XLV 08UTC completed sector signal and conditional equal slot = 13.276403573089393
Sector rotation2026-09-18 08:03
A news scan found the data line for XLV, which is a stock ticker symbol. Measured on 2026-09-18, the primary exchange aggregates were taken from the 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 XLV on 2026-09-17 includes the following: symbol XLV, date 2026-09-17, 1331 bars, returns of -0.0054203735344370285, 0.12502499166944347, 0.15710466790047306, and 0.2543468568880962, average return of 0.13276403573089393, close of 168.81, simple moving average of 155.10479999999998, average true range of 2.268469999999996, high of 175.82, eligible is true, p90 of 0.10632192012176583, p90_n of 1254, gap_min of -0.02644902894279455, stress_gap of 0.1, stress_fraction of 0.12918841300870798, stop of 164.27306000000002, target of 186.7582033357553, reward_risk of 3.9560151414290954, rank_all of 3, rank_eligible of 3, notional of 106.62, and stress_loss of 13.774068594988446.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLV&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z
XLK 08UTC completed sector signal and conditional equal slot = 19.528247004626625
Sector rotation2026-09-18 08:03
A news scan found the data line for XLK, which is a technology sector exchange-traded fund, or a fund that trades on an exchange like stocks. Measured on 2026-09-18, the data was collected from the primary exchange through a proxy called Alpaca SIP, which is a service that provides financial data. The data includes daily price changes, or bars, over the last 5 years, with a total of 1331 bars. The returns, or gains, are given as decimal numbers. The levels are based on the closing price, not the price that can be executed, or actually traded, at that moment. The data for XLK on 2026-09-17 includes the following: symbol XLK, date 2026-09-17, 1331 bars, returns of 0.013145135222497606, 0.013363508998814444, 0.36641720555111545, and 0.3882040304126375, average return of 0.19528247004626625, closing price of 188.06, simple moving average over 200 days of 162.00065, average true range over 20 days of 3.1324999999999976, highest price over 20 days of 189.08, eligible, or meeting certain conditions, is true, 90th percentile return of 0.1836973792880919, number of days at this return level of 1254, minimum gap, or difference between prices, of -0.06259270246217741, stress gap of 0.12518540492435482, stress fraction of 0.15932883488367053, stop price of 181.79500000000002, target price of 222.60612914891854, reward to risk ratio of 5.514146711718849, rank of all of 2, rank of eligible of 2, notional value of 106.62, and stress loss of 16.98764037529695.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLK&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z
XLE 08UTC completed sector signal and conditional equal slot = 20.010555084368885
Sector rotation2026-09-18 08:03
A news scan found the data line for XLE, 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 used daily bars that were adjusted, and only looked at the last 5 years, with 60-day gain endpoints. The returns are given as decimal numbers. The levels were based on the close price, not the executable quote. The data for XLE on 2026-09-17 included 1331 bars, with returns of 0.0126, 0.1879, 0.1187, and 0.4813. The average return was 0.2001, and the close price was 64.48. Other data points included a simple moving average of 55.21, an average true range of 1.29, and a high price of 66.17 over 20 days. The stock was eligible, with a 90th percentile return of 0.2065, and a gap minimum of -0.0579. The stress gap was 0.1159, and the stress fraction was 0.1562. A stop loss was set at 61.90, and a target price was set at 77.80, with a reward to risk ratio of 5.17. The stock was ranked first overall and first among eligible stocks, with a notional value of 106.62, and a stress loss of 16.65.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z
API cutoff and collector receipt audit = 1551
Sector rotation2026-09-18 06:04
On September 18 at 06UTC, a test was done to see if the system was working correctly. The test that only looked at the date and said the end date was September 18, 2026, did not work and gave a 403 error message, which means the system did not allow it. This is called a SIP entitlement issue, which refers to a system that helps manage and control access to certain information. However, when the test was done with specific times, September 17 at 23:59:59Z and September 20 at 00:00Z, it worked and gave a 200 message, which means the system allowed it and everything was okay. The system also checked the IEX, which is an exchange where stocks are traded, but it did not use the probe200, which is a test to see if the system is working. An old job, numbered 266, was stopped and its output was saved, but the output was cut off at the stock ticker XLF and was missing the end marker. A new job was tested locally and worked, with an exit code of 0, which means it was successful, and it had 1551 bytes of output and all 11 end markers were present. This new job also removed old, hardcoded sizes of 39.66 and used a specific cutoff time in UTC, which is a time standard used around the world.
https://runway.adityaperswal.workers.dev/data/stock-bars
06UTC simulation
Sector rotation2026-09-18 06:04
A simulation was run with the following parameters: it used 10000 paths, a seed of 91806, 252 history sessions, a horizon of 60, and a block of 5. The results for the basket were a range of -13.761056414003983 to 12.957375339944516 to 38.10545280256284. The negative fraction was 0.1903. The results were also broken down per symbol. For XLE, the stop fraction was 0.388, the target fraction was 0.2332, and the neither fraction was 0.3788, with a range of -6.375357170581709 to 6.312452718414754 to 22.81350421328447. For XLK, the stop fraction was 0.5787, the target fraction was 0.249, and the neither fraction was 0.1723, with a range of -6.631493072416815 to -4.243749870200858 to 20.839633354309434. For XLV, the stop fraction was 0.4614, the target fraction was 0.3066, and the neither fraction was 0.232, with a range of -4.501909204275528 to 0.3809418349380722 to 12.450141349553459.
https://runway.adityaperswal.workers.dev/data/stock-bars
06UTC diagnostics
Sector rotation2026-09-18 06:04
A data scan found the following information: correlation60 is a measure of how closely two things move together over 60 days. The correlation60 for XLE, XLK, and XLV is as follows: XLE and XLE have a correlation of 1, XLE and XLK have a correlation of -0.2082951232936091, XLE and XLV have a correlation of -0.03413744863611698, XLK and XLE have a correlation of -0.2082951232936091, XLK and XLK have a correlation of 1, XLK and XLV have a correlation of -0.46618504559149226, XLV and XLE have a correlation of -0.03413744863611698, XLV and XLK have a correlation of -0.46618504559149226, XLV and XLV have a correlation of 1. Correlation252 is a measure of how closely two things move together over 252 days. The correlation252 for XLE, XLK, and XLV is as follows: XLE and XLE have a correlation of 1, XLE and XLK have a correlation of -0.179829764654577, XLE and XLV have a correlation of -0.04023223794244042, XLK and XLE have a correlation of -0.179829764654577, XLK and XLK have a correlation of 1, XLK and XLV have a correlation of -0.10724333544603175, XLV and XLE have a correlation of -0.04023223794244042, XLV and XLK have a correlation of -0.10724333544603175, XLV and XLV have a correlation of 1. Gap holdout is a test of a model, train_n is the number of training days, test_n is the number of testing days, train_min is the minimum value during training, test_min is the minimum value during testing, frozen_stress is a measure of risk, breaches is the number of times the model failed, test_p01 is a measure of the 1st percentile. The gap holdout results for XLE are: train_n is 902, test_n is 428, train_min is -0.049529267294310286, test_min is -0.0579273396952954, frozen_stress is 0.1, breaches is 0, test_p01 is -0.03611185070436171. The gap holdout results for XLK are: train_n is 902, test_n is 428, train_min is -0.06259270246217741, test_min is -0.04795771263815474, frozen_stress is 0.12518540492435482, breaches is 0, test_p01 is -0.033533697766059266. The gap holdout results for XLV are: train_n is 902, test_n is 428, train_min is -0.01975371985633656, test_min is -0.02644902894279455, frozen_stress is 0.1, breaches is 0, test_p01 is -0.014740617206684072. The selection margin pp is 7.923058976871805, the positive21 count is 3, the above sma, which is a moving average, is 7, the slot is 106.62, the deployment is 319.86, the cash is 20.110000000000014, the joint stress is 47.4139174434721.
https://runway.adityaperswal.workers.dev/data/stock-bars
XLU Sep18 06UTC refreshed completed sector signal and resized slot = -4.6645068595382755
Sector rotation2026-09-18 06:04
A news scan found the headline 'XLU Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates data via Alpaca SIP proxy, which is a service that provides stock market data, with one source and all data adjusted. The returns are given in decimal form and the average true range, a measure of volatility, over 20 days is arithmetic. The levels are based on closing prices, not quotes. The data for the symbol XLU includes 1331 bars, a close price of 41.69 on September 17, 2026, and returns of -0.0529, -0.0564, -0.0959, and 0.0186. The average return is -0.0466, the simple moving average over 200 days is 44.23335, and the average true range over 20 days is 0.6305. The highest price in the last 20 days is 44.26, and the symbol is not eligible. Other data points include a 90th percentile of 0.1023, a gap minimum of -0.0202 on January 27, 2025, a stress gap of 0.1, and a stress fraction of 0.1322. The stop price is 40.42894 and the target price is 45.95543, with a simple moving average distance of -0.0575 and a rank of 11 out of all symbols, but no rank among eligible symbols. 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 Sep18 06UTC refreshed completed sector signal and resized slot = -3.445838225489903
Sector rotation2026-09-18 06:04
A news scan found the headline 'XLY Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates data via Alpaca SIP proxy, which is a service that provides stock market data, with one source and all data adjusted. The returns are calculated using decimal numbers and arithmetic average true range, which is a measure of stock volatility, over 20 days. The levels are based on closing prices, not quotes. The data for the symbol XLY includes 1331 bars, a close price of 111.39 on September 17, 2026, and returns of -0.0427, -0.0336, 0.0114, and -0.073. The average return is -0.0345, the simple moving average over 200 days is 116.61, and the average true range over 20 days is 1.56. The highest price in the last 20 days is 118.79, and the symbol is not eligible. Other data points include a 90th percentile value of 0.149, a gap minimum of -0.054 on April 3, 2025, a stress gap of 0.108, and a stress fraction of 0.138. The stop price is 108.27 and the target price is 127.98. The distance from the simple moving average is -0.0448, and the rank among all symbols is 10. 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 Sep18 06UTC refreshed completed sector signal and resized slot = 0.0627787555879139
Sector rotation2026-09-18 06:04
A news scan found the headline 'XLC Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates data via Alpaca SIP proxy, which is a system that helps get market data from one source, and all the data is adjusted. The returns are shown as decimal numbers, and the volatility is measured using arithmetic Average True Range, or ATR, over 20 days. The levels are based on closing prices, not quotes. The data for the symbol XLC includes 1331 bars, with a close price of 112.35 on September 17, 2026, and returns of 0.01692614047791441, 0.03149100257069404, -0.005752212389380618, and -0.04015378043571127. The average return is 0.000627787555879139, the simple moving average over 200 days is 113.6426, and the ATR20 is 1.5849999999999995. The highest price in the last 20 days is 115.26, and the symbol is not eligible. Other data points include a 90th percentile of 0.13792132350998396, a gap minimum of -0.057623380204025465 on February 3, 2022, a stress gap of 0.11524676040805093, and a stress fraction of 0.1452104254681887. The stop price is 109.17999999999999, and the target price is 127.84546069634668, with an SMA distance of -0.011374255780842835, and a rank of 9 among all symbols, but no rank among eligible symbols, with notional and stress loss values 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 Sep18 06UTC refreshed completed sector signal and resized slot = 0.5030098499719082
Sector rotation2026-09-18 06:04
A news scan found the headline 'XLI Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates data via Alpaca SIP proxy, which is a system that helps get market data from one source, and all the data is adjusted. The returns are shown as decimal numbers, and the volatility is measured using arithmetic Average True Range, or ATR, over 20 days. The levels are based on closing prices, not quotes. The data for the symbol XLI includes 1331 bars, with a close of 169.01 on September 17, 2026, and returns of -0.07931579234079644, -0.05665327081937932, 0.02860446716572329, and 0.1274849899933288. The average return is 0.005030098499719082, the simple moving average over 200 days is 171.0458, and the average true range over 20 days is 2.4502499999999983. The highest price in the last 20 days is 182.03, and the symbol is not eligible. Other data points include a p90 value of 0.12089831500695433, which is a measure of the 90th percentile of returns, p90_n of 1254, a gap minimum of -0.03352168601099581 on April 3, 2025, a stress gap of 0.1, and a stress fraction of 0.13109579314833442. The stop loss is 164.1095, and the target is 189.44302421932534, with an sma distance of -0.011902075350578745. The rank of all is 8, but the rank of eligible is null, notional is 0, and stress loss is 0.
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 Sep18 06UTC refreshed completed sector signal and resized slot = 1.0313838090950904
Sector rotation2026-09-18 06:04
A news scan found the headline 'XLRE Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates data via Alpaca SIP proxy, which is a system that helps get market data from one source, and all the data is adjusted. The returns are shown as decimal numbers, and the arithmetic Average True Range, or ATR, which measures how much a stock's price moves, over 20 days is used. The levels are based on the closing prices, not the quotes. The data for the symbol XLRE includes 1331 bars, or pieces of data, and the close price on September 17, 2026, was 42.94. The returns were -0.0379, -0.0149, 0.0377, and 0.0563. The average return is 0.0103, the simple moving average over 200 days is 42.7645, and the ATR over 20 days is 0.5042. The highest price over 20 days was 45.465, and the stock is eligible, meaning it meets certain criteria. The p90, which is the 90th percentile of returns, is 0.1085, and this value was calculated over 1254 data points. The minimum gap, or difference, in price is -0.0262, which happened on June 13, 2022. The stress gap, which is a measure of how much the price can move, is 0.1, and the stress fraction, which is a measure of how much stress the stock is under, is 0.1261. The stop price, which is the price at which to sell the stock, is 41.9315, and the target price, which is the price at which to buy the stock, is 47.6006. The distance from the simple moving average is 0.0041, and the rank of all stocks is 7, and the rank of eligible stocks is also 7. The notional value, which is the total value of the stock, is 0, and the stress loss, which is the loss due to stress, is 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 Sep18 06UTC refreshed completed sector signal and resized slot = 1.9767843027546972
Sector rotation2026-09-18 06:04
A news scan found the headline 'XLP Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates data via Alpaca SIP proxy, which is a system that helps get market data from one source, and all the data is adjusted. The returns are shown as decimal numbers, and the arithmetic Average True Range, or ATR20, which measures how much prices move, is used. The levels are based on closing prices, not quotes. The data for the symbol XLP includes 1331 bars, a close price of 83.49 on September 17, 2026, and returns of -0.0244, 0.0047, 0.0230, and 0.0758. The average return is 0.0198, the simple moving average over 200 days is 82.94, and the ATR20 is 0.93. The highest price in the last 20 days is 87.47, and the signal is eligible. Other data points include a 90th percentile value of 0.0765, a gap minimum of -0.0237 on April 7, 2025, a stress gap of 0.1, and a stress fraction of 0.125. The stop price is 81.62, the target price is 89.88, and the distance from the simple moving average is 0.0066. The rank of all signals is 6, the rank of eligible signals 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 Sep18 06UTC refreshed completed sector signal and resized slot = 3.7811589893965243
Sector rotation2026-09-18 06:04
A news scan found the headline 'XLB Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates data via Alpaca SIP proxy, which is a system that helps get market data from one source, and all data is adjusted. The returns are shown as decimal numbers, and the arithmetic Average True Range, or ATR, over 20 days is used. The levels are based on closing prices, not quotes. The data for the symbol XLB includes 1331 bars, a close price of 50.71 on September 17, 2026, and returns of -0.0206643491695635, -0.021609106694964297, 0.05448118111873557, and 0.1390386343216532. The average return is 0.03781158989396524, the simple moving average over 200 days is 50.144, and the ATR over 20 days is 0.7967749999999991. The highest price over 20 days is 54.19, and the symbol is eligible. Other data points include a 90th percentile value of 0.10256424393625274, which occurred 1254 times, a minimum gap of -0.0319924723594448 on April 3, 2025, a stress gap of 0.1, and a stress fraction of 0.13328229146125023. The stop price is 49.11645, and the target price is 55.91103281000737. The distance from the simple moving average is 0.011287492022973966, and the rank among all and eligible symbols is 5. The notional value is 0, and the stress loss is 0.
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 Sep18 06UTC refreshed completed sector signal and resized slot = 5.353344596217588
Sector rotation2026-09-18 06:04
A news scan found the headline 'XLF Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates data via Alpaca SIP proxy, which is a system that helps get market data from one source, and all the data is adjusted. The returns are given as decimal numbers, and the arithmetic Average True Range, or ATR, over 20 days is used. The levels are based on closing prices, not quotes. The data for the symbol XLF includes 1331 bars, a close price of 55.88 on September 17, 2026, and returns of -0.0339, 0.0375, 0.151, and 0.0595. The average return is 0.0535, the simple moving average over 200 days is 53.43, and the ATR over 20 days is 0.72. The highest price in the last 20 days is 58.6, and the signal is eligible. Other data points include a 90th percentile of 0.1184, a gap minimum of -0.039 on April 3, 2025, a stress gap of 0.1, and a stress fraction of 0.128. The stop price is 54.44, and the target price is 62.50. The distance from the simple moving average is 0.0458, and the rank among all and eligible signals is 4. The notional value is 0, and the stress loss is 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
XLV Sep18 06UTC refreshed completed sector signal and resized slot = 13.276403573089393
Sector rotation2026-09-18 06:04
A news scan found the headline 'XLV Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates data via Alpaca SIP proxy, which is a service that provides stock market data, with one source and all data adjusted. The returns are given as decimal values, and the average true range, or ATR20, which is a measure of stock volatility, is arithmetic. The levels are based on closing prices, not quotes. The data for the symbol XLV includes 1331 bars, with a close of 168.81 on September 17, 2026, and returns of -0.0054203735344370285, 0.12502499166944347, 0.15710466790047306, and 0.2543468568880962. The average return is 0.13276403573089393, and the simple moving average, or SMA200, which is a measure of the average price over 200 days, is 155.10479999999998. The ATR20 is 2.268469999999996, and the high price over 20 days is 175.82. The data also includes other values such as eligible, which means the stock is eligible for trading, p90, which is the 90th percentile of returns, p90_n, which is the number of days in the 90th percentile, gap_min, which is the minimum gap in price, gap_date, which is the date of the minimum gap, stress_gap, which is a measure of the stress or risk of the stock, stress_fraction, which is the fraction of stress, stop, which is the stop-loss price, target, which is the target price, sma_distance, which is the distance from the simple moving average, rank_all, which is the rank of the stock among all stocks, rank_eligible, which is the rank of the stock among eligible stocks, notional, which is the notional value of the stock, and stress_loss, which is the loss due to stress. The values are: eligible is true, p90 is 0.10632192012176583, p90_n is 1254, gap_min is -0.02644902894279455, gap_date is April 7, 2025, stress_gap is 0.1, stress_fraction is 0.12918841300870798, stop is 164.27306000000002, target is 186.7582033357553, sma_distance is 0.08836090179027356, rank_all is 3, rank_eligible is 3, notional is 106.62, and stress_loss is 13.774068594988446.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLV&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z
XLK Sep18 06UTC refreshed completed sector signal and resized slot = 19.528247004626625
Sector rotation2026-09-18 06:04
A news scan found the headline 'XLK Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates were taken via Alpaca SIP proxy, with one source and all data adjusted. The returns were calculated in decimal form and the arithmetic Average True Range over 20 periods was used. The levels were based on closing prices, not quotes. The data for the symbol XLK showed 1331 bars, with a close of 188.06 on September 17, 2026, and returns of 0.013145135222497606, 0.013363508998814444, 0.36641720555111545, and 0.3882040304126375. The average was 0.19528247004626625, the simple moving average over 200 periods was 162.00065, and the Average True Range over 20 periods was 3.1324999999999976. The highest price over 20 periods was 189.08, and the symbol was eligible. The 90th percentile was 0.1836973792880919, based on 1254 data points, the minimum gap was -0.06259270246217741 on August 5, 2024, the stress gap was 0.12518540492435482, and the stress fraction was 0.15932883488367053. The stop was 181.79500000000002 and the target was 222.60612914891854. The distance from the simple moving average was 0.1608595397611059, the rank among all symbols was 2, and the rank among eligible symbols was also 2. The notional value was 106.62 and the stress loss was 16.98764037529695.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLK&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z
XLE Sep18 06UTC refreshed completed sector signal and resized slot = 20.010555084368885
Sector rotation2026-09-18 06:04
A news scan found the headline 'XLE Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates were taken via Alpaca SIP proxy, with one source and all data adjusted. The returns were calculated using decimal returns and arithmetic Average True Range, which is a measure of volatility, over 20 days. Close-based levels, not quotes, were used. The data for the symbol XLE includes 1331 bars, with a close of 64.48 on September 17, 2026. The returns were 0.012562814070351758, 0.18791451731761244, 0.11866759195003485, and 0.4812772800367564. The average return was 0.20010555084368886, and the Simple Moving Average over 200 days was 55.2166. The Average True Range over 20 days was 1.2882249999999995, with a high of 66.17 over the same period. The data also shows that XLE is eligible, with a 90th percentile return of 0.20653339705033893, and a gap minimum of -0.0579273396952954 on April 8, 2026. The stress gap was 0.1158546793905908, and the stress fraction was 0.15618278440430222. The stop was 61.90355, and the target was 77.79727344180586. The distance from the Simple Moving Average was 0.16776476639271531, with a rank of 1 out of all and eligible options. The notional value was 106.62, and the stress loss was 16.652208473186704.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z
Selected basket historical dependence and diagnostic resampling
Sector rotation2026-09-18 04:16
A news scan found the following data: the correlations between certain stocks are as follows: XLE is perfectly correlated with itself at 1, and has a correlation of 0.238174 with XLK, which is a measure of how much the prices of the two stocks move together, and a correlation of 0.241805 with XLV. XLK has a correlation of 0.238174 with XLE, a perfect correlation of 1 with itself, and a correlation of 0.389758 with XLV. XLV has a correlation of 0.241805 with XLE, 0.389758 with XLK, and a perfect correlation of 1 with itself. The bootstrap results, which are a way to estimate the uncertainty of the results, show that the 5th percentile is -9.666452027541009, the 50th percentile is 5.6271777823490305, and the 95th percentile is 20.4881103787369. The fraction of negative results is 0.2664. This data is based on 1330 daily rows of data and 5000 paths, which are different possible outcomes. The joint stress, a measure of how much the stocks move together in stressful times, is 17.636803280886355. This data is from June 2021 to September 2026 and was selected after the fact, not as a test of a strategy or to predict future odds.
https://runway.adityaperswal.workers.dev/data/stock-bars
XLU 2026-09-17 adjusted sector signal and proposed allocation = -4.6645068595382755
Sector rotation2026-09-18 04:16
A news scan found the data line for XLU on 2026-09-17. The data shows the symbol XLU, the date 2026-09-17, and 1331 bars. The close was 41.69. The returns were -0.05293048614266249 for 21 days, -0.056360344047080124 for 63 days, -0.0958577315116027 for 126 days, and 0.018568287319814303 for 252 days. The average return was -0.046645068595382755. The simple moving average for 200 days was 44.23335. The average true range for 20 days was 0.6305299999999991. The highest high for 20 days was 44.26. The stock was not eligible. The percentage of days the stock was above the average was 0.10231299337058808 over 1254 days. The minimum gap was -0.020194072908471083 on 2025-01-27. The stop was 40.42894 and the target was 45.95542869361981. The rank for all stocks was 11. The notional value was 0. The risk fraction was 0.030248500839529825. The stress gap was 0.1 and the stress loss was given as 0.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLU&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18
XLY 2026-09-17 adjusted sector signal and proposed allocation = -3.445838225489903
Sector rotation2026-09-18 04:16
A news scan found the data line for XLY on 2026-09-17. Measured on September 18, 2026, the exchange aggregates were taken from Alpaca SIP, which is a data feed, and a proxy, which is a substitute for direct access. The returns were calculated using decimal values from adjusted closing prices. The true range, which is the difference between the high and low prices, was used to calculate the average true range, or ATR, over 20 days. The levels were based on the last closing price, not the price at which an order can be executed. The data for XLY includes the following: symbol XLY, date 2026-09-17, 1331 bars of data, a closing price of 111.39, returns of -0.0427 over 21 days, -0.0336 over 63 days, 0.0114 over 126 days, and -0.0729 over 252 days, an average return of -0.0345, a simple moving average of 116.61 over 200 days, an average true range of 1.561 over 20 days, a high price of 118.79 over 20 days, and the stock is not eligible, with a p90 value of 0.149, a p90_n value of 1254, a gap minimum of -0.054 on April 3, 2025, a stop loss of 108.27, a target price of 127.98, a rank of 10 among all stocks, no rank among eligible stocks, a notional value of 0, a risk fraction of 0.028, a stress gap of 0.108, and a stress loss of 0.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLY&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18
XLC 2026-09-17 adjusted sector signal and proposed allocation = 0.0627787555879139
Sector rotation2026-09-18 04:16
A news scan found the data line for XLC on 2026-09-17. Measured on September 18, 2026, the exchange aggregates were taken from Alpaca SIP/proxy, which is a primary feed. The returns were calculated using decimal values from adjusted closes. ATR, which stands for Average True Range, used simple 20-day true ranges. The levels were based on the last close, not the executable entry. The data for XLC on September 17, 2026, included the following information: the symbol was XLC, the date was 2026-09-17, there were 1331 bars, the close was 112.35, the 21-day return was 0.01692614047791441, the 63-day return was 0.03149100257069404, the 126-day return was -0.005752212389380618, the 252-day return was -0.04015378043571127, the average return was 0.000627787555879139, the simple moving average for 200 days was 113.6426, the average true range for 20 days was 1.5849999999999995, the high for 20 days was 115.26, it was not eligible, the 90th percentile was 0.13792132350998396, the 90th percentile number was 1254, the minimum gap was -0.057623380204025465, the gap date was 2022-02-03, the stop was 109.17999999999999, the target was 127.84546069634668, the rank for all was 9, the rank for eligible was null, the notional value was 0, the risk fraction was 0.028215398308856245, the stress gap was 0.11524676040805093, and the stress loss was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLC&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18
XLI 2026-09-17 adjusted sector signal and proposed allocation = 0.5030098499719082
Sector rotation2026-09-18 04:16
A news scan found the following data: Measured on September 18, 2026, the exchange aggregates were taken from Alpaca SIP/proxy, which is a primary feed that provides financial data. The returns were calculated using decimal values from adjusted closes, and the Average True Range, or ATR, which is a measure of volatility, was calculated over a simple 20-day period with true ranges. The levels were determined using the last closing price, not the price at which an order can be executed. The data for the symbol XLI on September 17, 2026, is as follows: the stock had 1331 bars, or trading periods, and closed at 169.01. The returns over 21, 63, 126, and 252 days were -0.07931579234079644, -0.05665327081937932, 0.02860446716572329, and 0.1274849899933288, respectively. The average return was 0.005030098499719082, and the simple moving average over 200 days was 171.0458. The ATR over 20 days was 2.4502499999999983, and the highest price over 20 days was 182.03. The stock was not eligible, with a 90th percentile return of 0.12089831500695433, which occurred on day 1254. The minimum gap, which is the difference between the current price and a previous price, was -0.03352168601099581, and occurred on April 3, 2025. The stop loss, which is the price at which a trader will sell a stock to limit losses, was 164.1095, and the target price, which is the price at which a trader hopes to sell a stock for a profit, was 189.44302421932534. The stock ranked 8th overall, but its rank among eligible stocks was not available. The notional value, which is the total value of the stock, was 0, and the risk fraction, which is the proportion of the portfolio that the stock represents, was 0.028995325720371556. The stress gap, which is the maximum potential loss, was 0.1, and the stress loss was not provided.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLI&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18
XLRE 2026-09-17 adjusted sector signal and proposed allocation = 1.0313838090950904
Sector rotation2026-09-18 04:16
On September 17, 2026, the XLRE sector signal was adjusted. The measurement was taken on September 18, 2026, using exchange aggregates from Alpaca SIP/proxy, which is a system that provides financial data, and one primary feed. The returns were calculated using decimal values from adjusted closing prices, and the Average True Range, or ATR, which is a measure of price volatility, was calculated using simple 20-day true ranges. The levels were determined using the last closing price, not the executable entry price, which is the price at which a trade can be executed. The data for XLRE on September 17, 2026, included a closing price of 42.94, a 21-day return of -0.0379, a 63-day return of -0.0149, a 126-day return of 0.0377, and a 252-day return of 0.0563. The average return was 0.0103, and the simple moving average over 200 days was 42.7645. The ATR over 20 days was 0.5042, and the highest price over 20 days was 45.465. The stock was eligible for trading, with a 90th percentile return of 0.1085, and a stop-loss price of 41.9315, and a target price of 47.6006. The stock was ranked 7th out of all stocks and 7th out of eligible stocks, with a notional value of 0, a risk fraction of 0.0235, a stress gap of 0.1, and a stress loss of 0.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLRE&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18
XLP 2026-09-17 adjusted sector signal and proposed allocation = 1.9767843027546972
Sector rotation2026-09-18 04:16
A news scan found the data line for XLP on 2026-09-17. Measured on September 18, 2026, exchange aggregates were taken from Alpaca SIP or proxy, which is a system that provides stock market data, with one primary feed. The returns were calculated using decimal values from adjusted closing prices, and the true ranges were calculated using a simple 20-day average true range, which is a measure of stock volatility. The levels were determined using the last closing price, not the price at which the trade could be executed. The data for XLP on September 17, 2026, included the following: the symbol was XLP, the date was 2026-09-17, there were 1331 bars of data, the closing price was 83.49, the 21-day return was -0.0244, the 63-day return was 0.0047, the 126-day return was 0.0230, the 252-day return was 0.0758, the average return was 0.0198, the 200-day simple moving average was 82.94, the 20-day average true range was 0.9343, the highest price in the last 20 days was 87.47, the stock was eligible for trading, the 90th percentile return was 0.0765, the number of days at this percentile was 1254, the minimum gap was -0.0237, the date of this gap was April 7, 2025, the stop loss price was 81.62, the target price was 89.88, the rank of all stocks was 6, the rank of eligible stocks was 6, the notional value was 0, the risk fraction was 0.0224, the stress gap was 0.1, and the stress loss was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLP&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18
XLB 2026-09-17 adjusted sector signal and proposed allocation = 3.7811589893965243
Sector rotation2026-09-18 04:15
On September 17, 2026, the sector signal for XLB was adjusted. The adjustment was based on data from September 18, 2026, which was collected from exchange aggregates via Alpaca SIP/proxy, a system that provides financial data, and a primary feed, a source of financial information. The data included decimal returns from adjusted closes, which are the prices at the end of a trading day, and ATR, or Average True Range, simple 20 true ranges, a measure of price volatility over 20 days. The levels used the last close, which is the most recent price, and not the executable entry, the price at which a trade can be made. The data for XLB on September 17, 2026, included the following: symbol XLB, date September 17, 2026, 1331 bars, or trading periods, a close of 50.71, and various return rates, including r21 of -0.0206643491695635, r63 of -0.021609106694964297, r126 of 0.05448118111873557, and r252 of 0.1390386343216532. The average return was 0.03781158989396524, the simple moving average over 200 days was 50.144, and the average true range over 20 days was 0.7967749999999991. The high over 20 days was 54.19, and the stock was eligible for trading, with a p90, or 90th percentile, of 0.10256424393625274, and a p90_n, the number of days at or above the 90th percentile, of 1254. The gap minimum, the minimum price gap, was -0.0319924723594448, and the gap date, the date of the minimum price gap, was April 3, 2025. The stop, or stop-loss price, was 49.11645, and the target price was 55.91103281000737. The rank all, the overall ranking, was 5, and the rank eligible, the ranking among eligible stocks, was also 5. The notional, the total value of the trade, was 0, the risk fraction, the proportion of the portfolio at risk, was 0.031424768290278016, the stress gap, the potential loss due to a price gap, was 0.1, and the stress loss, the potential loss due to market stress, was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLB&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18