XLF 2026-09-17 adjusted sector signal and proposed allocation = 5.353344596217588
Sector rotation2026-09-18 04:15
A news scan found the following data: Measured on September 18, 2026, the exchange aggregates were taken from Alpaca SIP/proxy, which is a system that provides financial data, and a primary feed. The returns were calculated using the adjusted closing prices, shown as decimal values, and the Average True Range, which is a measure of price volatility, was calculated over a 20-day period. The levels were determined using the last closing price, not the price at which an order can be executed. The data for the XLF symbol on September 17, 2026, includes the following: 1331 bars of data, a closing price of 55.88, returns of -0.0339 over 21 days, 0.0375 over 63 days, 0.1510 over 126 days, and 0.0595 over 252 days. The average return was 0.0535, the simple moving average over 200 days was 53.43345, and the Average True Range over 20 days was 0.7201. The highest price over 20 days was 58.6, and the symbol was eligible for trading. The 90th percentile return was 0.1184, which occurred on 1254 occasions, the minimum gap was -0.0390, which occurred on April 3, 2025, and the stop loss was 54.43981. The target price was 62.49699, the rank among all symbols was 4, and the rank among eligible symbols was also 4. The notional value was 0, the risk fraction was 0.0258, the stress gap was 0.1, and the stress loss was 0.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18
XLV 2026-09-17 adjusted sector signal and proposed allocation = 13.276403573089393
Sector rotation2026-09-18 04:15
On September 17, 2026, the XLV sector signal was adjusted. The measurement was taken on September 18, 2026, using exchange aggregates from Alpaca SIP/proxy as the primary feed. The returns were calculated from adjusted closes, and the Average True Range, or ATR, was calculated using simple 20-day true ranges. The levels were based on the last close, not the executable entry price. The data for XLV on September 17, 2026, included the following: 1331 bars, a close of 168.81, a 21-day return of -0.0054, a 63-day return of 0.125, a 126-day return of 0.157, and a 252-day return of 0.254. The average return was 0.133, and the simple moving average over 200 days was 155.10. The ATR over 20 days was 2.27, and the high over 20 days was 175.82. The stock was eligible, with a 90th percentile return of 0.106, and a notional value of 39.66. The risk fraction was 0.027, and the stress gap was 0.1, with a stress loss of 5.12. The stop price was 164.27, and the target price was 186.76. The rank among all stocks was 3, and the rank among eligible stocks was also 3.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLV&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18
XLK 2026-09-17 adjusted sector signal and proposed allocation = 19.528247004626625
Sector rotation2026-09-18 04:15
On September 17, 2026, the XLK 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 a primary feed, which is a main source of information. The returns were calculated using decimal values from adjusted closes, and the true ranges were calculated using a simple 20-day average true range, also known as ATR, which measures price volatility. The levels were determined using the last close price, not the executable entry price, which is the price at which a trade can be made. The data for XLK on September 17, 2026, included a close price of 188.06, and various return rates, such as 0.013145135222497606 for 21 days, 0.013363508998814444 for 63 days, 0.36641720555111545 for 126 days, and 0.3882040304126375 for 252 days. The average return was 0.19528247004626625, and the simple moving average for 200 days was 162.00065. The ATR for 20 days was 3.1324999999999976, and the highest price in the last 20 days was 189.08. The data also included a stop price of 181.79500000000002, a target price of 222.60612914891854, and a risk fraction of 0.03331383600978408, which is a measure of potential loss. The notional value, which is the total value of the trade, was 39.66, and the stress gap, which measures potential loss in extreme conditions, was 0.12518540492435482, with a stress loss of 6.318981591486373.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLK&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18
XLE 2026-09-17 adjusted sector signal and proposed allocation = 20.010555084368885
Sector rotation2026-09-18 04:15
A news scan found the following data line: Measured Sep18 2026, exchange aggregates via Alpaca SIP/proxy, one primary feed, which is a system that collects and provides financial data. Decimal returns from adjusted closes, ATR, or Average True Range, simple20 true ranges, were used. Levels use last close, not executable entry. The data for the symbol XLE on the date 2026-09-17 is as follows: the number of bars is 1331, the close is 64.48, the 21-day return is 0.0126, the 63-day return is 0.1879, the 126-day return is 0.1187, and the 252-day return is 0.4813. The average return is 0.2001, the simple moving average for 200 days is 55.2166, the average true range for 20 days is 1.2882, and the high for 20 days is 66.17. The symbol is eligible, the 90th percentile return is 0.2065, and the number of days to reach this return is 1254. The minimum gap is -0.0579, which occurred on 2026-04-08, the stop loss is 61.9036, and the target is 77.7973. The rank among all symbols is 1, the rank among eligible symbols is 1, the notional value is 39.66, the risk fraction is 0.0399, the stress gap is 0.1159, and the stress loss is 6.1942.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18