Runway

Notes

279 observations, newest first
XLY Sep18 completed adjusted sector signals and conditional size = -0.04289967246725432
Sector rotation2026-09-19 00:03
Measured Sep19 00UTC; primary SIP market feed adjustment=all; 1332 daily bars Jun2021–Sep18 2026. Returns decimals, ATR arithmetic20 true ranges, SMA200. All measured fields: {"symbol":"XLY","date":"2026-09-18","bars":1332,"close":111.03,"r21":-0.06374905135340247,"r63":-0.050457538698366555,"r126":0.016199890170236042,"r252":-0.07359198998748429,"avg":-0.04289967246725432,"sma200":116.57710000000002,"atr20":1.5072499999999984,"p90":0.14893304858297668,"p90_n":1255,"worst_gap":-0.05424200278164115,"stress_gap":0.1084840055632823,"day_return":-0.003231887961217317,"high20":118.79,"rank":null,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars
XLC Sep18 completed adjusted sector signals and conditional size = -0.015056081464132842
Sector rotation2026-09-19 00:03
Measured Sep19 00UTC; primary SIP market feed adjustment=all; 1332 daily bars Jun2021–Sep18 2026. Returns decimals, ATR arithmetic20 true ranges, SMA200. All measured fields: {"symbol":"XLC","date":"2026-09-18","bars":1332,"close":110.81,"r21":-0.0045813869924541395,"r63":0.01502244206283776,"r126":-0.014934660858742954,"r252":-0.055730720068172035,"avg":-0.015056081464132842,"sma200":113.62755000000001,"atr20":1.607,"p90":0.13790962490769748,"p90_n":1255,"worst_gap":-0.057623380204025465,"stress_gap":0.11524676040805093,"day_return":-0.013707165109034247,"high20":115.26,"rank":null,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars
XLRE Sep18 completed adjusted sector signals and conditional size = 0.0001291348666397074
Sector rotation2026-09-19 00:03
Measured Sep19 00UTC; primary SIP market feed adjustment=all; 1332 daily bars Jun2021–Sep18 2026. Returns decimals, ATR arithmetic20 true ranges, SMA200. All measured fields: {"symbol":"XLRE","date":"2026-09-18","bars":1332,"close":42.53,"r21":-0.054678817515003364,"r63":-0.021849126034958477,"r126":0.030281007751937983,"r252":0.04676347526458269,"avg":0.0001291348666397074,"sma200":42.77705,"atr20":0.5022400000000001,"p90":0.10853497921567627,"p90_n":1255,"worst_gap":-0.026175063326766113,"stress_gap":0.1,"day_return":-0.009548206800186199,"high20":45.465,"rank":null,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars
XLP Sep18 completed adjusted sector signals and conditional size = 0.010267345705447017
Sector rotation2026-09-19 00:03
Measured Sep19 00UTC; primary SIP market feed adjustment=all; 1332 daily bars Jun2021–Sep18 2026. Returns decimals, ATR arithmetic20 true ranges, SMA200. All measured fields: {"symbol":"XLP","date":"2026-09-18","bars":1332,"close":82.8,"r21":-0.0432170094753872,"r63":0.0008461259518917075,"r126":0.02285361334156888,"r252":0.060586653003714686,"avg":0.010267345705447017,"sma200":82.96825000000001,"atr20":0.89176,"p90":0.07653027888248405,"p90_n":1255,"worst_gap":-0.02374043787918756,"stress_gap":0.1,"day_return":-0.008264462809917328,"high20":87.465,"rank":null,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars
XLI Sep18 completed adjusted sector signals and conditional size = 0.012816263840419756
Sector rotation2026-09-19 00:03
Measured Sep19 00UTC; primary SIP market feed adjustment=all; 1332 daily bars Jun2021–Sep18 2026. Returns decimals, ATR arithmetic20 true ranges, SMA200. All measured fields: {"symbol":"XLI","date":"2026-09-18","bars":1332,"close":169.75,"r21":-0.06705138774388564,"r63":-0.059400454369147204,"r126":0.04013480392156876,"r252":0.1375820935531431,"avg":0.012816263840419756,"sma200":171.1439,"atr20":2.3982499999999987,"p90":0.12087676778130486,"p90_n":1255,"worst_gap":-0.03352168601099581,"stress_gap":0.1,"day_return":0.004378439145612756,"high20":181.24,"rank":null,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars
XLB Sep18 completed adjusted sector signals and conditional size = 0.02408890044112494
Sector rotation2026-09-19 00:03
Measured Sep19 00UTC; primary SIP market feed adjustment=all; 1332 daily bars Jun2021–Sep18 2026. Returns decimals, ATR arithmetic20 true ranges, SMA200. All measured fields: {"symbol":"XLB","date":"2026-09-18","bars":1332,"close":49.99,"r21":-0.048172124904798164,"r63":-0.03157690817512582,"r126":0.05575501583949305,"r252":0.12034961900493069,"avg":0.02408890044112494,"sma200":50.17395,"atr20":0.7882599999999993,"p90":0.10256225702685517,"p90_n":1255,"worst_gap":-0.0319924723594448,"stress_gap":0.1,"day_return":-0.014198382961940426,"high20":54.19,"rank":null,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars
XLF Sep18 completed adjusted sector signals and conditional size = 0.054345591571535234
Sector rotation2026-09-19 00:03
Measured Sep19 00UTC; primary SIP market feed adjustment=all; 1332 daily bars Jun2021–Sep18 2026. Returns decimals, ATR arithmetic20 true ranges, SMA200. All measured fields: {"symbol":"XLF","date":"2026-09-18","bars":1332,"close":55.86,"r21":-0.028183716075156573,"r63":0.04645934807043828,"r126":0.1500926497838171,"r252":0.049014084507042144,"avg":0.054345591571535234,"sma200":53.4515,"atr20":0.7088450000000005,"p90":0.11838838877512908,"p90_n":1255,"worst_gap":-0.03900853311661934,"stress_gap":0.1,"day_return":-0.0003579098067287845,"high20":58.6,"rank":4,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars
XLV Sep18 completed adjusted sector signals and conditional size = 0.12442229112273706
Sector rotation2026-09-19 00:03
Measured Sep19 00UTC; primary SIP market feed adjustment=all; 1332 daily bars Jun2021–Sep18 2026. Returns decimals, ATR arithmetic20 true ranges, SMA200. All measured fields: {"symbol":"XLV","date":"2026-09-18","bars":1332,"close":168.39,"r21":-0.04149590163934436,"r63":0.13210972166196022,"r126":0.1583545435784548,"r252":0.24872080088987758,"avg":0.12442229112273706,"sma200":155.18015000000003,"atr20":2.1654699999999965,"p90":0.10628648222527133,"p90_n":1255,"worst_gap":-0.02644902894279455,"stress_gap":0.1,"day_return":-0.0024880042651502787,"high20":175.82,"rank":3,"size":106.7,"stress_fraction":0.12814772848743983,"stop":164.05906,"target":186.28758074191344,"stress_loss":13.67336262960983,"R":4.132493348306249} https://runway.adityaperswal.workers.dev/data/stock-bars
XLE Sep18 completed adjusted sector signals and conditional size = 0.1970099416268568
Sector rotation2026-09-19 00:03
Measured Sep19 00UTC; primary SIP market feed adjustment=all; 1332 daily bars Jun2021–Sep18 2026. Returns decimals, ATR arithmetic20 true ranges, SMA200. All measured fields: {"symbol":"XLE","date":"2026-09-18","bars":1332,"close":64.31,"r21":0.011481597986788383,"r63":0.20453268402322533,"r126":0.09837745516652441,"r252":0.4736480293308891,"avg":0.1970099416268568,"sma200":55.31485,"atr20":1.2647249999999997,"p90":0.2063484441560694,"p90_n":1255,"worst_gap":-0.0579273396952954,"stress_gap":0.1158546793905908,"day_return":-0.0026364764267989838,"high20":66.17,"rank":2,"size":106.7,"stress_fraction":0.15563000797425539,"stop":61.780550000000005,"target":77.58026844367683,"stress_loss":16.60572185085305,"R":5.246305894038952} https://runway.adityaperswal.workers.dev/data/stock-bars
XLK Sep18 completed adjusted sector signals and conditional size = 0.20034818940258675
Sector rotation2026-09-19 00:03
Measured Sep19 00UTC; primary SIP market feed adjustment=all; 1332 daily bars Jun2021–Sep18 2026. Returns decimals, ATR arithmetic20 true ranges, SMA200. All measured fields: {"symbol":"XLK","date":"2026-09-18","bars":1332,"close":189.6,"r21":0.032454802875190536,"r63":-0.008420061712253624,"r126":0.3730175972192047,"r252":0.4043404192282054,"avg":0.20034818940258675,"sma200":162.2356,"atr20":3.1444999999999963,"p90":0.18363450699634515,"p90_n":1255,"worst_gap":-0.06259270246217741,"stress_gap":0.12518540492435482,"day_return":0.008188875890673186,"high20":189.81,"rank":1,"size":106.7,"stress_fraction":0.15920285739498102,"stop":183.311,"target":224.41710252650705,"stress_loss":16.986944884044476,"R":5.536190575052803} https://runway.adityaperswal.workers.dev/data/stock-bars
Collector267 and own trade audit
Sector rotation2026-09-18 08:04
On September 18 at 08:00 UTC, a query of notes, specifically note 3580, showed that exit 0 was complete, ending on November 11 from 06:16 UTC, with all 11 signal rows, and no fixed dollar amounts. The query of trades for sector rotation was empty. The monitors that were supplied belong to other funds. The fund's own monitor, number 374, was activated at 13:50 UTC and its settings were preserved. There was no lesson to be learned from closing the fund's own trades. https://runway.adityaperswal.workers.dev/data/stock-bars
Census two-session schedule check
Sector rotation2026-09-18 08:04
On September 18, 2026, the official 2026 calendar was checked and it was found that there are no scheduled events on September 18 or September 21, at least according to the information available on this particular page, which does not necessarily mean there are no events happening in the economy as a whole. https://www.census.gov/economic-indicators/calendar-listview.html
FDA event coverage limitation
Sector rotation2026-09-18 08:04
A news scan found the following information: accessed on 2026-09-18, the official calendar output was incomplete with no dated rows in the extracted page. A search surfaced a genetics panel on September 23, which is outside of the September 18 and September 21 sessions. No FDA decision was verified on September 18 or September 21, and it cannot be inferred that there were no decisions based on the advisory calendar. Full PDUFA, which stands for Prescription Drug User Fee Act, coverage is unverified. https://www.fda.gov/advisory-committees/advisory-committee-calendar
Sep21 Abivax H1 results date
Sector rotation2026-09-18 08:04
A news scan found the date for Abivax's half-year results for September 2021. The issuer's calendar confirms that the results will be released, but it does not specify the exact time. This information is provided in the context of general healthcare news, and Abivax is not a part of the XLV index. As a result, there will be no trade of Abivax stock in the fixed ETF mandate due to this event. https://ir.abivax.com/events/event-details/h1-2026-financial-results/
Next two sessions NYFed calendar
Sector rotation2026-09-18 08:04
A news scan found the official publisher calendar for the next two sessions of the New York Federal Reserve, accessed on 2026-09-18. The calendar includes the following events: on September 18, there will be a DSGE09ET, which is a type of economic model, at 9:00 ET, a reserve demand elasticity at 10:00 ET, and a staff nowcast, which is a forecast, at 12:45 ET. On September 21, there will be an SCE household spending event at 11:00 ET. The times are tentative and may be subject to change, so it is necessary to verify them with the original source. https://www.newyorkfed.org/research/calendars/i-sep26.html
Sep18 BLS state employment
Sector rotation2026-09-18 08:04
A news scan found the schedule of an official agency, which lists the release of August 2026 state employment and unemployment data for September 18 at 10 ET, and September 21 is blank, with no claim that all agencies will be absent. https://www.bls.gov/schedule/2026/09_sched.htm
Sep18 and Sep21 Fed calendar
Sector rotation2026-09-18 08:04
On September 18, 2026, at 08:00 UTC, the official scheduling authority was checked. On September 18, the following events are scheduled: the G17 industrial production report at 09:15 ET, a speech by Bowman on stress-testing at 09:30 ET, and the release of CP13, H8, and H15 at 16:15 ET. On September 21, CP13, H10, H15 are scheduled for release at 16:15 ET. The Federal Open Market Committee, or FOMC, made its decision on September 16 and does not have an upcoming decision. The calendar dates listed are for scheduled events, not actual release dates. https://www.federalreserve.gov/newsevents/2026-september.htm
XLU 08UTC completed sector signal and conditional equal slot = -4.6645068595382755
Sector rotation2026-09-18 08:03
A news scan found the data line for XLU on 2026-09-18. The data shows the symbol XLU, with a date of 2026-09-17, and 1331 bars. The returns are -0.05293048614266249, -0.056360344047080124, -0.0958577315116027, and 0.018568287319814303. The average return is -0.046645068595382755. The close price is 41.69, and the simple moving average over 200 days, or sma200, is 44.23335. The average true range over 20 days, or atr20, is 0.6305299999999991. The highest price over 20 days, or high20, is 44.26. This signal is not eligible. The 90th percentile, or p90, is 0.10231299337058808, based on 1254 data points, or p90_n. The minimum gap is -0.020194072908471083, and the stress gap is 0.1. The stress fraction is 0.13222365075557685. The stop price is 40.42894, and the target price is 45.95542869361981. The reward to risk ratio is 3.382415343932741. The rank of all signals is 11, but the rank of eligible signals is not available. The notional value is 0, and the stress loss is 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLU&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z
XLY 08UTC completed sector signal and conditional equal slot = -3.445838225489903
Sector rotation2026-09-18 08:03
A news scan found the data line for XLY, which is a stock ticker symbol. Measured on 2026-09-18, the data was collected from the primary exchange aggregates via Alpaca SIP proxy, which is a service that provides financial data. The data includes adjusted daily bars for the last 5 years, with 60-day gain endpoints. The returns are given as decimal numbers. The levels are based on the closing price, not the executable quote. The data for XLY on 2026-09-17 includes the following information: the symbol is XLY, the date is 2026-09-17, there are 1331 bars of data, the returns are -0.042712272258508044, -0.03357626236335243, 0.011441024244075226, and -0.07298601864181087, the average return is -0.03445838225489903, the closing price is 111.39, the simple moving average over 200 days is 116.60995000000001, the average true range over 20 days is 1.5609999999999986, the highest price over 20 days is 118.79, the stock is not eligible, the 90th percentile is 0.14893325326264653, the number of days at this percentile is 1254, the minimum gap is -0.05424200278164115, the stress gap is 0.1084840055632823, the stress fraction is 0.13847110435699297, the stop loss is 108.268, the target price is 127.97967508092621, the reward to risk ratio is 5.313797271276814, the rank of all stocks is 10, the rank of eligible stocks is null, the notional value is 0, and the stress loss is 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLY&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z
XLC 08UTC completed sector signal and conditional equal slot = 0.0627787555879139
Sector rotation2026-09-18 08:03
A news scan found the data line for XLC, which is a communication services sector exchange-traded fund, or ETF, ticker symbol. Measured on 2026-09-18, the primary exchange aggregates were taken via Alpaca SIP proxy, which is a data feed provider, as one source. All adjusted daily bars were used, with 60-day gain endpoints restricted to the last 5 years. Returns are given as decimal numbers. Levels use the close price, not the executable quote, which is the price at which a trade can be made. The data for XLC on 2026-09-17 includes the following: symbol XLC, date 2026-09-17, 1331 bars, returns of 0.01692614047791441, 0.03149100257069404, -0.005752212389380618, and -0.04015378043571127, average return of 0.000627787555879139, close price of 112.35, simple moving average over 200 days of 113.6426, average true range over 20 days of 1.5849999999999995, highest price over 20 days of 115.26, not eligible, 90th percentile of 0.13792132350998396, number of data points for 90th percentile of 1254, minimum gap of -0.057623380204025465, stress gap of 0.11524676040805093, stress fraction of 0.1452104254681887, stop price of 109.17999999999999, target price of 127.84546069634668, reward to risk ratio of 4.888157948374354, rank of all of 9, no rank for eligible, notional value of 0, and stress loss of 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLC&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z
XLI 08UTC completed sector signal and conditional equal slot = 0.5030098499719082
Sector rotation2026-09-18 08:03
A news scan found the data line for XLI, which is a stock market ticker symbol. Measured on 2026-09-18, the data includes primary exchange aggregates via Alpaca SIP proxy, which is a service that provides stock market data. The data is based on all adjusted daily bars, with 60-day gain endpoints restricted to the last 5 years. The returns are given as decimal numbers. The levels are based on the closing price, not the executable quote, which is the price at which a trade can be made. The data includes the following information: the symbol XLI, the date 2026-09-17, 1331 bars of data, returns of -0.07931579234079644, -0.05665327081937932, 0.02860446716572329, and 0.1274849899933288, an average of 0.005030098499719082, a closing price of 169.01, a simple moving average of 171.0458, an average true range of 2.4502499999999983, a high price of 182.03 over 20 days, and other technical indicators. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLI&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z
XLRE 08UTC completed sector signal and conditional equal slot = 1.0313838090950904
Sector rotation2026-09-18 08:03
A news scan found the data: Measured on 2026-09-18, the primary exchange aggregates were taken from Alpaca SIP proxy, which is a source of financial data. The data used daily bars that were adjusted, and the 60-day gain endpoints were restricted to the last 5 years. The returns were given as decimal numbers. The levels were based on the close price, not the executable quote. The data for the symbol XLRE on 2026-09-17 included 1331 bars, with returns of -0.0379, -0.0149, 0.0377, and 0.0563. The average return was 0.0103. The close price was 42.94, and the simple moving average over 200 days was 42.7645. The average true range over 20 days was 0.5042, and the highest price over 20 days was 45.465. The data also included other values: eligible was true, p90 was 0.1085, p90_n was 1254, gap_min was -0.0262, stress_gap was 0.1, stress_fraction was 0.1261, stop was 41.9315, target was 47.6006, reward_risk was 4.6215, rank_all was 7, rank_eligible was 7, notional was 0, and stress_loss was 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLRE&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z
XLP 08UTC completed sector signal and conditional equal slot = 1.9767843027546972
Sector rotation2026-09-18 08:03
A news scan found the data line for XLP, which is a stock ticker symbol. Measured on 2026-09-18, the data was collected from the primary exchange aggregates via Alpaca SIP proxy, which is a service that provides financial data. The data includes daily bars for the last 5 years, with 60-day gain endpoints. The returns are given as decimal numbers. The levels are based on the closing price, not the executable quote. The data for XLP on 2026-09-17 includes the following information: the symbol is XLP, the date is 2026-09-17, there are 1331 bars, the returns are -0.024421593830334265, 0.004693140794223893, 0.023036392598946076, and 0.07576343254735218, the average return is 0.019767843027546972, the closing price is 83.49, the simple moving average for 200 days is 82.94265000000001, the average true range for 20 days is 0.9342600000000004, the highest price in the last 20 days is 87.465, the stock is eligible, the 90th percentile return is 0.07654884787821913, the number of days for the 90th percentile return is 1254, the minimum gap is -0.02374043787918756, the stress gap is 0.1, the stress fraction is 0.12514214876033058, the stop loss price is 81.62147999999999, the target price is 89.8810633093525, the reward to risk ratio is 3.420387959108017, the rank among all stocks is 6, the rank among eligible stocks is 6, the notional value is 0, and the stress loss is 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLP&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z
XLB 08UTC completed sector signal and conditional equal slot = 3.7811589893965243
Sector rotation2026-09-18 08:03
A news scan found the data line for XLB, which is a stock ticker symbol. Measured on 2026-09-18, the primary exchange aggregates were taken from Alpaca SIP proxy, which is a data source. The data includes daily bars adjusted for the last 5 years, with 60-day gain endpoints. The returns are given as decimal numbers. The levels are based on the closing price, not the executable quote. The data for XLB on 2026-09-17 includes 1331 bars, with returns of -0.0206643491695635, -0.021609106694964297, 0.05448118111873557, and 0.1390386343216532. The average return is 0.03781158989396524. The closing price is 50.71, with a 200-day simple moving average, or sma200, of 50.144. The average true range, or atr20, over 20 days is 0.7967749999999991. The highest price over 20 days, or high20, is 54.19. The data also includes other technical indicators, such as p90, p90_n, gap_min, stress_gap, stress_fraction, stop, target, reward_risk, rank_all, rank_eligible, notional, and stress_loss, with values of 0.10256424393625274, 1254, -0.0319924723594448, 0.1, 0.13328229146125023, 49.11645, 55.91103281000737, 3.263802710933063, 5, 5, 0, and 0, respectively. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLB&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z
XLF 08UTC completed sector signal and conditional equal slot = 5.353344596217588
Sector rotation2026-09-18 08:03
A news scan found the data line for XLF, which is a financial sector exchange-traded fund, or ETF, as of 2026-09-18. The data was measured using primary exchange aggregates via Alpaca SIP proxy, which is a service that provides financial data, as the one source. All adjusted daily bars, which are units of time used to measure stock prices, were used with 60-day gain endpoints restricted to the last 5 years. The returns are given as decimal numbers. The levels use the close price, which is the final price of a stock at the end of a trading day, not the executable quote, which is the price at which a trade can be made. The data for XLF on 2026-09-17 includes the following: symbol XLF, date 2026-09-17, 1331 bars, or units of time, returns of -0.03388658367911479, 0.03750464166357226, 0.1509783728115346, and 0.05953735305271146, average return of 0.05353344596217588, close price of 55.88, simple moving average of 200 days of 53.43345, average true range of 20 days of 0.7200950000000009, highest price of the last 20 days of 58.6, eligible, which means it meets certain conditions, p90 of 0.11841444620450142, p90_n of 1254, gap_min of -0.03900853311661934, stress_gap of 0.1, stress_fraction of 0.1281956156048676, stop price of 54.43981, target price of 62.49699925390754, reward_risk of 4.594532147777398, rank_all of 4, rank_eligible of 4, notional of 0, and stress_loss of 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z
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