A news scan found the headline 'XLP Dividend audit event factors'. Read 2026-09-20, the issuer has 21 ex-date cash events from 2021 to 2026. Prices are from SIP, which stands for Securities Information Processor, and are all split-normalized. The columns show the date, split-normalized cash, 1-day price change compared to the prior close, feed factor, and error basis points. The data includes: date, split-normalized cash, 1-day price change, feed factor, and error basis points. The list of events is as follows: [['2026-06-22', 0.574188, 0.99310699, 0.99315726, 0.5027611], ['2026-03-23', 0.454896, 0.99440403, 0.99443521, 0.31176075], ['2025-12-22', 0.626971, 0.9920415, 0.99204627, 0.04776325], ['2025-09-22', 0.541244, 0.99318161, 0.99316944, -0.12169345], ['2025-06-23', 0.552327, 0.99318283, 0.99327327, 0.90434461], ['2025-03-24', 0.418235, 0.99472791, 0.99475161, 0.23701621], ['2024-12-23', 0.602361, 0.99246484, 0.99257616, 1.11325496], ['2024-09-23', 0.438963, 0.99471447, 0.99467589, -0.38582497], ['2024-06-24', 0.58193, 0.99250766, 0.99250831, 0.00645003], ['2024-03-18', 0.552237, 0.99268851, 0.9927473, 0.58790697], ['2023-12-18', 0.536446, 0.99246988, 0.99244907, -0.20804937], ['2023-09-18', 0.48522, 0.99326551, 0.9932207, -0.44810014], ['2023-06-20', 0.526026, 0.99295532, 0.99295787, 0.0254404], ['2023-03-20', 0.344661, 0.99522034, 0.99522511, 0.0476404], ['2022-12-19', 0.533016, 0.99287983, 0.99283881, -0.41014079], ['2022-09-19', 0.460532, 0.99354364, 0.99347466, -0.68983217], ['2022-06-21', 0.51286, 0.99254889, 0.99251362, -0.35263844], ['2022-03-21', 0.33492, 0.99548564, 0.99555595, 0.70301638], ['2021-12-20', 0.511737, 0.99319499, 0.99318448, -0.1050213], ['2021-09-20', 0.442006, 0.99380597, 0.99373768, -0.68292334], ['2021-06-21', 0.443628, 0.99355192, 0.99349756, -0.54353959]].
https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLP Dividend audit summary = 1.1132549583559026
Sector rotation2026-09-20 04:04
A news scan found the dividend audit summary for XLP. The symbol is XLP, with 21 dividend events. The maximum factor error in basis points is 1.1132549583559026. The mean total return is 0.010317721985321354 and the mean feed return is 0.010267345705447017. Return differences are as follows: r21 is -1.1102230246251565e-14, r63 is 0.009649004315526177, r126 is 0.0029580796823136524, and r252 is 0.00754342795190599. Cash reinvest p90 is 0.0765274242315646. The latest events are: on 2026-03-23, the dividend was 0.454896, expected return was 0.9944040349366465, actual return was 0.9944352110118166, with an error of 0.31176075170114004 basis points, and on 2026-06-22, the dividend was 0.574188, expected return was 0.9931069867947179, actual return was 0.9931572629051622, with an error of 0.502761104442806 basis points. The split only mean is -0.0017973668923705055 and the split only p90 is 0.06994797669887912.
https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
A news scan found the dividend audit summary for XLY. The symbol is XLY, with 21 dividend events. The maximum factor error is 0.3706457085672632 basis points. The mean total return is -0.04290597845594188 and the mean feed return is -0.04290933422531629. Return differences are as follows: r21 is 6.661338147750939e-14, r63 is 0.005882224838749117, r126 is -0.0036422947423009333, and r252 is -0.0008976223467516142. Cash reinvest p90 is 0.14891518597015793. The latest events are: on 2026-03-23, the dividend was 0.215623, expected return was 0.9979986727306479, actual return was 0.9980027407334714, and error in basis points was 0.040680028234874044; on 2026-06-22, the dividend was 0.23322, expected return was 0.9980093888699215, actual return was 0.9980368726527826, and error in basis points was 0.2748378286110409. The split only mean is -0.046177507041934324 and the split only p90 is 0.14664403289125572.
https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
A news scan found the following data line for the XLC dividend audit event factors from 2021 to 2026. The data includes the date, split-normalized cash, the ratio of the current day's price to the prior day's closing price, feed factor, and error basis points. The data is as follows: Read 2026-09-20, issuer 21 ex-date cash events 2021-2026, prices from SIP all/split. The columns are date, split-normalized cash, 1-day price/prior close, feed factor, error bp. The data points are: 2026-06-22, 0.283746, 0.99740753, 0.99744175, 0.34225674, 2026-03-23, 0.357046, 0.99681862, 0.99677299, -0.4562839, 2025-12-22, 0.375791, 0.99677488, 0.99671298, -0.61901023, 2025-09-22, 0.414664, 0.99652739, 0.99651368, -0.13716657, 2025-06-23, 0.248823, 0.99758048, 0.99760702, 0.26540575, 2025-03-24, 0.287915, 0.99705005, 0.99702437, -0.25683202, 2024-12-23, 0.254403, 0.99740299, 0.99745431, 0.51315171, 2024-09-23, 0.269182, 0.99697208, 0.99703116, 0.59081221, 2024-06-24, 0.22435, 0.99735872, 0.99733172, -0.27000022, 2024-03-18, 0.213998, 0.99730107, 0.99732878, 0.27707549, 2023-12-18, 0.173703, 0.99755417, 0.99753752, -0.16645866, 2023-09-18, 0.167754, 0.99751512, 0.99761111, 0.959869, 2023-06-20, 0.104873, 0.99838059, 0.99846611, 0.85524936, 2023-03-20, 0.150008, 0.99727308, 0.99719332, -0.79758251, 2022-12-19, 0.117673, 0.99755103, 0.99754306, -0.07969312, 2022-09-19, 0.10951, 0.99789969, 0.99785186, -0.47832376, 2022-06-21, 0.129872, 0.99758782, 0.99766535, 0.775358, 2022-03-21, 0.172719, 0.99746858, 0.99748073, 0.12152468, 2021-12-20, 0.156681, 0.99795135, 0.9979722, 0.20857724, 2021-09-20, 0.141702, 0.99829562, 0.9982011, -0.94523295, 2021-06-21, 0.140498, 0.99821204, 0.99824389, 0.31846774.
https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLC Dividend audit summary = 0.9598690029988255
Sector rotation2026-09-20 04:04
A news scan found the dividend audit summary for XLC. The symbol is XLC, with 21 dividend events. The maximum factor error in basis points is 0.9598690029988255. The mean total return is -0.015022846778160348 and the mean feed return is -0.015056081464132842. Return differences are as follows: r21 is -2.220446049250313e-14, r63 is 0.009162334356771495, r126 is 0.005215836781202743, and r252 is -0.001084296748954383. Cash reinvest p90 is 0.1379060931339342. The latest dividend events are: on 2026-03-23, the dividend was 0.357046, expected return was 0.9968186224717099, actual return was 0.9967729940816031, with an error of -0.45628390106799976 basis points, and on 2026-06-22, the dividend was 0.283746, expected return was 0.9974075285518501, actual return was 0.9974417542256738, with an error of 0.34225673823717884 basis points. The split only mean is -0.020060237606938452 and the split only p90 is 0.1351567883430033.
https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
A news scan found the following data about the XLK dividend audit summary. The symbol is XLK. There were 21 dividend events. The maximum factor error in basis points, which is a measure of error, was 0.5251480121071239. The mean total return, which is the average return of the investment, was 0.20031631242506392. The mean feed return, which is the average return of the feed, was 0.2003611920730362. The return differences in percentage points, which is a measure of difference in returns, were as follows: r21 was 0, r63 was -0.0016559019629713845, r126 was -0.007047469607845969, and r252 was -0.00924848761809649. The cash reinvest p90, which is the 90th percentile of cash reinvest, was 0.18364050042751243. The latest events were: on 2026-03-23, the dividend was 0.167505, the expected return was 0.9987618818833617, the actual return was 0.9987276183949514, and the error in basis points was -0.3426348841029103, and on 2026-06-22, the dividend was 0.227918, the expected return was 0.9988094546594233, the actual return was 0.9987985791893021, and the error in basis points was -0.10875470121129993. The split only mean, which is the average return without considering other factors, was 0.19738350579915562. The split only p90, which is the 90th percentile of return without considering other factors, was 0.1811094458313793.
https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLU 04UTC completed Sep18 fixed sector signal = -0.06139544536924166
Sector rotation2026-09-20 04:04
A news scan found the headline 'XLU 04UTC completed Sep18 fixed sector signal'. The symbol is XLU, and the date is 2026-09-18. There were 1332 bars, and the close was 41.1. The returns were -0.06633348477964562 for 21 days, -0.07598920863309344 for 63 days, -0.10496515679442509 for 126 days, and 0.0017060687301975186 for 252 days. The average return was -0.06139544536924166. The simple moving average for 200 days, or sma200, was 44.222125. The average true range for 20 days, or atr20, was 0.6355299999999993. The high for 20 days was 43.96. This signal is not eligible. The percentage of days the price was above the average price, or p90, was 0.10239288498446239, and this happened 1255 times. The minimum gap was -0.020194072908471083, and it happened on 2025-01-27. The stop price is 39.82894, and the target price is 45.30834757286141. The rank for all signals is 11. The notional value is 0, and the risk fraction is 0.030926034063260305. The stress gap is 0.1, and the stress loss is 0. This signal uses a conditional issuer from Dec 5, split normalization, and the average true range for 20 days, or atr20. It also uses regular trading hours, or RTH, conditional sizes, but not orders.
https://runway.adityaperswal.workers.dev/data/stock-bars
XLY 04UTC completed Sep18 fixed sector signal = -0.04290933422531629
Sector rotation2026-09-20 04:04
A news scan found the headline 'XLY 04UTC completed Sep18 fixed sector signal'. The XLY symbol had a close price of 111.03 on September 18, 2026. The signal had the following details: 1332 bars, r21 of -0.06374905135340247, r63 of -0.050457538698366555, r126 of 0.016199890170236042, and r252 of -0.07363063701973216. The average was -0.04290933422531629, and the simple moving average of 200, or sma200, was 116.57710000000002. The average true range, or atr20, was 1.5072499999999984, with a high20 of 118.79. The signal was not eligible, with a p90 of 0.14896551962962673 and p90_n of 1255. A gap was found on April 3, 2025, with a minimum gap of -0.054244697233123085. The stop price was 108.0155, and the target price was 127.56964164447746. The rank_all was 10, with a risk_fraction of 0.027150319733405356 and stress_gap of 0.10848939446624617. The stress_loss was 0. This signal was based on a conditional issuer on December 5, with split normalization and an ATR mean of 20, or meanTR20. The signal used RTH conditional sizes, but did not include orders.
https://runway.adityaperswal.workers.dev/data/stock-bars
XLC 04UTC completed Sep18 fixed sector signal = -0.015056081464132842
Sector rotation2026-09-20 04:04
A news scan found the headline 'XLC 04UTC completed Sep18 fixed sector signal'. The symbol is XLC, and the date is 2026-09-18. There were 1332 bars, and the close was 110.81. The returns were -0.0045813869924541395 for 21 days, 0.01502244206283776 for 63 days, -0.014934660858742954 for 126 days, and -0.055730720068172035 for 252 days. The average return was -0.015056081464132842. The simple moving average for 200 days was 113.62755000000001. The average true range for 20 days was 1.607, and the high for 20 days was 115.26. This signal is not eligible. The percentage of days with a return above 90% is 0.13790962490769748, which happened 1255 times. The minimum gap is -0.057623380204025465, which occurred on 2022-02-03. The stop is 107.596, and the target is 126.09176553602195. The rank for all signals is 9, but the rank for eligible signals is not available. The notional value is 0, the risk fraction is 0.029004602472701018, the stress gap is 0.11524676040805093, and the stress loss is 0. This is based on a system that uses a conditional issuer from December 5, split normalization, and an average true range mean for 20 days. It also uses regular trading hours conditional sizes, but not orders.
https://runway.adityaperswal.workers.dev/data/stock-bars
XLRE 04UTC completed Sep18 fixed sector signal = 0.0001291348666397074
Read Sep20 02UTC, fund information Sep19: gross annual expense0.08%, distributions quarterly; benchmark sector constituents drawn from S&P500,11 sectors collectively comprise it. Issuer warns secondary-market discounts and tracking error; no claim of present dislocation. At86.66 notional0.08% implies0.069328 annual expense, about0.017332 over quarter, embedded in NAV not additional trading charge.
https://www.ssga.com/us/en/individual/etfs/state-street-technology-select-sector-spdr-etf-xlk
XLU Sep18 completed sector signal refreshed Sep20 02UTC = -0.06139544536924166
Sector rotation2026-09-20 02:02
{"symbol":"XLU","date":"2026-09-18","bars":1332,"close":41.1,"r21":-0.06633348477964562,"r63":-0.07598920863309344,"r126":-0.10496515679442509,"r252":0.0017060687301975186,"avg":-0.06139544536924166,"sma200":44.222125,"atr20":0.6355299999999993,"high20":43.96,"eligible":false,"p90":0.10239288498446239,"p90_n":1255,"gap_min":-0.020194072908471083,"gap_date":"2025-01-27","stop":39.82894,"target":45.30834757286141,"rank_all":11,"rank_eligible":null,"notional":0,"risk_fraction":0.030926034063260305,"stress_gap":0.1,"stress_loss":0}; SIP adjustment=all, conditional known Dec5 split repair; adjusted-close total-return proxy, independent dividend reconciliation remains open. Size conditional on RTH refresh; not an order.
https://runway.adityaperswal.workers.dev/data/stock-bars
XLY Sep18 completed sector signal refreshed Sep20 02UTC = -0.04290933422531629
Sector rotation2026-09-20 02:02
{"symbol":"XLY","date":"2026-09-18","bars":1332,"close":111.03,"r21":-0.06374905135340247,"r63":-0.050457538698366555,"r126":0.016199890170236042,"r252":-0.07363063701973216,"avg":-0.04290933422531629,"sma200":116.57710000000002,"atr20":1.5072499999999984,"high20":118.79,"eligible":false,"p90":0.14896551962962673,"p90_n":1255,"gap_min":-0.054244697233123085,"gap_date":"2025-04-03","stop":108.0155,"target":127.56964164447746,"rank_all":10,"rank_eligible":null,"notional":0,"risk_fraction":0.027150319733405356,"stress_gap":0.10848939446624617,"stress_loss":0}; SIP adjustment=all, conditional known Dec5 split repair; adjusted-close total-return proxy, independent dividend reconciliation remains open. Size conditional on RTH refresh; not an order.
https://runway.adityaperswal.workers.dev/data/stock-bars
XLC Sep18 completed sector signal refreshed Sep20 02UTC = -0.015056081464132842
Sector rotation2026-09-20 02:02
{"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,"high20":115.26,"eligible":false,"p90":0.13790962490769748,"p90_n":1255,"gap_min":-0.057623380204025465,"gap_date":"2022-02-03","stop":107.596,"target":126.09176553602195,"rank_all":9,"rank_eligible":null,"notional":0,"risk_fraction":0.029004602472701018,"stress_gap":0.11524676040805093,"stress_loss":0}; SIP adjustment=all, conditional known Dec5 split repair; adjusted-close total-return proxy, independent dividend reconciliation remains open. Size conditional on RTH refresh; not an order.
https://runway.adityaperswal.workers.dev/data/stock-bars
XLRE Sep18 completed sector signal refreshed Sep20 02UTC = 0.0001291348666397074
Sector rotation2026-09-20 02:02
{"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,"high20":45.465,"eligible":false,"p90":0.10853497921567627,"p90_n":1255,"gap_min":-0.026175063326766113,"gap_date":"2022-06-13","stop":41.52552,"target":47.14599266604271,"rank_all":8,"rank_eligible":null,"notional":0,"risk_fraction":0.02361815189278157,"stress_gap":0.1,"stress_loss":0}; SIP adjustment=all, conditional known Dec5 split repair; adjusted-close total-return proxy, independent dividend reconciliation remains open. Size conditional on RTH refresh; not an order.
https://runway.adityaperswal.workers.dev/data/stock-bars
XLP Sep18 completed sector signal refreshed Sep20 02UTC = 0.010267345705447017
Sector rotation2026-09-20 02:02
{"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,"high20":87.465,"eligible":false,"p90":0.07653027888248405,"p90_n":1255,"gap_min":-0.02374043787918756,"gap_date":"2025-04-07","stop":81.01648,"target":89.13670709146967,"rank_all":7,"rank_eligible":null,"notional":0,"risk_fraction":0.02154009661835749,"stress_gap":0.1,"stress_loss":0}; SIP adjustment=all, conditional known Dec5 split repair; adjusted-close total-return proxy, independent dividend reconciliation remains open. Size conditional on RTH refresh; not an order.
https://runway.adityaperswal.workers.dev/data/stock-bars