Stats

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 raw SIP daily bars Jun2020–Sep18 2026, XLE Dec5split repaired once;2 scale daily open/priorclose gaps by current one-share67.37/64.63;3 compare downside per name with1.89/2.53 initial stop budgets. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Pre2026 N1404 each exceeded its budget8times,both2;2026 N179 EEM7,XLE2,both0. Correlation+.43058/pre vs-.48382/2026 does not prevent name-level tails. Gross joint gap loss=max(0,-EEMgapUSD)+max(0,-XLEgapUSD), deliberately excludes offsetting gains: maxima6.68195/pre and3.86693/2026. Sum excess beyond individualstopbudgets max2.26195/pre,1.97693/2026;P99 0/pre versus1.35215/2026. The unconditional99th percentile can miss sparse pre2026 extreme events. Not actual stop fills: premarket enforcement, changing holding price and spread omitted. 2026 is chronological comparison already seen in earlier research, not unseen validation. March2020 absent. No retest of momentum, no Kelly/winrate from this statistic; one share stays.

Premises:1 retained prior adverse gap g EEM.125794155019,QQQ.109666233203,IWM.138906519177;2 r=2ATR/current reference close;3 stress=N*(r+(1-r)*2g+.005)+.50, N=floorcents min(280/3,250,(30-.50)/(r+(1-r)*2g+.005));4 current equity1000. Results [{"symbol":"QQQ","size":93.33,"stop":704.90264,"target":838.105473380901,"p90":0.1616958533244174,"rr":7.049793645687354,"stress":23.108077650841185},{"symbol":"IWM","size":93.33,"stop":277.666,"target":320.5246054777956,"p90":0.12821050854556687,"rr":5.661269113738809,"stress":28.421384363225883},{"symbol":"EEM","size":93.33,"stop":65.1435,"target":74.21425092953517,"p90":0.10717963493264468,"rr":3.8082432703605487,"stress":26.413232637416957}]. Combined77.942695 includes1.50 fixed cost reserve, whereas prior76.442695 excluded that reserve; no market deterioration or size change inferred. All modeled individual losses <30. Historical sampled extremes can be exceeded, so 3% is a sizing scenario not hard guarantee; complete loss of93.33 would exceed3%. Prior3644 EEM15/429 tail exceedances and3646 bootstrap retained, not rerun as new evidence. Source https://runway.adityaperswal.workers.dev/data/stock-bars . No calibrated live win odds or Kelly from an empty execution ledger; fixed mandate equal sizing prevails.

1. Aligned SIPadjusteddailyreturns https://runway.adityaperswal.workers.dev/data/stock-bars : 2017–22/2023–25/2026N1510/752/179. CSTMOLSbetas1.849/1.488/2.001;2026vol48.73%,R2.296. CENX2026beta1.346,vol64.02%. AA/CENX2026corr.7471 andCSTM/KALU.7195: multiplealuminumpositionsarenotindependentbets. OLSdescriptive, nopvalueorcausalalphaassertion. 2. CSTMcompletedpullbackholdoutN12,6wins:avgwin17.0718%,avgloss6.13565%,mean5.4681%;20kIIDmeanbootstrap95%[-1.3390,12.5495]%. UniformpriorBeta(7,7)posteriorwin95%[25.1345,74.8655]%, notfrequentistconfidence. CENXN13mean7.7655%CI[-5.0361,20.9290]%. 3. Binaryaverage-payoffhalfKelly CSTMholdoutRISKfraction.160149; dividingbyaveragefractionalloss.0613565 giveswealthallocation2.61014 beforecaps. Do notmislabel16%riskKellyas16%stocknotional. TrainCSTM11.2375%risk/119.645%wealth; CENXholdout11.7722%risk/85.003%wealth. Estimatesignorewithintaildistributionandparameteruncertainty. 4. CSTM2026completedN3mean+2.0802%doesnoterasewindow-endmarkedfullreturn-2.0641%N4; only3naturalexitsarecompletedwinodds. LiveSupplyledgerN0: noactualfill/slippageedge. Conclusion: positiveconditionalpointestimatesmeritwatch; currententryfalseallocates0. Anyfuturetradecappedbyfund120,accountposition250 andgaprisk,notunboundedKelly. Selection/multiplelookbacksandserialdependencemeanbootstrapCIunderstatesmodeluncertainty.

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.

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 raw split-normalized daily opens/prior closes Jun2020–Sep18 2026;2 scale each gap by current pending entries67.37/64.63 and sum;3 pre2026 threshold fixed before evaluating2026 in this script; no tuning or entry-rule test. Source https://runway.adityaperswal.workers.dev/data/stock-bars. Pre2026 N1404, Monday262 p05 -2.58684 versus other1142 -1.73772 dollars; Monday correlation .51757 vs .39917 other. 2026 N179, Monday33 p05 -1.19785 vs other146 -1.41480; correlation -.46855/-.49897. All-pre2026 p05 -1.848124 crossed3/179=1.67598% in2026. Joint minima -6.68195/pre and -3.65555/2026; excludes March2020 crash so not global stress. Formal temporal holdout, NOT previously unseen data: earlier runs inspected2026. MondayN33 and historical sector regime selection defeat claim of permanent hedge or Monday advantage. Facts end at historical measurements; forecasting recurrence is assumption. Keep one share, no sizing increase, no calibrated win odds/Kelly.

Premises:1 Fresh split-normalized adjusted SIP daily bars, source https://runway.adityaperswal.workers.dev/data/stock-bars .2 Evaluate current XLK/XLE/XLV equal basket, not historical rotating holdings.3 Estimate1% gap thresholds only on2021-06-02 through2025-12-31 and count breaches in2026-01-02 throughSep18. Pair correlations pre2026 XLK/XLE .315635,XLK/XLV .500392,XLE/XLV .293787;2026 -.247776,-.158572,-.078192. Equal daily-return basket annualized volatility16.7368% versus11.0104%; worst synchronized basket gap-3.322667% versus-.954476%. Per-symbol threshold/test: {"XLK":{"pre2026_gap_q01_pct":-2.5947445082801974,"test_breaches":2,"test_n":179,"test_breach_rate_pct":1.1173184357541899},"XLE":{"pre2026_gap_q01_pct":-3.1902366689284984,"test_breaches":4,"test_n":179,"test_breach_rate_pct":2.2346368715083798},"XLV":{"pre2026_gap_q01_pct":-1.3698510638297818,"test_breaches":3,"test_n":179,"test_breach_rate_pct":1.675977653631285}}. Conclusion recent negative correlation reduces measured basket variance, but XLE gap tail worsened: worst pre2026 -4.952927% versus2026 -5.792734%. Do not lower stress sizing from recent diversification. Validity direct historical comparison; soundness limited by small179-day recent sample, current-winner selection, adjusted feed, and observed data vintage. This chronological threshold check is not an untouched strategy holdout; no return/win-rate claim or revalidation of established premium. Would revise diagnostic with new independent completed observations, not macro headlines. All figures stored30442–43/30450.

Premises: 1 adjusted open/prior-close minus1 gaps from primary feed https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all ; 2 fixed training2021–2024 N1004 and untouched-by-this-fit holdout2025–Sep18 2026 N429; 3 current basket selected ex post so this is measurement calibration, not OOS strategy return. Results [{"symbol":"EEM","train_n":1004,"test_n":429,"train_p01":-0.023161498373743362,"train_min":-0.052591847005536096,"test_min":-0.05737169009480214,"test_exceedances":15,"test_exceedance_rate":0.03496503496503497,"test_p01":-0.03355377029926494},{"symbol":"QQQ","train_n":1004,"test_n":429,"train_p01":-0.019642697452250054,"train_min":-0.05357022225224606,"test_min":-0.04140786749482395,"test_exceedances":7,"test_exceedance_rate":0.016317016317016316,"test_p01":-0.027485668992367554},{"symbol":"IWM","train_n":1004,"test_n":429,"train_p01":-0.0225591653094287,"train_min":-0.0527219225110348,"test_min":-0.04711779448621556,"test_exceedances":5,"test_exceedance_rate":0.011655011655011656,"test_p01":-0.02526703165930107}]. Common-date thresholds exceeded in >=2 names on7 days, all3 on2. EEM lower1% training threshold has3.4965% holdout exceedance, versus QQQ1.6317/IWM1.1655%; stationarity unsupported. Historical worst equal93.33 basket overnight loss10.637725USD. Counterexample QQQ/IWM holdout minima less negative than train; no universal worsening claimed. Selected basket, adjusted-price proxy, serial dependence and provider revisions limit inference; no fees or stop implementation modeled. No new strategy proposed; retain existing larger stress envelope.

Premises: 1. Adjusted SIPdaily returns https://runway.adityaperswal.workers.dev/data/stock-bars ; 2017–22/2023–25/2026 windows N1510/752/179. 2. OLSagainstSPY CEbetas1.2436/1.4622/.2641 andEMN1.1838/1.1138/.9004; 2026CEcorr.0657, annualvol53.24%. Descriptive, no robust-significance or causalshortage claim. 3. FixedL20 heldapartCE N12 wins25%,avgwin9.4077%,avgloss5.3917%;EMN N15 wins13.333%,avgwin15.1456%,avgloss4.5233%. HalfKelly=max(0,.5*(p-(1-p)/(win/loss)))=0both. 4. 20kIID meanbootstraps95% CIsCE[-5.4125,3.1093]%,EMN[-4.8230,2.0034]%; these are uncertaintyintervals, notdownsidebounds. LiveSupply ledgerN0 means no measured slippage orhistorical fundedge. Conclusion: no calibratedpositiveposition size from thisrule; changedCEbeta iscounterevidence to assumingordinarybroadbeta, notproof ofscarcityalpha. Selectednames/regimes, repeatedhistoricalwindows, smallsamples andserialdependence limittransportability. Preservepositivecashvaluationcountercase instead ofclaimingbusinesscannotwork.

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 provider docs https://docs.alpaca.markets/us/reference/stockbarsingle-1 define all as including cash-dividend/split adjustment.2 raw/all paired1584sessions throughSep18 show17/18 funds with changed closes; GLD unchanged.3 issuer EEM https://www.ishares.com/us/products/239637/ishares-msci-emerging-markets-etf provides10exdates Dec2021-Jun2026; XLE historical workbook https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx provides20 Sep2021-Jun2026. ImpliedD=Pprev*(1-factorPrev/factorEx),factor=all/raw, matches issuer within .008782/.007846 dollars at historical share scale. Exact-factor replacement changes EEM252 28.311639->28.301024%, XLEmean19.705216->19.711674%, XLEP90 .206279467->.206321613. EEMP90 unchanged .107179635. Raw split-only EEM25225.8543%,XLEmean18.0040%; no selection change. EEM adjusted lead over QQQ5.442623pp; sector XLK lead .330904pp, but EEM+XLK257.92 exceeds240 so XLE remains feasible selection. Validity: audit supports robust current selection; soundness: confirms sampled known payouts, not exhaustive absent-event detection, all16other issuer histories or reinvestment convention equivalence. Small errors consistent with price rounding but cause unproven. No discretionary cash/quarantine, no re-test of accepted premium.

Question: could missing dividends change fixed top3 or P90 targets? Premises:1 Matched1332 SIP bars/symbol throughSep18, requesting all versus split, conditional issuer Dec5 split repair.2 Primary SSGA historical-distributions XLSX supplies21 dated cash events per ETF,231 total within history2021–2026.3 Cash preDec5 halved only for five split ETFs. Sources https://runway.adityaperswal.workers.dev/data/stock-bars ; https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx ; https://docs.alpaca.markets/us/v1.4.2/reference/stockbars . Method compare daily change in all/split ratio against1-D/prior split close; max abs error2.284555bp,median.312859bp. Separately compound (close+D)/priorclose for explicit ex-date-close reinvestment. Mean21/63/126/252: XLK20.031631 vs feed20.036119%, XLE19.690286 vs19.705216%, XLV12.438596 vs12.442229%; fourth XLF5.427108 vs5.434559%. Max all11 mean difference.014930pp. Exact cash reinvest rolling60 P90 XLK18.364050/XLE20.636729/XLV10.623785% versus feed18.362192/20.627947/10.628648%; economically tiny target differences. Omitting dividends gives XLK19.7384/XLE18.0040/XLV11.5376% means, but still same basket and all11 SMA eligibility unchanged. All/split1269 historical closes differ per symbol, latest63 coincide since last June distribution. Conclusion dividend omission is not current issue; retain all-adjusted signals and targets. Validity: premise-to-rank comparison direct. Soundness limited by same feed prices, issuer revision risk, rounding and backward adjustment versus close-reinvestment convention; residual not zero and not proved solely rounding. Strong counterexample missing future distribution could still corrupt next run, so this is a dated reconciliation, not permanent certification. Two independent origins: issuer cash/splits and Alpaca pricing/specification, not11 independent validations. No strategy backtest or probability inference. Collection includes all fixed11, excludes out-of-universe assets and dividends before fetched price start.

Premises:1 same-date all/split responses paired1434bars each;2 provider documents all includes cash dividends https://docs.alpaca.markets/us/reference/stockbars ;3 issuer independently lists EEM two distributions https://www.ishares.com/us/products/239637/ishares-msci-emerging-markets-etf . Source bars https://runway.adityaperswal.workers.dev/data/stock-bars . Deltas [{"symbol":"SPY","paired":1434,"different":1433,"ratio_min":0.9261785620226495,"ratio_max":1,"annual_delta_pp":1.5760769564364896,"p90_delta_pp":0.4172005003522758},{"symbol":"TLT","paired":1434,"different":1421,"ratio_min":0.829594647776466,"ratio_max":1,"annual_delta_pp":4.132788584956881,"p90_delta_pp":0.90325770973202},{"symbol":"EEM","paired":1434,"different":1367,"ratio_min":0.8851376146788991,"ratio_max":1,"annual_delta_pp":2.4573389290826197,"p90_delta_pp":0.3953725147457732},{"symbol":"EFA","paired":1434,"different":1367,"ratio_min":0.8426892950391646,"ratio_max":1,"annual_delta_pp":3.8661319021926266,"p90_delta_pp":1.035611784786218},{"symbol":"GLD","paired":1434,"different":0,"ratio_min":1,"ratio_max":1,"annual_delta_pp":0,"p90_delta_pp":0},{"symbol":"IWM","paired":1434,"different":1430,"ratio_min":0.934033446586948,"ratio_max":1,"annual_delta_pp":1.2069012127939427,"p90_delta_pp":0.3200818764750507},{"symbol":"QQQ","paired":1434,"different":1371,"ratio_min":0.966392634001973,"ratio_max":1,"annual_delta_pp":0.589354770642192,"p90_delta_pp":0.17181960145787878}]. All/split both selectEEM/QQQ/IWM; no SMA eligibility flips. IWM-SPY adjusted margin3.004713pp; SPY needs2.565342% extra cumulative gross-return correction relative to IWM to tie if other inputs fixed. This is sensitivity, not probability. EEM issuer .763266 Dec16 2025 and .350802 Jun15 2026 reconstruct28.309536% under ex-date-close reinvestment versus adjusted28.311639%, difference.002103pp. Event factor residual versus prior-close adjustment -.932622/+ .118150bp; rounding/convention can contribute, precise attribution unknown. Largest all/split annual differenceTLT4.132789pp; price-return ranking not legitimate substitute even though current selection unchanged. Counterexample: larger dividends near a future rank boundary could change selection. No sample-wide cashflow reconciliation; other ETFs/older dividends unverified independently. Validity: observed robustness supports retaining current selection only; soundness bounded by common provider error, not eliminated by two endpoints. No new strategy expectancy/backtest.

Premises:1.Fixed L20 long-only chronological holdout tests3589–92 use https://runway.adityaperswal.workers.dev/data/stock-bars .2.Winrate/averagewin/averageloss%:CE17.647/21.6997/6.0195 N17;IMOS29.1667/16.6557/6.7616 N24;BTDR33.3333/42.9153/16.8298 N24;AMTX33.3333/41.2324/15.0053 N21. HalfKelly risk fractions max(0,.5*(p-(1-p)/b)) are0/.002054/.035946/.045360; these are stake-at-risk fractions, NOT capital allocation. 3.20000 IID bootstrap mean CIs allcrosszero: CE[-5.833,4.665]%,IMOS[-4.275,4.664],BTDR[-8.060,15.665],AMTX[-7.657,16.539]. Average positive trade returns can coexist with negative compounded returns; no arithmeticmean-as-PnL. Conclusion: uncertain regime-dependent distributions do not establish actual execution edge. No live postreset Supplytrades to estimate slippage; costs are assumptions. Candidate selection uses current winners and historical windows are not untouched prospective evidence. Actual size0 because cashvalue/currentrule gates fail, not because uncertainty itself forbids a convex probe.

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:1.Nasdaq directory https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt and https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt yielded13220unique non-testentries.2.Snapshot https://runway.adityaperswal.workers.dev/data/stock-snapshots?feed=iex queried12836after384preferred-$formats excluded;12689returned12420usable pairs,8133Sep18dailybars.3.FreshnonETF IEXdollarvolume>100000 subset3430;medianreturn-.55243%,quartiles[-1.64402,.40347]%. Mean+.59191%/SD50.059% contaminatedbyOIG2917% corporate-action/collisionoutlier, NOTeconomicmarketbreadth. Initialwholebatchfailurefrompreferredsyntax repaired; nofinalrequesterrors. Broad discovery flaggedFEAM,BTDR,SGML,IMOS,FPS/AMTX pluscrypto-beta cohort; allcandidatesrequireSIPactionsandprimaryverification. Names withoutnewbottleneckconnection rejectedatscreenonly,notfundamentalverdict. Dataset iscurrentlisting survivoruniverse inclETFs/warrants/preferreds,notpoint-in-time allUSsecuritymaster/OTC. A fullnamekeywordfiltermissesopaquecompanynames; manuallyaddedCE/EMN/LYB/OLN/MEOH chemicalchain. Sources close tomarket butIEXpartialvolume notconsolidated. Fullrawfiles /tmp/universe.csv,/tmp/snapshots.json,/tmp/screen.csv. No order on1dayreturns.

Premises:1 normalized daily SIP https://runway.adityaperswal.workers.dev/data/stock-bars Jan2020–Sep18 2026.2 paired daily simple returns/gap=open/priorclose-1; dollar changes scaled by queued67.37/64.63.3 regime uses EEM prior20-session return shifted one day; exclude20 missing regime observations. Results {"n":1686,"corr_daily_full":0.4347195240162975,"corr_gap_full":0.4569284164365753,"corr_gap_252":-0.41657179298281216,"worst_joint_gap":-16.202745527979015,"worst_gap_date":"2020-03-16 04:00:00+00:00","gap_p01":-4.128705344478528,"regimes":{"eem_prior20_negative":{"n":710,"daily_corr":0.5130147784073572,"both_negative_fraction":0.2661971830985915,"joint_daily_p01_dollars":-6.527533356077146},"eem_prior20_nonnegative":{"n":956,"daily_corr":0.3226251399636696,"both_negative_fraction":0.2709205020920502,"joint_daily_p01_dollars":-4.125658972617217}}}. Interpretation: prior weak-EEM regime daily correlation .513 versus .323 in nonnegative regime; joint daily1% tail -6.53 vs-4.13. Both-down frequency alone misses severity. Recent252 gap correlation -.417 cannot establish hedge when full+.457. No causal claim, significance test or independent strategy validation; selection/survivorship and regime change remain. Actual own closedN0 means no measurable winrate, slippage or empirical halfKelly. Fixed one share, no discretionary size increase.

Premises:1 current basket selected retrospectively;2 last1260 aligned daily returns throughSep18;3 subset599days equalweightedbasket<0. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all. Unconditional QQQ/IWM .778166,QQQ/EEM .692624,IWM/EEM .650545; downside subset .615061/.475723/.396780. Lower subset correlations are conditioned on a basket built from the same returns and restrict variation; cannot infer safe tail diversification or reduce gap envelope. Counterexample: common liquidation can impose simultaneous losses despite modest historical conditional correlation. Descriptive sample, no independent strategy expectancy or Kelly input.

Premises:1.Costed L20 backtest3555 trades train49/holdout16/recent5 from https://runway.adityaperswal.workers.dev/data/stock-bars .2.NumPy20000IID resamples seed92000:95%meanCI train[-3.723,2.966]%,holdout[-5.924,13.196]%,recent[-4.230,32.607]%. Holdout avgwin27.949%/avgloss11.193%,win37.5%; halfKelly riskfraction .5*(p-(1-p)/b)=.06236,train0/recent.22371. This is fraction at risk under two-point payoff model, NOT6.24% portfolio allocation; gaps andcapitalcaps govern.3.FRO/POWL252dailyreturncorrelation.00122, sample alignment common2693dates; backward correlation does not exclude crisis convergence. No live Supplytrades to calibrate fillslippage. Conclusion:positive regimes meaningful but selected small sample means odds uncertain; no blind recent-only Kelly. Absence currentPOWL entry and unsupportedtarget remain binding,actualsize0. CIcrossingzero alone is not rejection rationale.

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 current selected basket from3536;2 last1260 aligned close returns throughSep18;3 Pearson correlation is descriptive, not crisis conditional correlation. Correlations QQQ/IWM .778166,QQQ/EEM .692624,IWM/EEM .650545; worst single-day equal93.33 basket -15.1493USD. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all. Counterexample to diversification: correlations can rise toward1 during liquidation; historical worst daily close loss neither includes stop-through-gap mechanics nor bounds next loss. Today's winners were selected retrospectively; this is not an out-of-sample strategy test. Does not justify different ranking or size. Gap scenario76.4427 remains separate.

Premises:1 normalized SIP daily source https://runway.adityaperswal.workers.dev/data/stock-bars Jan2020–Sep18 2026.2 gap=open/priorclose−1, paired1686dates scaled by67.37/64.63 pending entrydollars.3 response-specific confirmed splits repaired once. {"n":1686,"corr":0.4569284164365753,"recent_corr":-0.41657179298281216,"worst":-16.202745527979015,"worst_date":"2020-03-16","p01":-4.128705344478528}. Recent252 correlation−.41657 versus full+.45693; worstjoint−16.20275 onMar16 2020,1%quantile−4.12871. Prior−16.23 small vintage difference not explained; preserve both vintages, no sizing inference. No true maximum loss implied. Own closed N0 so empirical winrate/slippage/halfKelly unavailable. Fixed one share maintained; optional doubling not needed. Counterexample structural regime change invalidates empiricaltail estimates.

Premises:1.FROcostedbaseline3517 naturalexits source https://runway.adityaperswal.workers.dev/data/stock-bars . TrainN48mean-1.678%/win22.92%;holdoutN11mean+.0637%/win36.36%;2026N6mean10.433%/win66.67%,compounded72.863%.2.NumPyseed91908,20000IIDtradebootstrap95%meanCItrain[-5.365,2.345]%,holdout[-5.751,6.444]%,recent[-.630,21.096]%;notfuturelossbounds. Pointavgwin/loss12.564/7.079%holdout,19.409/7.519%recent;halfKellyrisk0/.002536/.268768train/holdout/recent. Don'tselectrecentonlyforlargeallocation;normalrisk/capoverrides.3.252dailyreturncorrelationsFRO-STNG.70715,FRO-LPG.60907,LPG-BWLP.74201;SPY-FRO.14275. Severalshippingnamesarepartlyonebet,notindependentdiversification.4.query_tradesSupplyemptyafterSep17reset;pre-resetoperatorliquidationscannotcalibrateliveedge/slippage. Recentregimeimprovementisrealevidencebutretrospectivelyselected. Conclusion:retainFROwatch,notclaimnoedgebecauseCIcrosseszero.

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.