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.

Python uses 2540 complete adjusted OHLC observations Sep19 2016–Sep16 2026; rawfeed has2542timestamps,Sept17–18closesmissing. 2026 common-date log returns withDAX/LFUS N175: corrELG/DAX .352652,ELG/LFUS .418820,LFUS/DAX .290343. OLS ELG=a+b*DAX: b1.082706,a.001876274/day,R2 .124363; descriptive sample, no predictive alpha inference or causal attribution. US and German close times differ; DAX performanceindex and adjustedshares give imperfect comparability. Sep8–9 SKannouncementwindow ELG-.418988%,DAX-1.657904%,LFUS-.229342%; one observation, primarysupplierrelease07ETduringEuropeantrading, no independent event edge. DortmundSep16–17/18returns unavailable, notzero. RV20annualized42.28358%,historicalworstadjustedopeninggap-12.621354% notlossbound. Primary input https://query1.finance.yahoo.com/v8/finance/chart/ELG.DE ; sameendpointGDAXI/LFUS. Dividend events10/no splitsreturned; no independent fullcorporateaction audit. Budgetedresearch doesnot generalizeoneissuer toentire200mmindustry.

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/ .

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 SIP all/split OHLC,Sep21 vintage, completed Sep18;2 select endpoints Sep18 2021 onward with prewindow previous close;3 factor=allClose/splitClose; event if abs daily factor change>.001. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Through2025 XLE18 events mean split opening gap-.752930%,adjusted+.171235%,difference92.4165bp;ordinary1058 mean difference.08361bp. EEM9 events split-1.356927%,adjusted-.124978%,difference123.195bp;ordinary1067 difference.07104bp. 2026 already-seen chronological check:XLE2 events difference67.5283bp;EEM1 53.1497bp,too small for stable inference. All20 XLE detected dates match issuer exdates https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx . EEM dates not independently matched here. Conclusion dividend adjustment materially changes gap interpretation, not stop execution. Counterexample ordinary2026 XLE worst gap-5.78457% remains genuine price risk beyond the accounting effect. Selection by factor change makes difference partly mechanical; this is measurement audit,not causal return premium or backtest. No strategy fit or claim of unseen OOS.

Premises1 matched1254 daily gaps2021-09-21 to2026-09-18 per selectedETF, raw/split/all.2 Worst raw gaps EEM-5.739837%,QQQ-5.357103%,IWM-5.274746%; all-5.737169%,-5.357022%,-5.272192%.3 Largest raw/all differences1.839892pp,.353658pp,.512930pp. EEM largestDec20,2023 coincides issuer .748036distribution. IWM Sep15,2026 gap raw-.448057% vsall-.188048%, issuer.750436distribution. Raw twelve-month returns25.854300/22.279661/18.925028% versus adjusted28.311639/22.869016/20.131929%; top-three relative ordering unchanged. Conclusion dividends materially affect individual gaps/return levels but not measured worst gaps here. Counterexample distributions could dominate a calmer future sample; retain both series. Selected basket descriptive, not out-of-sample edge. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip adjustments raw,split,all; issuer originals in observations.

Question: could corporate-action basis change Monday selection? Premises:1 Same33 series (11 ETFs x raw/split/all) fetched from https://runway.adityaperswal.workers.dev/data/stock-bars using identical start/end/SIP.2 Provider https://docs.alpaca.markets/us/reference/stockbars defines all as split+dividend+spin-off and raw as unadjusted.3 Rule requires adjusted returns. Findings: all eligible ranking XLK20.034955%,XLE19.704288%,XLV12.444763%,XLF5.419049%; split-only19.737064/18.000057/11.537557/4.692775%, same ordering. Raw eligible XLV11.537557%,XLF4.692775%,XLK2.275285%,XLE.138153%, replacing XLE with XLF. Raw12m XLK-30.147736/XLE-28.536504 versus all+40.437523/+47.372061: splits create false losses. Eligibility unchanged across bases for all11. Dividend-inclusive minus split-only mean difference XLK.297891pp/XLE1.704231pp/XLV.907206pp; attribution to non-split adjustments, chiefly distributions, not verified individual dividend cash. Counterexample to dividend-driven selection claim: same top3 without dividend adjustments. Valid inference: splits material to membership; dividends material to levels but not today's membership. Soundness limited to same vendor, current vintage, not independent market verification or point-in-time backtest. Stop collecting additional generic adjustment sources: docs plus paired series answer the question; exact dividend amount remains separate unknown.

Premises: L20 held-apart2023–25 net trades,20bp per side; no own live closedtrades (N0), so no measured live slippage or winrate. IID20000 bootstrap means, selection/autocorrelation uncorrected. ATI N19 win42.105%,avgwin20.151%,avgloss6.471%,95%meanCI[-1.249,11.189]%;SEI N20 win35%,avgwin26.102%,avgloss10.057%,CI[-5.059,11.123]%. HalfKelly risk=.5*(p-(1-p)/(avgwin/avgloss)):LFUS.029794,ATI.117571,SEI.049780,VSH/UMC/PXS0. Divide riskbudget bylossfraction fornotional, thenfund/venue/gapcaps; values are not recommendedequityallocations. 2026 SEIvol80.119%,betaSPY2.694;LFUS–VSHcorr.70093 shows shared factor; PXSbeta.122 does not remove singleissuerloss. WorstobservedSEIgap−16.949%Jan27 2025, notmaximumpossible. Allstatistics observed. Positive CIs crosszero and businessregimechanges limit soundness. Source https://runway.adityaperswal.workers.dev/data/stock-bars . Noorder solelyfromKelly.

Premises: all13221 non-test listings from Nasdaq symbol directories attempted against completed SIP/all Aug1–Sep18 bars.12571 returned,12416 measurable;650 missing includes384 unsupported symbol formats and266 valid-format misses after bounded retry;155 histories too short. Thus broad attempt, not complete all-listing measurement. Filter nonETF,close>=2,20day mean dollarvolume>=1m yields3869,181prior20closebreakouts. 20day distribution P10-15.3606%,median-3.4636%,P90+8.1108%. Preferred/CEF classification can remain; current-listing survivorship and momentum-selection biases. UMC,PXS,SEI affordable breakout candidates; ATI/LFUS/VSH primary capacity candidates currently below frozen breakout. FEAM/PSIX prior research retained; speculative top percentage movers lack demonstrated supply rent. Separate19foreignstock+Brent scope covers Japan/Korea/Taiwan/Europe/India/Brazil, not all foreign listings: DBHiTek+40.5797%20d/−17.2572%60d strongest; prior data with unfinishedSep21 discarded. Eightcrypto completedSep20:AVAX+56.3908%20d,annualvol86.9035%,BTC+3.3058%20d. No demonstrated token claim on paid industrial scarcity, so no mandate-basedcryptoentry. Sources https://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt ; https://www.nasdaqtrader.com/dynamic/SymDir/otherlisted.txt ; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://query1.finance.yahoo.com/v8/finance/chart/000990.KS ; https://runway.adityaperswal.workers.dev/data/crypto-bars . Every measured screen row journaled in chunks; missing coverage named, not repaired beyond discovery allowance.

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.

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: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:1254 aligned adjusted daily returns; sample descriptive, selected basket not independent performance evidence. Five-year correlations QQQ/IWM .778152,QQQ/EEM .692313,IWM/EEM .649814; last60 .711375,.833309,.633538. IWM fall toSMA3.72733%,EEM7.36752%,QQQ8.27186%. Annual momentum can lag a new reversal; correlation rejects assumption of three independent bets, does not change fixed allocation. Empty own trade sample cannot estimate win rate, slippage or Kelly. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

Premises:1 Refreshed3768 unchanged adjusted series,1331 synchronized returns.2 Fixed equal slots constrained by260fund/249.845position cap.3 Stress assumes gap g=max(.10,2abs historical worst gap), plus.5%friction, after full stop distance r=2ATR/E. Common N=floorcents min(260/3,249.845,(.02*999.38-.01)/max[r+(1-r)*g+.005])=86.66; risk ceiling125.52531 is nonbinding. Source https://runway.adityaperswal.workers.dev/data/stock-bars. Historical worst gaps -6.256806/-5.793196/-2.639964%, stressg12.513612/11.586393/10%. Perlot stress13.792109/13.489460/11.106454 below19.9876; joint38.388023=3.841%equity, not guaranteed loss maximum. Total instrument loss86.66 exceeds2%, so gaps unbounded. Basket vol16.089109%,worstday-7.087094%,correlations.238532/.389867/.241683. Selected-today hindsight sample excludes extinct instruments, not unbiased strategy performance. No new information to justify repeated simulation: prior3650 regime/block sensitivity remains19.76–50.20%loss frequencies with staticbrackets, not live execution odds or Kelly inputs. Specific equal-weight mandate supersedes generic Kelly guidance; P90 is a quantile not90%success probability. Targetgrossprofit43.002165 if all targets reached, not expectation.

Premises:1 split-only daily bars https://runway.adityaperswal.workers.dev/data/stock-bars;2 paired open/priorclose minus1 with prewindow warmup;3 no imputed bars. Sep20 2021-Dec2025 N1076 correlation .354556 versus2026 N179 -.483819; both-negative26.487% versus11.173%. Prior N1075 omitted first eligible gap; revised warmup explains small training difference. Recent period already examined, not unseen holdout. Zero closed live trades means winrate, average win/loss, session slippage and empirical halfKelly unavailable. Negative recent correlation is not a hard hedge. Maintain mandated one share; no strategy retest.

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: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 raw split-normalized SIP OHLC https://runway.adityaperswal.workers.dev/data/stock-bars ;2 gap=open/priorclose-1, paired observations;3 dollar exposures67.37/64.31. Sep2021-Dec2025 N1075 gap correlation+.349289;2026 N179 -.483819. Dollar joint-gap1stpercentile -3.442735 training versus-2.640043 recent. These describe changing dependence; small recent sample cannot establish protection. Dividend mechanical gaps remain in raw prices and offsets not included. Missing first fetch-day gap excluded; no zeros imputed. N0 closed live trades: win rate, mean win/loss, session slippage and Kelly unidentified. Prior fixed premium accepted; nothing here refits or retests mandate. One share each; simultaneous10% gap costs13.168=1.3168%equity, not maximum loss. Two shares per slot exceed140book. Counterexample common risk-off shock can make both negative regardless average correlation.

Premises:1 Fresh adjusted synchronous returnsJune2021–Sep2026 from https://runway.adityaperswal.workers.dev/data/stock-bars .2 Basket selected today, so historical equal-weight diagnostics are selection-conditioned, NOT a strategy backtest or untouched holdout.3 Equity1000cap260 dictates86.66each absent tighterrisk. Python sample1331: annualized dailyvol16.0891%, worstbasketday-7.0871%, paircorrelations.238532/.389867/.241683. Selected ETF worstnegativeopen/priorclose gaps-6.256806/-5.793196/-2.639964%. g=max(.10,2absworstgap),r=2ATR/E; loss=N*(r+(1-r)*g+.005). Common N=floorcents min(260/3,250,19.99/max(lossfraction))=86.66. Stress13.7921/13.4895/11.1065 each<20; joint38.3880. Assumed.5%friction and gaps12.5136/11.5864/10%; arbitrary worse gaps can exceed2%equity, so this is not guaranteed maximum loss. Full premium is not at risk as for options; total loss of each ETF wouldcost86.66. Positive samplecorrelation refutes hedge guarantee. P90 target scenario basketgrossprofit43.0022 is neither expectancy nor probability forecast. Reuse recorded3650 MonteCarlo sensitivity (60kpaths, staticbrackets, recentvsolder sample); no new run since no new marketday and rounding/adjustment vintage supplies no independent evidence. Its19.76–50.20%lossfrequencies are not liveodds or Kelly inputs. No mandate revalidation.

Premises: aligned adjusted daily close returns Sep21 2021–Sep18 2026,1254 observations; correlations descriptive not causal or strategy validation. Five-year QQQ/IWM .778152,QQQ/EEM .692313,IWM/EEM .649814. Latest60 .711375,.833309,.633538 respectively: geographic labels do not remove common equity risk. IWM fall to SMA only3.72733%, EEM7.36752%, QQQ8.27186%; therefore IWM has weakest regime cushion despite annual20.13193%. No intramonth discretionary exit inferred; initial eligibility refreshed before entry, afterwards fixed stops/monthly rule. Source https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all . Selected-sample/descriptive inference; no live win probability or Kelly estimate from empty ledger.

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.

Source SIP/all daily https://runway.adityaperswal.workers.dev/data/stock-bars . 2026N179: LPG betaSPY.4719/corr.1391/annvol44.97%;BWLPbeta.3225/corr.1040/vol41.12%;CSTMbeta2.0005/corr.5441/vol48.73%. LPG-BWLPcorr.7668: low marketbeta does not make two shipowners independent. BaseLPGholdoutN17 win6/17,avgwin20.4379%,avgloss7.9172%,mean2.0905%,20kIIDbootstrap95%mean[-4.2318,8.8474]%; recentN8CI[-.1053,17.8982]. BWLPheldapartN8mean-2.2291%,CI[-6.9539,4.1100]. BinaryaveragepayoffhalfKellyrisk=.5*(p-(1-p)/(avgwin/avgloss)):LPG.0511419,BWLP0. Riskfraction mustbedividedbylossfractiontoconverttonotional,then capped—not51USDnotional. Sample andselectionuncertainty substantial; no liveclosedtrades tocalibrateslippage/probabilities. LPGworstobservedopen gap-22.275%Mar16 2020;BWLP-13.299%Apr4 2025;CSTM-19.625%Oct23 2024;corporateactionauditnotcomplete. These are descriptivebounds ofsample,notfuturelosslimits. Prior neutral; currentpositiveLPGcash/testevidenceupgradeswatch, notcounterfeitprobability; freshpaidQ4fixturesandsignal wouldjustifynewsize, route normalization andcashabsorptionweakenit. Noorder.

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.