Stats

Premises: 1 Recovered2693 daily bars2016–Sep18 2026 in both raw/adjusted feeds. Fixed close>prior252high andvolume>=1.5xprior20,21-session separation; nextopen to20thsessionclose yields sameN9 as3797. Median|return|13.78313253%,P8017.5668586%; Oct16P3 atS3.11/ask.13 hurdle7.7170418%, P80intrinsic.436329=3.35638x, so passesmedian not4xbranch. 2 Fifty-thousand iid event bootstrap samples(seed92104,N9 each) give median95%interval8.15863–18.72918% andP80interval13.67485–34.19689%; these are model sampling intervals, not future move bounds. 3 Five pre-Dec14 2023warrant events median15.3761/P8021.8227%; four subsequent events13.6929/14.9867. Both are small and neither is a financing-matched sample. Do not substituteN4forinclusiveN9 or claim independence from shipping cycles. 4 Rawprice sensitivity retains matching event dates;2022May rawloss21.8333% vsadjusted18.7292% illustrates dividends distort price-only option mapping. Current target shares size100/standardDSX confirmed, not adjustedDSX1. 5 JunequarterGNKgain andSeptembercashrecycling mean presentstructure differs from2017/2021; no causalityregression can identify financing contribution fromnineepisodes. Conclusion: numerical gate robust to simple era split but no measured liveoptionEV. Allnine signed eventrows recorded32923–31. Priceceilings atunchangedS: median premium S*.1378313253-(S-K)=.318655;4xP80ceiling.109082. Cheaperprice alone does not repairspread orcause. Historyproxy, not observed optionpayoff. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative ; https://www.dianashippinginc.com/warrant-information/ .

Start with no owntrade history, so no empiricallive fill/slippage/stopfrequency. Frozen same-kind definition: close above prior252sessionhigh, volume>1.5xprior20; nextsessionopen to20thsessionclose,21session separation;2016–Sep18 2026 SIP adjustedbars. DSX N9 medianabsolute13.78313%,P8017.56686%;NEON10 median4.63739/P8010.66412%;MTWN7 median4.93137/P8012.61288%. These include all selectedepisodes, no favorablewindow truncation; historicalfinancing classification incomplete. CurrentDSX3.11 rawpriorhigh3.10;Oct16P3ask.13,OI247 asSep17,bid.08 spread38.4615%,strike3.537%OTM. Hurdle(3.11-3+.13)/3.11=7.71704% belowmedian; P80intrinsic.436329=3.356379xpremium. Pass via median, not4xbranch. Signedterminalputpayoff exceedspremium6/9; after2USDcost positive5/9;meanmappedintrinsic.277754,meannet+$12.7754 percontract. TerminalhalfKelly19.886% of100fund could supportone13USDcontract but excludes pathstops; not validated odds. Call.28 OI408/spread35.714% actualbreakeven5.46624%,conservativeabsolute-distance+premium12.54019% stillbelowmedian; P80.656329=2.34403x, signedprofitable2/9 andnetmean-$14.6826: preferputforresearch. Newput is numerically stronger implementationcandidate thanLW48USD; not tradableovernight. LWfrozenN11median10.0174,P8020.1075,Oct16P40.48 hurdle15.3203/P805.65455x requiresOct5exit, unchangedrejectedimplementation. Counterexample toDSXbearcase: freshchartercash andmomentum canextend; smallN, survivorselection andfinancingregimes mayinvalidatehistory. Counterexample tocash: atMondayfreshbothgatespass, must adjudicatepromptly, notburycandidatebehindmodeluncertainty. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; /data/option-chain/DSX?feed=indicative ; option_contracts. Full eventrows recorded. NoactualoptionPnLfromintrinsic.

Premises: Sep9 issuer setsSep30 approx06ET results09ETcall https://calmainefoods.gcs-web.com/news-releases/news-release-details/cal-maine-foods-schedules-first-quarter-fiscal-2027-earnings . Rebuilt12consecutive quarters Oct2023–Jul2026 using issuer HTML datePublished; eightAMC alignednextsession, fourBMO alignedsame session; observations31096–31107 contain exactsourceURLs, timestamps and bars. No events dropped for direction; April2025 acquisition overlaps retained. Sep18S72.89 Oct16C95 .07/.08; refreshedoption_contracts OI170 datedSep17, standard100share, expiry16daysafterevent. Ask$8 looks probe-sized but needs30.4431%rise versusmedian2.5597/P804.9781/max13.8004%; P80intrinsic0, signedbreakeven0/12. Numerical liquidity is not payoff. Trainpre2026N9, heldapart2026N3; these known historical windows do not constitute prospective validation. Counterargument: mix/acquisition or egg-price regime shift may generate larger future jumps; current history does not price a30%jump. Reject both payoff alternatives, no order. Source https://runway.adityaperswal.workers.dev/data/stock-bars SIPadjustmentall and /data/option-chain/CALM?feed=indicative .

Premises: (1) issuer Sep8 confirms Oct6 approximately08ET results/09ETcall, https://news.lambweston.com/news-releases/news-release-details/lamb-weston-announce-fiscal-year-2027-first-quarter-financial ; (2) frozen11 quarterly events Jan2024–Jul2026 from issuer originals30507–30517, close-to-reaction-close; (3) S46.67 Oct16P40 .33/.48, OI312 asSep17 from refreshed option_contracts; (4) P80 intrinsic2.714183 is5.65455x premium but hurdle15.3203>median10.0174 requiresOct5pre-eventexit. Frozenpre11 absolutemedian2.0675/P803.9327%, signed pre/eventcorr.2182, abs corr-.1628. Validity: correct event arithmetic does not imply attainable pre-event gains. Strong counterargument: IV expansion or an early fundamental surprise could pay before earnings; neither quantified as a positive current edge. P40 strike distance14.2918% already exceeds median with zero premium: cheaper price alone cannot enable hold-through at unchangedspot. P42.5 median price ceiling .505107 (afterassumed.02friction .485107), but actual indicative .78/1.02 exceeds50USD cap. AlternativelyP40 at unchanged.48 requiresS<=43.919588, and premium would need repricing. October2024 reaction timing sensitivity leaves median/P80 unchanged. Data https://runway.adityaperswal.workers.dev/data/stock-bars ; /data/option-chain/LW?feed=indicative . Sample is small, nonstationary; absoluteP80 is not80%probability of put profit. Recheck fresh quotes promptly rather than repeat a model veto.

Premises: Oct1 approximately16:15ET earnings, issuer https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2026/NIKE-Inc--Announces-First-Quarter-Fiscal-2027-Earnings-and-Conference-Call/default.aspx . Twelve consecutive quarterly events Sep2023–Jun2026, dated issuer originals stored as individual observations; close before AMC to next regular close, adjusted SIP. Absolute median6.835675%,P8014.518459%. S35.51 Oct9P32 .39/.47, OI294, spread17.0213%, premium47,9.8845%OTM, expiry8days past event. Hurdle11.20811% fails median; P80 intrinsic1.645505=3.501074x fails4x. Latest6 alone gives4.009778x; retaining older six reverses result, so no favorable-window selection. Put needs premium<=.411376 solely to cross full-sample gross tail gate at unchangedS; even zero premium cannot cover median at K32, so pre-event Sep30exit remains mandatory. No actual option backtest performed for NKE; no inferred option returns from stock moves. Direct IR Python fetch403, web/SEC primary originals readable; 12-event timing audit not exact first-news timestamps. Tiny heterogeneous sample and tariff/accounting regime changes limit forecast soundness. Valid arithmetic does not establish real bid realization.

Premises: issuer/SEC originals give13quarterly releases Jun2023–Jun2026; daily reaction alignedAMC nextsession/BMO sameday. IndividualURLs/priorclose/open/close recorded30869–30894. SIP1182bars throughSep18 from https://runway.adityaperswal.workers.dev/data/stock-bars . Median absoluteclose reaction9.1152815%,P8012.832986%,mean signed+4.394818%,8/13up. Trainpre2026N11median9.1153; 2026N2median14.0844. 50000bootstrap resamples seed92008:median90%interval6.986–12.683%,P80interval10.860–19.954%; small nonstationarysample, not calibratedfutureprobabilities. CurrentS7.99 Oct2C8.5ask.43/bid.38/OI1279/spread11.63%, strike6.383%OTM; hurdle11.7647>median,P80intrinsic.515356=1.19850x<4. Signedmappedintrinsic wins3/13,mean.66507xpremium; notactualoptionEV. Oct2P7.5ask.46/bid.25/OI575/spread45.65%;hurdle11.8899%,P801.16382x,2/13signedwins. P7ask.20spread70%,P80.17678x. Rejectcurrenttickets. AtunchangedS callgrossmedianpriceceiling.218311, .198311afterassumed.02friction; grossP80fourfoldceiling.128839. Putcorrespondingmedian.238311/.218311. Theseare thresholdprices, notattainablequotes. Sep24eventsource https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-to-announce-fiscal-second-quarter-2027-results-on-sept-1216954 ; Oct2expiry8dayslater. Absolute tails do not imply eitherdirection wins80%; timing/businessregime confounds limit soundness.

Premises: (1) issuer/SEC dated earnings aligned to prior close and reaction close, LW N11 Jan2024-Jul2026, SFIX N10 Mar2024-Jun2026; (2) same-kind absolute moves provide a scenario magnitude, not an 80% chance of profit; (3) current put payoff is max(K-S*(1-P80),0). LW S46.67 Oct16P40 indicative ask.48: distance14.292% plus premium1.029%=15.3214%; median10.0174% fails hold-through. P80 20.1075% yields2.714183/share=5.65455x premium, passes gross4x gate, OI312 bid.33 spread31.25%. SFIX S2.84 Oct16P2.5 ask.28: hurdle21.8310%>median16.5780%; P80payoff.552156=1.97199x fails, spread89.2857% fails. LW chronology: pre2026 N9 median16.2904%,2026 N2 median4.8830%; SFIX N8train median18.7630%,N2holdout9.5168%. Bootstrap20000 seed92006 LWmedian95%CI .8193–20.1075%, P80CI10.0174–28.2374%; small N materially uncertain. Oct1,2024 issuer timestamp08 versus Oct2call needs timing sensitivity; include small Oct1move, never delete it to inflate tail. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; https://news.lambweston.com/news-releases/news-release-details/lamb-weston-announce-fiscal-year-2027-first-quarter-financial ; 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 . Conclusion valid conditional arithmetic; soundness of executable net expectancy still unproven. Research only; pre-event exit needed for LW unless refreshed median gate passes.