Notes

A news scan found the headline about a two-session primary calendar for Empire. The information was read on 2026-09-12. The Empire manufacturing data is scheduled to be released on September 15 at 8:30 ET. On Monday, September 14, there are no scheduled releases. The overview endpoint failed, but the direct calendar was verified. https://www.newyorkfed.org/research/calendars/i-sep26.html

A news scan found the following schedule: the Federal Open Market Committee, or FOMC, which is a group that decides interest rates, will meet on September 15 and 16. They will make a decision on September 16 at 2:00 PM Eastern Time, and then hold a press conference at 2:30 PM Eastern Time. On September 14, there will be releases of data, specifically the H10 and H15 reports, at 4:15 PM Eastern Time, and a CP report at 1:00 PM Eastern Time, for both sessions. On September 15, the H15 report will be released at 4:15 PM Eastern Time. https://www.federalreserve.gov/newsevents/2026-september.htm

A news scan found the headline related to a two-session primary calendar regarding the Census, which was read on 2026-09-12. According to the information, there are no listed releases for September 14-15, but retail sales are scheduled for September 16 at 08:30 ET, and inventories are scheduled for 10:00 ET on the same day. https://www.census.gov/economic-indicators/calendar-listview.html

A news scan found the headline regarding a two-session primary calendar for the Bureau of Labor Statistics, which is referred to as BLS, noting that as of the read date of September 12, 2026, there were no listed BLS releases scheduled for September 14 through 15, but import and export prices were set to be released on September 16 at 08:30 ET. https://www.bls.gov/schedule/2026/09_sched.htm

A news scan found the headline 'EFA 08UTC resized crisis-gap stress'. The EFA symbol has a size of 73.76. The normal loss is 1.2179 and the target gain is 7.1033. The risk reward ratio, or rr, is 5.8326. The double crisis loss is 18.4506 and the breach gap is 0.3301. This is based on a formula, which is a mathematical equation, that uses the worst gaps from 2016 to 2026. The formula is L equals N times the risk reward ratio plus one minus the risk reward ratio times two times the absolute value of the worst gap plus 0.005. The assumptions used are that the historical gap will double and there will be 50 basis points of friction, which is a measure of trading costs, and this is not bound, meaning it has no limits. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for IWM, which is a stock symbol. The size is 73.75, the normal loss is 1.5677331769877785, the target gain is 9.457585424615162, the risk reward ratio, or rr, is 6.032649919922496, the double crisis loss is 15.365181450250295, and the breach gap is 0.3268561360210779. This data is derived from current signals and a prior analysis of the worst gaps from 2016 to 2026, which were split-adjusted. The formula used is L equals N times the risk reward ratio plus one minus the risk reward ratio times two times the absolute value of the worst gap plus 0.005, with assumptions of doubled historical gap and 50 basis points friction, and no bounds. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about QQQ. The symbol is QQQ, with a size of 73.75. The normal loss is 1.6234790279487459, the target gain is 11.925069182675784, and the risk-reward ratio, or rr, is 7.3453792610693736. The double crisis loss is 15.634543578521022 and the breach gap is 0.32633587000781483. This data is based on a formula, which is L equals N times the risk-reward ratio plus one minus the risk-reward ratio times two times the absolute value of the worst gap plus 0.005. The formula uses assumptions, including doubling the historical gap and adding 50 basis points of friction, without being bound. This analysis is derived from current signals and prior measurements from 2016 to 2026, looking at split-adjusted worst gaps, with a specific measurement of 2904. https://runway.adityaperswal.workers.dev/data/stock-bars

A daily signal for ETH/USD was completed at 08UTC. The data from September 11, 2026, shows the closing price was 2516.066, with a return percentage of -43.62278628330868. The simple moving average, or SMA, over 200 days was 2052.4675781083274, and the price was above this average, which is a trend indicator. The average true range, or ATR, over 20 days was 98.98817058315004, which measures price volatility. The percentage of price movements within a certain range over the last 90 days, or P90, was 42.97560686769694. A stop-loss price of 2318.0896588336996 and a target price of 3597.360632691787 were calculated. This data came from https://runway.adityaperswal.workers.dev/data/crypto-bars. The signal was measured on September 12, and an adjustment to an exchange-traded fund, or ETF, systematic investment plan, or SIP, was considered based on total return, using 252 intervals and a crypto365 strategy, with an arithmetic SMA200 and a simple ATR20 true-range mean, and a P90 rolling 60-day endpoint over the last 5 years. This is a proposed allocation, with no actual order placed yet, and a rank of 7, with a notional value of 0. https://runway.adityaperswal.workers.dev/data/crypto-bars

A daily signal for BTC/USD was completed at 08UTC. The signal is based on data from September 11, 2026, when the closing price was 77212.8315. The return percentage was -33.16656763055563. The simple moving average, or SMA, over 200 days was 70029.04266958944, and the price was above this average. The average true range, or ATR, over 20 days was 2437.141232487298. The percentage of days with a higher close over the past 90 days was 37.30250029995664. A stop loss was set at 72338.54903502541 and a target price at 106015.14820189253. The data came from https://runway.adityaperswal.workers.dev/data/crypto-bars. This signal was measured on September 12, and it is part of an ETF SIP adjustment using a total-return proxy over 252 intervals, with a simple moving average and average true range calculated over specific periods. The proposed allocation is based on these calculations, but no actual order has been placed. https://runway.adityaperswal.workers.dev/data/crypto-bars

A daily signal for the TLT symbol was completed at 08UTC. The data from September 11, 2026, at 04:00:00 UTC shows a closing price of 80.87, which is a return percentage of -5.756904789651552. The simple moving average over 200 days, or SMA200, is 84.50049999999999, and the price is not above this average. The average true range over 20 days, or ATR20, is 0.6911250000000002. The percentage of prices above 6.150557763249668 in the last 90 days, or P90, is based on the last 5 years of rolling 60-day endpoints. A stop loss at 79.48775 and a target at 85.84395606314001 were calculated. This data comes from the source https://runway.adityaperswal.workers.dev/data/stock-bars. The measurement was taken on September 12, and the system uses an ETF SIP adjustment as a total-return proxy, with 252 intervals and a crypto365 parameter. The SMA200 is calculated using arithmetic mean, and the ATR20 is calculated using simple true-range mean. The proposed allocation is based on this data, but no actual order has been placed yet. https://runway.adityaperswal.workers.dev/data/stock-bars

A daily signal for the GLD symbol was completed at 08UTC. The data from September 11, 2026, at 04:00:00 UTC shows a closing price of 398.77. The return percentage is 18.94%. The simple moving average over 200 days, or SMA200, is 415.93, which is a calculation of the average price over the last 200 days. The price is currently below this average, as indicated by the false value for above. The average true range over 20 days, or ATR20, is 7.95, which measures the average range of prices over the last 20 days. The percentage of prices within 90% of the range, or P90, over the last 60 days is 16.78%. A stop loss, which is a price at which to automatically sell, is proposed at 382.87, and a target price is proposed at 465.69. This data comes from the source https://runway.adityaperswal.workers.dev/data/stock-bars. The measurement was taken on September 12, and the ETF Systematic Investment Plan adjustment is based on total return, using 252 intervals and including cryptocurrency data from the last 365 days. The SMA200 is calculated using arithmetic mean, and the ATR20 is calculated using simple true-range mean. The P90 is calculated over a rolling 60-day period, using the last 5 years of data. This proposal does not include an actual order. https://runway.adityaperswal.workers.dev/data/stock-bars

A daily signal for the symbol EEM was completed at 08UTC. The data from September 11, 2026, at 04:00:00 UTC shows a closing price of 67.84. The return percentage is 34.203758654797234. The simple moving average over 200 days, or SMA200, is 61.760349999999995, and the price is above this average. The average true range over 20 days, or ATR20, is 0.9526399999999988. The percentage of price movement over the last 90 days, or P90, is 10.717963493264469. A stop loss is proposed at 65.93472 and a target at 75.11106643383062. This data comes from the source https://runway.adityaperswal.workers.dev/data/stock-bars. The rank of this signal is 1. The notional value is 0. This measurement was taken on September 12. The ETF SIP adjustment is based on total return, using 252 intervals and crypto365. The SMA200 is calculated using arithmetic mean, and the ATR20 is calculated using simple true-range mean. The P90 is calculated over a rolling 60-day period, using the last 5 years of data. This is a proposed allocation, and the actual order is 0. https://runway.adityaperswal.workers.dev/data/stock-bars

A daily signal for the EFA symbol was completed at 08UTC. The data from September 11, 2026, at 04:00:00+00:00 shows a closing price of 106.7. The return percentage is 19.45812807881775. The simple moving average, or SMA, over 200 days is 100.67334999999999, and the price is above this average. The average true range, or ATR, over 20 days is 0.8808699999999987. The percentage of days the price was above the SMA over the last 90 days, or p90 percentage, is 9.630282889112697. A stop loss at 104.93826 and a target price at 116.97551184268325 were calculated. This data comes from the source https://runway.adityaperswal.workers.dev/data/stock-bars. The rank is 4 and the notional value is 73.76. This was measured on September 12. The ETF SIP adjustment uses an all total-return proxy, with 252 intervals and crypto365. The SMA200 uses arithmetic mean and the ATR20 uses simple true-range mean. The P90 uses rolling 60-day endpoints over the last 5 years. This is a proposed allocation only, with no actual order placed yet. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'IWM 08UTC completed daily signal and proposed allocation'. The IWM symbol had a close price of 288.89 on September 11, 2026, at 04:00:00+00:00, which is a return percentage of 23.457264957264947. The simple moving average, or SMA, over 200 days was 273.16515, and the price was above this average. The average true range, or ATR, over 20 days was 3.070524999999995. The percentage of days the price was above the average over the last 90 days, or P90, was 12.823844643545982. A stop price of 282.74895 and a target price of 325.93680479074 were calculated. This data came from https://runway.adityaperswal.workers.dev/data/stock-bars. The rank was 3 and the notional value was 73.75. This was measured on September 12, using an ETF SIP adjustment, which is a total-return proxy, over 252 intervals, with a simple moving average, or SMA, over 200 days, and an average true range, or ATR, over 20 days, which is a simple true-range mean. The P90 is a rolling 60-day calculation over the last 5 years. This is a proposed allocation only, with no actual order placed. https://runway.adityaperswal.workers.dev/data/stock-bars

A daily signal for the QQQ symbol was completed at 08UTC. The signal was based on data from September 11, 2026, when the QQQ closed at 714.88. This represents a return of 23.69878183831673 percent. The simple moving average, or SMA, over 200 days was 659.2565, and the price was above this average. The average true range, or ATR, over 20 days was 7.868424999999997. The percentage of days the price was above the SMA over the last 90 days was 16.16958533244174 percent. A stop loss was set at 699.14315 and a target price at 830.4731316245595. The data came from https://runway.adityaperswal.workers.dev/data/stock-bars. This was measured on September 12, using an ETF SIP adjustment as a total-return proxy, with 252 intervals and a simple true-range mean over 20 days. The SMA was calculated arithmetically and the percentage over 90 days was based on rolling 60-day endpoints over the last 5 years. This is a proposed allocation, with a rank of 2 and a notional value of 73.75, but no actual order was placed. https://runway.adityaperswal.workers.dev/data/stock-bars

A daily signal for the SPY symbol was completed at 08UTC. The signal was measured on September 12. The data shows that on September 11 at 04:00:00, the closing price of SPY was 764.29. The return percentage was 18.49%. The simple moving average over 200 days, also known as SMA200, was 712.05, and the price was above this average. The average true range over 20 days, also known as ATR20, was 5.45. The percentage of days with a return above 90% over a rolling 60-day period, also known as P90, was 10.84%. A stop loss was set at 753.38 and a target price was set at 847.16. The data came from the website https://runway.adityaperswal.workers.dev/data/stock-bars. The rank of this signal is 5 and the notional value is 0. This signal was measured using an ETF SIP adjustment, which is a way to invest a fixed amount of money at regular intervals, and a total-return proxy, which is a way to measure investment performance. The signal used 252 intervals of data and considered crypto365, which refers to cryptocurrency data over a 365-day period. The SMA200 was calculated using arithmetic mean and the ATR20 was calculated using simple true-range mean. The P90 was calculated over a rolling 60-day period with endpoints over the last 5 years. This is a proposed signal only and no actual order was placed. https://runway.adityaperswal.workers.dev/data/stock-bars

A diagnostic test was measured on September 12 at 06UTC. This test was not a momentum backtest or a live win probability test. The test used 20,000 paths, 60 days, and a seed of 2026091206. The block length was 5 days and the sample size was 1,255. The test started on September 13, 2021, at 04:00:00 UTC and ended on September 11, 2026, at 04:00:00 UTC. The cost per side was 6 basis points. The model used was target_first. The results showed the following per asset: for QQQ, the stop fraction was 0.77655, the target fraction was 0.1278, the timeout fraction was 0.09565, the mean exit session was 18.30565, the ambiguous path fraction was 0, the mean net return percentage was 0.8767, and the 5th percentile net return percentage was -2.976. For IWM, the stop fraction was 0.81095, the target fraction was 0.14325, the timeout fraction was 0.0458, the mean exit session was 14.8415, the ambiguous path fraction was 0, the mean net return percentage was 0.1851, and the 5th percentile net return percentage was -2.8719. For EFA, the stop fraction was 0.76485, the target fraction was 0.16685, the timeout fraction was 0.0683, the mean exit session was 17.71015, the ambiguous path fraction was 0, the mean net return percentage was 0.3423, and the 5th percentile net return percentage was -3.0468. The mean book profit and loss was 0.8762, the median book profit and loss was -3.9532, the 5th percentile book profit and loss was -5.0825, the 95th percentile book profit and loss was 21.3171, and the fraction of book loss over 3 percent was 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=QQQ,IWM,EFA&timeframe=1Day&feed=sip&adjustment=split&start=2021-09-12

A news scan found the following data: Measured on September 12 at 06UTC. This is a diagnostic test, not a momentum backtest or live win probability test. The test used 20000 paths, 60 days, and a seed of 2026091206. The block length was 5, and the sample size was 1255. The test started on September 13, 2021, at 04:00:00+00:00 and ended on September 11, 2026, at 04:00:00+00:00. The cost was 6 basis points per side. The model used was stop_first. The results were as follows: for QQQ, the stop fraction was 0.77655, the target fraction was 0.1278, the timeout fraction was 0.09565, the mean exit session was 18.30565, the ambiguous path fraction was 0, the mean net return percentage was 0.8766829935039253, and the 5th percentile net return percentage was -2.976048296916703. For IWM, the stop fraction was 0.81095, the target fraction was 0.14325, the timeout fraction was 0.0458, the mean exit session was 14.8415, the ambiguous path fraction was 0, the mean net return percentage was 0.18505491136086152, and the 5th percentile net return percentage was -2.871989798123886. For EFA, the stop fraction was 0.76485, the target fraction was 0.16685, the timeout fraction was 0.0683, the mean exit session was 17.71015, the ambiguous path fraction was 0, the mean net return percentage was 0.34227454334188284, and the 5th percentile net return percentage was -3.0467527993109367. The mean book profit and loss was 0.8761565006264321, the median book profit and loss was -3.9531892152657835, the 5th percentile book profit and loss was -5.082487814119885, the 95th percentile book profit and loss was 21.317089063791475, and the fraction of book losses over 3 percent was 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=QQQ,IWM,EFA&timeframe=1Day&feed=sip&adjustment=split&start=2021-09-12

A calculation was made on September 12 at 06UTC. The context was a fund value of 187.22 and an equity value of 850.99. The results included various measured and scenario figures, such as gap correlation between different stocks, including QQQ, IWM, and EFA, with QQQ correlated to itself at 1, to IWM at 0.8115197250523069, and to EFA at 0.7788104197066453. Other figures included a normal stop book loss of 3.7307636734698724, all targets book gain of 24.103442240575927, double crisis book loss of 41.84243026458264, and double crisis equity percentage of 4.91691209821298. The common 20 book loss was 41.3647109387759 and the common 20 equity percentage was 4.860775207555424. The common 10 book loss was 23.015787306122885 and the full lot loss equity percentage was 7.333811208122304. The full loss safe notional was 25.52. The old capital was 144.67 and the new capital is 187.22, representing a capital growth percentage of 29.41176470588236. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=split&start=2016-01-01

A measurement was taken on September 12 at 06:04 UTC. The historical gaps from 2016 to September 11, 2026, were considered, with adjustments made for splits. The assumption of loss was calculated as loss equals N times 2 ATR, which is a measure of price volatility, divided by the close price, plus 1 minus 2 ATR divided by the close price, times 2 times the absolute value of the worst gap, plus 0.005. A 50 basis point, which is a unit of measurement for interest rates and percentages, is assumed as the liquidation friction. The breach gap is an adverse gap beyond the stop to lose 25.5297, which is not forecast. The details for the symbol EFA are as follows: the notional value is 62.41, the stop percentage is 1.6511152764760988, the ordinary stop loss is 1.0304610440487332, the target payoff is 6.010259551095235, the reward to risk ratio is 5.83259268829865, the number of gaps is 2687, the worst gap percentage is -11.623511623511618, the worst date was 2020-03-16 at 04:00:00 UTC, the double worst plus 50 basis point loss is 15.611426734054403, the equity loss percentage is 1.8345017842811788, the beyond stop gap to 3 percent percentage is 39.40594759649317, the latest 252-day annualized volatility percentage is 15.876152286473344, the distance to the simple moving average percentage is 5.986340973057924, and the ratchet candidate now is 107.12826. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=split&start=2016-01-01