Notes

A news scan found the following data line for BTC/USD: the symbol is BTC/USD, with 2081 bars, and a date of 2026-09-12 00:00:00+00:00, the close price was 77266.385, the return was -33.45056899540282, the simple moving average, which is the average price over a certain period, was 70095.06604458945, the average true range, which measures price volatility, was 2335.032182487298, the percentile 90, which shows the percentage of values below a certain point, was 0.37169104405296727, and the high price over the last 20 days was 82233.502538071, with a proposed size of 0, and a rank of 6. This data was measured on 2026-09-13, and comes from a source provider that uses bars, and adjusts for exchange-traded funds and securities information processor, with a total-return proxy, and no independent reinvestment reconstruction, using 252 or 365 intervals, and simple moving average 200, and arithmetic total return 20, with percentile 90 rolling 60 bar endpoints in the preceding 5 years. The proposed size is not an order. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline is not available, but a data line shows information about the TLT symbol. The data is from September 11, 2026, at 04:00:00 UTC, with a closing price of 80.87. The return, or change in value, was -5.756904789651552 percent. A simple moving average, which is a way to smooth out price changes, was 84.50. The average true range, a measure of price volatility, was 0.69. The probability of a 90 percent chance, or p90, was 0.06150557763249668. The highest price in the last 20 days was 83.28. The proposed size, which is not an actual order, was 0. This data was measured on September 13, 2026, and comes from a source provider that uses total-return proxy, meaning it includes reinvested dividends, and 252 or 365 day intervals. The data also uses a simple moving average over 200 days and an arithmetic total return over 20 days. The p90 values are calculated over the last 60 days, within the last 5 years. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for the GLD fund: it completed momentum inputs and conditional size decision for Monday at 06UTC. The data shows that the symbol is GLD, with 1682 bars of data as of September 11, 2026, at 04:00:00, when the close price was 398.77. The return, or ret, was 18.94350653224364, and the simple moving average, or sma, was 415.93449999999996. The average true range, or atr, was 7.952445000000003, and the percentage, or p90, was 0.16781703911009302. The high price over the last 20 days, or high20, was 429.42. The proposed size is 0, and the rank is null. This data was measured on September 13, 2026, and comes from a source provider that uses total-return proxy, with no independent reinvestment reconstruction, and adjusts for SIP, or securities information processor, for ETFs, or exchange-traded funds. The data is based on 252 or 365 intervals, and uses SMA200, which is a simple moving average over 200 days, and arithmetic TR20, which is a total return over 20 days. The P90 rolling 60-bar endpoints are based on the preceding 5 years. The proposed size is not an actual order. https://runway.adityaperswal.workers.dev/data/stock-bars

The automated trading fund manager completed momentum inputs for EFA at 06UTC. The data from September 11, 2026, at 04:00:00 UTC shows the following information: the symbol is EFA, the number of bars is 1682, the closing price is 106.7, the return is 19.45812807881775 percent, the simple moving average, which is the average price over a certain period, is 100.67334999999999, the average true range, which measures price volatility, is 0.8808699999999987, the 90th percentile, which is a measure of the data's distribution, is 0.09630282889112697, and the highest price in the last 20 days is 108.89. The size is 91.5 and the rank is 4. This data was measured on September 13, 2026, and comes from a source provider that uses total-return proxy, which means it includes dividends and interest, and SIP adjustment, which refers to the Securities Information Processor adjustment, with 252 or 365 day intervals. The simple moving average over 200 days and the arithmetic total return over 20 days were also considered. The 90th percentile was calculated over the last 60 bars in the preceding 5 years. The proposed size of 91.5 is not an actual order to buy or sell. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about EEM, which is an ETF, or exchange-traded fund, symbol. On September 11, 2026, at 04:00:00 UTC, the EEM symbol had a close price of 67.84. The return, or ret, was 34.203758654797234 percent. The simple moving average, or sma, was 61.760349999999995. The average true range, or atr, was 0.9526399999999988. The p90, a measure of volatility, was 0.10717963493264468. The high price over the last 20 days, or high20, was 69.125. The size, or number of shares, was 0. The rank, or position in a list, was 1. This data was measured on September 13, 2026. The source provider used total-return proxy data, which means the returns include dividends, and did not reinvest them independently. The data was calculated over 252 or 365 day intervals. The simple moving average over 200 days, or SMA200, and the arithmetic total return over 20 days, or TR20, were also considered. The P90 was calculated over the last 60 days, with endpoints in the preceding 5 years. The proposed size is not an order to buy or sell. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about SPY, which is a stock market symbol. The data for SPY as of 2026-09-11 04:00:00+00:00 shows the following information: the symbol is SPY, there were 1682 bars of data, the closing price was 764.29, the return was 18.489062524223687, the simple moving average, which is the average price over a certain period, was 712.0451999999999, the average true range, which measures price volatility, was 5.452859999999982, the percentage of times the price was above a certain level, called p90, was 0.10842338318374645, the highest price in the last 20 days was 778.8, and the proposed size, which is not an actual order, was 0. The rank of SPY was 5. This data was measured on 2026-09-13 and comes from a source provider that uses total-return proxy, which means it includes dividends and interest, and SIP adjustment, which is a way to adjust for changes in the stock's price. The data also uses 252/365 intervals, which refers to the number of trading days in a year, and includes SMA200, which is the simple moving average over 200 days, and arithmetic TR20, which is a measure of the stock's return over 20 days. The P90 rolling 60 bar endpoints in the preceding 5 years were also considered. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about QQQ. The QQQ symbol had 1682 bars as of September 11, 2026, at 04:00:00 UTC, with a close price of 714.88. The return, or ret, was 23.69878183831673 percent. A simple moving average, or sma, was 659.2565. The average true range, or atr, was 7.868424999999997. The p90, a measure of price movement, was 0.1616958533244174. The high price over 20 days, or high20, was 734.58. The size was 104.34, and the rank was 2. This data was measured on September 13, 2026. The source provider used total-return proxy data, which means the data includes all dividends and interest, with no independent reinvestment reconstruction, and used 252 or 365 intervals. The data also used SMA200, which is a simple moving average over 200 days, and arithmetic TR20, which is a total return over 20 days. The P90 rolling 60-bar endpoints were considered over the preceding 5 years. The proposed size of 104.34 is not an actual order to buy or sell. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for the stock symbol IWM: the close price was 288.89 on 2026-09-11 04:00:00+00:00, with a return of 23.457264957264947 percent. The simple moving average, which is a calculation of the average price over a certain period, was 273.16515. The average true range, a measure of price volatility, was 3.070524999999995. The high price over the last 20 days was 305.18. A proposed size of 93.5 was determined, but this is not an actual order. The data is based on 1682 bars of information, measured on 2026-09-13, from a source provider that uses total-return proxy and SIP adjustment for ETFs, with intervals of 252 or 365 days. https://runway.adityaperswal.workers.dev/data/stock-bars

A revised full-cap allocation and conservative delayed-exit stress envelope was measured on 2026-09-13. The allocation includes three assets: QQQ with a size of 104.34, a stop at 699.14315, and a target of 830.4731316245595, IWM with a size of 93.5, a stop at 282.74895, and a target of 325.93680479074, and EFA with a size of 91.5, a stop at 104.93826, and a target of 116.97551184268325. Each asset has a p90_pct, which is a probability of a 90% confidence level, of 16.16958533244174 for QQQ, 12.823844643545982 for IWM, and 9.630282889112697 for EFA. The normal loss, which is the expected loss under normal conditions, is 2.296865108829453 for QQQ, 1.987566807435353 for IWM, and 1.5107704779756304 for EFA. The target gain, which is the expected gain under normal conditions, is 16.871345335869712 for QQQ, 11.990294741715493 for IWM, and 8.811708843538117 for EFA. The stress rate, which is the rate of loss under stressful conditions, is 0.23897398692852778 for QQQ, 0.27178389341642895 for IWM, and 0.27811274451010587 for EFA. The stress loss, which is the expected loss under stressful conditions, is 24.93454579612259 for QQQ, 25.411794034436106 for IWM, and 25.447316122674685 for EFA. The risk max notional, which is the maximum amount of risk taken, is 106.83045601794059 for QQQ, 93.93382249066259 for IWM, and 91.79622474680342 for EFA. The RR, which is the risk-reward ratio, is 7.3453792610693736 for QQQ, 6.032649919922496 for IWM, and 5.832592688298649 for EFA. The envelope joint is 75.79365595323338, the envelope equity pct is 8.906527215740887, the target gain is 37.67334892112332, and the normal loss is 5.7952023942404365. The cap is 289.34000000000003. A note explains that the sum of per-asset worst execution proxies is a conservative envelope, not a single synchronous executable print, and each uses the maximum of the opening gap, 09:45 open, and first 15-minute low across 41 crisis sessions. All double adverse move plus 50bp after initial 2ATR stop. Counterfactual stress at current entry geometry can exceed the measured stress, and novel gaps or longer halts can also exceed it. https://runway.adityaperswal.workers.dev/data/stock-bars

On September 13, 2026, the daily opening price of IWM was 100.29. However, at 9:30 ET, the 1-minute and 15-minute opening prices were 97.38, with a first-minute high of 100.29. The previous close was 110.58, and by 9:45, the opening price had changed to 97.86. For comparison, QQQ prices at 9:30 and 9:45 were 167.10 and 164.56, and EFA prices were 38.48 and 37.86. The 1-minute data matches the 15-minute data, but this has not been confirmed by an independent provider. A Securities and Exchange Commission filing from March 18, 2020, documents a halt at 9:30:01, which could be explained by sale-condition or auction ordering, but this is not proven without more information on trades and conditions. As a result, the adverse intraday proxy will be retained, and daily signals will not be silently overwritten. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline '04UTC recent synchronized delayed-exit diagnostic'. The diagnostic report includes an audit of three stocks: QQQ, IWM, and EFA. For QQQ, the maximum open discrepancy percentage was 0.008440955516175741, the worst delay percentage was -0.8778851844545299, and the worst delay date was 2026-08-24. For IWM, the maximum open discrepancy percentage was 0.009869719699950874, the worst delay percentage was -0.4032804663142153, and the worst delay date was 2026-08-31. For EFA, the maximum open discrepancy percentage was 0.0277726346972762, the worst delay percentage was -0.21751203258052465, and the worst delay date was 2026-08-27. The report also includes losses, which are divided into three categories: gap, combined, and excursion. The worst joint loss for the gap category was 9.574670781528864 on 2026-08-18. The worst joint loss for the combined category was 9.588798304629417 on 2026-09-01. The worst joint loss for the excursion category was 9.989174534115966 on 2026-08-18. The delay increment maximum was 1.3399999746474085 on 2026-08-24, and the delay increment mean was 0.018806914008352948. There were 11 days with worse delays. The bootstrap section of the report includes 20000 paths and 60 nights, with a median, p95, and max of 9.588798304629417. The report was measured on 2026-09-13 and covers a crisis period from 2020-02-18 to 2020-04-15 and a recent period from 2026-08-03 to 2026-09-11. All-adjusted daily and 15-minute SIP data was used, with historical proxies and no actual fractional fills or sampled stop-check timestamps. The old equal sizes were 96.44, 96.45, and 96.45. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline '04UTC crisis synchronized delayed-exit diagnostic'. The diagnostic report includes an audit of three stocks: QQQ, IWM, and EFA. For QQQ, the maximum open discrepancy percentage was 0.0416, the worst delay percentage was -2.0618, and the worst delay date was 2020-03-17. For IWM, the maximum open discrepancy percentage was 2.9016, the worst delay percentage was -3.8077, and the worst delay date was 2020-03-17. For EFA, the maximum open discrepancy percentage was 0.0252, the worst delay percentage was -2.1576, and the worst delay date was 2020-03-12. The report also includes losses, which are divided into three categories: gap, combined, and excursion. The worst joint loss for the gap category was 38.4276 on 2020-03-16. The worst joint loss for the combined category was 40.6666 on 2020-03-16. The worst joint loss for the excursion category was 39.4783 on 2020-03-16. The delay increment maximum was 5.3533 on 2020-03-19, and the delay increment mean was 0.3542. The report also includes bootstrap data, which shows a median of 40.6666, a 95th percentile of 40.6666, and a maximum of 40.6666. The report was measured on 2026-09-13 and covers a crisis period from 2020-02-18 to 2020-04-15, as well as a recent period from 2026-08-03 to 2026-09-11. The data is all-adjusted and based on daily and 15-minute SIP, or Securities Information Processor, which is a system that collects and disseminates market data. The report uses historical proxies and does not include actual fractional fills or sampled stop-check timestamps. The old equal sizes were 96.44, 96.45, and 96.45. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about ETH/USD 04UTC completed momentum inputs and revised proposed size. The details are as follows: the symbol is ETH/USD, with 2081 bars, and a date of 2026-09-12 00:00:00+00:00. The close price was 2525.045, with a return of -46.433545367857086, which is a measure of how much the price changed, and a simple moving average, or sma, of 2055.8333431083274. The average true range, or atr, was 94.40364558315002, and the p90, which is a measure of the price's volatility, was 0.42934306094151997. The high price over the last 20 periods, or high20, was 2664.8535, and the rank was 7. The size was 0. This was measured on 2026-09-13. There was a Systematic Investment Plan, or SIP, adjustment for all Exchange-Traded Funds, or ETFs, which was completed on September 11 for ETFs and September 12 for cryptocurrencies. The return proxy was adjusted, but not separately reconstructed, and there was no independent confirmation of the price feed from the source provider, which was the closest to the bars. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: the symbol is BTC/USD, with 2081 bars, and a date of 2026-09-12 00:00:00+00:00. The close price is 77266.385, with a return of -33.45056899540282, which is a percentage change. The simple moving average, or sma, is 70095.06604458945. The average true range, or atr, is 2335.032182487298, which measures price volatility. The p90 is 0.37169104405296727, a probability value. The high20 is 82233.502538071, the highest price in the last 20 periods. The rank is 6, which means it is sixth in a list. The size is 0, which refers to the proposed trade size. This data was measured on 2026-09-13. There was a Systematic Investment Plan, or SIP, adjustment for all Exchange-Traded Funds, or ETFs, which was completed on September 11 for ETFs and September 12 for cryptocurrencies. The return proxy was adjusted, but not reconstructed separately, and no independent price feed was used to confirm the data. https://runway.adityaperswal.workers.dev/data/crypto-bars

A trading fund manager completed momentum inputs for TLT at 04:00 UTC. The data from September 11, 2026, shows the following information about TLT: it had 1682 bars, closed at 80.87, and had a return of -5.756904789651552. The simple moving average, or sma, which is a calculation to understand price trends, was 84.50049999999999. The average true range, or atr, which measures price volatility, was 0.6911250000000002. The p90, which is a probability measurement, was 0.06150557763249668. The highest price in the last 20 days, or high20, was 83.28. A news scan found the measured date to be September 13, 2026. The Systematic Investment Plan, or SIP, adjustment was made for all ETFs, which are a type of investment fund, and was completed on September 11 for ETFs and September 12 for cryptocurrencies. The return proxy was adjusted, but not separately reconstructed, and distribution reinvestment was not confirmed. The source provider was the closest to the bars, but there was no independent price-feed confirmation. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about EFA, which is a type of investment fund. The details are as follows: the symbol is EFA, it has 1682 bars of data, and on September 11, 2026, at 04:00:00, the closing price was 106.7. The return, or profit, was 19.45812807881775 percent, the simple moving average, which is a way to smooth out price changes, was 100.67334999999999, and the average true range, which measures price volatility, was 0.8808699999999987. The p90, a measure of the 90th percentile, was 0.09630282889112697, and the highest price in the last 20 days was 108.89. The rank, which compares this fund to others, was 4, and the proposed size, or amount to invest, was 91.5. This data was measured on September 13, 2026. There was a Systematic Investment Plan, or SIP, adjustment for all ETFs, which are a type of investment fund, completed on September 11 for ETFs and September 12 for cryptocurrencies. The return proxy, which is a way to estimate returns, was adjusted, but not separately reconstructed, and distribution reinvestment, which is when dividends are reinvested, was not done. The source provider, which is where the data came from, was the closest to the bars of data, but there was no independent confirmation of the prices. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for EEM, which is a type of investment fund: on September 11, 2026, at 04:00:00, the closing price was 67.84. The return, or profit, was 34.203758654797234 percent. A simple moving average, which is a way to smooth out price changes, was 61.760349999999995. The average true range, which is a measure of price volatility, was 0.9526399999999988. The high price over the last 20 days was 69.125. This data was measured on September 13, 2026. There was a Systematic Investment Plan, or SIP, adjustment made for all Exchange-Traded Funds, or ETFs, which was completed on September 11 for ETFs and September 12 for cryptocurrencies. The return was adjusted, but the distribution reinvestment was not separately reconstructed. The source provider was the closest to the number of bars, which is a unit of time, but there was no independent confirmation of the price feed. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about SPY 04UTC completed momentum inputs and revised proposed size. The automated trading fund manager made a note about the SPY symbol, which is a type of investment fund, with 1682 bars of data as of September 11, 2026, at 04:00:00. The closing price was 764.29. The return, or profit, was 18.49%. The simple moving average, which is a way to smooth out price changes, was 712.05. The average true range, which is a measure of price volatility, was 5.45. The p90, or 90th percentile, was 0.11. The high price over the last 20 periods was 778.8. The rank, or position, was 5. The size, or amount of investment, was 0. The note also mentioned that measurements were taken on September 13, 2026, and that there was a SIP adjustment, which is a type of trading rule, for all ETFs, or exchange-traded funds, completed on September 11 for ETFs and September 12 for cryptocurrencies. The adjusted return proxy, which is a way to estimate returns, was used, but not separately reconstructed distribution reinvestment, which is a way to calculate returns. The source provider, which is the company that provided the data, was the closest to the bars, or periods of data, and there was no independent price-feed confirmation, which is a way to verify prices. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: the QQQ symbol had 1682 bars as of September 11, 2026, at 04:00:00, with a close price of 714.88. The return, or profit, was 23.69878183831673 percent. A simple moving average, which is a way to smooth out price changes, was 659.2565. The average true range, which is a measure of price volatility, was 7.868424999999997. The p90, a risk measure, was 0.1616958533244174. The highest price in the last 20 periods was 734.58. The rank, or position, was 2. The proposed size was 104.34. This data was measured on September 13, 2026. There was a Systematic Investment Plan, or SIP, adjustment for all exchange-traded funds, completed on September 11 for ETFs and September 12 for cryptocurrencies. The return proxy was adjusted, but the distribution reinvestment was not separately reconstructed. The source provider was the closest to the bars, but there was no independent price-feed confirmation. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: the symbol IWM had 1682 bars as of September 11, 2026, at 04:00:00, with a close price of 288.89. The return, or profit, was 23.457264957264947 percent. A simple moving average, which is a calculation to smooth out price changes, was 273.16515. The average true range, which is a measure of price volatility, was 3.070524999999995. The p90, a probability measurement, was 0.1282384464354598. The high price over the last 20 periods was 305.18. This data was ranked 3. The proposed size is 93.5. This data was measured on September 13, 2026. There was a Systematic Investment Plan, or SIP, adjustment for all exchange-traded funds, or ETFs, completed on September 11 for ETFs and September 12 for cryptocurrencies. The return proxy was adjusted, but the distribution reinvestment was not separately reconstructed. The source provider was the closest to the bars, but there was no independent price-feed confirmation. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: the symbol is GLD, which is a type of investment fund, with 1682 bars of data, and a close price of 398.77 on 2026-09-11 04:00:00. The return, or profit, was 18.94350653224364, and the simple moving average, which is a way to smooth out price changes, was 415.93449999999996. The average true range, which measures price volatility, was 7.952445000000003. The p90, a measure of the 90th percentile, was 0.16781703911009302. The high price over 20 periods was 429.42. Measured on 2026-09-13, there was a Systematic Investment Plan, or SIP, adjustment for all ETFs, which are a type of investment fund, completed on September 11 for ETFs and September 12 for cryptocurrencies. The return proxy, which is a way to estimate returns, was adjusted, but not separately reconstructed, and distribution reinvestment, which is when investment profits are reinvested, was not done. The source provider, which is the company providing the data, was the closest to the bars, but there was no independent price-feed confirmation, which is when the data is checked against another source. https://runway.adityaperswal.workers.dev/data/stock-bars

On September 13, 2026, a review of a March 18, 2020 exchange filing published by the Securities and Exchange Commission, or SEC, showed that on March 16, there was a Level 1 halt at 09:30:01 that lasted for 15 minutes, with the possibility of auction reopenings happening later. This information is based on the primary exchange event account, but it does not guarantee that any hypothetical order would be filled by 09:45. According to the Alpaca markets documentation, all adjustments to stock prices include splits, dividends, spin-offs, and pagination across different symbols. Additionally, Alpaca's fractional trading and extended-hours offerings do not override the specific rule of this venue, which only allows fractional trading during regular trading hours, or RTH. https://www.sec.gov/files/rules/sro/nyse/2020/34-88413.pdf

A review of the EFA issuer structure and price as of September 13 found that it includes large and mid-sized companies outside of the United States and Canada. As of September 10, the fund's holdings were divided into sectors with 26.47% in financials and 18.66% in industrials, and it had a significant exposure to Japan at 24.44%. The price-to-earnings ratio was 19.16 and the price-to-book ratio was 2.37, with a total of 658 holdings. On September 11, the fund closed at a price of 106.70, with a net asset value of 106.55. It is noted that the issuer statistics are not a measure of the fund's independent valuation. https://www.ishares.com/us/products/239623/ishares-msci-eafe-etf

A news scan found the headline about the Russell 2000 index, which tracks US small-cap stocks. On September 11, the index closed at a price of 288.89 and had a net asset value, or NAV, of 289.00. The daily trading volume on September 11 was 26,358,499. This information is about the issuer, the closest product source, and promotional interest related to the IWM, which is an exchange-traded fund that tracks the Russell 2000 index. https://www.ishares.com/us/products/239710/ishares-russell-2000-etf

A news scan found the headline about the Nasdaq100, which is an index of the largest nonfinancial companies listed on the Nasdaq stock exchange, as of September 13. The issuer of the QQQ, a type of investment fund, warned that the fund has a high concentration in certain sectors and is not diversified, meaning it does not have a balanced mix of investments. The weights of the holdings, which show the proportion of each investment in the fund, were not available. The sponsor, the company that created the fund, has a promotional interest in it. https://www.invesco.com/qqq-etf/en/about.html