phase":"holdout","sample":2,"return":9.472963631986762,"drawdown":6.811989100817417,"win_rate":100}. Twoholdout trades cannot establish stable expectancy; positive underlyingproxy doesnot model optiontheta/vega/spread. No actual-option historicalreturns, no adopt. Counterexample positive stockdirection can coexist with optionloss; default pre-eventexit requires actualoptionprices. No current technical screener strategy adopted.

Edge test: PLAY S8.17 Oct16C10 .40/P7 .50 require +27.294982%/-20.440636%,0/12 each, medianabs10.624339%; VRA S3.05 Oct16P2.5 .10 requires-21.311475%,0/12,medianabs10.350471%; SFIX S2.85 Oct16P2.5 .15 requires-17.543860%,2/8,medianabs16.578014%; TCOM S38.70 Oct16C45 .32/P35 .48 require+17.105943%/-10.801034%,0/8 and2/8,medianabs4.590973%. All fail40%; no documented actual-option expectedpayout>=3x. Sources: issuer schedules in event observations and https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-bars; catalog closes datedSep9 checked withSep10 delayed bars. Premises: 1. Vectorbt daily close-marked portfolio initial1000, fullstocknotional; long/short direction and2/3/5-session lag sweep; entry event-session-index minuslag open, exit previous-sessionclose. Short is analytical proxy only. 2. Select best cumulative trainingreturn, then evaluate last2chronological events independently; fees10bp andslippage10bp eachside assumptions notvenuefee claim. 3. Train selected {"symbol":"TCOM","lag":5,"direction":"short","phase":"train","sample":6,"return":2.879916876522566,"drawdown":11.273826369739947,"win_rate":50}; heldout {"symbol":"TCOM","lag":5,"direction":"short","phase":"holdout","sample":2,"return":6.670505405066467,"drawdown":2.7224173746326796,"win_rate":100}. Twoholdout trades cannot establish stable expectancy; positive underlyingproxy doesnot model optiontheta/vega/spread. No actual-option historicalreturns, no adopt. Counterexample positive stockdirection can coexist with optionloss; default pre-eventexit requires actualoptionprices. No current technical screener strategy adopted.

Edge test: PLAY S8.17 Oct16C10 .40/P7 .50 require +27.294982%/-20.440636%,0/12 each, medianabs10.624339%; VRA S3.05 Oct16P2.5 .10 requires-21.311475%,0/12,medianabs10.350471%; SFIX S2.85 Oct16P2.5 .15 requires-17.543860%,2/8,medianabs16.578014%; TCOM S38.70 Oct16C45 .32/P35 .48 require+17.105943%/-10.801034%,0/8 and2/8,medianabs4.590973%. All fail40%; no documented actual-option expectedpayout>=3x. Sources: issuer schedules in event observations and https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-bars; catalog closes datedSep9 checked withSep10 delayed bars. Premises: 1. Vectorbt daily close-marked portfolio initial1000, fullstocknotional; long/short direction and2/3/5-session lag sweep; entry event-session-index minuslag open, exit previous-sessionclose. Short is analytical proxy only. 2. Select best cumulative trainingreturn, then evaluate last2chronological events independently; fees10bp andslippage10bp eachside assumptions notvenuefee claim. 3. Train selected {"symbol":"VRA","lag":2,"direction":"short","phase":"train","sample":10,"return":36.750289792162945,"drawdown":18.54854240175341,"win_rate":70}; heldout {"symbol":"VRA","lag":2,"direction":"short","phase":"holdout","sample":2,"return":5.359036337108159,"drawdown":3.32490332490335,"win_rate":100}. Twoholdout trades cannot establish stable expectancy; positive underlyingproxy doesnot model optiontheta/vega/spread. No actual-option historicalreturns, no adopt. Counterexample positive stockdirection can coexist with optionloss; default pre-eventexit requires actualoptionprices. No current technical screener strategy adopted.

Edge test: PLAY S8.17 Oct16C10 .40/P7 .50 require +27.294982%/-20.440636%,0/12 each, medianabs10.624339%; VRA S3.05 Oct16P2.5 .10 requires-21.311475%,0/12,medianabs10.350471%; SFIX S2.85 Oct16P2.5 .15 requires-17.543860%,2/8,medianabs16.578014%; TCOM S38.70 Oct16C45 .32/P35 .48 require+17.105943%/-10.801034%,0/8 and2/8,medianabs4.590973%. All fail40%; no documented actual-option expectedpayout>=3x. Sources: issuer schedules in event observations and https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-bars; catalog closes datedSep9 checked withSep10 delayed bars. Premises: 1. Vectorbt daily close-marked portfolio initial1000, fullstocknotional; long/short direction and2/3/5-session lag sweep; entry event-session-index minuslag open, exit previous-sessionclose. Short is analytical proxy only. 2. Select best cumulative trainingreturn, then evaluate last2chronological events independently; fees10bp andslippage10bp eachside assumptions notvenuefee claim. 3. Train selected {"symbol":"PLAY","lag":2,"direction":"long","phase":"train","sample":10,"return":0.8106268728489112,"drawdown":14.359209983230093,"win_rate":40}; heldout {"symbol":"PLAY","lag":2,"direction":"long","phase":"holdout","sample":2,"return":-4.691178056384262,"drawdown":8.415253593928963,"win_rate":50}. Twoholdout trades cannot establish stable expectancy; positive underlyingproxy doesnot model optiontheta/vega/spread. No actual-option historicalreturns, no adopt. Counterexample positive stockdirection can coexist with optionloss; default pre-eventexit requires actualoptionprices. No current technical screener strategy adopted.

Edge test: MLKN Oct16 P17.5 reference .28 Sep9, S20.80 Sep10: requires -17.211538%; eight issuer-dated earnings close moves, median absolute10.745876%, coverage1/8=12.5% (<40%), intraday lows also1/8. HITI frozen N9 medianabs5.494505%, C.31/P.16 atS2.56 require+9.765625/-8.593750%; closecoverage1/9each, putdaily-low4/9 is hindsight path only. Neither documents expected optionpayoff>=3x premium. Premises: testwhetherbearishpre-eventstockpathsupportsputrun-up, independentofearningsgap. Vectorbt Portfolio.from_signals short_entries/short_exits, 1000initialcash, fullstocknotional,10bpfees+10bpslippageeachside(assumptionsnotvenuetariff), entryT-2/T-3/T-5open beforeAMCday, exitT-1close. Six2024–25events train, two2026 holdout; noholdoutselection. Fullresults [{"lag":2,"phase":"train","return":-3.997024599531062,"drawdown":6.0269945892936665,"win_rate":33.33333333333333,"sample":6},{"lag":2,"phase":"holdout","return":-1.973521635520217,"drawdown":4.115226417384676,"win_rate":50,"sample":2},{"lag":3,"phase":"train","return":-8.454414289599754,"drawdown":9.786059101244893,"win_rate":33.33333333333333,"sample":6},{"lag":3,"phase":"holdout","return":-7.388058106205415,"drawdown":10.096569869161353,"win_rate":0,"sample":2},{"lag":5,"phase":"train","return":-8.350924632949239,"drawdown":9.444998722783293,"win_rate":50,"sample":6},{"lag":5,"phase":"holdout","return":-10.13648642032798,"drawdown":12.642233751916987,"win_rate":0,"sample":2}]. Training-bestT2 loses3.9970%; holdout-1.973522%,DD4.115226%,win50%,N2. Allvariantslosebothwindows. A stockshortproxy is researchonly: venueandmandatepermitlongoptions, notactualshortposition. It doesnotmodel optionIV/theta/spreads, borrowcost, or15minstops; noindependentpositiveoptionedge. CurrentBMOtimingdiffersfromhistoricAMC, so no claimofidenticalexecution. Counterexample: optionvolatilityexpansioncouldoutperformstock; historicaloptionpricesneeded. SerializationinitiallyfailedonNumPyint64; fixedexplicitint and reranNUMBA_DISABLE_JIT=1, successfulJSON. Noeconomicschanged. Source upcoming https://news.millerknoll.com/2026-08-25-MillerKnoll-Schedules-First-Quarter-Fiscal-Year-2027-Conference-Call-and-Webcast ; eightprimaryschedules23066–73; stock-bars SIPadjustmentall675bars2024–Sep10. No backtestCLItechnicalruletrusted, vectorbtcustomdatedtestused.

HITI Oct16 K2.5 call/put close .31/.18 (Sep9); underlying2.555 throughSep10 19:20UTC. N9 issuer-dated AMC earnings: directional break-even +9.98043%/-9.19765%, coverage1/9=11.111% each (<40%); medianabs close5.494505%, medianabs gap2.34375%. Thresholds exceed close median by4.485925/3.703146pp, so no hold-through exception. Recent put .16 still1/9 at8.414873%. Intrinsic-only mean payoff .166696/.471908x premium, NOT option expected value; no documented >=3x mispricing. Premises: test a distinct pre-event run-up rather than infer option profit from earnings gaps. Vectorbt from_signals, adjusted daily SIP HITI Jan2022–Sep9 2026; nine dates from observations. Entry open T-2,T-3,T-5 sessions relative to AMC release; exit close T-1. $1000 initial,100% stock exposure when active,10bp fee+10bp slippage EACH side (assumptions, not venue tariff). Six pre2026 train,three2026 holdout. T2 train-0.9083%,DD7.8305%,win33.33%; holdout+2.1345%,DD1.3973%,win66.67%. T3 train+.8830%,DD7.0722%,win50%; holdout-4.7624%,DD5.3978%,win33.33%. Training-best T5 +4.2836%,DD10.8128%,win50%; holdout-2.6317%,DD5.3640%,win66.67%. No holdout-based selection; all cells retained. Conclusion: no stable run-up alternative, and this stock-price proxy cannot establish actual option spread/theta/IV P&L. Counterexample: option volatility expansion could outperform stock; requires historical option prices, not inferred here. Daily signal marks do not replicate venue15min option exits. All historical primary URLs stored with event observations. Upcoming date https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/. Scripts analyze.py/backtest_hiti.py and raw JSON saved local; no claimed trading backtest of options.