Notes

A trade was filled at 13:51 UTC for the XLV stock at a price of $86.65, with a quantity of 0.514414286, using a fractional market order. The Average True Range over 20 periods, or ATR20, which measures price volatility, was 2.1585. The adjusted signal mean, which is a calculated value used to make trading decisions, was 12.444763%. The stop loss, which is the price at which to automatically sell the stock to limit losses, was set at 164.13, and the target price, which is the desired sale price, was set at 186.34. https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=XLV&feed=iex

A trade was made at 13:51 UTC, which is a time during regular trading hours. The trade was filled at a price of $86.65, with a quantity of 1.372608034, which is a fractional amount of a share. The average true range over 20 days, or ATR20, is 1.2580, which is a measure of price volatility. The adjusted signal mean is 19.704288%, which is a calculation used to determine the strength of a trend. A stop loss was set at $60.61 and a target price was set at $76.15. The total amount of XLE shares in the account remains below the 25% cap, with a trend following lot size, which is a strategy used to manage risk. https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=XLE&feed=iex

A trade was made for the XLK fund at 13:51 UTC, which is during regular trading hours. The trade was filled at a price of $86.65, using a fractional market order for a quantity of 0.450959166. The Average True Range over 20 periods, or ATR20, which measures price volatility, was 3.1405. The adjusted signal mean, which is a calculation used to determine the strength of a trend, was 20.034955%. The stop loss, which is the price at which the trade will be automatically closed to limit losses, was set at 185.87. The target price, which is the price at which the trade will be automatically closed to take profits, was set at 227.45. https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=XLK&feed=iex

At 86.66 each, there is a potential gap loss for XLK, XLE, and XLV of 13.7921094, 13.4894596, and 11.1064541 respectively, with a joint loss of 38.3880231 and a common risk ceiling of 125.5102307. The model uses a calculation called ATR, which stands for Average True Range, a measure of volatility, and assumes a value of 2 times the ATR divided by the adjusted close price. It also uses a value called g, which is the maximum of 0.10 and 2 times the absolute worst historical gap between the adjusted open and prior close prices. The potential loss is calculated as N times the sum of the ATR, g, and 0.005, but this is not a guaranteed loss bound. The target scenario shows potential dollar gains of 15.9207452, 17.8722218, and 9.2091978, and gross returns of 5.539238, 5.240273, and 4.129368, but these are not probabilities or actual outcomes. The account has a 2% value of 19.9852, the position has a 25% value of 249.815, and the fund has a value of 260. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line was accessed on September 21, 2026, from a direct issuer workbook in XML format. The newest listed rows for the sectors represented by XLK, XLE, and XLV, excluding any records from June 22, show that the amounts to be paid on June 24, 2026, are 0.227918, 0.384876, and 0.656252 respectively. A distribution amount for September is not present in the retrieved rows, but this absence does not prove that there will be no distribution. The differences of 0.22, 0.38, and 0.64 can be compared for diagnostic purposes only and do not assert any payout. https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx

On September 21, the list_jobs verifies that 281 jobs are active, with 26 remaining, and the last exit was at 02:31 UTC with an END of 11/11. The next run is scheduled for September 22 at 02:31. The script cutoff is now 1826 days, which gives a start date of September 21, 2021, with 1254 rolling 60-day endpoints. The P90 values are XLK 0.1837802423, XLE 0.2064166492, and XLV 0.1063103161. The trading calculation is anchored to the last five calendar years, with the latest completed session being September 18, which has 1255 endpoints, and values of 0.1837150384, 0.2062338076, and 0.1062681488. The difference is due to the window convention, not new price evidence. The target convention of 455 will be preserved and recomputed from the completed session. Note that the collector is for research purposes only. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'Accessed Sep 21'. The issuer schedule version 2026.09.02, page 3, groups all 11 sectors with an ex-date of September 21 and a record date of September 21, and a pay date of September 23. This means that any purchases made on or after the ex-date, which is a date when a stock no longer includes a recently declared distribution, do not receive the latest declared distribution. The schedule does not include any amounts. The issuer is the primary source of this information, but also publishes products related to it, however, it is not recommended to infer the next dividend amount from the difference between the raw and adjusted close prices. https://www.ssga.com/library-content/products/fund-data/etfs/us/distribution/SPDR_Dividend_Distribution_Schedule.pdf

A news scan found the headline 'Accessed Sep 21 2026 primary provider documentation'. This documentation explains how the provider handles corporate actions, which are events that affect a company's stock. The provider has different types of adjustments: raw unadjusted, which means no changes are made; split, which handles forward and reverse splits, meaning when a company divides or combines its shares; dividend, which handles cash dividends, or payments made to shareholders; and all, which includes splits, dividends, and spin-offs, which is when a company creates a new company from one of its divisions. The asof, or as of, mapping shows the identity of the ticker symbol, not the adjustment made at a specific point in time. This information is used in a cross-basis experiment, called experiment 33, which is a statistical analysis. https://docs.alpaca.markets/us/reference/stockbars

A news scan found the report that on September 21, 2026, a system checked the utility sector, specifically the XLU symbol, which had 1332 completed bars from June 2021 to September 18, 2026. The system used a simple mean true range, or average of price changes, over 20 periods, known as ATR20, which was 0.6305. It also looked at the average price over 200 periods, known as sma200, which was 43.89875 for XLU. The system found that the close price on September 18, 2026, at 04:00 UTC was 40.8. The system calculated various returns, including r21 at -0.06636155606407335, r63 at -0.07587768969422426, r126 at -0.10506690063610458, and r252 at 0.001718634912840633. The average return was -0.06139687787039039. The system also calculated the p90, or 90th percentile, at 0.10248819951417007, with 1255 endpoints within 5 calendar years of September 18. The worst gap was -0.02020202020202022. The system decided the trade was not eligible. The system compared different adjustment methods, including all, split, and raw, with the following results: for all, close was 40.8, average return was -0.06139687787039039, and sma200 was 43.89875; for split, close was 41.1, average return was -0.07264904289789761, and sma200 was 44.5534; for raw, close was 41.1, average return was -0.19443403414128588, and sma200 was 45.21065000000001. The system did not execute a trade. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLY 04UTC completed SIP sector signal and adjustment comparison'. Accessed on 2026-09-21, 1332 completed bars from June 2021 to September 18, 2026, with an adjustment set to all, using a simple mean true range of 20, known as ATR. The 90th percentile endpoints are within 5 calendar years of September 18, with a planned but not executed number of 1255. The data shows the following information for the symbol XLY: it had 1332 bars, a date of 2026-09-18T04:00:00Z, a close price of 110.79, and various return rates, including -0.06372010479168422 for 21 days, -0.05039856004114163 for 63 days, 0.016235553109521295 for 126 days, and -0.07358474788861946 for 252 days. The average return rate was -0.042866964902981, the simple moving average for 200 days was 116.32100000000003, the average true range for 20 days was 1.5020000000000018, the highest price in 20 days was 118.53, the 90th percentile was 0.14890879842478497, and the worst gap was -0.05426125049780972. The data also includes basis sensitivity information for the symbol XLY, with three different bases: all, split, and raw, each with its own close price, average return rate, simple moving average for 200 days, eligibility, and 252-day return rate. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLC 04UTC completed SIP sector signal and adjustment comparison'. Accessed on 2026-09-21, 1332 completed bars from June 2021 to September 18, 2026, with an adjustment set to all, using a simple mean true range of 20, referred to as ATR, which is a measure of price volatility. The 90th percentile endpoints were within 5 calendar years of September 18, with a planned but not executed action, and a value of N1255. The data provided includes the symbol XLC, with 1332 bars, a date of 2026-09-18T04:00:00Z, a close price of 110.45, and various return rates, including r21 of -0.0045065344749887215, r63 of 0.015072144104402163, r126 of -0.014894755618979683, and r252 of -0.05574078823629991. The average return was -0.015017483556466538, with a simple moving average of 200, or sma200, of 113.25389999999999, and an average true range of 20, or atr20, of 1.600999999999999. The highest price in the last 20 days, or high20, was 114.88, with a p90 value of 0.13793319496275078, and a p90_n value of 1255. The worst gap was -0.05753803596127238, and the eligible status was false, with a rank of null and a size of 0. Additionally, basis sensitivity data was provided, including all, split, and raw bases, with their respective close prices, average returns, sma200 values, eligible statuses, and r252 values. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLRE 04UTC completed SIP sector signal and adjustment comparison'. On September 21, 2026, an analysis of 1332 bars of data for the XLRE symbol from June 2021 to September 18, 2026, was completed. The analysis used a simple mean true range, or average of price movements, over 20 periods, known as ATR20, which was 0.499. The analysis also looked at the average price, or close, of 42.18, and the simple moving average over 200 periods, or SMA200, of 42.4204. The results showed a return over 252 periods, or r252, of 0.0469, and a return over 21 periods, or r21, of -0.054. The analysis also calculated a basis sensitivity, which is a measure of how much the results change when using different methods, and found that the symbol was not eligible for adjustment. The data included: a high price over 20 periods, or high20, of 45.09, a percentage change over 90 periods, or p90, of 0.109, and a worst gap, or worstgap, of -0.026. The analysis used three different methods: all, split, and raw, and found that the symbol was not eligible for adjustment under any of them. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLP 04UTC completed SIP sector signal and adjustment comparison'. Accessed on 2026-09-21, 1332 completed bars from June 2021 to September 18, 2026, with an adjustment set to all, using a simple mean true range of 20, referred to as ATR. The 90th percentile endpoints were within 5 calendar years of September 18, with a planned but not executed action for N1255. The details include the symbol XLP, 1332 bars, a date of 2026-09-18 at 04:00:00Z, a close price of 82.26, and various return rates: r21 at -0.043154588810049965, r63 at 0.0008516851198443476, r126 at 0.02287988062670987, and r252 at 0.06059824651882417. The average return was 0.010293805863832106, the simple moving average of 200 at 82.42635, the average true range of 20 at 0.8854999999999983, the high of the last 20 at 86.89, the 90th percentile at 0.0765089488016883, and the worst gap at -0.02376211336784806. The eligibility was false, with a rank of null and a size of 0. Basis sensitivity comparisons were also made for all, split, and raw bases, with details including symbol, basis, close price, average return, simple moving average of 200, eligibility, and 252-day return rate. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLI 04UTC completed SIP sector signal and adjustment comparison'. Accessed on 2026-09-21, 1332 completed bars from June 2021 to September 18, 2026, with an adjustment set to all and an Average True Range (ATR) simple mean of 20, referred to as TR20. The 90th percentile (P90) endpoints were within 5 calendar years of September 18, with a value of 1255. A planned action was not executed. The data included the symbol XLI, with 1332 bars, a date of September 18, 2026, at 04:00:00Z, a close price of 169.3, and various return rates, including -0.067 for 21 days, -0.059 for 63 days, 0.040 for 126 days, and 0.138 for 252 days. The average return was 0.013, the simple moving average for 200 days was 170.69, the ATR for 20 days was 2.39, and the highest price in 20 days was 180.75. The P90 value was 0.121, and the worst gap was -0.034. The data also included basis sensitivity for the symbol XLI, with three different bases: all, split, and raw, each with its own close price, average return, simple moving average for 200 days, eligibility, and 252-day return rate. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLB 04UTC completed SIP sector signal and adjustment comparison'. Accessed on 2026-09-21, 1332 completed bars from June 2021 to September 18, 2026, with an adjustment set to all, using a simple mean true range of 20, referred to as ATR. The true range is a measure of volatility. The planned action was not executed. The data for the symbol XLB includes: 1332 bars, a date of 2026-09-18T04:00:00Z, a close price of 49.76, and various return rates, including -0.04820198928844688 for 21 days, -0.03152977812378366 for 63 days, 0.05580309781455539 for 126 days, and 0.12021611886537586 for 252 days. The average return is 0.02407186231692518, the simple moving average of 200 days is 49.94445, and the average true range of 20 days is 0.7849999999999995. The highest price in the last 20 days is 53.94, the 90th percentile is 0.10242204395726381, and the number of days to reach this percentile is 1255. The worst gap is -0.032136105860113395, and the symbol is not eligible. The rank and size are null and 0, respectively. Basis sensitivity comparisons are also provided for all, split, and raw bases, with their respective close prices, averages, simple moving averages, eligibility, and 252-day return rates. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about XLF 04UTC completed SIP sector signal and adjustment comparison. Accessed on 2021-09-21, 1332 completed bars from June 2021 to September 18, 2026, with an adjustment for all data. The average true range, or ATR, was calculated using a simple mean over 20 periods, referred to as TR20. The 90th percentile, or P90, endpoints were within 5 calendar years of September 18, with a value of 1255. A planned action was not executed. The data for the symbol XLF included 1332 bars, with a close price of 55.66 on September 18, 2026, at 04:00:00Z. The returns for 21, 63, 126, and 252 periods were -0.028282122905027962, 0.046240601503759304, 0.1499999999999999, and 0.04880346711889949, respectively. The average return was 0.054190486429407686, and the simple moving average over 200 periods, or sma200, was 53.26344999999999. The average true range over 20 periods, or atr20, was 0.7054999999999996, with a high of 58.39 over the same period. The P90 value was 0.11839449899401085, and the worst gap was -0.03914373088685008. The data also included basis sensitivity for the symbol XLF, with three different bases: all, split, and raw. The close prices for these bases were 55.66, 55.86, and 55.86, respectively. The average returns for these bases were 0.054190486429407686, 0.04692774806689609, and 0.04692774806689609, respectively. The sma200 values were 53.26344999999999, 53.6913, and 53.6913, respectively. The returns over 252 periods, or r252, were 0.04880346711889949, 0.032914201183432024, and 0.032914201183432024, respectively. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the report that on September 21, 2026, an automated trading fund manager completed a SIP sector signal and adjustment comparison for XLV. The analysis used 1332 completed bars from June 2021 to September 18, 2026, with an adjustment set to all, and a simple mean true range of 20, referred to as ATR, which is a measure of price volatility. The analysis also considered the 90th percentile, or P90, endpoints within 5 calendar years of September 18, with a value of 1255. Although planned, the trade was not executed. The data included the symbol XLV, 1332 bars, a date of September 18, 2026, a close price of 167.75, and various return rates, including -0.041483343808925155 for the 21-day period, 0.13206910514239434 for the 63-day period, 0.15841447413852627 for the 126-day period, and 0.2487902925630907 for the 252-day period. The average return was 0.12444763200877154, the simple moving average for 200 days was 154.58825000000002, and the average true range for 20 days was 2.1585000000000036. The highest price in the last 20 days was 175.15, the 90th percentile was 0.10626814878798006, and the worst gap was -0.026399635867091376. The trade was eligible, with a rank of 3, a size of 86.66, a stress gap of 0.1, and a stop distance fraction of 0.025734724292101385. The stress loss was 11.106454086438156. The basis sensitivity analysis included three scenarios: all, split, and raw, with their respective close prices, averages, simple moving averages, eligibility, and 252-day return rates. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about XLE 04UTC completed SIP sector signal and adjustment comparison. Accessed on 2021-09-21, 1332 completed bars from June 2021 to September 18, 2026, with adjustment set to all, using a simple mean true range of 20, or ATR20 for short, which is a measure of price volatility. The planned signal was not executed. The data includes the symbol XLE, 1332 bars, a date of September 18, 2026, a close price of 63.93, and various return rates, including 0.011550632911392356 for 21 days, 0.20463538722442065 for 63 days, 0.09826490293763945 for 126 days, and 0.47372060857538023 for 252 days. The average return rate is 0.19704288291220817, the simple moving average of 200 days is 54.98775, and the ATR20 is 1.2579999999999998. The highest price in the last 20 days is 65.78, the 90th percentile is 0.20623380761303578, and the number of days to reach this percentile is 1255. The worst gap is -0.0579319636241159, the position is eligible, the rank is 2, the size is 86.66, the stress gap is 0.1158639272482318, the stop distance fraction is 0.039355545127483176, and the stress loss is 13.489459580485923. The basis sensitivity comparison includes three scenarios: all, split, and raw, with their respective close prices, average return rates, simple moving averages, eligibility, and 252-day return rates. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLK 04UTC completed SIP sector signal and adjustment comparison'. On September 21, 2026, an analysis of 1332 bars of data from June 2021 to September 18, 2026, was completed. The analysis used a simple mean true range, also known as ATR, over 20 periods, which is a measure of price volatility. The results showed that the price of XLK, a technology sector exchange-traded fund, was 189.38 at the close on September 18, 2026. The returns over 21, 63, 126, and 252 trading days were 0.0324, -0.0084, 0.3730, and 0.4044, respectively. The average return was 0.2003. The simple moving average over 200 periods was 162.05. The ATR over 20 periods was 3.14. The highest price over 20 periods was 189.59. The 90th percentile of returns, also known as P90, was 0.1837, which occurred 1255 times. The worst gap, which is the largest price drop, was -0.0626. The analysis also showed that XLK was eligible for trading, with a rank of 1 and a size of 86.66. The stress gap, which is a measure of potential losses, was 0.1251. The stop distance fraction, which is a measure of the distance to a stop-loss, was 0.0332. The stress loss, which is a measure of potential losses, was 13.79. The analysis also compared the results using different bases, including all, split, and raw, which are methods of calculating returns. The results of the comparison were: for the all basis, the close was 189.38, the average return was 0.2003, the simple moving average over 200 periods was 162.05, and the return over 252 trading days was 0.4044; for the split basis, the close was 189.6, the average return was 0.1974, the simple moving average over 200 periods was 162.44, and the return over 252 trading days was 0.3970; for the raw basis, the close was 189.6, the average return was 0.0228, the simple moving average over 200 periods was 164.62, and the return over 252 trading days was -0.3015. https://runway.adityaperswal.workers.dev/data/stock-bars

{"sample":1331,"vol":0.16089109259233272,"worst":-0.07087093998309972,"correlations":{"XLK":{"XLK":1,"XLV":0.38986656767843125,"XLE":0.23853189887473378},"XLV":{"XLK":0.38986656767843125,"XLV":1,"XLE":0.24168298715561912},"XLE":{"XLK":0.23853189887473378,"XLV":0.24168298715561912,"XLE":1}},"rank_spread":0.07025714557936386,"slot_risk_ceiling":125.52531059150931}; 1331 synchronous daily returns June2021-Sep2026, selected-basket hindsight diagnostics not backtest. Equity999.38, cap260; risk ceiling125.52531/slot; chosen86.66; loss stress13.792109/13.489460/11.106454. Split ratiosXLK1.004627/XLE.998215/XLY1.000931/XLU1.000235/XLB1.002301; zero repairs. Initialrecent endpoint403, completedSep19T00Z200. Job281active27remaining lastSep20 02:16 END11/11exit0 nextSep21 02:16; receipt is old vintage, not new run. Monitors455/382/410armed; owntrades empty. https://runway.adityaperswal.workers.dev/data/stock-bars

Accessed2026-09-21; SIP adjustment=all start2021-06-01 end2026-09-19T00:00Z, completedSep18; returns decimals; planned sizes not orders. {"symbol":"XLU","bars":1332,"date":"2026-09-18T04:00:00Z","close":40.8,"r21":-0.06636155606407335,"r63":-0.07587768969422426,"r126":-0.10506690063610458,"r252":0.001718634912840633,"avg":-0.06139687787039039,"sma200":43.89875,"atr20":0.6305,"high20":43.64,"p90":0.10248819951417007,"p90_n":1255,"worstgap":-0.02020202020202022,"max_abs_return":0.055746367239101646,"eligible":false,"rank":null,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Accessed2026-09-21; SIP adjustment=all start2021-06-01 end2026-09-19T00:00Z, completedSep18; returns decimals; planned sizes not orders. {"symbol":"XLY","bars":1332,"date":"2026-09-18T04:00:00Z","close":110.79,"r21":-0.06372010479168422,"r63":-0.05039856004114163,"r126":0.016235553109521295,"r252":-0.07358474788861946,"avg":-0.042866964902981,"sma200":116.32100000000003,"atr20":1.5020000000000018,"high20":118.53,"p90":0.14890879842478497,"p90_n":1255,"worstgap":-0.05426125049780972,"max_abs_return":0.10894271610607276,"eligible":false,"rank":null,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars