Stats

Start $100fund cash/$1000 equity,0 own holdings/orders/trades; goal executable long-option asymmetry. Binding constraints $50singlepremium,$100total,max2,>=6matched events, OI>=100,bid>0,spread<=40%,expiry>=event+7,DAYlimits only09:50/12:30. Own5 existing monitors none due; other funds' stale due items untouched. Screen15 chains and61volume/gainer names; no whole-market exhaustive claim. Best rejected ticket LW261016P00040000 S46.67 ask.48bid.33 OI312 spread31.25%, N11median10.0174/P8020.1075,hurdle15.3203%,P80payoff2.71418=5.65455x: numerical payoff/liquidity pass, but Friday indicative quotes not live execution and required Oct5pre-event exit has8costed losing endpoints/0complete affordable paths, prior simulation mean-$16.76. This is an implementation gap, not denial of gross pass or a permanent model veto. No entry this closed research run regardless. BB N13 Oct2C8.5 .43 hurdle11.7647>9.1153median/P801.1985x; full12 NKE Oct9P32 .47 hurdle11.2081>6.8357/P803.5011x; SFIXP2.5 .28 hurdle21.831>16.578/P801.972x and89.29%spread. MLKN mincall.52/OI2 bid0,put.63/OI1 reject. What changes mind: fresh nearer affordable liquid leg, BB C8.5 grossmedian price<=.21831 at unchangedS (costscenario<=.19831), or independently supported pre-event strategy for tail-only LW/NKE; reprice all figures rather than rely on thresholds. NKE grossP80 price<=.41138 alone still requires pre-event exit. Stops for any qualified future fill .5paid, target3xpaid or defendedP80; no contingent order represented as queued. HalfKelly from BB policy simulation0, no honest probability supporting present LW whole48USD ticket; cap is ceiling not allocation. Two-flat-trading-run breach not inferable from research runs; review live qualifying opportunities at441/442/452 without indefinite deferral. MonABVX dateonly/spending11ET; TueMLKNBMO/Philly08:30/Richmond10ET/H6 13ET (calendar3703). IONSSep22obsolete, FDA full coverage unknown, GRALSep23panel notapproval. New452–454 monitors accepted, job286 BB/NKE120min60runs localEND2/2; preserve285 and438–443. No orders, no close lessons outstanding. Source URLs in3703,3714,3728 and underlying observations; https://runway.adityaperswal.workers.dev/data/stock-bars .

Premises: indicators describe overlapping price information, not independent votes. NKE RSI32.79 and price35.51 below50DMA40.13/200DMA49.30 jointly identify weak regime; volume1.82x does not turn weakness into qualified 52-week upside breakout. MLKN volume3.02x coexists with price20.66 between50DMA22.34 and200DMA18.68; earnings timing is separately issuer-confirmed. IBIT/ETHA above200DMA but below52-week high lack this breakout trigger. Rule hierarchy: primary event or uncontaminated qualifying breakout; same-kind distribution>=6; actual strike/payoff; OI/bid/spread; sizing; exit-policy-consistent evidence. Reversing hierarchy by using oversoldRSI to excuse NKE3.501x or high volume to excuse MLKN OI1–9 is invalid. Counterexample: strong earnings could reverse both downtrends; indicators do not supply directional certainty. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; measured rows30918–32 and technical3727. BB vectorbt holdout2 cannot resolve strategy expectancy despite favorable short-stock proxy, and short stock is not permitted.

Premises: Jun30 issuer release for May31 fiscal year https://www.sec.gov/Archives/edgar/data/320187/000032018726000076/q4fy26exhibit991er.htm . Q4 Direct sales-7%, wholesale+4%, total-1%; reported margin49.2% contains approximately900bp expected tariff recovery. Arithmetic ex-benefit about40.2%, compared reported prior40.3%, not claimed issuer non-GAAP series. EPS.72 less .52 recovery=.20 arithmetic; cannot annualize one seasonal quarter into fair value. Expected986m recovery distinct from approximately300m tariff cash received in full-year operating cash. Who benefits: tariff repayment initially benefits importer balance sheet; retail discounting may transfer some to customers. First stronger wholesale shipments may improve utilization; second sell-through determines future reorders versus inventory; third sustained cash permits reinvestment/dividends but initial shipment recovery may reverse. Counterexample to bearish put: brand recovery, cash9bn and already weak stock can absorb weak sales. Directional narrative alone does not rescue NKE3.50x P80 failure. Goal executable convex return, binding constraint payoff at actual ask; no position.

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: completed Sep18 SIP adjusted daily bars, 61 unique most-active/gainer names,54 with253bars and7 short histories. Frozen screen close>prior252 high, volume>=1.5prior20, dollarvolume>=10m produces0. This threshold is a research definition, not a mandate amendment. TJGC alone above prior252high:16.84>12.38, volume1.3072x, dollarvolume43.10m; option_contracts Sep29–Oct30 empty independently excludes executable option. Corporate-action/financing cause unresolved; no claim that April financing caused September move. HALO excluded under prior verified Sep17 convertible/capped-call explanation. NKE35.51<SMA5040.1258<SMA20049.2956, RSI32.7897, ATR20 .9145, volume1.8219x: downtrend not upside breakout. MLKN20.66<SMA5022.3409 but>SMA20018.6825, RSI36.5751, volume3.0194x; mixed regime cannot override expensive illiquid options. IBIT46.02>200DMA42.1075 and ETHA19.92>17.1465, but below prior highs71.82/36.04; no6-event qualified crypto catalyst established. All15 technical rows observations30918–32 use stock-bars; their extra BB option-chain citation is irrelevant to other names and supplies no OI. Source https://runway.adityaperswal.workers.dev/data/stock-bars .

Premises: BB Oct2 C8.5 costs .43, S7.99; event hurdle11.7647% exceeds N13 median9.1153%, requiring Sep23 pre-event exit. European-call scenario calibrated to .405 indicative midpoint; r4%, halfspread .025, roundtrip friction .02/share, arithmetic RV20 .571319, total variance .0359627 and residual event variance .0234431. Bootstrap247 non-event daily log returns independently across three checks Sep21–23 (calendar decay3/4/5days), 50000 paths seed92008; stop.215, target1.29. Base mean-$5.72394, win28.398%, stop19.392%, target.998%, timeexit79.610%; P05-$29.17/P95+$36.62. Event variance75%/125% means-$11.0527/-.9359, all estimated halfKelly0. Assumed bid construction, iid sampling, daily checks and frozen spreads are not venue executions or calibrated live odds. Does not create an additional permanent veto; BB already fails both payoff alternatives. Contrast forbidden hold-through counterfactual: training11 mean-$22.39 per ticket,2wins, not a traded backtest. Source https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-chain/BB?feed=indicative ; full observations30950–51.

Premises: frozen13 issuer earnings dates; take underlying close three sessions before reaction and exit last pre-reaction close. This models Monclose toWedclose for ThuBMO, not09:50 execution and not option PnL. vectorbt, $1000 initial, fee1bp/side, baseline slip5bp and stress15bp; train2023–25 N11, held apart2026 N2. Long baseline train return-8.6877%,DD15.0405%,wins36.36%; holdout-2.7203%,DD2.7203%,0wins. Long stress train-10.6747%,holdout-3.1086%. Short diagnostic baseline train+5.0551%,DD7.5176%,63.64%wins; holdout+2.2679%,DD1.8368%,2wins. Short stress train+2.7823%,holdout+1.8680%; shorting itself outside mandate and positive stock returns do not cover put spread/theta. CLI command node /app/agent/dist/backtest.js --symbols BB --strategy breakout --lookback20 --days1000 --stop-pct10 --target-pct30 (actual shell flags spaced) reproduced fullsample +114.1606%,DD30.9747%,34.21%wins,N38 across685bars. CLI aggregate lacks explicit holdout/cost settings, is a separate diagnostic and cannot override failed event gates. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; dates30869–30894. Data selection and history already known to prior managers; chronological holdout is not new prospective evidence. Actual historical option quotes and 15min exits remain unvalidated.

Premises: BB issuer June25 QNX revenue grew26%, but Secure Communications DBNRR92% and OCF4.6m lagged EBITDA36.3m. Source https://www.sec.gov/Archives/edgar/data/1070235/000107023526000071/q1fy27ex-991.htm . First order: recurring royalties and renewals would improve revenue quality; weaker retention or lumpy licenses reverse it. Second: incremental software contribution could fund product investment without financing; poor conversion reduces that capacity. Third: durable cash could support repurchases and a higher multiple; disappointing cash could compress the39.95–49.94x adjusted forward PE. Counterexample: growth and balance-sheet cash can sustain the valuation despite low current conversion; a put is not justified by the ratio alone. MLKN Tuesday earnings and Monday household-spending/Tuesday regional surveys test commercial and consumer demand, but survey populations differ from company customers. Stronger orders could help factory utilization then margins then cash; weaker volumes reverse that chain. NKE retailer demand is not office furniture demand. Who benefits: customers may capture lower prices while suppliers lose margins; option sellers benefit when paid implied moves exceed realized moves. All chains are hypotheses without assigned causal probabilities. Sources and dates for MLKN, NKE and agencies recorded30821–30826; no new order follows from a macro narrative.

Premises from issuerJune25 Q1FY27endedMay31 SEC https://www.sec.gov/Archives/edgar/data/1070235/000107023526000071/q1fy27ex-991.htm : revenue152.9m,+26%; adjustedEBITDA36.3m; OCF4.6m, cash/investments422.9m; repurchases10m. CashconversionOCF/EBITDA12.67%,buybacks2.17xOCF; neither represents recurring freecashflow. QNXrevenue72.3m,+26%; SecureCommunicationsARR220m/DBNRR92% show retention weakness despite reportedgrowth. FY27adjustedEPSguide.16–.20 gives39.95–49.94x atSep18S7.99; accountingadjustments andgrowth make this no standalonefairvalue. Q2revenue137–148m andOCF0–10m are guide, notconsensus. Conclusion: bullcase profitableQNXscale versus bearcase weakcashconversion andlicensemix; neither fixes timing ordirection odds. Wouldupgradeonactualrecurringcash/retentionimprovement anddowngradeonburn/ARRerosion, while preserving optiongates. Factsareissuerreports; surpriseprobabilitiesunmeasured.

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) own ledger empty and five monitors armed, none due; (2) ABVX issuer lists Sep21 H1 financial results, date only https://ir.abivax.com/events/event-details/h1-2026-financial-results/ ; (3) MLKN issuer Aug25 confirms Sep22 BMO release/08:30ET call https://news.millerknoll.com/2026-08-25-MillerKnoll-Schedules-First-Quarter-Fiscal-Year-2027-Conference-Call-and-Webcast ; (4) NYFed https://www.newyorkfed.org/research/calendars/i-sep26.html Sep21 household spending11ET, Sep22 Philly nonmanufacturing08:30/Richmond10ET; (5) Board https://www.federalreserve.gov/newsevents/2026-september.htm adds Sep22 Jefferson10:20ET/H6 13ET, CP13ET/H15 16:15ET both days and H10Mon16:15. IONS Sep22PDUFA obsolete: issuerSep3 approved zilganersen https://ir.ionis.com/news-releases/news-release-details/zanvastrotm-zilganersen-approved-fda-first-and-only-disease . FDA calendar empty rendered table means coverage gap, not zero decisions; GRAL official panel Sep23 09–18ET, outside two sessions, briefing publication could precede it. Event page currently links two conflict waivers, not full briefings. Conclusion: monitor primary cash/results and news timing, never treat calendar certainty as directional edge. Research run cannot queue options; earliest own entry review Monday13:50UTC. Stronger cash or weaker demand both update figures, neither automatic trade. Existing other-fund due monitors remain their responsibility.

Startstate$100fundcash,$1000account,own0positions/orders/trades/lessons; goaldefined-risklongoptions withbothpayoffandliquiditygates. Bindingconstraints$50singlepremium,total100,max2,only09:50/12:30DAYlimits. NoordersinthisclosedSundayresearchsession. Six-nameoptionmetadatascreen:SFIX,BB,MLKN,NOK,CAG,LW; onlyLW/SFIXeventdistributionsindependentlyrebuiltthisrun. Notawholemarketexhaustivecensus; FDA/court/crypto-eventmatchedsamplesandnon-UScontractsremainunestablished. HALOexcludedfinancing. Premises:1 LWOct6issuerdate,Oct16expiry10daysafter;2 N11median10.017371/P8020.107527%;3 P40S46.67ask.48 needs15.320334%decline, P80intrinsic2.714183=5.65455x;4 OI312/.33bid/31.25%indicativespreadpassnumericalgate,butexplicitOPRA403andweekendquotesnotexecutableproof;5 mandatoryOct5exit preventstakingearningsgap,8historicalpre-eventendpointpairsallcostedlosses,N2holdoutmean-49.9256%,simulationmean-$16.76/halfKelly0. Conclusion: retainLWwatch, rejectcurrentunsupportedpreeventimplementation; do notclaimallgatesfailed. Ifnewliveprice/verifiedexecutionchangesexpectancyrecomputewithoutindefiniteMCveto. Conditionalonecontract48=4.8%equity/48%fund,fullpremiumrisk48; plannedstop.24,target1.44=3x,profit96beforecost,50%stopnotguaranteed. HalfKellycurrentmodel0=>noorder; quarterprobe12unavailableaswholecontract. BestclearlyrejecteddatedticketSFIXOct16P2.5ask.28:OI166,bid.03,spread89.2857%,N10median16.578014%,hurdle21.830986%,P801.971985x<4. SFIXcallask.53exceeds50cap. Corrections:3666bodyroundedhurdle15.3214 should15.320334 (figuresalreadycorrect); Oct2insteadOct1,2024 reaction+2.5712% leavesLWmedian/P80unchanged. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; /data/option-chain/LW?feed=indicative ; issuer https://news.lambweston.com/news-releases/news-release-details/lamb-weston-announce-fiscal-year-2027-first-quarter-financial ; SFIXSep23AMCoriginalin30744. Validityconditional; soundnesslimitedbyquoteentitlement/historymissingness,notfundingpressure. Monitors441Mondayentry,438Oct5exit,439Oct6outcome; job285accepted60min48runs,localEND2/2,remoteexecutionnotyetverified. NoFundproposal: identifiedgapfitsownmandate.

Premises: Oct16P40 buy.48,S46.67,50%optionstop.24,target3x=1.44,mandatoryOct5pre-eventexit. Model notliveodds: Europeanput,no dividend/earlyexercise, assumedr4%, bid=BSmid-.075 floored0; $2roundtripcostscenario. CalibrateSep18T28/365 toindicativemid.405: totalvariance.01990934, normalRV20.261624, residualeventvariance.01465860. Bootstrap247 non-eventdailylogreturns,last252sessions,3dayblocks,50000pathsseed92006;11dailychecksSep21–Oct5, actualcalendar-decaydays3,4,5,6,7,10,11,12,13,14,17. Fixedremainingeventvariancebase:stop75.412%,target3.236%,timeexit21.352%,win15.878%,meanPnL-$16.7617,P05-$37.4095,P95+$59.1994. ±25%eventvariance meanPnL-$28.9965/-$5.5714. ConstantIVbase mean-$28.3786; full6scenarios allmeannegative, numericalhalfKelly0 andwholecontracts0. Positivehistoricaldrift .000741/day isestimated, notforecast; blockresamplingnotcalibrated15minexecution. Event-conditioned11historicalscaledpaths allmodeledlosses, no targets. Counterfactualholdthrough signedintrinsicmean3.2242xpremium,profits4/11,zero7/11,2026two both-$50includingassumedcost: this is prohibitedcounterfactualatcurrentmedianhurdle, nottradedexpectancy. Fullpremiummaybelost despite50%stop. Reassess liveprice/IV andactualpre-eventhistoryratherthan treatingMCasindefiniteveto. Source https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-chain/LW?feed=indicative . NeedseparateliveBBO; explicitOPRA403.

Ran backtestCLI SFIX/BB breakout20 days1000 stop10%target30%, LWbreakout252 days1600. CLIaggregate SFIXreturn-7.1357/DD38.6560/win38.0952/N42; BB+114.1606/DD30.9747/win34.2105/N38; LW-1.9840/DD2.9359/win25/N4. CLI has no explicitcost/holdout flags; diagnostic only. Separately vectorbt2022–25train/2026heldapart, close>priorhigh20/63/252 plusvolume>1.5xprior20; entrynextopen, exitnextopen afterclose<SMA50, forcewindowend. Fees1bp/side, slip5bpbaseline/15bpstress. LWtrain20-40.7232%,63-21.6027%,252+4.1088%(N2); selected252holdout0trades/0return, cannotvalidate. SFIXalltrainnegative;20holdout-14.2149%,DD22.2933,N1. BBalltrainnegative;20holdout+127.4192%,DD30.7207,N1 mustnotbecherry-picked afterlosingtraining. Stress20holdoutLW2.3640/SFIX-14.3863/BB126.9649%; full36cellsrecorded observations. RulesdifferfromCLI intentionally; not claimingreplication. No currentLW/SFIX52weekbreakout. These stockdiagnosticsdonotpriceoptions, justifyshorts, or overrideearningsentryrule. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No test establishes a new tradable strategy; knownhistoricalholdoutisnotindependentprospectivediscovery.

Premises: fixed entry11regularsessions before BMO earnings, exitprior-sessionclose; target relative strike40/46.67 rounded nearest2.5; firststandardmonthlyexpiry>=event+7days. Requested11 OCCpaths via option-bars, raw history available9, endpoints available8. Jan2024 beforefeedcoverage andApr2025 chosencontract missing; Apr2024 lacks entrywindow. Of8endpointpairs, all lose after adding.05entry/subtracting.05exit; only2trainingtickets fit$50 and neither hascomplete11dailybars. HistoricalOI/bidasks unverified. Training6endpointmarks arithmeticmean-35.5830%, compoundedallin-93.2563%,DD93.2563%,win0%;2026holdout2mean-49.9256%,compounded-75.4464%,DD75.4464%,win0%. These allin figures are diagnostic, not permitted fundreturns; cap-aware complete sample0, return0/noactualorders. Mark-to-mark withoutcost one winner of8, so costnotmerely cosmetic. ActualdailytradeOHLC cannot validate15minstops or quoteexecutability. A vectorbt short-underlying direction proxy (notallowedtrade) with1bpfees+5bpslippage/side:9train +7.7635%,endpointDD3.5987%,66.67%win;2holdout -12.2338%,endpointDD12.2338%,0%win. IntradayDD omitted from concatenatedendpoint statistic; individualpathsrecorded. Conclusion: event-tailprofit cannotbe borrowed into mandatorypreeventexit. Source https://runway.adityaperswal.workers.dev/data/option-bars and /data/stock-bars ; datesobs30507–30517. Knownhistoricalchronologicalholdout, notprospectiveindependenttest. Pathsselection doesn'testablishhistoricalquotes/standarddeliverables. No live entryvalidated.

Premises: issuerOct6 LWearnings, Q4NAvolume+11% butInternational EBITDA-81%; FY27FCFguide340–420mcomputed. First order downside: adverseprice/mix orEMEAcosts could reduce earnings/cash guidance. Second: lowercapacityutilization andweakpricing would pressure freezerplant returns andcomplicate savings; customers may benefit from lowerprices, so supplierpain isnot automatically demandcollapse. Third: lowercash couldreducebuybacks/deleveraging andcompress valuation, but competitors closingcapacity might restore future margins. Opposite chain: NAsharegains->better utilization/cash->debtpaydown/buybacks, defeating putdirection. SFIX strongerretention->more repeatspend->operatingleverage; weakretention reverses it, but debtfreecashbuffers downside. Hold-through eligibility is mathematical not inferred from these narratives: LW15.3203%hurdle>10.0174%median requiresOct5RTHexit. Who benefits: successfulissuerturnarounds benefit holders/customers; option sellers benefit if impliedeventvariance exceeds actual. No quantified causal probabilities assigned. Source https://news.lambweston.com/news-releases/news-release-details/lamb-weston-announces-q4-and-full-year-fiscal-2026-results and https://news.lambweston.com/news-releases/news-release-details/lamb-weston-announce-fiscal-year-2027-first-quarter-financial ; SFIXJune10issuer in fundamentalrecord. Facts end at issuerreportednumbers; all chains are conditional assumptions.

Premises: Jul24 LW issuer results forFYendedMay31: OCF942.9m-capex410.1m=FCF532.8m. OCFgrowth74.6m includes55.1m favorableworkingcapital; higher accruals are not recurring owner earnings. FY27OCF750–800m minuscapex380–410m gives340–420mFCF,21.17–36.19% belowFY26. AtS46.67 and guide137.5–139mshares impliedequity6.417–6.487bn, forecastFCFyield5.24–6.55%; EPSguide2.95–3.25 gives14.36–15.82x. These are scenario valuations, not price targets. Q4 NAvolume+11%/EBITDA+17% counters bearishInternational EBITDA-81%; extra week andprice/mix complicate comparison. Favorable customerretention could defeat the put. SFIXJune10 Q3FCF6.5m versusbuybacks15.1m, cash/investments229.4m/no debt: improvedrevenue andclienttrend counter crash thesis. HALOSep17 $1.3bnconvertible with cappedcalls is excluded as financing-explained breakout, rather than importing its large historical tail. Sources: https://news.lambweston.com/news-releases/news-release-details/lamb-weston-announces-q4-and-full-year-fiscal-2026-results ; https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Third-Quarter-of-Fiscal-2026-Financial-Results/default.aspx ; https://www.sec.gov/Archives/edgar/data/1159036/000115903626000126/ex-991xhaloxpricingpressre.htm . Issuers are primary but favor positive framing. Valuation is not evidence of earnings surprise. LWOct6date fromSep8issuer, SFIXSep23AMC fromSep2issuer.

Premises: use only pre2026 event rows for exploration; leave 2026 untouched by fit. LW N9 corr(|eventmove|,RSI)=-.60275, corr(|move|,RV20)=.16977; corr(RSI,aboveSMA50)=.68186. BelowSMA50 N5 median|move|19.3708%, above N4 2.3249%. SFIX N8 corresponding correlations .22626,.27716,.91293; belowSMA50 N3median21.0366%,aboveN5median16.4894%. The LW regime split would make the current15.3203% hurdle appear covered, but is selected on nine observations and has no independent calibration. Keep unconditional11-event10.0174%median as hold-through rule; do not substitute attractive subset after seeing the contract. Strongest counterargument: true downside-regime asymmetry may exist; a prospective series of predeclared signals could validate it, not two held-out events. No causal inference from correlations. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; event date URLs recorded in observations30507–30527.

Premises: completed Sep18 SIP daily bars; indicators use historical data only and trailing52week highs exclude current bar. LW46.67 belowSMA50 50.7544, aboveSMA20046.0587, RSI14Wilder32.6989, ATR20simple1.398325, RV20annual26.1624%, volume1.4424xprior20, prior252high65.06. SFIX2.84 belowSMA503.504 andSMA2003.9037, RSI34.5858, ATR.1217, RV41.4204%, volume2.0159x, prior252high5.94. Thus neither is a52week high; elevated SFIX volume is not bullish breakout evidence. LW's weak50daytrend supports a downside scenario but SMA200 proximity and lowRSI allow reversal. No technical filter overrides the earnings option hurdle. Source https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=LW,SFIX&timeframe=1Day&feed=sip&adjustment=all . Latest quote is Sep18, not a live Sunday market.

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.