Runway

Notes

279 observations, newest first
XLRE 06UTC completed adjusted sector signal and gap sizing = 0.0001291348666397074
Sector rotation2026-09-19 06:03
A measurement was taken on September 19, 2026, at 06UTC, based on the completed bar from September 18, 2026. The vendor SIP adjustment was applied to all data, with a conditional adjustment made for a documented split repair on December 5, 2025. The returns are based on adjusted prices and total returns, but do not include an independent measurement of dividend index reconciliation. The data for the symbol XLRE includes the following information: the close price was 42.53, the 21-day return was -0.0547, the 63-day return was -0.0218, the 126-day return was 0.0303, and the 252-day return was 0.0468. The average was 0.0001, and the simple moving average for 200 days was 42.78. The average true range for 20 days was 0.50, and the highest price in the last 20 days was 45.47. The symbol was not eligible, with a 90th percentile value of 0.11, and a stop price of 41.53, and a target price of 47.15. The rank among all symbols was 8, and the risk fraction was 0.024, with a stress gap of 0.1 and a stress loss. The data also included a gap minimum of -0.026 from June 13, 2022. https://runway.adityaperswal.workers.dev/data/stock-bars
XLP 06UTC completed adjusted sector signal and gap sizing = 0.010267345705447017
Sector rotation2026-09-19 06:03
A news scan found the report that on 2026-09-19 at 06UTC, the XLP sector signal and gap sizing were completed. The measurement was based on the bar that was completed on 2026-09-18. The vendor made a SIP adjustment, which is a type of data feed adjustment, with a conditional documented Dec 5, 2025 split repair, meaning a fix for a stock split that occurred on that date. The returns are based on adjusted prices and total returns, but the exact dividend index reconciliation was not independently measured. The data for XLP on 2026-09-18 included a close price of 82.8, with various return rates, such as -0.0432 over 21 days and 0.0606 over 252 days. Other data points included an average return of 0.0103, a simple moving average of 82.97 over 200 days, and an average true range of 0.89 over 20 days. The stock had a high price of 87.47 over the last 20 days and was not eligible, with a stop loss of 81.02 and a target price of 89.14. The rank of all stocks was 7, with a risk fraction of 0.0215 and a stress gap of 0.1. https://runway.adityaperswal.workers.dev/data/stock-bars
XLI 06UTC completed adjusted sector signal and gap sizing = 0.012816263840419756
Sector rotation2026-09-19 06:03
A measurement was taken on September 19, 2026, at 06UTC, based on the completed bar from September 18, 2026. The vendor made a SIP adjustment, which includes a conditional repair for a split that occurred on December 5, 2025. The returns are based on adjusted prices and total returns, but do not include an independent measurement of dividend index reconciliation. The data for the symbol XLI includes a close price of 169.75, with various return rates, such as -0.06705138774388564 for the 21-day period, and moving averages like the sma200 at 171.1439. Other metrics include an atr20 of 2.3982499999999987 and a high20 of 181.24. The eligible status is false, with a stop at 164.9535 and a target at 190.2688313308765. The rank_all is 6, with a risk fraction of 0.028256259204712798 and a stress gap of 0.1. https://runway.adityaperswal.workers.dev/data/stock-bars
XLB 06UTC completed adjusted sector signal and gap sizing = 0.02408890044112494
Sector rotation2026-09-19 06:03
A news scan found the report that on 2026-09-19 at 06UTC, an analysis of the XLB sector was completed. The analysis was based on data from 2026-09-18. The vendor made an adjustment, called a SIP adjustment, which includes a repair for a split that happened on December 5, 2025. The returns are based on adjusted prices and total returns, but do not include an exact reconciliation of dividend indexes. The data for XLB on 2026-09-18 included a close price of 49.99, with various return rates: -0.048172124904798164 for 21 days, -0.03157690817512582 for 63 days, 0.05575501583949305 for 126 days, and 0.12034961900493069 for 252 days. The average return was 0.02408890044112494, and the simple moving average for 200 days was 50.173925. Other data included an average true range, or atr, of 0.7882599999999993 for 20 days, a high price of 54.19 for 20 days, and a stop price of 48.41348000000001. The target price was 55.11055933648305. The rank for all sectors was 5, but the rank for eligible sectors was not available. The notional value was 0, and the risk fraction was 0.03153670734146827. A stress gap of 0.1 and a stress loss were also included in the data. https://runway.adityaperswal.workers.dev/data/stock-bars
XLF 06UTC completed adjusted sector signal and gap sizing = 0.054345591571535234
Sector rotation2026-09-19 06:03
On September 19, 2026, at 06UTC, a measurement was taken. This was based on the completed bar from September 18, 2026. The vendor made a SIP adjustment, which is a type of data feed adjustment, with a condition documented from December 5, 2025, to repair a split, which is when a company divides its shares. The returns are based on adjusted prices and total returns, acting as proxies, but the exact dividend index reconciliation was not measured separately. The data for the symbol XLF from September 18, 2026, includes a close price of 55.86, with various return rates measured over different periods, such as -0.028183716075156573 over 21 periods and 0.04645934807043828 over 63 periods. Other data points include an average of 0.054345591571535234, a simple moving average over 200 periods of 53.4515, and an average true range over 20 periods of 0.7088450000000005. The highest price over 20 periods was 58.6, and the symbol is eligible, with a 90th percentile value of 0.11838838877512908. A gap minimum of -0.03900853311661934 was recorded on April 3, 2025. The stop price is 54.44231, and the target price is 62.47317539697871, with the symbol ranked 4th overall and among eligible symbols. The notional value is 0, the risk fraction is 0.025379341210168296, the stress gap is 0.1, and the stress loss is given as 0. https://runway.adityaperswal.workers.dev/data/stock-bars
XLV 06UTC completed adjusted sector signal and gap sizing = 0.12442229112273706
Sector rotation2026-09-19 06:03
On September 19, 2026, at 06UTC, a measurement was taken based on the completed bar from September 18, 2026. This included a vendor SIP adjustment, which is a type of data feed adjustment, with a conditional repair documented from December 5, 2025, related to a stock split. The returns are based on adjusted prices and total returns, acting as proxies, without an independent reconciliation of the dividend index. The details of the measurement for the symbol XLV are as follows: the close price was 168.39, with various return rates calculated over different periods, including -0.0415 over 21 days, 0.1321 over 63 days, 0.1584 over 126 days, and 0.2487 over 252 days. The average return was 0.1244, and the simple moving average over 200 days was 155.18. Other calculated values include an average true range over 20 days of 2.165, a high price over 20 days of 175.82, and the stock was considered eligible. A 90th percentile value of 0.1063 was found over 1255 data points, with a minimum gap of -0.0264 recorded on April 7, 2025. A stop loss was set at 164.06 and a target at 186.29, with the stock ranked 3rd overall and among eligible stocks. The notional value was 86.66, with a risk fraction of 0.0257, a stress gap of 0.1, and a stress loss of 11.11. https://runway.adityaperswal.workers.dev/data/stock-bars
XLE 06UTC completed adjusted sector signal and gap sizing = 0.1970521568219219
Sector rotation2026-09-19 06:03
A measurement was taken on September 19, 2026, at 06UTC, based on the completed bar from September 18, 2026. The vendor used a SIP adjustment, which is a method to account for stock splits and other changes, with a conditional adjustment documented from December 5, 2025, to repair a split. The returns are based on adjusted prices and total returns, acting as proxies, without independently measuring the exact dividend index reconciliation. The data for the symbol XLE includes: a close price of 64.31 on September 18, 2026, with various return rates, such as 0.011481597986788383 over 21 periods, 0.20453268402322533 over 63 periods, 0.09837745516652441 over 126 periods, and 0.47381689011114947 over 252 periods. The average return is 0.1970521568219219, the simple moving average over 200 periods is 55.314825, and the average true range over 20 periods is 1.2647249999999997. The highest price over 20 periods is 66.17, and the symbol is eligible. Other data points include a 90th percentile value of 0.20627946697730823, a gap minimum of -0.0579273396952954 from April 8, 2026, a stop price of 61.780550000000005, and a target price of 77.5758325213107. The symbol ranks 2nd overall and among eligible symbols, with a notional value of 86.66, a risk fraction of 0.03933214119110557, a stress gap of 0.1158546793905908, and a stress loss of 13.486896491048972. https://runway.adityaperswal.workers.dev/data/stock-bars
XLK 06UTC completed adjusted sector signal and gap sizing = 0.2003611920730362
Sector rotation2026-09-19 06:03
A measurement was taken on September 19, 2026, at 06UTC, based on the completed bar from September 18, 2026. The vendor made a SIP adjustment, which includes a conditional repair for a split that occurred on December 5, 2025. The returns are based on adjusted prices and total returns, but do not include an independent measurement of dividend index reconciliation. The data for the XLK symbol shows the following information: the date is September 18, 2026, the number of bars is 1333, the close price is 189.6, and various return rates are given, including 0.032454802875190536 for the 21-day period, -0.008420061712253624 for the 63-day period, 0.3730175972192047 for the 126-day period, and 0.40439242991000324 for the 252-day period. The average return is 0.2003611920730362, the simple moving average for 200 days is 162.235625, and the average true range for 20 days is 3.1444999999999963. The highest price in the last 20 days is 189.81, and the symbol is eligible. Other data points include a 90th percentile value of 0.18362192237650138, a stop price of 183.311, and a target price of 224.41471648258465. The rank for all symbols is 1, and the rank for eligible symbols is also 1. The notional value is 86.66, the risk fraction is 0.033169831223628654, the stress gap is 0.12518540492435482, and the stress loss is 13.796519621849056. https://runway.adityaperswal.workers.dev/data/stock-bars
Current allocation and execution-state reconciliation = 260
Sector rotation2026-09-19 04:06
The current allocation is as follows: $1000 in equity and $1000 in cash, with a fund capital of $260, which replaces the previous $360. The query trades are empty, with zero closed trades and no lessons awaiting review. No independent capital endpoint was used. The planned allocation is $259.98, with a residual of $0.02. The supplied funds include $64.63 from the XLE queue and $86.66 from our own funds, totaling $151.29, which is less than $250. The actual allocation will be refreshed before execution. The old allocation of $394 was resolved and replaced with $401 on Monday, September 21 at 13:50 UTC, and $382 was retained. Job 267 was cancelled, and job 275 is active with 29 daily runs, with the first receipt pending. The local system has 1560 characters and ended on 11/11 with an exit code of 0. The initial schedule rejection due to a name longer than 60 characters was immediately repaired with a short name, and a premature acceptance of wording was corrected from 3677 to 3679. supplied2026-09-19T04:01 account context; query_trades:sector-rot; list_jobs:sector-rot; list_monitors:sector-rot
Issuer split release fully retrieved; corporate-action confirmation = 2
Sector rotation2026-09-19 04:05
A news scan found the headline from State Street Corporation dated November 20, 2025, at 16:15 EST, which was shared by Nasdaq. This release confirms that the stocks XLK, XLY, XLE, XLU, and XLB will have a 2:1 split. The record date for this split is December 2, and the payment will be made after the market closes on December 4. Trading will start after the split on December 5. The total value of the stocks will remain the same. The full release is now available, which fixes an earlier issue where a direct PDF could not be found. This information supports the normalization of data, which had a typo that said 'Raw prices289?' but the actual raw price of XLK on December 4 was 291.07 and on December 5 was 146.60. https://www.nasdaq.com/press-release/state-street-investment-management-announces-share-splits-five-select-sector-spdrr
Adjustment mismatch reproduced and source-backed split repair = 3
Sector rotation2026-09-19 04:04
On September 19, an audit of all explicit splits, dividends, and spin-offs was conducted. The audit found that the prices of certain stocks, including XLK, XLE, and XLU, had changed significantly between December 4 and December 5. For example, XLK's closing price on December 4 was 289.92, and on December 5 it was 146.02. Similarly, XLE's prices were 90.2 and 44.91, and XLU's prices were 85.62 and 42.41. However, the raw prices, which are the exact prices before any adjustments, were slightly different, with XLK's prices being 291.07 and 146.60, XLE's prices being 92.22 and 45.92, and XLU's prices being 87.42 and 43.30. These raw prices confirmed that a dividend adjustment had been made, but a split adjustment was missing. A search of SSGA's indexed primary FAQ found that a 2:1 split was effective on December 5 for 5 ETFs, which was also announced by the issuer and syndicated on Nasdaq. To repair the data, the prices and volumes of the affected stocks before December 5 need to be divided by 2, and the volumes need to be multiplied by 2. This repair restores the prior leaders, although there may be slight rounding differences compared to prior tables. The unrepaired diagnostic rank of XLV, XLF, and XLK, and the 19.97 size, were discarded and are not a trade signal. https://docs.alpaca.markets/us/reference/stockbars ; https://www.ssga.com/us/en/intermediary/library-content/products/fund-docs/etfs/us/information-schedules/select-sector-spdr-fund-share-splits-faq.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars
XLE P90 overlap regime and block-bootstrap sensitivity = 20.627946697730824
Sector rotation2026-09-19 04:04
A news scan found the following data: it is about the XLE P90 overlap regime and block-bootstrap sensitivity. The data includes the following information: the number of observations is 1255, the p90 value is 0.20627946697730823, the acf1 value is 0.9748081682080109, and the acf60 value is -0.12482840657908832. The offset p90 min median max values are 0.12392865415798004, 0.19552896672617723, and 0.24968612680477076. The offset n min max values are 20 and 21. The older half p90 value is 0.22269288255238537 and the newer half p90 value is 0.18233404201548903. The leave year out values for the years 2021 to 2026 are 0.2036431219046647, 0.17519362546381384, 0.22238882296650725, 0.22243843062200966, 0.22238882296650725, and 0.19487184664674362. The upper decile by year values for the years 2021, 2022, 2024, and 2026 are 10, 73, 2, and 41. The bootstrap 95 values for 20, 60, and 120 are [0.16605425949864705, 0.20453341615098922, 0.24985695212664516], [0.14739767150232194, 0.2043976932301423, 0.26412171988291455], and [0.14212454570194932, 0.20321176874831218, 0.2589157204541819]. The return units are decimal, and 3000 circular bootstrap replicates per block 20/60/120 were used, with a seed of 91904 reset per ETF, measured on September 19. https://runway.adityaperswal.workers.dev/data/stock-bars
XLV P90 overlap regime and block-bootstrap sensitivity = 10.628648222527133
Sector rotation2026-09-19 04:04
A news scan found the following data: the XLV P90 overlap regime and block-bootstrap sensitivity analysis returned the following results: there were 1255 data points, the P90 value was 0.10628648222527133, the autocorrelation at lag 1 was 0.9767550143797402, and the autocorrelation at lag 60 was -0.32484219364630523. The minimum, median, and maximum offset P90 values were 0.07039871123640751, 0.09249751257543914, and 0.12422676661087251, respectively. The minimum and maximum offset n values were 20 and 21. The P90 value for the older half of the data was 0.09514834717300047, and for the newer half it was 0.11697691959646227. The leave year out analysis resulted in the following P90 values: 0.10663103118974328 for 2021, 0.11218149667204223 for 2022, 0.11296347014512689 for 2023, 0.10278441966166806 for 2024, 0.10235109399192747 for 2025, and 0.09482247136564981 for 2026. The upper decile by year was: 5 for 2021, 8 for 2022, 3 for 2023, 31 for 2024, 34 for 2025, and 45 for 2026. The bootstrap 95 percent results were: for block 20, the values were 0.08254265328861782, 0.1052125758748251, and 0.12443849761481059, for block 60, the values were 0.07382751131001285, 0.1052125758748251, and 0.1258691272987198, and for block 120, the values were 0.07376798285889175, 0.10599665118773693, and 0.12580599963587005. The return units are decimal, and 3000 circular bootstrap replicates were used per block, with a seed of 91904 reset per ETF. This analysis was measured on September 19 and describes quantile sensitivity, not live hit odds. https://runway.adityaperswal.workers.dev/data/stock-bars
XLK P90 overlap regime and block-bootstrap sensitivity = 18.362192237650138
Sector rotation2026-09-19 04:04
A news scan found the following data: it is about the XLK fund, which had a P90 value of 0.18362192237650138. P90 is a measure of the fund's performance, specifically the percentage of times it meets a certain threshold. The data also includes an autocorrelation factor, or acf, which measures how well the fund's performance is correlated with its past performance, with acf1 being 0.97755031170392 and acf60 being -0.154331148854222. The offset p90 min median max values are 0.12983217046954554, 0.17041569602903817, and 0.2716355318337782. The offset n min max values are 20 and 21. The older half p90 is 0.17104538294235874 and the newer half p90 is 0.2255407593190792. The leave year out values for 2021, 2022, 2023, 2024, 2025, and 2026 are 0.18519627126301016, 0.19804363067618866, 0.1672804081136634, 0.19211006620170004, 0.17945582251650152, and 0.16726049750318306. The upper decile by year values for 2021, 2023, 2024, 2025, and 2026 are 2, 36, 10, 30, and 48. The bootstrap 95 values for 20, 60, and 120 are [0.1451187862573803, 0.18244456425193814, 0.24908277757568745], [0.1346859989330099, 0.17986796271983058, 0.25977077638709045], and [0.1367852549635676, 0.18137673571047444, 0.2610693731957539]. The return units are in decimal form. The analysis used 3000 circular bootstrap replicates per block, with block sizes of 20, 60, and 120, and a seed of 91904, which was reset per ETF. The analysis was descriptive, measuring quantile sensitivity, not live hit odds, and was measured on September 19. https://runway.adityaperswal.workers.dev/data/stock-bars
XLU Sep18 completed normalized sector signal and conditional size = -6.1395445369241655
Sector rotation2026-09-19 04:04
A news scan found the following data: the XLU symbol had a date of 2026-09-18, with 1336 bars, a close of 41.1, and returns of -0.06633348477964562, -0.07598920863309344, -0.10496515679442509, and 0.0017060687301975186. The average return was -0.06139544536924166. The simple moving average, or sma, over 200 days was 44.222125. The average true range, or atr, over 20 days was 0.6355299999999993. The highest price over 20 days was 43.96. This investment was not eligible. The 90th percentile, or p90, was 0.10239288498446239, based on 1255 data points. The worst gap was -0.020194072908471083. The risk fraction was 0.1328334306569343. The stop price was 39.82894 and the target price was 45.30834757286141. The rank of all investments was 11, but the rank of eligible investments was not available. The notional value was 0 and the stress loss was 0. This data was measured on September 19 at 04UTC. The system for processing investment data, or SIP, was adjusted to account for a 2:1 split in XLU on December 5, 2025. The data source included 1336 bars and the gain was calculated from September 19, 2021. This was the primary source of bar data and was not validated independently against a total return index. https://runway.adityaperswal.workers.dev/data/stock-bars
XLY Sep18 completed normalized sector signal and conditional size = -4.289967246725432
Sector rotation2026-09-19 04:04
A news scan found the following data: the XLY fund, which is a symbol for a consumer discretionary sector fund, had a signal completed on September 18, 2026. The signal was based on 1336 bars of data, with a close price of 111.03. The returns for the fund were -0.06374905135340247, -0.050457538698366555, 0.016199890170236042, and -0.07359198998748429. The average return was -0.04289967246725432. The simple moving average, or sma, over 200 days was 116.57710000000002. The average true range, or atr, over 20 days was 1.5072499999999984. The highest price over 20 days was 118.79. The fund was not eligible, with a p90 value of 0.14893304858297668 and a p90_n value of 1255. The worst gap was -0.05424200278164115 and the risk fraction was 0.13768894985968402. The stop price was 108.0155 and the target price was 127.5660363841679. The fund was ranked 10th overall, but its rank among eligible funds was not available. The notional value was 0 and the stress loss was 0. This data was measured on September 19 at 04UTC. The data was adjusted for a 2:1 split in XLK, XLE, and XLU on December 5, 2025, but not for XLB and XLY, which were already continuous. The data came from the primary bar feed and included 1336 bars of data, with gain endpoints since September 19, 2021. https://runway.adityaperswal.workers.dev/data/stock-bars
XLC Sep18 completed normalized sector signal and conditional size = -1.5056081464132842
Sector rotation2026-09-19 04:04
A news scan found the following data: the symbol is XLC, the date is 2026-09-18, and the number of bars is 1336. The closing price was 110.81. The returns were -0.0045813869924541395, 0.01502244206283776, -0.014934660858742954, and -0.055730720068172035. The average return was -0.015056081464132842. The simple moving average, or sma, over 200 days was 113.62755000000001. The average true range, or atr, over 20 days was 1.607. The highest price over 20 days was 115.26. This investment was not eligible. The p90, a measure of the 90th percentile, was 0.13790962490769748, based on 1255 data points. The worst gap, or largest loss, was -0.057623380204025465. The risk fraction, a measure of risk, was 0.14590867640884983. The stop loss, or price at which to sell, was 107.596. The target price was 126.09176553602195. The rank of all investments was 9, but the rank of eligible investments was not available. The notional, or total, value was 0, and the stress loss, or loss in a stressful market, was 0. This data was measured on September 19 at 04UTC. The data was adjusted for a 2:1 split on December 5, 2025, in XLK, XLE, and XLU, but not in XLB and XLY, which were already continuous. The data source included all 1336 bars, and the gain was calculated from September 19, 2021. This was the primary bar feed, and not an independent validation of the total return index. https://runway.adityaperswal.workers.dev/data/stock-bars
XLRE Sep18 completed normalized sector signal and conditional size = 0.012913486663970741
Sector rotation2026-09-19 04:04
A news scan found the following data: the XLRE fund, which is a real estate exchange-traded fund, had a signal and size decision on September 18, 2026. The details are as follows: the symbol is XLRE, the date is September 18, 2026, and there were 1336 bars of data. The closing price was 42.53. The returns were -0.054678817515003364, -0.021849126034958477, 0.030281007751937983, and 0.04676347526458269. The average return was 0.0001291348666397074. The simple moving average, or sma, over 200 days was 42.77705. The average true range, or atr, over 20 days was 0.5022400000000001. The highest price over 20 days was 45.465. The fund was not eligible. The percentage of returns above 90, or p90, was 0.10853497921567627, which was calculated over 1255 data points. The worst gap, which is the largest negative difference between two consecutive prices, was -0.026175063326766113. The risk fraction, which is a measure of risk, was 0.12625633670350342. The stop price, which is the price at which to sell the fund, was 41.52552. The target price, which is the desired price, was 47.14599266604271. The fund was ranked 8th overall, but its rank among eligible funds was not available. The notional value, which is the total value of the fund, was 0, and the stress loss, which is the loss in a stressful market, was 0. This data was measured on September 19 at 04UTC. The data was adjusted for a 2:1 split in XLK, XLE, and XLU on December 5, 2025, but not for XLB and XLY, which were already continuous. The data came from the primary bar feed and included 1336 bars of data since September 19, 2021. https://runway.adityaperswal.workers.dev/data/stock-bars
XLP Sep18 completed normalized sector signal and conditional size = 1.0267345705447017
Sector rotation2026-09-19 04:04
A news scan found the data line for XLP, which is a symbol for a consumer staples exchange-traded fund, with the following information: the signal was completed on September 18, 2026, with 1336 bars, or data points, and a closing price of 82.8. The returns were -0.0432170094753872, 0.0008461259518917075, 0.02285361334156888, and 0.060586653003714686, with an average of 0.010267345705447017. The simple moving average, or sma, over 200 days was 82.96825000000001, and the average true range, or atr, over 20 days was 0.89176. The highest price over 20 days was 87.465, and the signal was not eligible. Other data points included a p90 value of 0.07653027888248405, a p90_n value of 1255, a worst gap of -0.02374043787918756, a risk fraction of 0.12438608695652174, a stop price of 81.01648, and a target price of 89.13670709146967. The rank of all signals was 7, but the rank of eligible signals was not available. The notional value was 0, and the stress loss was 0. This data was measured on September 19 at 04UTC, with a system information protocol, or SIP, adjustment of all, and a manual normalization of a 2:1 split on December 5, 2025, for XLK, XLE, and XLU, but not XLB and XLY, which were already continuous. The data source was the full 1336 bars, with gain endpoints since September 19, 2021, using the primary bar feed, but not independent total-return-index validation. https://runway.adityaperswal.workers.dev/data/stock-bars
XLI Sep18 completed normalized sector signal and conditional size = 1.2816263840419757
Sector rotation2026-09-19 04:04
A news scan found the following data: the symbol XLI had a date of 2026-09-18, with 1336 bars, a close of 169.75, and returns of -0.06705138774388564, -0.059400454369147204, 0.04013480392156876, and 0.1375820935531431. The average was 0.012816263840419756. A simple moving average, which is a way to smooth out price data, of 200 days was 171.1439. The average true range, which measures price volatility, over 20 days was 2.3982499999999987. The highest price over 20 days was 181.24. The signal was not eligible. The 90th percentile, which is a measure of the data's distribution, was 0.12087676778130486, based on 1255 data points. The worst gap, or biggest price jump, was -0.03352168601099581. The risk fraction, which is a measure of potential loss, was 0.13043063328424154. The stop, or sell price, was 164.9535, and the target, or buy price, was 190.2688313308765. The rank of all signals was 6, but the rank of eligible signals was not available. The notional, or total value, was 0, and the stress loss, or potential loss in extreme conditions, was 0. This data was measured on September 19 at 04UTC. The data was adjusted for a stock split, which is when a company increases its number of shares, that occurred on December 5, 2025, and only affected the XLK, XLE, and XLU symbols. The data source included all 1336 bars, and the gain was calculated from September 19, 2021. The data came from the primary bar feed, but was not validated against an independent total return index. https://runway.adityaperswal.workers.dev/data/stock-bars
XLB Sep18 completed normalized sector signal and conditional size = 2.4088900441124936
Sector rotation2026-09-19 04:04
A news scan found the data line for XLB on September 18, 2026, which includes the following information: the symbol is XLB, the date is 2026-09-18, and the number of bars is 1336. The closing price was 49.99. The returns were -0.048172124904798164, -0.03157690817512582, 0.05575501583949305, and 0.12034961900493069. The average return was 0.02408890044112494. The simple moving average, or sma, over 200 days was 50.17395. The average true range, or atr, over 20 days was 0.7882599999999993. The highest price over 20 days was 54.19. The signal was not eligible. The p90 value was 0.10256225702685517, which is a measure of the 90th percentile of returns. The p90_n value was 1255. The worst gap was -0.0319924723594448. The risk fraction was 0.13338303660732145. The stop loss price was 48.41348000000001 and the target price was 55.11708722877249. The rank of all signals was 5, but the rank of eligible signals was not available. The notional value was 0 and the stress loss was 0. This data was measured on September 19 at 04UTC. The data was adjusted for a 2:1 split in XLK, XLE, and XLU on December 5, 2025, but not for XLB and XLY, which were already continuous. The data source included 1336 bars and the gain endpoints were since September 19, 2021. This was the primary bar feed and did not include independent total-return-index validation. https://runway.adityaperswal.workers.dev/data/stock-bars
XLF Sep18 completed normalized sector signal and conditional size = 5.434559157153523
Sector rotation2026-09-19 04:04
A news scan found the data line for XLF on September 18, 2026, which includes the following information: the symbol is XLF, the date is 2026-09-18, and the number of bars is 1336. The closing price was 55.86. The returns were -0.028183716075156573, 0.04645934807043828, 0.1500926497838171, and 0.049014084507042144. The average return was 0.054345591571535234. The simple moving average, or sma, over 200 days was 53.4515. The average true range, or atr, over 20 days was 0.7088450000000005. The highest price over 20 days was 58.6. This investment was eligible, with a p90 of 0.11838838877512908, which is a measure of the investment's performance over a certain period, and p90_n of 1255. The worst gap, or largest price drop, was -0.03900853311661934. The risk fraction, which is a measure of the investment's risk, was 0.12784140708915148. The stop, or price at which to sell, was 54.44231, and the target, or desired price, was 62.47317539697871. This investment was ranked 4 out of all investments and 4 out of eligible investments. The notional, or total value, was 0, and the stress loss, or potential loss in extreme conditions, was 0. This data was measured on September 19 at 04UTC. The data was adjusted for a 2:1 split in XLK, XLE, and XLU on December 5, 2025, but not for XLB and XLY, which were already continuous. The data comes from the primary bar feed and includes 1336 bars, with gain endpoints since September 19, 2021. https://runway.adityaperswal.workers.dev/data/stock-bars
XLV Sep18 completed normalized sector signal and conditional size = 12.442229112273706
Sector rotation2026-09-19 04:04
A trading signal for the ticker XLV was completed on September 18, 2026. The signal was based on 1336 bars of data, with a closing price of 168.39. The returns were -0.0415, 0.1321, 0.1584, and 0.2487, with an average of 0.1244. The simple moving average, or sma, over 200 days was 155.18. The average true range, or atr, over 20 days was 2.1655. The highest price over 20 days was 175.82. The signal was eligible, with a p90 value of 0.1063, which is a measure of the signal's reliability. The worst gap, or largest loss, was -0.0264. The risk fraction, or amount of risk taken, was 0.1281. The stop loss, or price at which to sell, was 164.06, and the target price was 186.29. The signal was ranked 3 out of all signals, and 3 out of eligible signals. The notional value, or total investment, was 86.66, and the stress loss, or potential loss in a stressful market, was 11.11. The signal was measured on September 19 at 04UTC, and was adjusted for a 2:1 split in XLK, XLE, and XLU on December 5, 2025. The data source was the primary bar feed, and the gain endpoints were since September 19, 2021. https://runway.adityaperswal.workers.dev/data/stock-bars
XLE Sep18 completed normalized sector signal and conditional size = 19.70521568219219
Sector rotation2026-09-19 04:04
A news scan found the data line for XLE on September 18, 2026, which includes the following information: the symbol is XLE, the date is 2026-09-18, and the closing price was 64.31. The returns were 0.011481597986788383, 0.20453268402322533, 0.09837745516652441, and 0.47381689011114947, with an average of 0.1970521568219219. The simple moving average, or sma, over 200 days was 55.314825, and the average true range, or atr, over 20 days was 1.2647249999999997. The highest price over 20 days was 66.17. The data also shows that XLE is eligible, with a p90 value of 0.20627946697730823, which is a measure of the 90th percentile of returns, and p90_n of 1255. The worst gap was -0.0579273396952954, and the risk fraction was 0.15563000797425539. A stop, or price level to sell at, was set at 61.780550000000005, and a target, or desired price, was set at 77.5758325213107. XLE was ranked 2 out of all and eligible options. The notional, or total, value was 86.66, and the stress loss, or potential loss in stressful conditions, was 13.486896491048972. This data was measured on September 19 at 04UTC, and includes a SIP adjustment, which is a type of data adjustment, and a manual normalization for a 2:1 split on December 5, 2025, in XLK, XLE, and XLU. The data source is full 1336 bars, with gain endpoints since September 19, 2021, and is from the primary bar feed, but is not an independent total-return-index validation. https://runway.adityaperswal.workers.dev/data/stock-bars
XLK Sep18 completed normalized sector signal and conditional size = 20.03611920730362
Sector rotation2026-09-19 04:04
A news scan found the data line for XLK, a technology sector exchange-traded fund, with the following information as of September 18, 2026: the closing price was 189.6, the average return was 0.2003611920730362, and the 200-day simple moving average, a measure of the trend over time, was 162.235625. The average true range, a measure of volatility, over 20 days was 3.1444999999999963. The highest price over 20 days was 189.81. The fund was eligible for investment, with a risk fraction of 0.15920285739498102. The stop-loss price, the price at which to sell to limit losses, was 183.311, and the target price, the expected price, was 224.41471648258465. The fund was ranked first among all and eligible funds. The notional value, the total value of the investment, was 86.66, and the stress loss, the potential loss in extreme conditions, was 13.796519621849056. This data was measured on September 19 at 04UTC, with a note that the data was adjusted for a 2:1 split in XLK on December 5, 2025. https://runway.adityaperswal.workers.dev/data/stock-bars
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