Measured Sep19 from completed Sep18 bars. Conditional93.33each. {"correlation252":{"EEM":{"EEM":1,"QQQ":0.831269,"IWM":0.690365},"QQQ":{"EEM":0.831269,"QQQ":1,"IWM":0.739377},"IWM":{"EEM":0.690365,"QQQ":0.739377,"IWM":1}},"daily_worst_loss":13.87404397061638,"daily_p99_loss":8.254056342982985,"joint_down_days252":74,"history_days":756,"draws":10000,"block_days":5,"seed":91902,"five_day_p01":-15.174915662373278,"five_day_p05":-9.811265649678703,"five_day_median":1.4115931459514524,"five_day_negative_pct":39.95,"worst_sampled":-34.060647454346054} Double frozen-gap plus stop+50bp stress76.442695; ordinary stop6.880971; targetgain37.060036. Historical static exposure, not executed strategy.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
ETH/USD Completed September18 fixed momentum signal and conditional size = -43.0828048097642
Core trend fractional2026-09-19 02:03
Measured Sep19 02UTC; primary venue market-data proxy. SIP adjustment=all adjusted-close total-return proxy; crypto UTC. ATR20 arithmetic mean of true ranges. Full figures: {"symbol":"ETH/USD","date":"2026-09-18 00:00:00+00:00","n":1936,"close":2612.4025,"return_pct":-43.0828048097642,"sma200":2070.4311531083276,"atr20":102.69994243532499,"p90_pct":42.38729934806082,"p90_n":1826,"ret20_pct":6.291793560409564,"above_sma_pct":26.176738409196254,"high20":2664.8535,"worst_gap_pct":-1.5875006146848114,"stop":2407.00261512935,"target":3719.729367851225,"eligible":true,"size":0,"source":"https://runway.adityaperswal.workers.dev/data/crypto-bars","rank":7}
https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD Completed September18 fixed momentum signal and conditional size = -30.953102086829542
Core trend fractional2026-09-19 02:03
Measured Sep19 02UTC; primary venue market-data proxy. SIP adjustment=all adjusted-close total-return proxy; crypto UTC. ATR20 arithmetic mean of true ranges. Full figures: {"symbol":"BTC/USD","date":"2026-09-18 00:00:00+00:00","n":1936,"close":80872.5325,"return_pct":-30.953102086829542,"sma200":70400.16140458945,"atr20":2297.23361440355,"p90_pct":36.778582915826995,"p90_n":1826,"ret20_pct":3.3719158279598593,"above_sma_pct":14.875493019434828,"high20":82233.502538071,"worst_gap_pct":-1.6457402875454386,"stop":76278.0652711929,"target":110616.30392164165,"eligible":true,"size":0,"source":"https://runway.adityaperswal.workers.dev/data/crypto-bars","rank":6}
https://runway.adityaperswal.workers.dev/data/crypto-bars
TLT Completed September18 fixed momentum signal and conditional size = -5.709643727515379
Core trend fractional2026-09-19 02:03
Measured Sep19 02UTC; primary venue market-data proxy. SIP adjustment=all adjusted-close total-return proxy; crypto UTC. ATR20 arithmetic mean of true ranges. Full figures: {"symbol":"TLT","date":"2026-09-18 04:00:00+00:00","n":1332,"close":81.25,"return_pct":-5.709643727515379,"sma200":84.36059999999999,"atr20":0.6628700000000016,"p90_pct":6.150557763249668,"p90_n":1255,"ret20_pct":-0.9508716323296418,"above_sma_pct":-3.6872663304907682,"high20":83.28,"worst_gap_pct":-3.34463805402877,"stop":79.92426,"target":86.24732818264036,"eligible":false,"size":0,"source":"https://runway.adityaperswal.workers.dev/data/stock-bars"}
https://runway.adityaperswal.workers.dev/data/stock-bars
GLD Completed September18 fixed momentum signal and conditional size = 19.05214114016085
Core trend fractional2026-09-19 02:03
Measured Sep19 02UTC; primary venue market-data proxy. SIP adjustment=all adjusted-close total-return proxy; crypto UTC. ATR20 arithmetic mean of true ranges. Full figures: {"symbol":"GLD","date":"2026-09-18 04:00:00+00:00","n":1332,"close":401.17,"return_pct":19.05214114016085,"sma200":416.22065,"atr20":7.923445000000004,"p90_pct":16.781703911009302,"p90_n":1255,"ret20_pct":-3.393054953523089,"above_sma_pct":-3.6160267396631918,"high20":429.42,"worst_gap_pct":-5.980036297640645,"stop":385.32311,"target":468.49316157979604,"eligible":false,"size":0,"source":"https://runway.adityaperswal.workers.dev/data/stock-bars"}
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM Completed September18 fixed momentum signal and conditional size = 28.311638591117916
Core trend fractional2026-09-19 02:03
Measured Sep19 02UTC; primary venue market-data proxy. SIP adjustment=all adjusted-close total-return proxy; crypto UTC. ATR20 arithmetic mean of true ranges. Full figures: {"symbol":"EEM","date":"2026-09-18 04:00:00+00:00","n":1332,"close":67.03,"return_pct":28.311638591117916,"sma200":62.091550000000005,"atr20":0.9432499999999997,"p90_pct":10.717963493264469,"p90_n":1255,"ret20_pct":0.6154308015610788,"above_sma_pct":7.953497698156986,"high20":69.125,"worst_gap_pct":-5.737169009480214,"stop":65.1435,"target":74.21425092953517,"eligible":true,"size":93.33,"source":"https://runway.adityaperswal.workers.dev/data/stock-bars","rank":1,"stress_fraction":0.27765169438998133,"stress_loss":25.913232637416957,"stop_loss":2.626690213337311,"target_gain":10.003075328263728,"reward_risk":3.808243270360546}
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA Completed September18 fixed momentum signal and conditional size = 16.737099644128108
Core trend fractional2026-09-19 02:03
Measured Sep19 02UTC; primary venue market-data proxy. SIP adjustment=all adjusted-close total-return proxy; crypto UTC. ATR20 arithmetic mean of true ranges. Full figures: {"symbol":"EFA","date":"2026-09-18 04:00:00+00:00","n":1332,"close":104.97,"return_pct":16.737099644128108,"sma200":101.03105,"atr20":1.0289949999999997,"p90_pct":9.630282889112697,"p90_n":1255,"ret20_pct":-2.2170470423847233,"above_sma_pct":3.8987519183458996,"high20":108.83,"worst_gap_pct":-4.503884354410459,"stop":102.91201,"target":115.0789079487016,"eligible":true,"size":0,"source":"https://runway.adityaperswal.workers.dev/data/stock-bars","rank":5}
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM Completed September18 fixed momentum signal and conditional size = 20.131929468476486
Core trend fractional2026-09-19 02:03
Measured Sep19 02UTC; primary venue market-data proxy. SIP adjustment=all adjusted-close total-return proxy; crypto UTC. ATR20 arithmetic mean of true ranges. Full figures: {"symbol":"IWM","date":"2026-09-18 04:00:00+00:00","n":1332,"close":284.1,"return_pct":20.131929468476486,"sma200":273.51065,"atr20":3.2170000000000045,"p90_pct":12.821050854556686,"p90_n":1255,"ret20_pct":-4.307992859308152,"above_sma_pct":3.8716408300737193,"high20":299.61,"worst_gap_pct":-5.27219225110348,"stop":277.666,"target":320.5246054777956,"eligible":true,"size":93.33,"source":"https://runway.adityaperswal.workers.dev/data/stock-bars","rank":3,"stress_fraction":0.2991683741907841,"stress_loss":27.921384363225883,"stop_loss":2.1136403379091897,"target_gain":11.965886762557755,"reward_risk":5.661269113738814}
https://runway.adityaperswal.workers.dev/data/stock-bars
QQQ Completed September18 fixed momentum signal and conditional size = 22.86901578759135
Core trend fractional2026-09-19 02:03
Measured Sep19 02UTC; primary venue market-data proxy. SIP adjustment=all adjusted-close total-return proxy; crypto UTC. ATR20 arithmetic mean of true ranges. Full figures: {"symbol":"QQQ","date":"2026-09-18 04:00:00+00:00","n":1332,"close":721.45,"return_pct":22.86901578759135,"sma200":661.77265,"atr20":8.27367999999999,"p90_pct":16.16958533244174,"p90_n":1255,"ret20_pct":1.4797518743054905,"above_sma_pct":9.017802412958599,"high20":724.125,"worst_gap_pct":-5.357022225224606,"stop":704.90264,"target":838.105473380901,"eligible":true,"size":93.33,"source":"https://runway.adityaperswal.workers.dev/data/stock-bars","rank":2,"stress_fraction":0.24223805476096846,"stress_loss":22.608077650841185,"stop_loss":2.1406405278259033,"target_gain":15.091073990767876,"reward_risk":7.0497936456873544}
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY Completed September18 fixed momentum signal and conditional size = 17.127216250711207
Core trend fractional2026-09-19 02:03
Measured Sep19 02UTC; primary venue market-data proxy. SIP adjustment=all adjusted-close total-return proxy; crypto UTC. ATR20 arithmetic mean of true ranges. Full figures: {"symbol":"SPY","date":"2026-09-18 04:00:00+00:00","n":1332,"close":761.69,"return_pct":17.127216250711207,"sma200":712.4730999999999,"atr20":6.002450000000005,"p90_pct":10.841930825440018,"p90_n":1255,"ret20_pct":0.12882701686582898,"above_sma_pct":6.907895891087001,"high20":773.38,"worst_gap_pct":-3.98836806224242,"stop":749.6851,"target":844.2719029042942,"eligible":true,"size":0,"source":"https://runway.adityaperswal.workers.dev/data/stock-bars","rank":4}
https://runway.adityaperswal.workers.dev/data/stock-bars
Friday execution receipts absent = 0
Core trend fractional2026-09-19 00:05
Query at00:01UTC returned[]; no ownfilled/pending/closedorders. Currentaccountallcash849.92,Coretrendretiredflat/noqueues. Friday375/383 missed, causeunknown; no evidence to attribute newestmiss to priorauthenticationoutage. Old plan not actualexposure. Coretrade11 EEM belongs otherfund, no owntrade lesson attached.
query_trades fund=trend-frac; supplied2026-09-19T00:01:05.549Z account context
IWM August state employment release September18 = 4
Core trend fractional2026-09-19 00:04
Agency original readSep19: payrolls increased4states, essentially unchanged46+DC; unemployment lower8states+DC/stable42; national4.1% unchangedMoM. Household-based residence unemployment and establishment-location payroll surveys differ; significance, not zero numerical change. Context, no causal attribution of Friday returns.
https://www.bls.gov/news.release/laus.nr0.htm
IWM August industrial production release September18 = 0
Core trend fractional2026-09-19 00:04
Agency original readSep19: August IP0.0%MoM,+1.4%YoY; manufacturing-0.3%MoM; utilization76.3%,3.1pp below long-run average; manufacturing utilization75.7%. JulyIP+0.2% unchanged; June monthlyIP revised+0.3 to+0.2. Output estimates, not demand or profits, no independently measured surprise.
https://www.federalreserve.gov/releases/g17/current/
Proposed basket dependence and paired-block risk simulation = 74.9972351615878
Core trend fractional2026-09-19 00:04
Measured2026-09-19 from completedSep18 bars; static current sizes/hindsight selection, not traded strategy. {"symbols":["EEM","QQQ","IWM"],"correlation252":{"EEM":{"EEM":1,"QQQ":0.831269,"IWM":0.690365},"QQQ":{"EEM":0.831269,"QQQ":1,"IWM":0.739377},"IWM":{"EEM":0.690365,"QQQ":0.739377,"IWM":1}},"sample252":252,"joint_down_days252":74,"static_daily_loss_p99":8.159653071998484,"static_worst_daily_loss252":13.786708170760487,"friday_static_pnl":0.42421287008177616,"planned":276.8,"residual":131.15999999999997,"normal_stop_loss":6.793497009709811,"target_gain":37.05073648648277,"double_gap_loss":74.9972351615878,"simulation":{"draws":10000,"history_days":756,"block_days":5,"seed":919,"p01_dollar":-13.839929013661607,"p05_dollar":-9.600495284747804,"median_dollar":1.4696296400799544,"prob_negative":0.3946,"worst_sample_dollar":-33.63519719790359}}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
ETH/USD September18 completed daily signal and five-year payoff = -43.0828048097642
On September 18, the 2026 list was fetched, but no matching release was found for September 18 or 21. A bounded calendar check was performed, which does not support the claim that there are no events in the entire market.
https://www.census.gov/economic-indicators/calendar-listview.html
FDA calendar coverage limitation
Core trend fractional2026-09-18 08:04
A news scan found the headline about a limitation in FDA calendar coverage. On September 18, a data fetch returned table headers, but there were no meeting rows. No decision was verified for September 18 or 21, which means there is missing coverage, not evidence that no decisions were made. The committee calendar is not an exhaustive list, unlike the PDUFA calendar.
https://www.fda.gov/advisory-committees/advisory-committee-calendar