Notes

A news scan found the headline 'QQQ 06UTC completed signal and volatility regime'. Measured from September 19, using data from a provider, the total return was calculated. This used 252 out of 365 days in a year and a 20-day average true range, or ATR, which is a measure of volatility. The last 5 years were evaluated, looking at the 90th percentile, or P90, over a 60-day rolling period. The data showed the QQQ symbol had a date of 2026-09-18, with 1519 bars of data, a close of 721.45, and an annual return of 0.2286901578759135. The simple moving average, or sma, was 661.77265, and the average true range, or atr, was 8.27367999999999. The P90 was 0.1616958533244174, with a notional value of 1255. The signal was above, with a high of 724.125 over 20 days, and a realized volatility, or rv, of 0.13259575277098215 over 20 days and 0.20262312430252308 over 60 days. The sma atr was 7.21291493023662, with a rank of 2 and a size of 93.33. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&end=2026-09-18T23:59:59Z&feed=sip&adjustment=all

A news scan found the headline 'SPY 06UTC completed signal and volatility regime'. Measured from September 19, using data from a provider through September 18, the system used an authenticated proxy and one provider, with an adjusted-close total-return proxy. The system looked at 252 and 365 day intervals, and used an arithmetic Average True Range of 20 days. It evaluated the rolling 60 day period at the 90th percentile over the last 5 years, with a conditional notional that did not fill. The data showed the following results for the symbol SPY on date 2026-09-18: 1519 bars, a close of 761.69, an annual rate of 0.17127216250711208, a simple moving average of 712.4730999999999, an Average True Range of 6.002450000000005, a 90th percentile of 0.10841930825440019, and a high of 773.38 over 20 days. The system also calculated a realized volatility over 20 days of 0.09177563610967954 and over 60 days of 0.11312092354477239, with a simple moving average of the Average True Range of 8.199468550341958, and a rank of 4, with a size of 0. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&end=2026-09-18T23:59:59Z&feed=sip&adjustment=all

A study was done on September 19 to see how much the difference in weekend gaps affects the results. The study used 10,000 random draws, with a seed of 91904, and looked at 20-row moving blocks of paired basket gaps and their original calendar labels. The results were then resampled to match the original 1255 rows. The study compared the results when there were three or more calendar days between events versus one day. The results showed a confidence interval of -0.473664642 to 0.229915031 for the USD. The interval for independent and identically distributed paired-row intervals was -0.486860811 to 0.179403303, which also crossed zero. This means that the selection hindsight and nonstationarity, which refers to the idea that the results may not be the same if the study was done again, are still present. These intervals measure the mean estimation, which is a way to calculate the average, and not the odds of loss or stop-hit, which is a term that refers to a type of risk management. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the text: Read 2026-09-19. The original provider noted that daily timestamps are shortened to the New York day, and the rules for being eligible to trade differ depending on the type of bar, which refers to a unit of time for organizing data. The historical SIP endpoint, which is a connection point for data, requires the end time to be at least 15 minutes old for users with limited subscriptions. An initial request for data ending on a specific date, 2026-09-18, failed with a 403 response, but an explicit request for data ending at 2026-09-18T23:59:59Z, which is a specific time in a standard format, was successful with a 200 response. The reason for the first failure was not proven beyond the response received. The data was collected through an authenticated venue proxy, which is a secure connection to a data source, and there was no independent validation of the provider's data. An audit of minute data for IWM, a stock ticker, found a 0.04 difference that was kept instead of being replaced without notice, which refers to the daily open price. https://docs.alpaca.markets/us/docs/market-data-faq

A news scan found the following data: Measured on 2026-09-19, the adjusted open and prior close from September 2021 to September 2026 showed a difference of -1, with a static value of 93.33 for the stocks EEM, QQQ, and IWM, which are types of investment funds. The calendar classification excluded the first row and 14 two-day holiday gaps. The year 2026 is used to describe a split in the data, and is not used to validate unseen data. The following worst rows were found: on 2024-08-05, EEM decreased by -0.052591847005536096, QQQ decreased by -0.05357022225224606, and IWM decreased by -0.0527219225110348; on 2025-04-07, EEM decreased by -0.0428716387620498, QQQ decreased by -0.033153247495061544, and IWM decreased by -0.03795481302909687; on 2025-04-03, EEM decreased by -0.020872420262664226, QQQ decreased by -0.04140786749482395, and IWM decreased by -0.04711779448621556; on 2022-02-24, EEM decreased by -0.05135387488328669, QQQ decreased by -0.03213604676607573, and IWM decreased by -0.023911609498680764; on 2026-03-03, EEM decreased by -0.05737169009480214, QQQ decreased by -0.019335377311838653, and IWM decreased by -0.026561844063656803. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the following data: Measured on 2026-09-19, the adjusted open and prior close from September 2021 to September 2026 showed a correlation of 1 for EEM, 0.7167311037265218 for QQQ, and 0.653394755409599 for IWM, with a static value of 93.33 per EEM, QQQ, and IWM. This calendar classification excludes the first row and 14 two-day holiday gaps. The year 2026 is a descriptive split and not an unseen validation. The correlation matrix is as follows: EEM is correlated with EEM at 1, QQQ at 0.7167311037265218, and IWM at 0.653394755409599, QQQ is correlated with EEM at 0.7167311037265218, QQQ at 1, and IWM at 0.826847759482475, and IWM is correlated with EEM at 0.653394755409599, QQQ at 0.826847759482475, and IWM at 1. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline is not available, but a data line was found with the following information: Measured on 2026-09-19, the adjusted open and prior close from September 2021 to September 2026 showed a difference of -1, with a static value of 93.33 for the stocks EEM, QQQ, and IWM. The calendar classification excludes the first row and 14 two-day holiday gaps. The year 2026 is used as a descriptive split and not as an unseen validation. The results show an observed value of -0.14757196697494238, with a 95% confidence interval of -0.4868608109458199 to 0.17940330337077798, based on 10,000 draws and a seed of 91904. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the data line for a joint gap diagnostic for holdout_2026, measured on 2026-09-19. The data is adjusted for the period from September 2021 to September 2026, using the open and prior close prices, with a static value of 93.33 for the EEM, QQQ, and IWM tickers. The calendar classification excludes the first row and 14 two-day holiday gaps. The year 2026 is used as a descriptive split and not as an unseen validation. The data includes the following statistics: there are 179 data points, the mean gap percentage is 0.0399 for EEM, 0.0653 for QQQ, and 0.0583 for IWM, the 1st percentile gap percentage is -3.8915 for EEM, -1.9535 for QQQ, and -1.8969 for IWM, and the worst gap percentage is -5.7372 for EEM, -3.0097 for QQQ, and -2.6562 for IWM. Additionally, 29.0503 percent of the data points have a joint negative percentage, the mean basket value is 0.1525 dollars, the 1st percentile basket value is -6.8463 dollars, and the worst basket value is -9.6381 dollars, with the worst date being 2026-03-03 00:00:00. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the following data: Measured on 2026-09-19, the adjusted open and prior close from September 2021 to September 2026 showed a static value of 93.33 for the exchange-traded funds EEM, QQQ, and IWM, which are types of investment funds that track a specific index. The calendar classification excludes the first row and 14 two-day holiday gaps. The year 2026 is used as a descriptive split, not as an unseen validation. The data includes the following statistics: there were 980 measurements, the average gap percentage was 0.0286 for EEM, 0.0550 for QQQ, and 0.0534 for IWM, the 1st percentile gap percentage was -2.544 for EEM, -2.056 for QQQ, and -2.346 for IWM, and the worst gap percentage was -5.737 for EEM, -4.140 for QQQ, and -4.711 for IWM. Additionally, 28.27 percent of the time, all three funds had a negative gap, the average dollar value of the basket was 0.128 dollars, the 1st percentile dollar value was -6.025 dollars, and the worst dollar value was -10.210 dollars, with the worst date being April 3, 2025. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the data line: Measured 2026-09-19; Sep 2021-Sep 2026 adjusted open/prior close-1, static 93.33 per EEM/QQQ/IWM. Calendar classification excludes first row and 14 two-day holiday gaps. 2026 is descriptive split, NOT unseen validation. The data shows the following statistics: there are 260 data points, the mean gap percentage is -0.03653175116134589 for EEM, -0.009916326562485712 for QQQ, and 0.02531642002759746 for IWM, the 1st percentile gap percentage is -3.1944320788274485 for EEM, -3.2164921349412894 for QQQ, and -2.4334041841905396 for IWM, and the worst gap percentage is -5.259184700553609 for EEM, -5.357022225224606 for QQQ, and -5.27219225110348 for IWM. Additionally, 31.153846153846153 percent of the gaps were joint negative, the mean dollar value of the basket is -0.019722176127895324, the 1st percentile dollar value of the basket is -6.646304390396214, and the worst dollar value of the basket is -14.828642951783687, with the worst date being 2024-08-05 00:00:00. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A joint gap diagnostic was measured on 2026-09-19. The diagnostic looked at the adjusted open and prior close from September 2021 to September 2026, with a static value of 93.33 for the stocks EEM, QQQ, and IWM. This means that the diagnostic used a fixed value of 93.33 to compare the opening and closing prices of these stocks. The calendar classification excluded the first row and 14 two-day holiday gaps. The year 2026 is used to describe the split of data, but it is not used for validation that has not been seen before. The results of the diagnostic are as follows: there were 1254 measurements, the average gap percentage was 0.0124 for EEM, 0.0412 for QQQ, and 0.0448 for IWM, the 1st percentile gap percentage was -2.8203 for EEM, -2.3520 for QQQ, and -2.4513 for IWM, the worst gap percentage was -5.7372 for EEM, -5.3570 for QQQ, and -5.2722 for IWM, 29.03 percent of the gaps were negative, the average dollar value of the basket was 0.0919, the 1st percentile dollar value was -6.0450, and the worst dollar value was -14.8286, with the worst date being 2024-08-05. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the headline about a completed-bar mandate signal and conditional size for ETH/USD at 04UTC. Measured on 2026-09-19, with an endpoint cutoff of 2026-09-18T23:59:59Z, the data includes annual intervals of 252 out of 365 days, using an arithmetic 20 true-range, also known as average true range or ATR, which is a measure of volatility. It also uses a simple moving average, or SMA, of 200 days, and a five-year 60-bar fractional return at the 90th percentile, or P90. The details are as follows: the symbol is ETH/USD, the date is 2026-09-18 00:00:00+00:00, with 1936 bars, a close price of 2612.4025, an annual return of -0.43082804809764197, an SMA of 2070.4311531083276, an ATR of 102.69994243532499, a P90 of 0.42387299348060825, a P90 count of 1826, a high of 2664.8535 over the last 20 days, with the price currently above the SMA, a rank of 7, a size of 0, a stop loss at 2407.00261512935, and a target price of 3719.729367851225. https://runway.adityaperswal.workers.dev/data/crypto-bars?timeframe=1Day

A news scan found the data line for BTC/USD with a completed-bar mandate signal and conditional size as of 2026-09-19. The data includes the endpoint cutoff of 2026-09-18T23:59:59Z, using annual 252/365 intervals, arithmetic 20 true-range ATR, Simple Moving Average SMA200, and five-year 60 bar fractional return P90. The details are: symbol BTC/USD, date 2026-09-18 00:00:00+00:00, bars 1936, close price 80872.5325, annual return -0.3095310208682954, SMA 70400.16140458945, ATR 2297.23361440355, P90 0.36778582915826996, P90_n 1826, high20 82233.502538071, above true, rank 6, size 0, stop 76278.0652711929, and target 110616.30392164165. https://runway.adityaperswal.workers.dev/data/crypto-bars?timeframe=1Day

A news scan found the data line for TLT as of 04:00 UTC on 2026-09-18. The data includes the symbol TLT, the date 2026-09-18, 1332 bars, a close price of 81.25, an annual return of -0.05709643727515379, a simple moving average of 84.36059999999999, an average true range of 0.6628700000000016, a 90th percentile return of 0.06150557763249668, 1255 periods for this return, a high of 83.28 over 20 periods, a signal that the price is not above a certain level, a null rank, a size of 0, a stop loss at 79.92426, and a target price of 86.24732818264036. The measurement was taken on 2026-09-19, with an endpoint cutoff of 2026-09-18T23:59:59Z, using annual intervals of 252 out of 365 days, arithmetic true range, a simple moving average of 200 periods, and a five-year return over 60 bars. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the data line: Measured 2026-09-19, endpoint cutoff 2026-09-18T23:59:59Z, for the EFA symbol. The data shows annual return over 252 or 365 intervals, using arithmetic true-range, a type of volatility measure, and SMA200, a 200-day simple moving average. It also shows a five-year 60-bar fractional return at the 90th percentile, meaning 90% of returns were below this level. The details are: symbol EFA, date 2026-09-18 04:00:00+00:00, with 1332 bars, a close price of 104.97, an annual return of 0.16737099644128106, a simple moving average of 101.03105, an average true range of 1.0289949999999997, a 90th percentile return of 0.09630282889112697, 1255 days to reach this percentile, a high price over 20 days of 108.83, the price is above a certain level, a rank of 5, a size of 0, a stop loss at 102.91201, and a target price of 115.0789079487016. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data: Measured on 2026-09-19, the endpoint cutoff was 2026-09-18T23:59:59Z. This uses annual intervals of 252 out of 365 days, which is a common trading year, and an arithmetic true-range average, also known as average true range or ATR, a measure of price movement. It also uses a simple moving average, or SMA, of 200 days and a five-year return at the 90th percentile, or P90. The data for the SPY symbol on 2026-09-18 at 04:00:00+00:00 is as follows: the closing price was 761.69, the annual return was 0.17127216250711208, the SMA was 712.4730999999999, the ATR was 6.002450000000005, the P90 return was 0.10841930825440019, the number of days for the P90 return was 1255, the high price over 20 days was 773.38, the price was above a certain level, the rank was 4, the size was 0, the stop loss was 749.6851, and the target price was 844.2719029042942. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline about a completed-bar mandate signal and conditional size for GLD. Measured on 2026-09-19, the endpoint cutoff was 2026-09-18T23:59:59Z. This uses annual intervals of 252 out of 365 days, which is a common trading year, and an arithmetic true-range average, also known as average true range or ATR, a measure of price movement. It also uses a simple moving average, or SMA, over 200 days and a five-year return at the 90th percentile, or P90. The data for GLD on 2026-09-18 at 04:00:00 was: symbol GLD, date 2026-09-18 04:00:00, 1332 bars, close price 401.17, annual return 0.1905214114016085, SMA 416.22065, ATR 7.923445000000004, P90 0.16781703911009302, P90 count 1255, high price over 20 days 429.42, not above, no rank, size 0, stop price 385.32311, target price 468.49316157979604. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline is not available, but a data line was found with the following information: Measured on 2026-09-19, the endpoint cutoff was 2026-09-18T23:59:59Z. This uses annual intervals of 252 out of 365 days, which is a common way to calculate years in trading, and an arithmetic method to calculate the true range, also known as the average true range or ATR, which measures price volatility. It also uses a simple moving average, or SMA, over 200 days and a five-year return with a 60-bar fractional return at the 90th percentile, or P90. For the symbol IWM, on 2026-09-18 at 04:00:00, the data was as follows: the close price was 284.1, the annual return was 0.20131929468476484, the SMA was 273.51065, the ATR was 3.2170000000000045, the P90 was 0.12821050854556687, the number of days for P90 was 1255, the high price over 20 days was 299.61, the price was above a certain level, the rank was 3, the size was 93.33, the stop loss was 277.666, and the target price was 320.5246054777956. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data line: Measured 2026-09-19, endpoint cutoff 2026-09-18T23:59:59Z, which refers to the end of the measurement period. This data uses annual 252/365 intervals, which means it looks at 252 trading days per year out of 365 total days, and arithmetic 20 true-range ATR, which is a measure of price movement, also known as Average True Range. It also uses SMA200, which stands for Simple Moving Average over 200 days, and five-year 60 bar fractional return P90, which is a measure of return over a specific period. The data for the symbol QQQ on date 2026-09-18 04:00:00+00:00 is as follows: the stock closed at 721.45, the annual return is 0.2286901578759135, the SMA is 661.77265, the ATR is 8.27367999999999, the P90 return is 0.1616958533244174, the P90 number of bars is 1255, the high over 20 days is 724.125, the signal is above, the rank is 2, the size is 93.33, the stop loss is 704.90264, and the target price is 838.105473380901. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline about a completed-bar mandate signal and conditional size for EEM at 04UTC. Measured on 2026-09-19, the endpoint cutoff was 2026-09-18T23:59:59Z. This uses annual intervals of 252 out of 365 days, which is a common trading year, and an arithmetic method to calculate the true range, also known as the average true range or ATR, a measure of volatility. It also uses a simple moving average, or SMA, over 200 periods and a five-year return at the 90th percentile, or P90. The details are as follows: the symbol is EEM, the date is 2026-09-18 04:00:00+00:00, there were 1332 bars, the close price was 67.03, the annual return was 0.28311638591117916, the SMA was 62.091550000000005, the ATR was 0.9432499999999997, the P90 was 0.10717963493264468, the P90 number of bars, or P90_n, was 1255, the high price over 20 periods was 69.125, the signal is above, the rank is 1, the size is 93.33, the stop price is 65.1435, and the target price is 74.21425092953517. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Currentequity1000 cash1000 fundcap280 positioncap250; ownledger[] and Core retiredflat/noqueues in context. No actual orders, holdings, exits or ownclosedtrades. Scenario25.913233/22.608078/27.921384 are modeled losses only (3390 phrase actual losses refers to computed scenario, not realized PnL). Fridaymisscause unknown. No trade lesson id to assign. 2026-09-19T02:01:08.120Z supplied account context; query_trades fund=trend-frac

Read Sep19: Nasdaq100 largest nonfinancial Nasdaq-listed companies, quarterly rebalance and annual reconstitution; issuer flags concentration/nondiversified risks. Live holdings/performance modules failed to load, so no current concentration percentage inferred. Primary sponsor with promotional interest. https://www.invesco.com/qqq-etf/en/about.html

Read Sep19; Sep17 holdings1957,P/E18.31,P/B2.11,healthcare20.39%,financials19.37%,industrials13.88%,IT13.21%; Aug31 three-year beta1.24 and standarddeviation19.61%. Primary sponsor with commercial interest; ratios not a cashflow forecast. Sep17 close285.43 is earlier than Sep18 SIP284.10. https://www.ishares.com/us/products/239710/ishares-russell-2000-etf

Read Sep19; Sep17 holdings:1185,P/E19.40,P/B2.69,IT42.24%,Taiwan28.10%,SouthKorea20.60%,China19.94%. Expense .72%. Primary sponsor, promotional interest. Sep18 NAV67.28 differs in date/type from Sep17 marketclose66.91; neither replaces Sep18 SIPclose67.03. Foreign valuation times differ. These are exposure descriptors, not expected returns. https://www.ishares.com/us/products/239637/ishares-msci-emerging-markets-etf