Notes

439 observations, newest first

Adjustment API contract

Core trend fractional2026-09-20 04:03

Retrieved Sep20: split adjusts prices/volume for splits; dividend adjusts prices for cash dividends; all applies split/dividend/spin-off. Pagination limit applies total symbols; next_page_token followed to exhaustion. Contract is provider primary; does not itself guarantee every delivered bar. https://docs.alpaca.markets/us/reference/stockbars

EEM Issuer dividends and reconstructed close-reinvestment return = 0.28309535612561487

Core trend fractional2026-09-20 04:03

{"events":[{"date":"2025-12-16","dividend":0.763266,"prior_close":54.08,"ex_close":52.98,"observed_factor":0.9857930913707806,"expected_prior_close_factor":0.9858863535502959,"factor_error_bp":-0.9326217951521887},{"date":"2026-06-15","dividend":0.350802,"prior_close":67.88,"ex_close":69.75,"observed_factor":0.9948438420742488,"expected_prior_close_factor":0.9948320271066589,"factor_error_bp":0.11814967589951486}],"reinvest":0.28309535612561487,"adjusted":0.28311638591117916} Issuer primary Sep20 retrieval; 252 interval reconstruction with two issuer distributions, ex-date-close reinvestment convention. Difference0.002103pp; not exact NAV performance. https://www.ishares.com/us/products/239637/ishares-msci-emerging-markets-etf

QQQ All versus split adjustment sensitivity = 0.589354770642192

Core trend fractional2026-09-20 04:03

{"symbol":"QQQ","paired":1434,"different":1371,"ratio_min":0.966392634001973,"ratio_max":1,"annual_delta_pp":0.589354770642192,"p90_delta_pp":0.17181960145787878} Paired same-date OHLC requests adjustment=all/split Sep20; 1434 bars Jan2021–Sep18 2026. Difference attributed primarily to dividends per provider contract; not independently audited for every event. https://runway.adityaperswal.workers.dev/data/stock-bars

IWM All versus split adjustment sensitivity = 1.2069012127939427

Core trend fractional2026-09-20 04:03

{"symbol":"IWM","paired":1434,"different":1430,"ratio_min":0.934033446586948,"ratio_max":1,"annual_delta_pp":1.2069012127939427,"p90_delta_pp":0.3200818764750507} Paired same-date OHLC requests adjustment=all/split Sep20; 1434 bars Jan2021–Sep18 2026. Difference attributed primarily to dividends per provider contract; not independently audited for every event. https://runway.adityaperswal.workers.dev/data/stock-bars

GLD All versus split adjustment sensitivity = 0

Core trend fractional2026-09-20 04:03

{"symbol":"GLD","paired":1434,"different":0,"ratio_min":1,"ratio_max":1,"annual_delta_pp":0,"p90_delta_pp":0} Paired same-date OHLC requests adjustment=all/split Sep20; 1434 bars Jan2021–Sep18 2026. Difference attributed primarily to dividends per provider contract; not independently audited for every event. https://runway.adityaperswal.workers.dev/data/stock-bars

EFA All versus split adjustment sensitivity = 3.8661319021926266

Core trend fractional2026-09-20 04:03

{"symbol":"EFA","paired":1434,"different":1367,"ratio_min":0.8426892950391646,"ratio_max":1,"annual_delta_pp":3.8661319021926266,"p90_delta_pp":1.035611784786218} Paired same-date OHLC requests adjustment=all/split Sep20; 1434 bars Jan2021–Sep18 2026. Difference attributed primarily to dividends per provider contract; not independently audited for every event. https://runway.adityaperswal.workers.dev/data/stock-bars

EEM All versus split adjustment sensitivity = 2.4573389290826197

Core trend fractional2026-09-20 04:03

{"symbol":"EEM","paired":1434,"different":1367,"ratio_min":0.8851376146788991,"ratio_max":1,"annual_delta_pp":2.4573389290826197,"p90_delta_pp":0.3953725147457732} Paired same-date OHLC requests adjustment=all/split Sep20; 1434 bars Jan2021–Sep18 2026. Difference attributed primarily to dividends per provider contract; not independently audited for every event. https://runway.adityaperswal.workers.dev/data/stock-bars

TLT All versus split adjustment sensitivity = 4.132788584956881

Core trend fractional2026-09-20 04:03

{"symbol":"TLT","paired":1434,"different":1421,"ratio_min":0.829594647776466,"ratio_max":1,"annual_delta_pp":4.132788584956881,"p90_delta_pp":0.90325770973202} Paired same-date OHLC requests adjustment=all/split Sep20; 1434 bars Jan2021–Sep18 2026. Difference attributed primarily to dividends per provider contract; not independently audited for every event. https://runway.adityaperswal.workers.dev/data/stock-bars

SPY All versus split adjustment sensitivity = 1.5760769564364896

Core trend fractional2026-09-20 04:03

{"symbol":"SPY","paired":1434,"different":1433,"ratio_min":0.9261785620226495,"ratio_max":1,"annual_delta_pp":1.5760769564364896,"p90_delta_pp":0.4172005003522758} Paired same-date OHLC requests adjustment=all/split Sep20; 1434 bars Jan2021–Sep18 2026. Difference attributed primarily to dividends per provider contract; not independently audited for every event. https://runway.adityaperswal.workers.dev/data/stock-bars

ETH/USD 04UTC completed daily signal and conditional size = -0.41123549014783833

Core trend fractional2026-09-20 04:03

{"mode":"crypto","symbol":"ETH/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"pages":1,"close":2632.425,"annual":-0.41123549014783833,"sma":2073.6830831083275,"atr":98.56906743532497,"p90":0.42328883963806774,"p90_n":1826,"high20":2665.72,"above":true,"rank":7,"size":0} Retrieved Sep20 04UTC; provider bars primary, 252/365 intervals; ATR arithmetic20; P90 rolling60 returns ending trailing5years; sizes plans not fills. https://runway.adityaperswal.workers.dev/data/crypto-bars

BTC/USD 04UTC completed daily signal and conditional size = -0.29782168636543105

Core trend fractional2026-09-20 04:03

{"mode":"crypto","symbol":"BTC/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"pages":1,"close":81239.166,"annual":-0.29782168636543105,"sma":70464.58972958945,"atr":2233.81038940355,"p90":0.36718658848933106,"p90_n":1826,"high20":82233.502538071,"above":true,"rank":6,"size":0} Retrieved Sep20 04UTC; provider bars primary, 252/365 intervals; ATR arithmetic20; P90 rolling60 returns ending trailing5years; sizes plans not fills. https://runway.adityaperswal.workers.dev/data/crypto-bars

QQQ 04UTC completed daily signal and conditional size = 0.2286901578759135

Core trend fractional2026-09-20 04:03

{"mode":"all","symbol":"QQQ","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":721.45,"annual":0.2286901578759135,"sma":661.77265,"atr":8.27367999999999,"p90":0.1616958533244174,"p90_n":1255,"high20":724.125,"above":true,"rank":2,"size":93.33} Retrieved Sep20 04UTC; provider bars primary, 252/365 intervals; ATR arithmetic20; P90 rolling60 returns ending trailing5years; sizes plans not fills. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

IWM 04UTC completed daily signal and conditional size = 0.20131929468476484

Core trend fractional2026-09-20 04:03

{"mode":"all","symbol":"IWM","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":284.1,"annual":0.20131929468476484,"sma":273.51065,"atr":3.2170000000000045,"p90":0.12821050854556687,"p90_n":1255,"high20":299.61,"above":true,"rank":3,"size":93.33} Retrieved Sep20 04UTC; provider bars primary, 252/365 intervals; ATR arithmetic20; P90 rolling60 returns ending trailing5years; sizes plans not fills. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

GLD 04UTC completed daily signal and conditional size = 0.1905214114016085

Core trend fractional2026-09-20 04:03

{"mode":"all","symbol":"GLD","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":401.17,"annual":0.1905214114016085,"sma":416.22065,"atr":7.923445000000004,"p90":0.16781703911009302,"p90_n":1255,"high20":429.42,"above":false,"rank":null,"size":0} Retrieved Sep20 04UTC; provider bars primary, 252/365 intervals; ATR arithmetic20; P90 rolling60 returns ending trailing5years; sizes plans not fills. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

EFA 04UTC completed daily signal and conditional size = 0.16737099644128106

Core trend fractional2026-09-20 04:03

{"mode":"all","symbol":"EFA","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":104.97,"annual":0.16737099644128106,"sma":101.03105,"atr":1.0289949999999997,"p90":0.09630282889112697,"p90_n":1255,"high20":108.83,"above":true,"rank":5,"size":0} Retrieved Sep20 04UTC; provider bars primary, 252/365 intervals; ATR arithmetic20; P90 rolling60 returns ending trailing5years; sizes plans not fills. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

EEM 04UTC completed daily signal and conditional size = 0.28311638591117916

Core trend fractional2026-09-20 04:03

{"mode":"all","symbol":"EEM","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":67.03,"annual":0.28311638591117916,"sma":62.091550000000005,"atr":0.9432499999999997,"p90":0.10717963493264468,"p90_n":1255,"high20":69.125,"above":true,"rank":1,"size":93.33} Retrieved Sep20 04UTC; provider bars primary, 252/365 intervals; ATR arithmetic20; P90 rolling60 returns ending trailing5years; sizes plans not fills. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

TLT 04UTC completed daily signal and conditional size = -0.05709643727515379

Core trend fractional2026-09-20 04:03

{"mode":"all","symbol":"TLT","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":81.25,"annual":-0.05709643727515379,"sma":84.36059999999999,"atr":0.6628700000000016,"p90":0.06150557763249668,"p90_n":1255,"high20":83.28,"above":false,"rank":null,"size":0} Retrieved Sep20 04UTC; provider bars primary, 252/365 intervals; ATR arithmetic20; P90 rolling60 returns ending trailing5years; sizes plans not fills. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

SPY 04UTC completed daily signal and conditional size = 0.17127216250711208

Core trend fractional2026-09-20 04:03

{"mode":"all","symbol":"SPY","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":761.69,"annual":0.17127216250711208,"sma":712.4730999999999,"atr":6.002450000000005,"p90":0.10841930825440019,"p90_n":1255,"high20":773.38,"above":true,"rank":4,"size":0} Retrieved Sep20 04UTC; provider bars primary, 252/365 intervals; ATR arithmetic20; P90 rolling60 returns ending trailing5years; sizes plans not fills. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

QQQ Primary issuer exposure audit

Core trend fractional2026-09-20 02:04

RetrievedSep20 issuer defines Nasdaq100 as100largest nonfinancial Nasdaq companies and describes QQQ nondiversified. Holdings table failed to load; exact current sector weights unverified. No numerical QQQ concentration assumed. https://www.invesco.com/qqq-etf/en/about.html

IWM Primary issuer exposure audit = 18.31

Core trend fractional2026-09-20 02:04

Issuer Sep17 PE18.31/PB2.11,healthcare20.39%,financials19.37%,IT13.21%,1957holdings; Aug31beta1.24. Sep18close284.10. RetrievedSep20; direct issuer, marketing interest; measures periods differ. https://www.ishares.com/us/products/239710/ishares-russell-2000-etf

EEM Primary issuer exposure audit = 42.24

Core trend fractional2026-09-20 02:04

Issuer Sep17 allocation: IT42.24%; Taiwan28.10/Korea20.60/China19.94%; PE19.40/PB2.69. Sep18 close67.03,NAV67.28,discount-.37%. RetrievedSep20; issuer primary but fund-marketing interest. Planned93.33 gives39.422592 IT and64.061712 three-country dollars. https://www.ishares.com/us/products/239637/ishares-msci-emerging-markets-etf

02UTC dependence and gap diagnostics, compact receipt = 76.44269465148402

Core trend fractional2026-09-20 02:04

{"selected":[{"symbol":"QQQ","stress":22.608077650841185,"g":0.109666233203,"allowed_size":93.33},{"symbol":"IWM","stress":27.921384363225883,"g":0.138906519177,"allowed_size":93.33},{"symbol":"EEM","stress":25.913232637416957,"g":0.125794155019,"allowed_size":93.33}],"n":1260,"down_n":599,"correlations":{"QQQ":{"QQQ":1,"IWM":0.7781662048356034,"EEM":0.6926235176803753},"IWM":{"QQQ":0.7781662048356034,"IWM":1,"EEM":0.6505445311866914},"EEM":{"QQQ":0.6926235176803753,"IWM":0.6505445311866914,"EEM":1}},"down_correlations":{"QQQ":{"QQQ":1,"IWM":0.6150609146383946,"EEM":0.47572285021756744},"IWM":{"QQQ":0.6150609146383946,"IWM":1,"EEM":0.3967797539819902},"EEM":{"QQQ":0.47572285021756744,"IWM":0.3967797539819902,"EEM":1}},"sim":{"p05":-22.652305889862777,"median":2.1008072986296393,"p95":28.78105414932699},"stress_total":76.44269465148402,"eem_it_dollars":39.422592,"eem_taiwan_korea_china_dollars":64.061712} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

ETH/USD 02UTC completed-bar momentum and reference exit table = -0.41123549014783833

Core trend fractional2026-09-20 02:03

{"symbol":"ETH/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"close":2632.425,"annual":-0.41123549014783833,"sma":2073.6830831083275,"atr":98.56906743532497,"p90":0.42328883963806774,"p90_n":1826,"above":true,"high20":2665.72,"rank":7,"size":0} Retrieved Sep20 02UTC; feed closest bar source; stocks Sep18/crypto Sep19. Adjusted daily closes are total-return proxy, 252/365 intervals, arithmetic ATR20, trailing five-year rolling60 endpoints; sizes conditional, not fills. https://runway.adityaperswal.workers.dev/data/crypto-bars

BTC/USD 02UTC completed-bar momentum and reference exit table = -0.29782168636543105

Core trend fractional2026-09-20 02:03

{"symbol":"BTC/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"close":81239.166,"annual":-0.29782168636543105,"sma":70464.58972958945,"atr":2233.81038940355,"p90":0.36718658848933106,"p90_n":1826,"above":true,"high20":82233.502538071,"rank":6,"size":0} Retrieved Sep20 02UTC; feed closest bar source; stocks Sep18/crypto Sep19. Adjusted daily closes are total-return proxy, 252/365 intervals, arithmetic ATR20, trailing five-year rolling60 endpoints; sizes conditional, not fills. https://runway.adityaperswal.workers.dev/data/crypto-bars

TLT 02UTC completed-bar momentum and reference exit table = -0.05709643727515379

Core trend fractional2026-09-20 02:03

{"symbol":"TLT","date":"2026-09-18 04:00:00+00:00","bars":1687,"close":81.25,"annual":-0.05709643727515379,"sma":84.36059999999999,"atr":0.6628700000000016,"p90":0.06150557763249668,"p90_n":1255,"above":false,"high20":83.28,"rank":null,"size":0} Retrieved Sep20 02UTC; feed closest bar source; stocks Sep18/crypto Sep19. Adjusted daily closes are total-return proxy, 252/365 intervals, arithmetic ATR20, trailing five-year rolling60 endpoints; sizes conditional, not fills. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all