Runway

Notes

279 observations, newest first
XLC 02UTC completed adjusted sector signal = -0.015017483556466538
Sector rotation2026-09-21 02:03
Accessed2026-09-21; SIP adjustment=all start2021-06-01 end2026-09-19T00:00Z, completedSep18; returns decimals; planned sizes not orders. {"symbol":"XLC","bars":1332,"date":"2026-09-18T04:00:00Z","close":110.45,"r21":-0.0045065344749887215,"r63":0.015072144104402163,"r126":-0.014894755618979683,"r252":-0.05574078823629991,"avg":-0.015017483556466538,"sma200":113.25389999999999,"atr20":1.600999999999999,"high20":114.88,"p90":0.13793319496275078,"p90_n":1255,"worstgap":-0.05753803596127238,"max_abs_return":0.0883187514778907,"eligible":false,"rank":null,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars
XLRE 02UTC completed adjusted sector signal = 0.000294532262420405
Sector rotation2026-09-21 02:03
Accessed2026-09-21; SIP adjustment=all start2021-06-01 end2026-09-19T00:00Z, completedSep18; returns decimals; planned sizes not orders. {"symbol":"XLRE","bars":1332,"date":"2026-09-18T04:00:00Z","close":42.18,"r21":-0.05447209145931409,"r63":-0.021799628942485993,"r126":0.030539946249694694,"r252":0.04690990320178701,"avg":0.000294532262420405,"sma200":42.4204,"atr20":0.4990000000000002,"high20":45.09,"p90":0.1085945166440135,"p90_n":1255,"worstgap":-0.02611836621283703,"max_abs_return":0.07657945118059994,"eligible":false,"rank":null,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars
XLP 02UTC completed adjusted sector signal = 0.010293805863832106
Sector rotation2026-09-21 02:03
Accessed2026-09-21; SIP adjustment=all start2021-06-01 end2026-09-19T00:00Z, completedSep18; returns decimals; planned sizes not orders. {"symbol":"XLP","bars":1332,"date":"2026-09-18T04:00:00Z","close":82.26,"r21":-0.043154588810049965,"r63":0.0008516851198443476,"r126":0.02287988062670987,"r252":0.06059824651882417,"avg":0.010293805863832106,"sma200":82.42635,"atr20":0.8854999999999983,"high20":86.89,"p90":0.0765089488016883,"p90_n":1255,"worstgap":-0.02376211336784806,"max_abs_return":0.06439282563951776,"eligible":false,"rank":null,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars
XLI 02UTC completed adjusted sector signal = 0.012861458594983582
Sector rotation2026-09-21 02:03
Accessed2026-09-21; SIP adjustment=all start2021-06-01 end2026-09-19T00:00Z, completedSep18; returns decimals; planned sizes not orders. {"symbol":"XLI","bars":1332,"date":"2026-09-18T04:00:00Z","close":169.3,"r21":-0.06701201366692378,"r63":-0.059339926658517506,"r126":0.04018186286556902,"r252":0.1376159118398066,"avg":0.012861458594983582,"sma200":170.68525000000002,"atr20":2.3920000000000003,"high20":180.75,"p90":0.12088482077368641,"p90_n":1255,"worstgap":-0.03353495138197693,"max_abs_return":0.0888169408470425,"eligible":false,"rank":null,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars
XLB 02UTC completed adjusted sector signal = 0.02407186231692518
Sector rotation2026-09-21 02:03
Accessed2026-09-21; SIP adjustment=all start2021-06-01 end2026-09-19T00:00Z, completedSep18; returns decimals; planned sizes not orders. {"symbol":"XLB","bars":1332,"date":"2026-09-18T04:00:00Z","close":49.76,"r21":-0.04820198928844688,"r63":-0.03152977812378366,"r126":0.05580309781455539,"r252":0.12021611886537586,"avg":0.02407186231692518,"sma200":49.94445,"atr20":0.7849999999999995,"high20":53.94,"p90":0.10242204395726381,"p90_n":1255,"worstgap":-0.032136105860113395,"max_abs_return":0.0874861572535992,"eligible":false,"rank":null,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars
XLF 02UTC completed adjusted sector signal = 0.054190486429407686
Sector rotation2026-09-21 02:03
Accessed2026-09-21; SIP adjustment=all start2021-06-01 end2026-09-19T00:00Z, completedSep18; returns decimals; planned sizes not orders. {"symbol":"XLF","bars":1332,"date":"2026-09-18T04:00:00Z","close":55.66,"r21":-0.028282122905027962,"r63":0.046240601503759304,"r126":0.1499999999999999,"r252":0.04880346711889949,"avg":0.054190486429407686,"sma200":53.26344999999999,"atr20":0.7054999999999996,"high20":58.39,"p90":0.11839449899401085,"p90_n":1255,"worstgap":-0.03914373088685008,"max_abs_return":0.07543655413271244,"eligible":true,"rank":4,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars
XLV 02UTC completed adjusted sector signal = 0.12444763200877154
Sector rotation2026-09-21 02:03
Accessed2026-09-21; SIP adjustment=all start2021-06-01 end2026-09-19T00:00Z, completedSep18; returns decimals; planned sizes not orders. {"symbol":"XLV","bars":1332,"date":"2026-09-18T04:00:00Z","close":167.75,"r21":-0.041483343808925155,"r63":0.13206910514239434,"r126":0.15841447413852627,"r252":0.2487902925630907,"avg":0.12444763200877154,"sma200":154.58825000000002,"atr20":2.1585000000000036,"high20":175.15,"p90":0.10626814878798006,"p90_n":1255,"worstgap":-0.026399635867091376,"max_abs_return":0.05485050548505055,"eligible":true,"rank":3,"size":86.66,"stress_fraction":0.12816125186289126,"stress_loss":11.106454086438156,"stop_illustrative":163.433,"target_illustrative":185.57648195918364} https://runway.adityaperswal.workers.dev/data/stock-bars
XLE 02UTC completed adjusted sector signal = 0.19704288291220817
Sector rotation2026-09-21 02:03
Accessed2026-09-21; SIP adjustment=all start2021-06-01 end2026-09-19T00:00Z, completedSep18; returns decimals; planned sizes not orders. {"symbol":"XLE","bars":1332,"date":"2026-09-18T04:00:00Z","close":63.93,"r21":0.011550632911392356,"r63":0.20463538722442065,"r126":0.09826490293763945,"r252":0.47372060857538023,"avg":0.19704288291220817,"sma200":54.98775,"atr20":1.2579999999999998,"high20":65.78,"p90":0.20623380761303578,"p90_n":1255,"worstgap":-0.0579319636241159,"max_abs_return":0.0918736435977816,"eligible":true,"rank":2,"size":86.66,"stress_fraction":0.15565958435824975,"stress_loss":13.489459580485923,"stop_illustrative":61.414,"target_illustrative":77.11452732070137} https://runway.adityaperswal.workers.dev/data/stock-bars
XLK 02UTC completed adjusted sector signal = 0.20034955267731025
Sector rotation2026-09-21 02:03
Accessed2026-09-21; SIP adjustment=all start2021-06-01 end2026-09-19T00:00Z, completedSep18; returns decimals; planned sizes not orders. {"symbol":"XLK","bars":1332,"date":"2026-09-18T04:00:00Z","close":189.38,"r21":0.0324374420759963,"r63":-0.008429760720456647,"r126":0.37301529761473207,"r252":0.4043752317389693,"avg":0.20034955267731025,"sma200":162.04685,"atr20":3.140499999999997,"high20":189.59,"p90":0.18371503840112063,"p90_n":1255,"worstgap":-0.06256806256806269,"max_abs_return":0.1342831501009647,"eligible":true,"rank":1,"size":86.66,"stress_fraction":0.15915196629158,"stress_loss":13.792109398828321,"stop_illustrative":183.099,"target_illustrative":224.1719539724042} https://runway.adityaperswal.workers.dev/data/stock-bars
Sector September ex date and adjustment reconciliation
Sector rotation2026-09-21 00:04
Issuer primary calendar accessedSep21 lists Sep21ex/record,Sep23pay for all11sectors. Raw versus all Sep18 close XLK189.60/189.38,XLE64.31/63.93,XLV168.39/167.75; raw=split on Sep15–18. Difference .22/.38/.64 is feed adjustment, NOT confirmed dividend amount. Historical issuer XLSX still latest June22 for selected names; September amount unknown. Feed now continuous across knownDec5splits; no repair. https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx https://www.ssga.com/library-content/products/fund-data/etfs/us/distribution/SPDR_Dividend_Distribution_Schedule.pdf
Synchronous selected-basket risk diagnostics = 16.089109
Sector rotation2026-09-21 00:04
Fresh adjusted June1 2021–Sep18 2026 sample1331 returns. Daily equal-weight basket annualizedvol16.089109%,worstday-7.087094%. Correlations XLK/XLE.238532,XLK/XLV.389867,XLE/XLV.241683. Descriptive selected-basket hindsight diagnostic, not backtest or guaranteed diversification. Gap-through-stop stress at86.66each13.792109/13.489460/11.106454,total38.388023; target scenario profit43.002165. https://runway.adityaperswal.workers.dev/data/stock-bars
XLV Issuer valuation snapshot Sep17, accessed Sep21 = 20.04
Sector rotation2026-09-21 00:04
Index FY1 PE20.04, trailing PE30.56, price/cashflow17.71, estimated3–5year EPS growth11.77%,59 holdings. Issuer primary fund snapshot; estimates not realized earnings. https://www.ssga.com/us/en/intermediary/etfs/state-street-health-care-select-sector-spdr-etf-xlv
XLE Issuer valuation snapshot Sep17, accessed Sep21 = 12.46
Sector rotation2026-09-21 00:04
Index FY1 PE12.46, trailing PE17.82, price/cashflow8.77, estimated3–5year EPS growth10.87%,21 holdings. Issuer primary fund snapshot; estimates not realized earnings. https://www.ssga.com/us/en/intermediary/etfs/state-street-energy-select-sector-spdr-etf-xle
XLK Issuer valuation snapshot Sep17, accessed Sep21 = 26.17
Sector rotation2026-09-21 00:04
Index FY1 PE26.17, trailing PE33.92, price/cashflow28.60, estimated3–5year EPS growth36.25%,73 holdings. Issuer primary fund snapshot; estimates not realized earnings. https://www.ssga.com/us/en/intermediary/etfs/state-street-technology-select-sector-spdr-etf-xlk
XLU Sep21 refreshed Sep18 completed adjusted signal and risk = -0.06139687787039039
Sector rotation2026-09-21 00:03
{"symbol":"XLU","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":40.8,"sma200":43.89875,"atr20":0.6305,"high20":43.64,"r21":-0.06636155606407335,"r63":-0.07587768969422426,"r126":-0.10506690063610458,"r252":0.001718634912840633,"avg":-0.06139687787039039,"p90":0.10248819951417007,"windows":1255,"worstgap":-0.02020202020202022,"sma_distance":-0.07058857028958687,"high_drawdown":-0.06507791017415221,"eligible":false,"rank":null,"size":0,"stop":39.538999999999994,"target":44.98151854017813,"g":0.1,"stress":0}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars
XLY Sep21 refreshed Sep18 completed adjusted signal and risk = -0.042866964902981
Sector rotation2026-09-21 00:03
{"symbol":"XLY","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":110.79,"sma200":116.32100000000003,"atr20":1.5020000000000018,"high20":118.53,"r21":-0.06372010479168422,"r63":-0.05039856004114163,"r126":0.016235553109521295,"r252":-0.07358474788861946,"avg":-0.042866964902981,"p90":0.14890879842478497,"windows":1255,"worstgap":-0.05426125049780972,"sma_distance":-0.0475494536670078,"high_drawdown":-0.06529992406985574,"eligible":false,"rank":null,"size":0,"stop":107.786,"target":127.28760577748194,"g":0.10852250099561944,"stress":0}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars
XLC Sep21 refreshed Sep18 completed adjusted signal and risk = -0.015017483556466538
Sector rotation2026-09-21 00:03
{"symbol":"XLC","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":110.45,"sma200":113.25389999999999,"atr20":1.600999999999999,"high20":114.88,"r21":-0.0045065344749887215,"r63":0.015072144104402163,"r126":-0.014894755618979683,"r252":-0.05574078823629991,"avg":-0.015017483556466538,"p90":0.13793319496275078,"windows":1255,"worstgap":-0.05753803596127238,"sma_distance":-0.02475764631504951,"high_drawdown":-0.03856197771587733,"eligible":false,"rank":null,"size":0,"stop":107.248,"target":125.68472138363582,"g":0.11507607192254476,"stress":0}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars
XLRE Sep21 refreshed Sep18 completed adjusted signal and risk = 0.000294532262420405
Sector rotation2026-09-21 00:03
{"symbol":"XLRE","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":42.18,"sma200":42.4204,"atr20":0.4990000000000002,"high20":45.09,"r21":-0.05447209145931409,"r63":-0.021799628942485993,"r126":0.030539946249694694,"r252":0.04690990320178701,"avg":0.000294532262420405,"p90":0.1085945166440135,"windows":1255,"worstgap":-0.02611836621283703,"sma_distance":-0.005667084704528924,"high_drawdown":-0.06453759148369931,"eligible":false,"rank":null,"size":0,"stop":41.182,"target":46.760516712044485,"g":0.1,"stress":0}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars
XLP Sep21 refreshed Sep18 completed adjusted signal and risk = 0.010293805863832106
Sector rotation2026-09-21 00:03
{"symbol":"XLP","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":82.26,"sma200":82.42635,"atr20":0.8854999999999983,"high20":86.89,"r21":-0.043154588810049965,"r63":0.0008516851198443476,"r126":0.02287988062670987,"r252":0.06059824651882417,"avg":0.010293805863832106,"p90":0.0765089488016883,"windows":1255,"worstgap":-0.02376211336784806,"sma_distance":-0.002018165307574482,"high_drawdown":-0.05328576360916093,"eligible":false,"rank":null,"size":0,"stop":80.489,"target":88.55362612842688,"g":0.1,"stress":0}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars
XLI Sep21 refreshed Sep18 completed adjusted signal and risk = 0.012861458594983582
Sector rotation2026-09-21 00:03
{"symbol":"XLI","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":169.3,"sma200":170.68525000000002,"atr20":2.3920000000000003,"high20":180.75,"r21":-0.06701201366692378,"r63":-0.059339926658517506,"r126":0.04018186286556902,"r252":0.1376159118398066,"avg":0.012861458594983582,"p90":0.12088482077368641,"windows":1255,"worstgap":-0.03353495138197693,"sma_distance":-0.008115815514228797,"high_drawdown":-0.06334716459197776,"eligible":false,"rank":null,"size":0,"stop":164.51600000000002,"target":189.7658001569851,"g":0.1,"stress":0}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars
XLB Sep21 refreshed Sep18 completed adjusted signal and risk = 0.02407186231692518
Sector rotation2026-09-21 00:03
{"symbol":"XLB","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":49.76,"sma200":49.94445,"atr20":0.7849999999999995,"high20":53.94,"r21":-0.04820198928844688,"r63":-0.03152977812378366,"r126":0.05580309781455539,"r252":0.12021611886537586,"avg":0.02407186231692518,"p90":0.10242204395726381,"windows":1255,"worstgap":-0.032136105860113395,"sma_distance":-0.003693103037474721,"high_drawdown":-0.07749351130886173,"eligible":false,"rank":null,"size":0,"stop":48.19,"target":54.856520907313445,"g":0.1,"stress":0}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars
XLF Sep21 refreshed Sep18 completed adjusted signal and risk = 0.054190486429407686
Sector rotation2026-09-21 00:03
{"symbol":"XLF","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":55.66,"sma200":53.26344999999999,"atr20":0.7054999999999996,"high20":58.39,"r21":-0.028282122905027962,"r63":0.046240601503759304,"r126":0.1499999999999999,"r252":0.04880346711889949,"avg":0.054190486429407686,"p90":0.11839449899401085,"windows":1255,"worstgap":-0.03914373088685008,"sma_distance":0.044994269053168834,"high_drawdown":-0.046754581263915074,"eligible":true,"rank":4,"size":0,"stop":54.248999999999995,"target":62.24983781400664,"g":0.1,"stress":0}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars
XLV Sep21 refreshed Sep18 completed adjusted signal and risk = 0.12444763200877154
Sector rotation2026-09-21 00:03
{"symbol":"XLV","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":167.75,"sma200":154.58825000000002,"atr20":2.1585000000000036,"high20":175.15,"r21":-0.041483343808925155,"r63":0.13206910514239434,"r126":0.15841447413852627,"r252":0.2487902925630907,"avg":0.12444763200877154,"p90":0.10626814878798006,"windows":1255,"worstgap":-0.026399635867091376,"sma_distance":0.08514068824765131,"high_drawdown":-0.04224950042820441,"eligible":true,"rank":3,"size":86.66,"stop":163.433,"target":185.57648195918364,"g":0.1,"stress":11.106454086438156}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars
XLE Sep21 refreshed Sep18 completed adjusted signal and risk = 0.19704288291220817
Sector rotation2026-09-21 00:03
{"symbol":"XLE","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":63.93,"sma200":54.98775,"atr20":1.2579999999999998,"high20":65.78,"r21":0.011550632911392356,"r63":0.20463538722442065,"r126":0.09826490293763945,"r252":0.47372060857538023,"avg":0.19704288291220817,"p90":0.20623380761303578,"windows":1255,"worstgap":-0.0579319636241159,"sma_distance":0.16262258412100872,"high_drawdown":-0.02812404986318029,"eligible":true,"rank":2,"size":86.66,"stop":61.414,"target":77.11452732070137,"g":0.1158639272482318,"stress":13.489459580485923}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars
XLK Sep21 refreshed Sep18 completed adjusted signal and risk = 0.20034955267731025
Sector rotation2026-09-21 00:03
{"symbol":"XLK","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":189.38,"sma200":162.04685,"atr20":3.140499999999997,"high20":189.59,"r21":0.0324374420759963,"r63":-0.008429760720456647,"r126":0.37301529761473207,"r252":0.4043752317389693,"avg":0.20034955267731025,"p90":0.18371503840112063,"windows":1255,"worstgap":-0.06256806256806269,"sma_distance":0.16867436793742052,"high_drawdown":-0.001107653357244609,"eligible":true,"rank":1,"size":86.66,"stop":183.099,"target":224.1719539724042,"g":0.12513612513612538,"stress":13.792109398828321}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars
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