Notes

A news scan found the note that on September 20, a calendar was checked and it had a header but no meeting details. This does not necessarily mean there are no meetings on September 21 or 22, or decisions about drugs. The advisory calendar is not a complete list of all FDA events, and it does not include new FDA catalysts used. https://www.fda.gov/advisory-committees/advisory-committee-calendar

A news scan found the following Federal Reserve primary calendar for September 21-22: on September 22, there will be a speech by Jefferson at 10:20 ET about Discount Window Modernization and Treasury Market Functioning, and also sessions at 13:00 ET, 13:00 ET for CP, and 16:15 ET for H15; on September 21, there is a session at 16:15 ET for H10. The calendar lists dates, but does not predict economic outcomes. https://www.federalreserve.gov/newsevents/2026-september.htm

A news scan found the primary New York Federal Reserve calendar for September 20, 2026. The calendar lists the following events: on September 21, the Survey of Consumer Expectations Household Spending will be released at 11:00 Eastern Time, which is 15:00 Universal Time. On September 22, the Philadelphia non-manufacturing data will be released at 8:30 Eastern Time, which is 12:30 Universal Time, and the Richmond manufacturing data will be released at 10:00 Eastern Time, which is 14:00 Universal Time. These are tentative dates and do not include the actual outcomes or any surprises. https://www.newyorkfed.org/research/calendars/i-sep26.html

A news scan found the headline 'XLU 08UTC completed Sep18 full signal and risk metrics'. Measured on 2026-09-20, the primary venue was SIP with a conditional issuer split repair, which means the system checked for and fixed any issues with the data from the issuer, and returns were given in decimals. The target sample was the last 5 years. The data for the symbol XLU, which is a stock ticker symbol, on 2026-09-18, showed the following metrics: 1332 bars, a close price of 41.1, and various return metrics, including r21, which is a 21-day return, of -0.06633348477964562, r63 of -0.07598920863309344, r126 of -0.10496515679442509, and r252, which is a 252-day return, of 0.0017060687301975186. The average return was -0.06139544536924166, the simple moving average over 200 days, or sma200, was 44.222125, and the average true range over 20 days, or atr20, was 0.6355299999999993. Other metrics included p90 of 0.10239288498446239, windows of 1255, gap of -0.020194072908471083, stress gap of 0.1, risk of 0.1328334306569343, split ratio of 0.4953281943471151, and high20 of 43.96. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLY 08UTC completed Sep18 full signal and risk metrics'. Measured on 2026-09-20, the primary venue used was SIP, with a conditional issuer split repair, and returns were measured in decimals, using the last 5 years as the target sample. The data for the symbol XLY on 2026-09-18 included 1332 bars, a close of 111.03, and various risk metrics: r21 was -0.06374905135340247, r63 was -0.050457538698366555, r126 was 0.016199890170236042, and r252 was -0.07363063701973216, with an average of -0.04290933422531629. The simple moving average over 200 days, or sma200, was 116.57710000000002, and the average true range over 20 days, or atr20, was 1.5072499999999984. Other metrics included p90 of 0.14896551962962673, 1255 windows, a gap of -0.054244697233123085, a stress gap of 0.10848939446624617, a risk of 0.13769419245220943, and a split ratio of 0.5027881040892194, with a high20 of 118.79. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLC 08UTC completed Sep18 full signal and risk metrics'. Measured on 2026-09-20, the primary venue was SIP with a conditional issuer split repair, using decimal returns and targeting the last 5 years of data. The results for the symbol XLC on 2026-09-18 were as follows: 1332 bars, a close of 110.81, with returns of -0.0045813869924541395 over 21 days, 0.01502244206283776 over 63 days, -0.014934660858742954 over 126 days, and -0.055730720068172035 over 252 days. The average return was -0.015056081464132842, the simple moving average over 200 days was 113.62755000000001, and the average true range over 20 days was 1.607. Other metrics included a 90th percentile of 0.13790962490769748, 1255 windows, a gap of -0.057623380204025465, a stress gap of 0.11524676040805093, and a risk of 0.14590867640884983. The high over 20 days was 115.26. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLRE 08UTC completed Sep18 full signal and risk metrics'. Measured on 2026-09-20, the primary venue was SIP with a conditional issuer split repair, using decimal returns and targeting the last 5 years of data. The data included the symbol XLRE, with a date of 2026-09-18, 1332 bars, a close of 42.53, and various risk metrics: r21 was -0.054678817515003364, r63 was -0.021849126034958477, r126 was 0.030281007751937983, and r252 was 0.04676347526458269. The average was 0.0001291348666397074, the simple moving average for 200 days was 42.77705, the average true range for 20 days was 0.5022400000000001, and the 90th percentile was 0.10853497921567627. There were 1255 windows, a gap of -0.026175063326766113, a stress gap of 0.1, a risk of 0.12625633670350342, and a high of 45.465 over the last 20 days. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLP 08UTC completed Sep18 full signal and risk metrics'. Measured on 2026-09-20, the primary venue used was SIP, with a conditional issuer split repair, and returns were given in decimals. The target sample was the last 5 years. The details are as follows: the symbol is XLP, the date is 2026-09-18, there were 1332 bars, and the close was 82.8. The returns for 21, 63, 126, and 252 periods were -0.0432, 0.0008, 0.0229, and 0.0606 respectively. The average return was 0.0103, and the simple moving average for 200 periods was 82.9682. The average true range for 20 periods was 0.8918, and the 90th percentile was 0.0765. There were 1255 windows, a gap of -0.0237, a stress gap of 0.1, and a risk of 0.1244. The high for 20 periods was 87.465. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLI 08UTC completed Sep18 full signal and risk metrics'. Measured on 2026-09-20, the primary venue was SIP with a conditional issuer split repair, which means the system checked for and fixed any issues with the data from the issuer, and returns were given in decimals. The target sample was the last 5 years. The data for the symbol XLI, which is a stock ticker, on 2026-09-18, showed the following metrics: the stock had 1332 bars of data, it closed at 169.75, and had returns of -0.06705138774388564 over 21 days, -0.059400454369147204 over 63 days, 0.04013480392156876 over 126 days, and 0.1375820935531431 over 252 days. The average return was 0.012816263840419756, the simple moving average over 200 days was 171.1439, and the average true range over 20 days was 2.3982499999999987. The 90th percentile was 0.12087676778130486, and there were 1255 windows of data. The gap was -0.03352168601099581, the stress gap was 0.1, and the risk was 0.13043063328424154. The high over 20 days was 181.24, and the size was 0. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLB 08UTC completed Sep18 full signal and risk metrics'. Measured on 2026-09-20, the primary venue is SIP with a conditional issuer split repair, using decimal returns and targeting the last 5 years of data. The data for the symbol XLB on 2026-09-18 includes 1332 bars, a close price of 49.99, and various risk metrics: r21 is -0.048172124904798164, r63 is -0.03157690817512582, r126 is 0.05575501583949305, and r252 is 0.12034961900493069, with an average of 0.02408890044112494. The simple moving average over 200 periods, or sma200, is 50.173925, and the average true range over 20 periods, or atr20, is 0.7882599999999993. Other metrics include p90 of 0.10243167306427377, 1255 windows, a gap of -0.032110091743119185, a stress gap of 0.1, a risk of 0.13338303660732145, and a split ratio of 0.4983963344788087. The high price over 20 periods, or high20, is 54.19. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLF 08UTC completed Sep18 full signal and risk metrics'. Measured on 2026-09-20, the primary venue used was SIP, with a conditional issuer split repair, and returns were given in decimals. The target sample was the last 5 years. The data included the symbol XLF, with a date of 2026-09-18, 1332 bars, a close of 55.86, and various risk metrics: r21 was -0.028183716075156573, r63 was 0.04645934807043828, r126 was 0.1500926497838171, and r252 was 0.049014084507042144. The average was 0.054345591571535234, the simple moving average over 200 periods, or sma200, was 53.4515, and the average true range over 20 periods, or atr20, was 0.7088450000000005. Other metrics included p90 of 0.11838838877512908, 1255 windows, a gap of -0.03900853311661934, a stress gap of 0.1, a risk of 0.12784140708915148, and a high over 20 periods, or high20, of 58.6, with a rank of 4 and a size of 0. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the report for XLV, which was completed on September 18, 2026, at 08UTC. The report includes full signal and risk metrics. Measured on September 20, 2026, the primary venue used was SIP, with a conditional issuer split repair, and returns were given in decimals. The target sample was the last 5 years. The report included the following details: the symbol was XLV, the date was September 18, 2026, and there were 1332 bars. The close was 168.39, with returns of -0.04149590163934436 over 21 days, 0.13210972166196022 over 63 days, 0.1583545435784548 over 126 days, and 0.24872080088987758 over 252 days. The average return was 0.12442229112273706, and the simple moving average over 200 days was 155.18015000000003. The average true range over 20 days was 2.1654699999999965, and the 90th percentile was 0.10628648222527133. There were 1255 windows, a gap of -0.02644902894279455, and a stress gap of 0.1. The risk was 0.12814772848743983, and the split ratio was null. The high over 20 days was 175.82, the rank was 3, the size was 86.66, and the stop was 164.05906. The target was 186.28758074191344, the stress was 11.105282150721536, the stop loss was 2.2288690563572624, and the target gain was 9.210786549642012. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the report for XLE, which completed its full signal and risk metrics on September 18, 2026, at 08UTC. The report is based on data from the primary venue SIP, with a conditional issuer split repair, and returns are given in decimals. The target sample covers the last 5 years. The details include the symbol XLE, date September 18, 2026, with 1332 bars and a close price of 64.31. Other metrics are r21 at 0.011481597986788383, r63 at 0.20453268402322533, r126 at 0.09837745516652441, and r252 at 0.47381689011114947. The average is 0.1970521568219219, sma200 is 55.314825, and atr20 is 1.2647249999999997. Additional data points are p90 at 0.20627946697730823, windows at 1255, gap at -0.0579273396952954, stress_gap at 0.1158546793905908, risk at 0.15563000797425539, split_ratio at 0.49789356984478933, high20 at 66.17, rank at 2, size at 86.66, stop at 61.780550000000005, target at 77.5758325213107, stress at 13.486896491048972, stop_loss at 3.4085233556212087, and target_gain at 17.87617860825353. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLK 08UTC completed Sep18 full signal and risk metrics'. Measured on 2026-09-20, the primary venue is SIP with a conditional issuer split repair, using decimal returns and targeting the last 5 years. The data for the symbol XLK on 2026-09-18 includes 1332 bars, a close of 189.6, and various risk metrics: r21 is 0.032454802875190536, r63 is -0.008420061712253624, and r126 is 0.3730175972192047. The average return is 0.2003611920730362, the simple moving average over 200 days is 162.235625, and the average true range over 20 days is 3.1444999999999963. Other metrics include a 90th percentile of 0.18362192237650138, 1255 windows, a gap of -0.06259270246217741, a stress gap of 0.12518540492435482, and a risk of 0.15920285739498102. The split ratio is 0.5036561810154525, the high over 20 days is 189.81, the rank is 1, the size is 86.66, the stop is 183.311, and the target is 224.41471648258465. The stress is 13.796519621849056, the stop loss is 2.8744975738396588, and the target gain is 15.912675793147608. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: for XLK, the pre-2026 gap percentage is -2.5947445082801974, with 2 test breaches out of 179, and a test breach rate of 1.1173184357541899 percent. For XLE, the pre-2026 gap percentage is -3.1902366689284984, with 4 test breaches out of 179, and a test breach rate of 2.2346368715083798 percent. For XLV, the pre-2026 gap percentage is -1.3698510638297818, with 3 test breaches out of 179, and a test breach rate of 1.675977653631285 percent. The split boundary ratios are as follows: XLK is 0.5023109823399559, XLY is 0.5004646840148699, XLB is 0.5011454753722795, XLE is 0.49911308203991134, and XLU is 0.5001167951413221. These thresholds are from pre-2026 data only, and the current basket was selected retrospectively, not untouched out of sample, which means the data was used to make decisions after it was collected. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the sample is from 2026, block number 20, with 10,000 paths, 60 sessions, and 179 source days. The stop percentage for XLK is 74.61, for XLE it is 40.92, and for XLV it is 61.62. The target percentage for XLK is 20.6, for XLE it is 39.15, and for XLV it is 22.78. The mean profit and loss of the basket is 9.54, with a 5th percentile of -8.97 and a 50th percentile of 12.05, and a 95th percentile of 24.15. The basket loss percentage is 19.76. This data uses static current brackets, stops the first position on same-day dual touch, and has an opening gap stop at the worse open, with no ratchet, monthly rerank, or 15-minute checks, and assumes 6 basis points per side in costs, with no calibrated odds or Kelly sizing, and adjusted OHLC, which stands for open, high, low, and close, not executable prices, and chosen current basket selection bias. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the sample is from the year 2026, and it is block number 5. This data has 10,000 paths and 60 sessions, and it is based on 179 days of data from the source. The stop percentage, which is the percentage at which a trade is stopped, is 67.35 for XLK, 45.17 for XLE, and 66.19 for XLV. The target percentage, which is the percentage at which a trade is targeted, is 24.43 for XLK, 33.52 for XLE, and 20.5 for XLV. The mean profit and loss of the basket is 9.290633413263526, with a 5th percentile of -9.01468948723585, a 50th percentile of 9.96330738116914, and a 95th percentile of 27.89857728178414. The basket loss percentage is 20.19. The data also includes information about the current brackets, which are static, and the rules for stopping trades, including stopping the first trade on the same day if the price touches the stop price twice, and stopping at the worst opening price if there is a gap at the opening. Additionally, there is no ratchet, monthly rerank, or 15-minute checks, and the prices used are adjusted high, low, open, and close prices, not executable prices. The data also assumes a 6 basis point cost per side, and does not include calibrated odds or Kelly sizing, which refers to a method of determining the size of a trade based on the probability of winning and the potential profit or loss. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for the 06UTC block bootstrap 2026 block1. The data shows the following settings: the sample is from 2026, it is block number 1, there are 10000 paths, 60 sessions, and data from 179 days. The stop percentage, which is the percentage at which a trade is stopped, is 66.3 for XLK, 45.35 for XLE, and 65.18 for XLV. The target percentage, which is the desired percentage return, is 26.17 for XLK, 32.97 for XLE, and 23.43 for XLV. The mean profit and loss for the basket is 9.63, with the 5th percentile at -9.25, the 50th percentile at 9.96, and the 95th percentile at 31.25. The basket loss percentage is 22.72. The strategy uses static current brackets, stops the first trade on the same day if the price touches the same level twice, and stops at the worst opening gap. There is no ratchet, monthly rerank, or 15-minute checks. The prices used are adjusted high, low, open, and close prices, not executable prices. The current basket selection has bias, and costs are assumed to be 6 basis points per side. There is no calibrated odds or Kelly sizing. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the sample is pre2026, block is 20, paths are 10000, sessions are 60, and source days are 1152. The stop percentage for XLK is 66.53, XLE is 70.12, and XLV is 66.33. The target percentage for XLK is 12.96, XLE is 11.17, and XLV is 13.94. The mean profit and loss of the basket is 2.80, the 5th percentile is -9.74, the 50th percentile is 0.90, and the 95th percentile is 23.90. The basket loss percentage is 48.39. This data uses static current brackets, stops the first position on same-day dual touch, and has an opening gap stop at the worse open. It does not use a ratchet, monthly rerank, or 15-minute checks, and the prices are adjusted OHLC, not executable prices. The current basket selection has bias, and costs are assumed to be 6 basis points per side. There is no calibrated odds or Kelly sizing. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the sample is pre2026, block number is 5, with 10000 paths and 60 sessions, using 1152 days of source data. The stop percentage for XLK is 68.49, for XLE it is 68.43, and for XLV it is 64.74. The target percentage for XLK is 15.55, for XLE it is 14.41, and for XLV it is 16.61. The mean profit and loss of the basket is 3.4460190441621394, with a 5th percentile of -9.89387409316706 and a 50th percentile of 0.6292599833970072, and a 95th percentile of 31.220380615361066. The basket loss percentage is 48.77. This data uses static current brackets, with a stop on the first same-day dual touch, and an opening gap stop at the worse open, assuming 6 basis points per side in costs, and no ratchet, monthly rerank, or 15-minute checks, and adjusted high, low, open, and close prices that are not executable prices, with a chosen current basket selection bias, and no calibrated odds or Kelly sizing. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: this is a block of data from a trading system, specifically the first block before 2026. The system has the following settings: it considers 10,000 paths, 60 sessions, and 1,152 days of source data. The stop loss percentages are 68.56% for XLK, 67.33% for XLE, and 65.31% for XLV. The target percentages are 17.29% for XLK, 15.56% for XLE, and 16.3% for XLV. The average profit and loss of the basket is 3.66, with 5% of cases losing 9.69 or more, 50% of cases losing 0.09 or more, and 95% of cases gaining 31.25 or less. The basket loss percentage is 50.2. The system uses static current brackets, stops the first position on the same day if both conditions are met, and stops at the worst opening gap. There is no ratchet, monthly rerank, or 15-minute checks. The system uses adjusted high, low, open, and close prices, which are not executable prices. The current basket selection has bias, and the system assumes 6 basis points of costs per side. There is no calibrated odds or Kelly sizing. https://runway.adityaperswal.workers.dev/data/stock-bars

A current analysis of a selected basket regime, which is not a strategy holdout, shows the following results from June 2, 2021, to December 31, 2025. The analysis covers 1152 data points. The correlation between the stocks in the basket is as follows: XLK has a correlation of 1 with itself, 0.315635 with XLE, and 0.500392 with XLV. XLE has a correlation of 0.315635 with XLK, 1 with itself, and 0.293787 with XLV. XLV has a correlation of 0.500392 with XLK, 0.293787 with XLE, and 1 with itself. The annualized volatility of an equal basket is 16.736804074671067 percent. The worst basket gap is -3.3226667482259034 percent. The minimum gap for each stock is -6.25927024621774 percent for XLK, -4.952926729431029 percent for XLE, and -2.644902894279455 percent for XLV. This is a retrospective diagnostic of the current selected basket. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: a current selected basket retrospective diagnostic, not strategy holdout, with the following details: it started on 2026-01-02 and ended on 2026-09-18, and it has 179 data points. The correlation, which measures how much two things move together, between the tickers is as follows: XLK has a correlation of 1 with itself, -0.247776 with XLE, and -0.158572 with XLV, XLE has a correlation of -0.247776 with XLK, 1 with itself, and -0.078192 with XLV, and XLV has a correlation of -0.158572 with XLK, -0.078192 with XLE, and 1 with itself. The annualized volatility, which is a measure of how much the prices of the tickers in the basket fluctuate, if the basket were equal, is 11.010394791947922 percent. The worst basket gap, which is the biggest difference between the prices of the tickers in the basket, is -0.9544757103629712 percent. The minimum gap, which is the smallest difference, for each ticker is: -3.887587822014049 percent for XLK, -5.7927339695295395 percent for XLE, and -1.843102945465147 percent for XLV. https://runway.adityaperswal.workers.dev/data/stock-bars