Stats

Premises: frozen, 21-session-separated liquid 52-week breakout sample has N4 because only four same-rule events are available; |move| median 27.3899%, P80 44.3186%. At the frozen $21.19 screen spot, Oct16 C27 at $0.18 has a 28.2681% strike-plus-premium hurdle, just above median, but $3.5811 P80 intrinsic equals 19.8951x premium and passes the alternative >=4x gate. Signed terminal intrinsic is positive in 2/4 events. Bootstrap P80 gate frequency 69.115% measures sampling instability, not win probability; P80 CI 13.3238%-48.6125%. Counterexample: one omitted regime or the secondary-offering flow can erase the apparent tail. Conclusion: one minimum contract is justified as a tail probe, not as proof of mispricing.

Premises:1 Frozen split-only ordinary breakout reactions observation32462=[21.604938,-11.818182,.169635,7.806691,-2.578981,11.216617]% spanning2021-2026;20session endpoints. No new SIP history: this run SIP403; IEX crosscheck separate.2 Recomputed medianabs9.511654/P8011.818182%,Oct16P20 atS20.75 ask.12 hurdle4.192771%;grossP80payoff1.702273=14.185606x. Preserve formal historical gate PASS.3 Signed normalized terminal put profit only1/6, all favorable mean from2024-08-20. At targetcap1.702273 and.02/share assumed roundtrip friction, mean14.3712USD; bootstrap100000 seed92104 95% mean interval[-14,71.1136], leave-out sole winner mean-14; other leave-one-outs20.04545.4 Cash-deal regime matched outcomes N0 established, not six. Target needs stock18.2977,10.0849% below20.35offer; moving to offer pays0. Conclusion old generic history does not estimate current downside odds. Validity: identical sample reproduces old gate; soundness fails transportability after binding deal. Bootstrap assumes iid old events and omits regime shift, is not probability band for current trade. Strongest objection: break risk can produce put tail despite deal; evidence that would change rejection is a matched announced-cash-deal study or documented material deterioration with honest expiry-specific odds. No trade authorized by this model. Sources original bars https://runway.adityaperswal.workers.dev/data/stock-bars ; deal https://www.sec.gov/Archives/edgar/data/1436126/000114036126037107/ef20082419_ex99-1.htm .

Premises:1 New14breakoutnamechainsOct16–Nov20fullypaginated plusCOSTOct2–Nov6;quotesindicativeSep18. Currentannualhighscheckedwithsplit-only; preliminarysametype20sessiondistributionsadjustmentall usedforscreeningonlywherefarfrompass.2 NEO N14median5.9042/P8010.7150%,S19.91P16.18hurdle20.5424%/P80zero;NTRA N25median6.8260/P8018.8853%,S369.39P250.22hurdle32.3804%/P80zero. MPCN27median8.3778/P8012.5118%,S424.89P270.08hurdle36.473%/zero. TWSTN15median13.5505/P8022.1855%,S166.99P85.18hurdle49.2065%/zero. SMTCN15median5.1047/P8021.7991%,S185P95.17hurdle48.7405%/zero.3 MTWminask.42=>42USD>29.9814;C24.52wouldpassmedian9.7092%<11.8025butoversized. HAFNshortUSsampleN3median13.1423/P8015.8451%,S10.12C12.5.08hurdle24.3083%/zero;P7.5.07alsozero.4 VNCE N8median16.2957/P8030.3211%butqueriedchainempty;ETS/TJGCnohistoricalqualifiedepisodesandemptychains(N0unknown,notprovenzerotail). ScopeemptychainONLYqueriedrange/feed,notuniversalabsenceoflistedoptions.5 MG/DSX/TRMD/HZO preferredstudiesseparate3793;HALO/THpriorpassesretained. Conclusioncheapdistantlegsarenotconvexedgebypricealone; noall-marketno-opportunityclaim. NonUSlinkedHAFN/TRMDaccessibleUSoptions;foreigndirectstocksandcryptospotnotmandatealternativestolongoptions. Sources https://runway.adityaperswal.workers.dev/data/stock-bars andoption-chain/{symbol}?feed=indicative . Everycomputedrow/event/contractscreenrecorded; broadenedprimaryreadingfocusedonclosestactionableMG/DSX/TRMD/HZO/COST.

Premises:1 Fixedsame-kindbreakout close>prior252high,volume>prior20mean,dailyturnover>=2m;20session separation and20sessionfutureclose,2016–Sep18history. Newprimarypreferredsplit-onlysamples: MG N6 medianabs9.511654%,P8011.818182%; DSXN8 median13.978504%,P8020.085291%;TRMDN11 median6.819740%,P8018.956380%. EarlieralladjustedDSXN9/TRMDN15preservedassensitivity,notmixed. 2 MGOct16P20 .03/.12 atS20.75 hurdle4.192771%,P801.702273=14.1856xpremium;C22.5 .13/.18 hurdle9.301205% passesmedian,3.9015xP80. Nov20P20.22/.27 passes6.3047xbut20sessionstudyisnottwo-monthforecast. MGputOIunknown.3 DSXOct16P3 .08/.13 atS3.11 hurdle7.717042%<median,P80.514653=3.958866x;call.18/.28 conservativeabsolutehurdle12.540193%<median,P80.73465=2.62376x. OI247put/408callasSep17,standard100tradablemetadata;notfreshquote. ITMcalltrueupsidebreak-even5.4662%,absolute-distancegateusedconservatively.4 TRMDP32.5 .17/.33 P804.597xbut33>29.9814; at hypothetical.29=5.231x, yet0/11signedterminalputpositives. HZOoldregimeN13median10.2947%,P8019.4137 makesC55.07look110.9xbut53cashdealbreakscomparison. ConclusionMG/DSXgrosspassesqualifiedforlive09:50/12:30review; noorderwhileclosed, noautomaticwinprobabilityfromabsolutetail. BorrowedreturnsarenotoptionPnL; entryMondayafterFridaypatterncreatesdelayrisk. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; option-chain/{symbol}?feed=indicative ; option_contracts ; HZOdeal https://www.sec.gov/Archives/edgar/data/1057060/000119312526341302/d135056dex991.htm .

Premises:1 Issuer indexed events calendar givesSep24Q4 https://investor.costco.com/events-and-presentations/ (renderedJSrowsabsent; exactreleasehourunknown). Nine consecutiveMay2024–May2026 dates individuallysourced to issuer observations thisrun; SIPadjustmentall releaseclose->nextsessionclose. Medianabs1.755193%,P803.433165%,max6.070162%; gap is separate. 2 FullypaginatedOct2–Nov6indicativechain1134legs,100positiveasklegs<=29.9814USD. NearestaffordableOct2P760ask.18/bid.05 atS895.31 requires15.133306%,P80intrinsic0. Allaffordablelegs fartherOTM andfail. 3 Contractexpiration8dayspastSep24;priceSep18notMondayfill. Conclusion:noCOSTorder, not a calendar-onlytrade. PrimaryQ3May28 sales69.15bn+11.6%,adjustedcomp6.6%,EPS4.93vs4.28; robustbusinessdoesnot supply15%earningsmove. https://investor.costco.com/news/news-details/2026/Costco-Wholesale-Corporation-Reports-Third-Quarter-and-Year-To-Date-Operating-Results-For-Fiscal-2026/default.aspx . Strongcounterargument tailsoutsidesmallNpossible, butnotmeasuredhere. Sources https://runway.adityaperswal.workers.dev/data/stock-bars and/data/option-chain/COST. No trade target orKelly claimedfromabsolutemoves.

Premises:1 NKE twelve issuer-dated quarterly reports Sep2023–Jun2026, release-close to next-close, produce median|move|6.835675%,P8014.518459%; opening-gap median8.560669/P8011.638441. Timing uses AMC convention supported by issuer afternoon calls; exact first-news minutes not all captured.2 Sep18S35.51 Oct9P31ask.30 needs13.54548%,P80intrinsic.645505=2.151683x: both gates fail. Best gross4x ask ceiling.161376; .02 assumed friction reduces ceiling.141376 if denominator is all-in cost. Median cannot cover4.51 strike distance at any positive premium.3 HALO/TH frozen matchedbreakouts N17/4 remain absolute-tail passes: C1307.968x/C2719.895x; HALOP9510.737x; THP1826.961x. But signed terminal payoffs cover premium+ .02 in HALOP952/17,HALOC1302/17,THP180/4,THC272/4. Conclusion: maintain gross eligibility without treating P80 as80%success or inventing symmetric directional odds; THput rejected as current directional thesis, not because absolute gate fails. SFIXP2.5.28 still1.972x/hurdle21.831>median16.578. Source https://runway.adityaperswal.workers.dev/data/stock-bars ; /data/option-chain/NKE?feed=indicative ; issuer dates individually recorded this run.

Premises:1 Eleven issuer-confirmed AMC WOR releases Dec2023–Jun2026 paired with next SIP/all session close give median absolute5.156148%,P8010.297667%; open-gapmedian7.331137/P8010.869923%. All source dates/price rows30843–53. December2023 includes old consolidated operations: removing it givesN10median5.394976/P8010.550876%,doesnotchange rejection.2 AtS57.38 Oct16P55ask2.14 needs7.877309%,P80intrinsic3.528801=1.648973x; C70ask.67needs23.16138%,P80zero. All24 eligible quotedlegs premium>=67>30.3 Frozenbreakout medians/P80 HALO10.5263/17.2367%N17 andTH27.3899/44.3186%N4 retainC130.23/C27.18 multiples7.968/19.895. SFIXP2.5.28S2.84 hurdle21.831>median16.578%,P801.972xN10; BBP7.20S7.99hurdle14.894>median9.115%,P80.177xN13. Conclusion WOR/SFIX/BB rejected atthesequotes; preservegrossbreakoutwatch. Absolute tails not directional odds:THP18gross26.961x but0/4signed terminalpayoffs,THP16also0/4. HALOP95gross10.737x stillzero indicativebid and uncalibratedliveodds. Prices Sep18modifiedindicative,notSundayfills. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; /data/option-chain/WOR?feed=indicative ; source dates in30843–54.

Premises:1 Frozen252priorhigh/1.5volume/2mprior20dollarvolume/21sessionseparation,nextopen-to20close yields HALON17 medianabs10.5263/P8017.2367%,THN4 median27.3899/P8044.3186%. 2 Spot112.45/21.19,C130ask.23/C27ask.18 require15.8115/28.2681%; mappedP80intrinsic1.83266/3.58112=7.968/19.895x, bothtailpass,medianfail.3 Before20%stockgain,5%stockloss occursfirst11/17HALO,3/4TH; targetsfirst1/17,1/4. Positive-terminal-event medianMAE -2.308/-7.103%.4 20000IIDevent bootstrapP80 95%interval10.616–23.330%/13.324–48.613%; tailgate resamplefrequency58.705/69.115% is sample uncertainty,not tradeodds. Conclusion: absolute-tail eligibility unchanged, path survival unresolved; do not convert stock barriers into option50%stop probabilities. SmallTHsample and regime selection prevent precise inference. Source https://runway.adityaperswal.workers.dev/data/stock-bars

Premises:1 Fixedprior252high+1.5volume,21sessionseparation,nextopenentry reproducesHALON17medianabs10.5263/P8017.2367%;THN4median27.3899/P8044.3186%.2 Sep18S112.45/21.19 Oct16C130.23/C27.18 imply15.8115/28.2681%moves, P80pay1.83266/3.58112 =>7.968/19.895x;bothtailpassbutmedianfail.3 LeaveoneoutHALOmultiple0–11.685,TH3.278–21.58;10dayboth0;30day4.940/17.593.4 HALO pre2025N14P80mappedcall0,known2025+N3multiple37.245;positive-signedP80only9.4523%=>call0,whereasabsolutetailtranslatesbothdirections. THN2train/N2testtailpasses butnotpreciselyestimated. Conclusion: mandatedgrosspass isrealcalculation,notrobustwinprobability. Do notraiseconfidenceorusehistoricalP80as80%successrate;singlecontractsremainresearchwatchforauthorizedsession. NoextraLOOgateinsertedintomandate; reportmodelriskandsizingimpact. These arecurrent-strikeintrinsicscenarios,notoptionreturns;20sessionsalignSep21–Oct16 assumingunchangedentryspot. Counterexampleto stationarity: HALO2020+34.19%vs2025-23.33%,currentfinancinghedgesunclassified. Source https://runway.adityaperswal.workers.dev/data/stock-bars and /data/option-chain/HALO?feed=indicative andTH. Rowsrecordedthisrun; currenteventunfinishedexcluded.

Premises:1 Fixed volume-backed252high rule in3584, histories2016–Sep18,2026; first signal per21sessions, buy nextopen/sell signal+20close. HALO17events medianabsolute10.5263%,P8017.2367%;TH4 median27.3899%,P8044.3186%;NEO10median4.6374%,P8010.6641%. 2 Sep18 indicative HALO112.45 Oct16C130ask.23 needs15.8115%,P80intrinsic1.83266=7.9681x;P95ask.18needs15.6781%,P801.93266=10.737x. TH21.19 Oct16C27ask.18needs28.2681%,P803.58112=19.8951x;P18ask.23passesabsolutegate but ALL4signedmappedputpayoffs0, halfKelly0: rejectput.3 HALOcall/put signed terminalwins2/17each; THcall2/4. MappedmeanintrinsicHALOC1.72258/P.68072,THC1.86638 after.02friction gridhalfKelly4.97%/3.915%/23.525% equity; these are uncalibrated scenario odds, not validated execution.4 IID20kbootstrap HALOmedian95CI2.9843–14.1961%,P8010.6159–23.3302%;THP8013.3238–48.6125%, sparseandunstable. Originalsignal-close estimatesHALOC12.808x/THC27.927x superseded bynextopen figures. NEO16put.18needs20.5424% andP80pay0, rejects. SFIX earnings frozenN10median16.578/P8031.414 atS2.84Oct16P2.5ask.28 still21.831%hurdle/1.972x, best dated-earningsrejection. Conclusion:HALO/THcall research-qualified grossP80 candidates for freshauthorizedRTH review; cash tonight because optionsclosed. THsample4is allseparatedepisodes underfixedfilter, do not manufacture6 bycountingoverlap. HALOtailnotmedianpass; breakout is signaldate not a scheduled binaryevent,20sessionhorizon distinct frommandatorypre-eventexit ifa separatecatalystemerges. Sources /data/stock-bars and /data/option-chain/HALO,TH,NEO?feed=indicative; events/figures30132–46. No historicalintrinsiclabelledactualoptionPnL.

Premises: ten issuer earnings dates observed29808–17 plus October2024 sensitivity29826. Excluding ambiguous October produces N10 median13.153864%,P8021.271719%; including either Oct1 orOct2 reaction yields N11 median10.017371%,P8020.107527%. Do not remove small events because timing is uncertain. LW S46.67 Oct16P37.5 ask.23/bid.18 requires20.141418%; inclusiveP80intrinsic.2141828=.931230x versus4required (exclusion3.293526x alsofails). N11 training9median16.290357%,holdout2median4.882973%; IID50k bootstrap median95CI2.5712–20.1075%,P8010.0174–28.2374%. Broad uncertainty is not evidence of a pass. Fresh complete chains: LW40legs/6affordable eligible; SFIX60/19; BB532/105; zero passes among130affordable expiryeligible legs. SFIX Oct16P2.5 .28,S2.84 still21.830986%hurdle vs inheritedN10median16.578014%,P8031.413933%,1.971985x; BB Oct2P7 .20,S7.99 needs14.893617%vs inheritedN13median9.1152815%,P8012.832986%,.176778x. Sources https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative and analogousSFIX/BB; dailybars and issuerobservations. Figures describe strike-plus-premiumbreakeven, notATMimpliedmove; P80intrinsic notactualoptionEV. Conclusion reject quoted legs; executable spreads/timevalue and future regime remain uncertain.

Premises:1 issuer11earnings dates Jan2024–Jul2026 recorded29674–84; primary07:30releases plusOctoberissuerPDF/announcements; Jan4duplicatecountsonce. 2 SIPadjustmentall preclose->reactionclose measured close-to-close, samekind as inheritedmedian, notmixedwithgap. N11medianabs2.0644096%,P805.4213318%,max8.041958%; signedmean-.881869%. Separateovernightmedian2.811245/P805.124056. Bootstrap50k seed91908 IID95%medianCI1.5216–5.4213%,P80CI2.0644–8.0420%; smallsample/regime dependenceunmodeled. Train9median2.49554%,holdout2median.841088%; no fittedfutureodds. 3 CurrentS15.13 Oct16P14 ask.23bid.08 needs8.988764%,P80intrinsic0,0/11signedbreakevencoverage;68affordableexpiryeligiblelegsnonepass. Contractprice's breakevenhurdle isnotATMimpliedvol. NewSep30morningevent https://www.conagrabrands.com/news-room/news-conagra-brands-to-release-fiscal-2027-first-quarter-earnings-on-september-30-2026-prn-122962 . ConclusionrejectCAGcurrentchain underbothmandategates. ExcludingOct2025N10median1.98285/P804.58254stillfails. Counterexample unprecedentedguidancecollapse couldpay; no measuredprobability justifies overridingrule. Sampling excludesolderregimes before2024 anddoesnotmeasure16remainingcalendar-dayoptiontimevalue; nooptionEVclaim. Sources eventobservations and https://runway.adityaperswal.workers.dev/data/stock-bars ; indicativechain.

Premises: 13 issuer releases Jun2023-Jun2026 recovered from issuer-linked PDFs, individually recorded observations29472–84. Release call times vary; morning same-session and evening next-session close reactions measured on adjusted SIP bars. Calls support alignment but first-news timestamp and preannouncement contamination not fully audited. All events retained without price-selected deletions. Median absolute close reaction9.1152815%, P8012.832986%; training11 through2025 median9.1153/P8012.6829, chronological holdout2026 two reactions+8.2153/+19.9536%. Bootstrap20k seed91906 95% intervals median6.9860–12.6829%, P8010.0756–22.2767%; IID and mixed business regime assumptions. AtSep18 S7.99 Oct2P7 bid.06 ask.20, fullpremium20USD, expiry8days afterSep24 issuer event https://investors.blackberry.com/ . Hurdle(7.99-7+.20)/7.99=14.893617%; hypothetical P80 downside intrinsic.03535558 =.1767779x premium. Both gates fail; absolute upward move cannot pay a put. No affordable contract in230 retrieved Oct1–Nov6 snapshots passed either branch. Source https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative . Price ceilings atsameS: P7 median negative; P7.5 median.238311 and P80.133839, potential nearer strike only if fresh price falls below ceiling. Statistical eligibility is not actual option expectancy; no cash-pressure override.

Premises: (1) Ten issuer-dated AMC earnings March2024-June2026, each recorded individually observations29367–76; primary same-company/same-kind sample, no price-selected deletions. (2) SIP adjusted daily close immediately before release to next regular close measures total next-day response, not pure overnight news. (3) S=2.84 Sep18, Oct16 K2.5 put indicative ask .28. Calculation: median abs16.578014%, P80 abs31.413933%; put needs(2.84-2.5+.28)/2.84=21.830986%. P80 downward scenario intrinsic=max(2.5-2.84*(1-.31413933),0)=.552156, only1.971985x ask. Both mandate branches fail. Signed reactions have6negative/4positive; only1/10 exceeds .28 cost,2/10 exceeds .13; mean mapped intrinsic .116659 is NOT option fair value (excludes residual time value). At .13 hurdle16.549296% and P80 ratio4.247351 pass both gross criteria; median ceiling .130816, P80 ceiling .138039. After .02 assumed all-in friction/share, conservative hold-through ceiling .110816; these are limit research levels, not quotes/fills. Training first8 median18.762974%,P8035.440300%; held-out2026 N2 median9.516765%,P8013.806706%. Known historical holdout is small and previously visible in inherited context, not a fresh independent experiment. Gap-only median15.233452%,P8019.073701% yields put P80 intrinsic.201693/ask=.72033x. Bootstrap20k(seed91904) 95% median CI7.990075–30.251626%, P80 CI16.524823–44.347826%; IID/mixed regime assumptions limit these intervals. Strong counterexample: an absolute tail upward leaves the put worthless. Valid conditional payoff algebra; soundness of repeated downside tails/achievable fills unproved. Quotes https://runway.adityaperswal.workers.dev/data/option-chain/SFIX?feed=indicative ; bars https://runway.adityaperswal.workers.dev/data/stock-bars . Conclusion reject current ask, watch attainable cheaper limit rather than assuming last trade is available.