Notes

A test of QTR9090000 had a lookback of 10, a target of 2, a slippage of 0.0005, and was managed. The period was a test. The return percentage was -5.02111994008998, the drawdown percentage was 27.247862672479116, and the sample was 222. The win probability was 0.5495495495495496, the average win percentage was 1.4912659127355696, and the average loss percentage was 1.8291627507384938. The expectancy percentage was -0.004422674414909376. The quarter Kelly was 0. The vectorbt final was 9497.888005990975. The reasons for trades were stop 112 times, time 42 times, breakeven 35 times, target 26 times, and target gap 7 times. The returns for the years were 6.896128739344354 in 2021, -6.859962703773414 in 2022, -11.855230711768904 in 2023, 1.7638338800762154 in 2024, and 6.350283913282184 in 2025. This is a full-capital normalized research portfolio, not an account projection. Vectorbt verifies the entire event equity against an independent cash ledger. Daily OHLC, or open, high, low, close, which are the prices at the start and end of a trading day and the highest and lowest prices during the day, continuous touch and adverse collision, which refer to the way trades are executed, cannot identify 15-minute fills, which are trades executed within a 15-minute time frame. Fractional half exits, which are partial sales of a position, and adjusted prices are research approximations. The historical window, which is the period of time used for analysis, was reused across past fund research, and there was a chronological holdout, which means that a portion of the data was set aside, for this frozen rule only. A news scan found the headline was not available, this is a raw script output. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

A test of QTR9090000 had a lookback of 10, a target of 1.5, a slippage of 0.0015, and was managed. The period was a test. The return percentage was -37.69669009590557, and the drawdown percentage was 43.0095579216833. There were 222 samples, with a win probability of 0.5495495495495496. The average win percentage was 1.305812586316079, and the average loss percentage was 2.0253084266703505. The expectancy percentage was -0.19469237448861915. The quarter Kelly was 0, and the vectorbt final was 6230.330990409399. The reasons for stops were: 104 for stop, 45 for target, 35 for breakeven, 29 for time, and 9 for target gap. The returns for the years were: 2021 had -6.578828328476538, 2022 had -11.488538629121425, 2023 had -16.681953291945696, 2024 had -9.830707893816271, and 2025 had 0.2925233689964779. This is a full-capital normalized research portfolio, not an account projection. Vectorbt verifies the entire event equity against an independent cash ledger. Daily OHLC, or open, high, low, close, is a type of financial data. Continuous touch and adverse collision are terms that refer to the way trades are executed. The data cannot identify 15-minute fills, and fractional half exits and adjusted prices are research approximations. The historical window was reused across past fund research, with a chronological holdout for this frozen rule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

A test of QTR9090000 had a lookback of 10, a target of 1.5, and a slippage of 0.0005, with managed set to true. The period was a test, which resulted in a return percentage of -2.873424117418222 and a drawdown percentage of 21.88904301496837. The sample size was 222, with a win probability of 0.5495495495495496. The average win percentage was 1.5086271781915401 and the average loss percentage was 1.8291627507384902. The expectancy percentage was 0.0051182011960310084 and the quarter Kelly was 0.0008481554074490638. The vectorbt final result was 9712.657588258156. The reasons for the results were: 104 stops, 45 targets, 35 breakevens, 29 time-related, and 9 target gaps. The yearly results were: 2021 had a return of 1.607574849725868, 2022 had a return of -3.732368419421772, 2023 had a return of -8.835527034948976, 2024 had a return of -1.1415502499449115, and 2025 had a return of 10.177340209378416. This is a full-capital normalized research portfolio, not an account projection. Vectorbt verifies the entire event equity against an independent cash ledger. The daily OHLC, or open, high, low, close, which refers to the prices of a security over a given period, used continuous touch and adverse collision, but could not identify 15-minute fills. Fractional half exits and adjusted prices are research approximations. The historical window was reused across past fund research, with a chronological holdout for this frozen rule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

A test of QTR9090000 had a lookback of 5, a target of 2, and a slippage of 0.0015, with managed set to true. The period was a test, which resulted in a return percentage of -30.60838635285108 and a drawdown percentage of 34.291101018683925. The sample size was 219, with a win probability of 0.547945205479452. The average win percentage was 1.3581621844578406 and the average loss percentage was 1.9731766003059112, resulting in an expectancy percentage of -0.14778548536686914. The quarter Kelly was 0. The vectorbt final result was 6939.161364714867. The reasons for the results were: stop at 111 times, time at 43 times, breakeven at 38 times, target at 22 times, and target gap at 5 times. The yearly returns were -5.1554814620838885 in 2021, -4.253855505472382 in 2022, -5.28169377896509 in 2023, -12.922522067412046 in 2024, and -7.352503039406888 in 2025. This is a full-capital normalized research portfolio, not an account projection. Vectorbt verifies the entire event equity against an independent cash ledger. The daily OHLC is continuous touch and adverse collision, but cannot identify 15-minute fills, and fractional half exits and adjusted prices are research approximations. The historical window is reused across past fund research, with a chronological holdout for this frozen rule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

A test of the QTR9090000 strategy was conducted with a lookback period of 5 days, a target of 2, and a slippage of 0.0005. The managed strategy was set to true. The test period showed a return percentage of 7.529636064255052 and a drawdown percentage of 17.695451458476306. The sample size was 219, with a win probability of 0.5525114155251142. The average win percentage was 1.5489653847268852 and the average loss percentage was 1.7960280711602061. The expectancy percentage was 0.05211899807421413 and the quarter Kelly criterion was 0.008411904905706452. The vectorbt final value was 10752.96360642542. The reasons for trades included 111 stops, 43 time-based trades, 38 breakeven trades, 22 target trades, and 5 target gap trades. The yearly returns were 3.569097556488754 in 2021, 4.553662485482968 in 2022, 3.2246191431342774 in 2023, -4.912419336412777 in 2024, and 1.1699758614958533 in 2025. This is a full-capital normalized research portfolio, not an account projection. Vectorbt verified the entire event equity against an independent cash ledger. The daily OHLC continuous touch and adverse collision could not identify 15-minute fills, and fractional half exits and adjusted prices are research approximations. The historical window was reused across past fund research, with a chronological holdout for this frozen rule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

A test of the QTR9090000 strategy found the following results: it had a return of -27.412784072288467 percent, a drawdown of 31.848898955562444 percent, and a win probability of 0.547945205479452. The average win was 1.3956566398879215 percent and the average loss was 1.97317660030591 percent. The strategy had an expectancy of -0.12724057828189275 percent. The quarter Kelly criterion was 0. The vectorbt final value was 7258.721592771103. The reasons for trades were: 104 stops, 41 targets, 38 breakevens, 29 time stops, and 7 target gaps. The yearly returns were: 2021 had a return of -9.575724080843905 percent, 2022 had a return of 1.4530726723529508 percent, 2023 had a return of -3.3536905856611954 percent, 2024 had a return of -13.306595788986852 percent, and 2025 had a return of -5.5637869206533015 percent. This is a full-capital normalized research portfolio, not an account projection. Vectorbt verifies the entire event equity against an independent cash ledger. The daily OHLC, or open, high, low, close, prices are continuous and touch, but cannot identify 15-minute fills. Fractional half exits and adjusted prices are research approximations. The historical window was reused across past fund research, with a chronological holdout for this frozen rule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

A test of QTR9090000 had a lookback of 3, a target of 2, a slippage of 0.0015, and was managed. The period was a test. The return percentage was -48.60108706823413, and the drawdown percentage was 49.078208060053704. There were 225 samples, with a win probability of 0.52. The average win percentage was 1.350008917560452, and the average loss percentage was 2.035598201882041. The expectancy percentage was -0.2750824997719447. The quarter Kelly was 0. The vectorbt final result was 5139.891293176538. The reasons for stops were: 123 due to stops, 39 due to time, 35 due to breakeven, 24 due to target, and 4 due to target gap. The returns for each year were: 2021 had a return of -19.77584279508666, 2022 had a return of -16.816823077388243, 2023 had a return of 4.845641283599722, 2024 had a return of -18.778632296479834, and 2025 had a return of -9.553328538558715. This is a full-capital normalized research portfolio, not an account projection. Vectorbt, a backtesting tool, verifies the entire event equity against an independent cash ledger. Daily OHLC, or open, high, low, close, data is used, but cannot identify 15-minute fills due to continuous touch and adverse collision. Fractional half exits and adjusted prices are research approximations. The historical window is reused across past fund research, with a chronological holdout for this frozen rule only. A news scan found the headline, but it is not provided here, this is a raw script output. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

A full-capital normalized research portfolio, not an account projection, was tested. The test had a lookback of 3, a target of 2, a slippage of 0.0005, and was managed. The period of the test was a test period. The return percentage was -19.3904192309455, the drawdown percentage was 29.423330614453903, and the sample size was 225. The win probability was 0.52, the average win percentage was 1.552911990645975, and the average loss percentage was 1.8394731261162218. The expectancy percentage was -0.07543286539987953. The quarter Kelly was 0, and the vectorbt final was 8060.95807690537. The reasons for the results were: 123 stops, 39 time-related, 35 breakeven, 24 target, and 4 target gap. The yearly returns were: 2021 had a return of -12.571197649678457, 2022 had a return of -9.164950188317588, 2023 had a return of 14.719415636254652, 2024 had a return of -10.951740773413865, and 2025 had a return of -0.6389174619807036. Vectorbt verifies the entire event equity against an independent cash ledger. The test used daily OHLC, which is the high, low, open, and close of a security, and continuous touch, which means the price was continuously updated, but it could not identify 15-minute fills, so fractional half exits and adjusted prices are research approximations. The historical window was reused across past fund research, and there was a chronological holdout for this frozen rule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

A test of QTR9090000 had a lookback of 3, a target of 1.5, a slippage of 0.0015, and was managed. The period was a test. The return percentage was -45.81957007087239, and the drawdown percentage was 46.322511066906955. There were 225 samples, with a win probability of 0.52. The average win percentage was 1.3941282054574626, and the average loss percentage was 2.035598201882043. The expectancy percentage was -0.25214047006550006. The quarter Kelly was 0. The vectorbt final result was 5418.042992912734. The reasons for stops were: 114 stops, 39 targets, 35 breakevens, 26 time stops, and 11 target gaps. The yearly returns were: 2021 had a return of -21.661419014315452, 2022 had a return of -14.01779110571465, 2023 had a return of 6.137142136057849, 2024 had a return of -18.073610246089235, and 2025 had a return of -7.494630644957379. This is a full-capital normalized research portfolio, not an account projection. Vectorbt verifies the entire event equity against an independent cash ledger. Daily OHLC, or open, high, low, close, is a type of financial data. Continuous touch and adverse collision are terms that refer to the way trades are executed. The data cannot identify 15-minute fills, and fractional half exits and adjusted prices are research approximations. The historical window was reused across past fund research, with a chronological holdout for this frozen rule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

A test of QTR9090000 had a lookback of 3, a target of 1.5, a slippage of 0.0005, and was managed. The period was a test. The return percentage was -15.028130103216576, and the drawdown percentage was 30.598907618493044. There were 225 samples, with a win probability of 0.52. The average win percentage was 1.597119605511995, and the average loss percentage was 1.8394731261162252. The expectancy percentage was -0.05244490566955085. The quarter Kelly was 0, and the vectorbt final was 8497.18698967831. The reasons for trades were: 114 stops, 39 targets, 35 breakevens, 26 time, and 11 target gaps. The returns by year were: 2021 had -14.626110737345076, 2022 had -6.108440230685142, 2023 had 16.132542794177795, 2024 had -10.178779321536025, and 2025 had 1.622685403241042. This is a full-capital normalized research portfolio, not an account projection. Vectorbt verifies the entire event equity against an independent cash ledger. Daily OHLC, or open, high, low, close, which are the prices of a security over a given time period, is used for continuous touch and adverse collision, but cannot identify 15 minute fills. Fractional half exits and adjusted prices are research approximations. The historical window was reused across past fund research, with a chronological holdout for this frozen rule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

A research portfolio had a lookback of 5, a target of 1.5, and a slippage of 0.0005. The period was forward and the portfolio was managed, meaning it was actively controlled. The return percentage was 10.789248971576026 and the drawdown percentage was 6.61970945675473. There were 35 samples, with a win probability of 0.6857142857142857. The average win percentage was 1.3326076064494985 and the average loss percentage was 1.9265552735026028. The expectancy percentage was 0.30829927275026664. A news scan found the headline is not applicable here, instead, a quarter Kelly criterion, a measure of optimal bet size, was 0.05783759436351946. The vectorbt final result was 11078.92489715759. The reasons for trades were: stop loss, 14 times; breakeven, 9 times; target, 8 times; time, 3 times; and target gap, 1 time. In the year 2026, the return percentage was 10.789248971576026. This is a full-capital normalized research portfolio, not an account projection. Vectorbt, a backtesting tool, verifies the entire event equity against an independent cash ledger. The daily open, high, low, and close, or OHLC, data is continuous, but cannot identify 15-minute fills, so fractional half exits and adjusted prices are research approximations. The historical window was reused across past fund research, with a chronological holdout for this frozen rule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

A research portfolio had a 39.96983495286042 percent return and an 8.674158139412992 percent drawdown. The lookback period is 5, which means the system looks back at the last 5 events to make decisions. The target is 1.5, which is the desired profit. Slippage is 0.0005, which is a small amount of money lost due to less-than-ideal trade timing. The system is not managed, meaning it runs automatically. The win probability is 0.6857142857142857, or about 68 percent. The average win is 2.19947912344991 percent and the average loss is 1.6359066382048224 percent. The expectancy is 0.9940721697869942 percent, which is a measure of the system's potential for profit. The quarter Kelly is 0.11298949819398373, which is a measure of how much to bet. The vectorbt final result is 13996.983495286033. The reasons for the results are based on 35 time periods. The results are for the year 2026, with a return of 39.96983495286044 percent. This is a full-capital normalized research portfolio, not a projection of an actual account. The vectorbt system verifies the results against an independent cash ledger. The results are based on daily high, low, open, and close prices, and are continuous and touch the adverse collision, but cannot identify 15-minute fills. The fractional half exits and adjusted prices are approximations. The historical window is reused from past research, and the holdout is chronological for this frozen rule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

A news scan found the following data: lookback is 5, target is 1.5, slippage is 0.0005, and managed is true. The period is test. The return percentage is 12.481559390065588, drawdown percentage is 19.178826632538858, sample is 219, win probability is 0.5525114155251142, average win percentage is 1.5862244122917777, average loss percentage is 1.7960280711602088, expectancy percentage is 0.07270503613518095, quarter kelly is 0.01145881937823301, and vectorbt final is 11248.155939006509. Reasons for trades include stop at 104 times, target at 41 times, breakeven at 38 times, time at 29 times, and target gap at 7 times. The returns by year are 2021 at -1.2577553398408714, 2022 at 10.785560863044473, 2023 at 5.325769419946624, 2024 at -5.33182331833888, and 2025 at 3.123232803065701. This is a full-capital normalized research portfolio, not an account projection. Vectorbt verifies the entire event equity against an independent cash ledger. Daily OHLC, or open, high, low, close, is a type of market data, and continuous touch and adverse collision are trading strategies, but they cannot identify 15-minute fills. Fractional half exits and adjusted prices are research approximations. The historical window is reused across past fund research, with a chronological holdout for this frozen rule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

A test of QTR9090000 had a lookback of 5, a target of 1.5, and a slippage of 0.0005, and it was not managed. The period of the test had a return percentage of 5.506276925102349 and a drawdown percentage of 32.154492518126965. The sample size was 219, with a win probability of 0.547945205479452. The average win percentage was 2.3086207067727176 and the average loss percentage was 2.6229487299582943. The expectancy percentage was 0.07928109838746565 and the quarter Kelly was 0.00858533172587439. The vectorbt final result was 10550.627692510181. The reasons for the results were based on time, with 219 time periods considered. The yearly returns were 17.555219237760223 in 2021, -17.779409986678264 in 2022, 12.300994549576117 in 2023, 2.5599976586681006 in 2024, and -5.224913683076449 in 2025. This was a full-capital normalized research portfolio, not an account projection. Vectorbt verified the entire event equity against an independent cash ledger. The daily OHLC, or open, high, low, and close prices, were used in a continuous-touch and adverse collision strategy, but could not identify 15-minute fills. Fractional half exits and adjusted prices were used as research approximations. The historical window was reused across past fund research, with a chronological holdout for this frozen rule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

A full-capital normalized research portfolio, not an account projection, was analyzed. The portfolio had a lookback period of 5 days, a target of 1.5, and a slippage of 0.0005. The portfolio was managed, meaning it was actively controlled. The period of analysis was the training period. The return percentage was -6.786169144108467, and the drawdown percentage was 28.87913447217002. The sample size was 219. The win probability was 0.5296803652968036. The average win percentage was 1.2918659205613918, and the average loss percentage was 1.4892365755847583. The expectancy percentage was -0.01614118949821297. The quarter Kelly criterion, a measure of risk, was 0. The final vectorbt value was 9321.38308558911. The reasons for trades were: stop loss 103 times, target reached 38 times, time expiration 37 times, breakeven 37 times, and target gap 4 times. The yearly returns were: 2016 -6.488625913214707, 2017 -11.238119385883005, 2018 -4.014194298051255, 2019 -0.5454962826797471, and 2020 17.640795784197994. Vectorbt, a backtesting tool, verified the entire event equity against an independent cash ledger. The analysis used daily open, high, low, and close prices, and continuous touch, which means the price was constantly updated, but could not identify 15-minute fills due to limitations. Fractional half exits and adjusted prices were used as research approximations. The historical window was reused from past fund research, and a chronological holdout was used for this frozen rule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

A research portfolio had a lookback of 5, a target of 1.5, and a slippage of 0.0005. The period was for training, and the results showed a return percentage of -6.6046, a drawdown percentage of 55.0734, and a sample size of 219. The win probability was 0.5434, with an average win percentage of 1.9476 and an average loss percentage of 2.2487. The expectancy percentage was 0.0315, and the quarter Kelly was 0.0040. The vectorbt final result was 9339.5442. The reasons for the results were based on time, with 219 time periods considered. The yearly results were 7.3803 for 2016, -5.6855 for 2017, 6.9745 for 2018, 21.7312 for 2019, and -29.1825 for 2020. Note that this is a full-capital normalized research portfolio, not an account projection. Vectorbt verified the entire event equity against an independent cash ledger. The results are based on daily OHLC data, with continuous touch and adverse collision, but cannot identify 15-minute fills. Fractional half exits and adjusted prices are research approximations. The historical window was reused from past fund research, with a chronological holdout for this frozen rule only. https://runway.adityaperswal.workers.dev/data/stock-bars ; QTR9090000 preregistration note1253; research/reversal.py

A news scan found the data line for the SPY fund, which was retrieved on September 9 at 00:03 UTC. The data includes 2685 sessions, starting from January 4, 2016, and ending on September 8, 2026. The closing price was 765.96, with a mean volume of 36,653,038.8 over 20 days, and a dollar volume proxy of 28,171,092,998.44. The price range over 20 days was 4.47. Each symbol has 2685 aligned sessions, with no duplicate timestamps and valid positive high, low, open, and close, and volume checks. The data provider starts in January 2016, despite a request for November 2015, and the 2016 warmup period was omitted. The data only includes exact common calendar days and does not account for independent New York Stock Exchange holiday audits. The high, low, open, and close prices were adjusted for research, and the dollar volume is a proxy calculated by multiplying the close price by the volume, which is not the actual volume-weighted average price or national best bid and offer, and no executable quote is inferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&start=2015-11-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all

A news scan found the following data: Retrieved on September 9 at 00:03 UTC, the data for XLY includes 2685 bars, with the first bar on January 4, 2016, at 05:00:00 UTC and the last bar on September 8, 2026, at 04:00:00 UTC. The close price is 113.99, the mean volume over 20 days is 5,169,099.55, and the dollar volume proxy over 20 days is 603,716,106.31. The range over 20 days is 1.1907949999999992. Each symbol has 2685 aligned sessions with no duplicate timestamps and valid positive open, high, low, and close, or volume checks. The data provider starts in January 2016, despite a request for November 2015, and the 2016 warmup period is omitted. The data is based on exact common calendar dates only and does not include an independent New York Stock Exchange holiday audit. The adjusted open, high, low, and close research coordinates are used, and the dollar volume is a proxy calculated as close price multiplied by volume, which is not the actual volume-weighted average price or national best bid and offer, and no executable quote is inferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLY&timeframe=1Day&start=2015-11-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all

A news scan found the data line: Retrieved on September 9 at 00:03 UTC, the following information was provided for the XLV symbol: it has 2685 data points, starting from January 4, 2016, and ending on September 8, 2026, with a closing price of 167.13. The average volume over 20 days was 7,595,354, and the dollar volume proxy over 20 days was 1,302,317,749.668, with a price range of 2.16387 over 20 days. Each of the 2685 data points represents a unique trading session, with no duplicate timestamps and valid checks for positive open, high, low, and close prices, as well as volume. The data provider started in January 2016, even though the request was for November 2015, and the 2016 warm-up period was omitted. The data includes all common calendar days, but does not account for independent NYSE holiday audits. The high, low, open, and close prices have been adjusted for research purposes, and the dollar volume is a proxy calculated by multiplying the close price by the volume, rather than the actual volume-weighted average price or national best bid and offer, and no executable quote is inferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLV&timeframe=1Day&start=2015-11-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all

A news scan found the data line for XLU: it was retrieved on September 9 at 00:03 UTC. The data includes 2685 bars, starting from January 4, 2016, and ending on September 8, 2026. The close price is 43.45, the average volume over 20 days is 19,816,146.35, and the dollar volume proxy over 20 days is 857,359,848.82. The range over 20 days is 0.550785. Each of the 2685 sessions has a unique timestamp and valid price and volume checks. The data provider started in January 2016, even though it was requested to start in November 2015, and the 2016 warm-up period was omitted. The data only includes common calendar days and does not account for independent NYSE holiday audits. The high, low, open, and close prices have been adjusted for research, and the dollar volume is a proxy calculated by multiplying the close price by the volume, but it is not the actual volume-weighted average price or national best bid and offer. No executable quote is inferred from this data. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLU&timeframe=1Day&start=2015-11-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all

A data scan found the following information: as of September 9, 00:03 UTC, the XLP data included 2685 bars, with the first bar on January 4, 2016, at 05:00:00Z and the last bar on September 8, 2026, at 04:00:00Z. The closing price was 84.02, the mean volume over 20 days was 9,174,830.3, and the dollar volume proxy over 20 days was 784,310,950.0645001. The range over 20 days was 0.8247499999999988. Each symbol had 2685 aligned sessions, with no duplicate timestamps and valid positive open, high, low, and close checks, which are basic checks to ensure the data is accurate, where open, high, low, and close refer to the prices of a security at the start, highest point, lowest point, and end of a trading period. The data provider started in January 2016, despite a request for data from November 2015, and the 2016 warm-up period was omitted. The data included exact common calendar dates only and did not account for independent New York Stock Exchange holiday audits. The high, low, open, and close prices were adjusted for research purposes, and the dollar volume was calculated as the close price multiplied by the volume, which is a proxy and not the actual volume-weighted average price or national best bid and offer, which are measures of the average price of a security and the best available prices to buy and sell a security. No executable quote was inferred from the data. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLP&timeframe=1Day&start=2015-11-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all

A data scan found the following information: as of September 9, 00:03 UTC, the XLK data included 2685 bars, with the first bar on January 4, 2016, at 05:00:00 UTC and the last bar on September 8, 2026, at 04:00:00 UTC. The closing price was 187.87, the average volume over 20 days was 6,080,595.05, and the dollar volume proxy over 20 days was 1,129,317,908.19. The range over 20 days was 2.50. Each symbol had 2685 aligned sessions, with no duplicate timestamps and valid positive open, high, low, and close checks, as well as volume checks. The data provider started in January 2016, despite a request for November 2015, and the 2016 warm-up period was omitted. The data only included exact common calendar days, not independent NYSE holiday audits. The high, low, open, and close prices were adjusted for research, and the dollar volume was calculated as close price multiplied by volume, which is a proxy and not the actual volume-weighted average price or national best bid and offer, and no executable quote was inferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLK&timeframe=1Day&start=2015-11-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all

A data scan found the following information: as of September 9, 00:03 UTC, the XLI data had 2685 bars, with the first bar on January 4, 2016, at 05:00:00 UTC and the last bar on September 8, 2026, at 04:00:00 UTC. The close price was 174.42, the mean volume over 20 days was 6,447,629.05, and the dollar volume proxy over 20 days was 1,152,533,015.81. The range over 20 days was 2.0967. Each symbol had 2685 aligned sessions, with no duplicate timestamps and valid positive open, high, low, and close checks, as well as volume checks. The data provider started in January 2016, despite a request for November 2015, and the 2016 warmup period was omitted. The data pagination was exhausted, and only exact common calendar days were used, without an independent New York Stock Exchange holiday audit. The high, low, open, and close prices were adjusted for research, and the dollar volume was calculated as close price multiplied by volume, which is a proxy and not the actual volume-weighted average price or national best bid and offer, and no executable quote was inferred. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLI&timeframe=1Day&start=2015-11-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all

A news scan found the data for XLF, which is a financial stock ticker. The data was retrieved on September 9 at 00:03 UTC. It includes 2685 data points from January 4, 2016, to September 8, 2026. The last closing price was 57.3. The average volume over 20 days was 28,268,068.15, and the dollar volume proxy over 20 days was 1,633,924,599.48. The price range over 20 days was 0.5395800000000002. Each of the 2685 data points has a unique timestamp and valid price and volume information. The data provider started giving information in January 2016, even though it was requested to start in November 2015, so the first part of 2016 was not used. The data only includes days when the stock market was open, and does not account for New York Stock Exchange holidays separately. The high, low, open, and close prices have been adjusted for research. The dollar volume is an estimate based on the closing price and volume, and is not the actual volume-weighted average price or national best bid and offer. This data does not include any information about executable quotes. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&start=2015-11-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all

A news scan found the data line for XLE: it was retrieved on September 9 at 00:03 UTC. The data includes 2685 bars, starting from January 4, 2016, and ending on September 8, 2026. The closing price was 64.77. The average volume over 20 days was 25,412,172.9 and the dollar volume proxy over 20 days was 1,605,863,283.72. The range over 20 days was 0.975475. Each symbol has 2685 aligned sessions with no duplicate timestamps and valid positive open, high, low, and close checks, which are used to verify the quality of the data, where open, high, low, and close refer to the prices at the start, highest point, lowest point, and end of a trading session. The data provider starts in January 2016, even though the request was for November 2015, and the 2016 warmup period was omitted. The data only includes exact common calendar dates and does not account for independent New York Stock Exchange holiday audits. The high, low, open, and close prices were adjusted for research purposes, and the dollar volume was calculated as the close price multiplied by the volume, which is a proxy and not the actual volume-weighted average price or national best bid and offer, and no executable quote was inferred from this data. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&start=2015-11-01T00:00:00Z&end=2026-09-08T23:40:00Z&feed=sip&adjustment=all