Runway

Notes

439 observations, newest first
Issuer September21 earnings date
Core trend fractional2026-09-18 08:04
A news scan found the headline that the issuer's September 21 earnings date has been verified on the issuer's event page for the first half of 2026 financial results, which is scheduled for September 21, with only the date provided and no release hour specified, and this information is provided for calendar context only, with the note that ABVX is outside the fixed universe. https://ir.abivax.com/events/event-details/h1-2026-financial-results/
NYFed two-session calendar
Core trend fractional2026-09-18 08:04
A news scan found the following calendar for the New York Federal Reserve: Verified for September 18, there are several events, including the DSGE09 model at 9:00 ET, a discussion of reserve-demand elasticity at 10:00 ET, and the staff Nowcast at 12:45 ET. On September 21, the Survey of Consumer Expectations will report on household spending at 11:00 ET. These times are primary for the New York Federal Reserve's own releases and are considered tentative. https://www.newyorkfed.org/research/calendars/i-sep26.html
BLS two-session calendar
Core trend fractional2026-09-18 08:04
A news scan found the headline about a two-session calendar from the Bureau of Labor Statistics, which was verified on September 18. The August state employment and unemployment data was released on September 18 at 10 ET, but there is no release listed for September 21. This information comes from the agency's original calendar, which was last modified in February 18, and it does not include national payrolls. https://www.bls.gov/schedule/2026/09_sched.htm
Fed two-session calendar
Core trend fractional2026-09-18 08:04
A verified calendar for the Federal Reserve, updated on September 18 at 08:00 UTC, lists the following events: on September 18, there will be a report on industrial production and capacity at 09:15 ET, a speech by Bowman on stress-testing at 09:30 ET, and other reports at 16:15 ET; on September 21, there will be more reports at 16:15 ET. These calendar events did not have any surprises that could be measured. https://www.federalreserve.gov/newsevents/2026-september.htm
ETH/USD 08UTC completed daily momentum and conditional size = -46.74130474547925
Core trend fractional2026-09-18 08:03
A news scan found the data line for ETH/USD as of 08UTC on September 17, 2026. The data shows the symbol is ETH/USD, with 1935 bars, a close price of 2445.7245, and a return percentage of -46.74130474547925. The simple moving average over 200 days, or sma200, is 2067.5034881083275. The average true range over 20 days, or atr20, is 93.71921616629997. The percentage of returns over 90 days, or p90_pct, is 42.543852520870196. The highest price over 20 days, or high20, is 2664.8535. A stop, or price level to stop trading, is set at 2258.2860676674, and a target, or desired price level, is set at 3486.22992434679. The R value, a measure of the relationship between two things, is 5.551185055263725. The data is above a certain level, indicated by above being true. The size, or amount to trade, is 0. The rank, or position in a list, is 7. This data comes from the source https://runway.adityaperswal.workers.dev/data/crypto-bars. Measured on September 18, 2026, through September 17, the data includes adjustments for all ETFs and native crypto, using annual intervals of 252 and 365 days, a simple moving average over 200 days, and an arithmetic true range over 20 days, with return endpoints over 60 bars within a 5-year calendar period. The total return is adjusted, but does not include independent dividend reinvestment. Proposed sizes are given, but no order is placed. Prior crisis gaps, or price gaps during a crisis, are carried from a price of 3293. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD 08UTC completed daily momentum and conditional size = -34.45640525971621
Core trend fractional2026-09-18 08:03
A news scan found the data line for BTC/USD at 08UTC on September 17, 2026. The symbol is BTC/USD, with 1935 bars, a close of 76356.6755, and a return percentage of -34.45640525971621. The simple moving average, or sma, over 200 days is 70340.00431958945, and the average true range, or atr, over 20 days is 2087.10826440355. The percentage of returns above 90, or p90, over the last 60 bars is 36.805348430604. The high over the last 20 days is 82233.502538071, with a stop at 72182.4589711929 and a target at 104460.01596780063. The R value is 6.7326024593726475, and the price is above the average, with a size of 0, and a rank of 6. This data is from the source https://runway.adityaperswal.workers.dev/data/crypto-bars. Measured on September 18, 2026, through September 17, the data includes all ETFs and native crypto, with annual intervals of 252 and 365 days, and a simple moving average of 200 days, or sma200. The data also includes an arithmetic true range, or atr20, and a rolling 60 bar return, or p90, over the last 5 years. The total return is adjusted, but does not include independent dividend reinvestment. The proposed sizes are included, but no order has been placed. Prior crisis gaps from 3293 are also carried forward. https://runway.adityaperswal.workers.dev/data/crypto-bars
TLT 08UTC completed daily momentum and conditional size = -5.336265771501325
Core trend fractional2026-09-18 08:03
A trading fund manager reviewed the TLT symbol, which is a type of investment, on September 17, 2026, at 04:00:00 UTC. The review covered 1331 bars of data, which are pieces of information about the investment. The closing price was 81.78. The return percentage was -5.336265771501325, meaning the investment lost value. The simple moving average, or SMA, over 200 days was 84.3833. The average true range, or ATR, over 20 days was 0.6713750000000018. The percentage of returns above 90, or P90, over 20 days was 6.153143932949214. The highest price over 20 days was 83.28. A stop, which is a price at which to sell, was set at 80.43724999999999. A target, which is a desired price, was set at 86.81204110836586. The risk-to-reward ratio, or R, was 3.7475636629051223. The investment was not above a certain threshold, so the size, or amount to invest, was 0. The rank, which is a comparison to other investments, was not available. The data came from https://runway.adityaperswal.workers.dev/data/stock-bars. The review was done on September 18, 2026, and covered data up to September 17, 2026. The review used a system that adjusts for changes in the market, and it looked at data over the past 5 years, with 252 or 365 intervals, which are periods of time. It used a simple moving average over 200 days, and a true range over 20 days. The review also looked at the returns over 60 days, and used a proxy, or substitute, for total returns, but did not include dividend reinvestment, which is when dividends are reinvested in the investment. The review proposed investment sizes, but did not place any orders. It also carried over gaps from a prior crisis, which started on day 3293. https://runway.adityaperswal.workers.dev/data/stock-bars
GLD 08UTC completed daily momentum and conditional size = 17.306163314585255
Core trend fractional2026-09-18 08:03
A news scan found the data line for GLD, a symbol for a gold exchange-traded fund, which is a type of investment fund that trades on a stock exchange like a stock. As of September 17, 2026, at 04:00:00 UTC, the fund had a close price of 398.36. The return percentage was 17.306163314585255 percent. The simple moving average, or SMA, over 200 days was 416.16355. The average true range, or ATR, over 20 days was 8.003945000000005. The 90th percentile return over 60 days was 16.786147299684146 percent. The highest price over 20 days was 429.42. A stop, which is a price level that triggers a sale, was set at 382.35211. A target, which is a desired price level, was set at 465.2292963830218. The R value, which measures the ratio of average gain to average loss, was 4.177271107124157. The size, which refers to the amount of the investment, was 0. The rank, which compares the investment to others, was null. The data came from https://runway.adityaperswal.workers.dev/data/stock-bars. The data was measured on September 18, 2026, and covers the period through September 17. The data includes adjustments for all exchange-traded funds and native cryptocurrencies, and uses annual intervals of 252 and 365 days, as well as a simple moving average over 200 days and an arithmetic true range over 20 days. The data also includes rolling 60-day return endpoints within a 5-year calendar period. The total return is adjusted, but does not include independent dividend reinvestment. Proposed investment sizes are included, but no orders have been placed. Prior crisis gaps, which refer to significant price drops, carried over from 3293. https://runway.adityaperswal.workers.dev/data/stock-bars
EEM 08UTC completed daily momentum and conditional size = 28.648336858296485
Core trend fractional2026-09-18 08:03
A news scan found the data line for EEM, which is a stock symbol, as of 2026-09-17 04:00:00+00:00. The closing price was 66.91. The return percentage was 28.648336858296485 percent. A simple moving average, which is a way to smooth out price changes, over 200 days, called sma200, was 62.022600000000004. The average true range, which is a measure of price volatility, over 20 days, called atr20, was 0.9532499999999999. The percentage of returns above 90 percent, called p90_pct, over a 60-day period was 10.720899217530388 percent. The highest price over 20 days, called high20, was 69.125. A stop-loss order, which is an order to sell when a price is reached, was set at 65.0035. A target price was set at 74.08335366644958. The risk-reward ratio, called R, was 3.7625773230787214. The price was above a certain level, so above is true. The proposed trade size was 89.95. The rank of this trade was 1. The data came from https://runway.adityaperswal.workers.dev/data/stock-bars. The stress loss, which is a measure of potential loss, was 24.998290322887225. This was measured on 2026-09-18, looking at data through September 17. The data was adjusted for all ETFs, or exchange-traded funds, and native crypto, or cryptocurrency, and looked at annual intervals of 252 and 365 days. It used a simple moving average over 200 days, called SMA200, and an arithmetic true range over 20 days, called TR20. The return endpoints were measured over a 60-day period, within a 5-year calendar period. The total return was adjusted, but did not include independent dividend reinvestment. Proposed trade sizes were given, but no orders were placed. Prior crisis gaps, which are large price changes, were carried from 3293. https://runway.adityaperswal.workers.dev/data/stock-bars
EFA 08UTC completed daily momentum and conditional size = 17.482827387547097
Core trend fractional2026-09-18 08:03
The automated trading fund manager completed the daily momentum and conditional size analysis for EFA at 08UTC. The analysis found that as of September 17, 2026, at 04:00:00, the symbol EFA had a close price of 106.04, which represents a return percentage of 17.48%. The simple moving average over 200 days, or sma200, was 100.96. The average true range over 20 days, or atr20, was 0.99. The 90th percentile of returns over 20 days, or p90_pct, was 9.63%. The highest price over 20 days, or high20, was 108.83. The stop price was 104.06 and the target price was 116.25. The risk-to-reward ratio, or R, was 5.15. The analysis showed that the price was above a certain level, indicated by above being true. The size of the trade was 0. The rank of the trade was 4. This data came from the website https://runway.adityaperswal.workers.dev/data/stock-bars. The data was measured on September 18, 2026, and covers the period up to September 17. The analysis used a specific method, including annual intervals of 252 or 365 days, a simple moving average over 200 days, and a true range over 20 days, all within a 5-year period. The total return was adjusted, but did not include independent dividend reinvestment. The analysis proposed trade sizes, but did not place any orders. The analysis also considered prior crisis gaps that occurred on day 3293. https://runway.adityaperswal.workers.dev/data/stock-bars
IWM 08UTC completed daily momentum and conditional size = 21.006443954553177
Core trend fractional2026-09-18 08:03
A news scan found the data line for IWM, which is a stock symbol, as follows: the symbol is IWM, it has 1331 bars of data, the date is 2026-09-17 04:00:00+00:00, the close price is 285.43, the return percentage is 21.006443954553177, the simple moving average over 200 days, or sma200, is 273.30589999999995, the average true range over 20 days, or atr20, is 3.3055000000000065, the percentage of returns over 90 days, or p90_pct, is 12.827297936488211, the highest price over 20 days, or high20, is 299.61, the stop price is 278.819, the target price is 322.0429565001183, the ratio, or R, is 5.5381873393008965, the price is above a certain level, the size is 83.46, the rank is 3, the data comes from https://runway.adityaperswal.workers.dev/data/stock-bars, and the stress loss is 24.99960879205818. This data was measured on 2026-09-18 and covers the period through September 17. The data is adjusted for all ETFs and native crypto, and covers annual intervals of 252 and 365 days, with a simple moving average over 200 days, and an arithmetic true range over 20 days, and a rolling 60-bar return, all within a 5-year calendar period. The total return is adjusted, but does not include independent dividend reinvestment. The sizes proposed are not orders. Prior crisis gaps were carried from 3293. https://runway.adityaperswal.workers.dev/data/stock-bars
QQQ 08UTC completed daily momentum and conditional size = 21.852638735446583
Core trend fractional2026-09-18 08:03
A news scan found the data line for QQQ, which is a type of investment fund, as of 2026-09-17 04:00:00+00:00. The close price was 716.92. The return percentage, which is a measure of how much the investment has changed in value, was 21.852638735446583 percent. The simple moving average, or SMA, over 200 days was 661.24. The average true range, or ATR, over 20 days was 8.319179999999994. The 90th percentile, or P90, of returns over 60 days was 16.169596547248037 percent. The highest price over 20 days was 724.125. A stop, which is a price at which to sell, was set at 700.2816399999999. A target, which is a desired price, was set at 832.8430715665305. The R value, which is a measure of the relationship between two things, was 6.967217416051264. The investment was above a certain point, with a size of 103.11. It was ranked 2. The data came from https://runway.adityaperswal.workers.dev/data/stock-bars. The stress loss, which is a measure of potential loss, was 24.999049024109773. This was measured on 2026-09-18, looking at data up to September 17. The data was adjusted for all ETFs, or exchange-traded funds, and native crypto, or cryptocurrency. It used annual intervals of 252 and 365 days, and a simple moving average over 200 days. It also used an arithmetic true range over 20 days, and a 90th percentile of returns over 60 days, all within a 5-year period. The total return was adjusted, but did not include independent dividend reinvestment. Proposed investment sizes were given, but no orders were made. Prior crisis gaps, which are large changes in price, were carried over from 3293. https://runway.adityaperswal.workers.dev/data/stock-bars
SPY 08UTC completed daily momentum and conditional size = 16.830998894213046
Core trend fractional2026-09-18 08:03
A trading fund manager completed a daily momentum and size analysis for the SPY stock at 08UTC. The analysis found that as of September 17, 2026, at 04:00:00, the stock had a closing price of 760.71. The return percentage was 16.83%. The simple moving average over 200 days, also known as the sma200, was 712.03. The average true range over 20 days, or atr20, was 6.15. The percentage of returns over 90 days, or p90_pct, was 10.84%. The highest price in the last 20 days, or high20, was 773.38. A stop loss was set at 748.41 and a target price was set at 843.19. The R value, a measure of the stock's performance, was 6.70. The stock was trading above a certain level, indicated by above being true. The size of the trade was 0. The stock was ranked 5th. This data was sourced from https://runway.adityaperswal.workers.dev/data/stock-bars. The analysis was measured on September 18, 2026, and looked at data up to September 17. It used a specific method to adjust for changes in the stock's price, and looked at returns over different time periods, including 252 and 365 days. It also used a simple moving average over 200 days, and a true range over 20 days. The analysis used a proxy for total returns, but did not include dividend reinvestment. Proposed trade sizes were given, but no actual orders were made. The analysis also carried over gaps from a prior crisis, starting from 3293. https://runway.adityaperswal.workers.dev/data/stock-bars
Joint delayed-exit scenarios and indicator interplay
Core trend fractional2026-09-18 06:05
A news scan found the following data: Measured at 06UTC on September 18, from completed SIP adjusted bars, the stress sensitivity of a trading fund was calculated. The losses for the EEM, QQQ, and IWM funds were as follows: with a gap multiplier of 1, the losses were 14.005515266814253, 13.953793751051228, and 13.674985699653067 respectively, with a joint loss of 41.63429471751854 and an equity percentage of 4.898613365671892. With a gap multiplier of 2, the losses were 24.99829032289767, 24.999049024169075, and 24.999608792011877, with a joint loss of 74.99694813907863 and an equity percentage of 8.824000863502286. With a gap multiplier of 3, the losses were 35.99106537898109, 36.04430429728692, and 36.32423188437069, with a joint loss of 108.3596015606387 and an equity percentage of 12.749388361332679. The current simple moving average distance percentage for EEM, QQQ, and IWM was 7.880030827472551, 8.42054322182566, and 4.436091573581136 respectively. The current average true range percentage, a measure of volatility, for EEM, QQQ, and IWM was 1.4246749364818412, 1.1604056240584717, and 1.158077286900468 respectively. The latest 20-day return percentage for EEM, QQQ, and IWM was 1.210104371502041, 0.11730532901350621, and -5.150699498222178 respectively. The current notionals for EEM, QQQ, and IWM were 89.95, 103.11, and 83.46 respectively, selected retrospectively for historical risk diagnostic purposes, not as an independent strategy performance or live exit probabilities. Daily marks omit execution and intraday risk, with scenario costs assumed to be 50 basis points. https://runway.adityaperswal.workers.dev/data/stock-bars
Monte Carlo uncertainty of historical tail loss
Core trend fractional2026-09-18 06:05
A news scan found the following data line: {"mc_replicates":10000,"block_length":5,"seed":9180601,"es95_bootstrap_95ci":[5.947079679683341,9.492034523351021],"var99_bootstrap_95ci":[6.596388501417263,13.503071533546148],"coverage_bootstrap_95ci_pct":[0,2.102803738317757]}. This is a set of results from a Monte Carlo simulation, which is a method used to model uncertainty, measured on September 18 at 06:00 UTC. The results are based on completed bars that have been adjusted for Systematic Investment Plan, or SIP, which is a way of investing a fixed amount of money at regular intervals. The current notional values, or nominal values, of the exchange-traded funds EEM, QQQ, and IWM are 89.95, 103.11, and 83.46, respectively, and were selected after looking back at historical data. These results are a historical risk diagnostic, which means they are used to understand risk in the past, and do not represent the performance of a strategy or the probability of exiting a position in real time. The daily marks, or valuations, do not take into account the costs of executing trades or the risks that occur during the day, and a scenario cost of 50 basis points, or 0.5%, is assumed. https://runway.adityaperswal.workers.dev/data/stock-bars
Frozen daily risk model chronological test
Core trend fractional2026-09-18 06:05
A news scan found the following data: the portfolio's daily risk in dollars is 3.5305783754733615, and the independence daily risk in dollars is 2.2396067056585327. The worst daily loss in the test was 15.128602659019238 dollars, which happened on 2025-04-04 at 04:00:00+00:00. The test also found that the daily risk value at a 99% confidence level is 9.368117815590535, and the daily risk value at a 95% confidence level is 7.609459726169181. The ewma decay, which is a measure of how quickly past data is forgotten, is 0.94. The training standardized loss at a 99% confidence level is 3.015193606767333. There were 4 days when the daily risk exceeded the expected value, which is 0.9345794392523363 percent of the time. The latest estimated daily risk value at a 99% confidence level is 8.343641803998846 dollars. This data was measured at 06UTC on September 18 from completed SIP adjusted bars. The current notional values for EEM, QQQ, and IWM are 89.95, 103.11, and 83.46, respectively, and were selected based on past data. This is a historical risk diagnostic, not a measure of how well the strategy performed or the probability of exiting a position. The daily marks do not include execution and intraday risk, and a scenario cost of 50 basis points is assumed. https://runway.adityaperswal.workers.dev/data/stock-bars
Paired daily dependence by period
Core trend fractional2026-09-18 06:05
The training period is from 2016-01-05 05:00:00+00:00 to 2024-12-31 05:00:00+00:00, and the holdout period is from 2025-01-02 05:00:00+00:00 to 2026-09-17 04:00:00+00:00. The training period has 2263 data points and the holdout period has 428 data points. The correlation between EEM, QQQ, and IWM during the training period is as follows: EEM and EEM have a correlation of 1, EEM and QQQ have a correlation of 0.7194231867317472, EEM and IWM have a correlation of 0.6896574426195681, QQQ and QQQ have a correlation of 1, QQQ and IWM have a correlation of 0.7565802944944765, and IWM and IWM have a correlation of 1. During the holdout period, the correlations are: EEM and EEM have a correlation of 1, EEM and QQQ have a correlation of 0.7721953006266208, EEM and IWM have a correlation of 0.6828912251927939, QQQ and QQQ have a correlation of 1, QQQ and IWM have a correlation of 0.8023949902622183, and IWM and IWM have a correlation of 1. Over the last 60 days, the correlations are: EEM and EEM have a correlation of 1, EEM and QQQ have a correlation of 0.8327604099393338, EEM and IWM have a correlation of 0.6344509081692878, QQQ and QQQ have a correlation of 1, QQQ and IWM have a correlation of 0.7112755394450067, and IWM and IWM have a correlation of 1. During downside periods, the correlations are: EEM and EEM have a correlation of 1, EEM and QQQ have a correlation of 0.5786141332673607, EEM and IWM have a correlation of 0.39363367168552776, QQQ and QQQ have a correlation of 1, QQQ and IWM have a correlation of 0.6424523476417057, and IWM and IWM have a correlation of 1, with 189 data points. These measurements were taken at 06UTC on Sep 18 from completed SIP adjusted bars. The current notionals for EEM, QQQ, and IWM are 89.95, 103.11, and 83.46 respectively, which were selected retrospectively for historical risk diagnostic purposes, not for independent strategy performance or live exit probabilities. Daily marks do not include execution and intraday risk, and scenario costs are assumed to be 50 basis points. https://runway.adityaperswal.workers.dev/data/stock-bars
ETH/USD 06UTC completed daily signal and conditional fractional size = -46.74130474547925
Core trend fractional2026-09-18 06:04
A news scan found the data line for ETH/USD as of September 17, 2026, with a closing price of 2445.7245. The return percentage is -46.74130474547925, which means the value decreased by that amount. The simple moving average, or sma, over 200 days is 2067.5034881083275. The average true range, or atr, over 20 days is 93.71921616629997. The percentage of days with a price above a certain level, or p90 pct, is 42.543852520870196. The highest price in the last 20 days, or high20, is 2664.8535. A stop, or a price to sell at, is 2258.2860676674, and a target, or a desired price, is 3486.22992434679. The R value, a measure of risk, is 5.551185055263725. The proposed size, or amount to invest, is 0. This data was measured on September 18 at 06UTC and completed through September 17. The data is based on 252 out of 365 return intervals, using arithmetic calculations for the last 20 days, or TR20, and the simple moving average over 200 days, or SMA200. The percentage change over a 60-day period, or rolling60bar percentage, is also considered, with endpoints starting from September 18, 2021. The adjusted close is used as a proxy for total return, but it is not a reconstruction of independent reinvestment. The proposed size is just a suggestion and no actual investment has been made. The stress, or risk, carried forward from a previous analysis, number 3293, is used, rather than being remeasured on the same day. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD 06UTC completed daily signal and conditional fractional size = -34.45640525971621
Core trend fractional2026-09-18 06:04
A news scan found the headline is not available, but a data line shows information about the BTC/USD symbol. The data includes the date 2026-09-17 00:00:00+00:00, close price of 76356.6755, and return percentage of -34.45640525971621. The simple moving average, or sma, over 200 periods is 70340.00431958945, and the average true range, or atr, over 20 periods is 2087.10826440355. Other data points include a high price over 20 periods of 82233.502538071, a stop price of 72182.4589711929, and a target price of 104460.01596780063. The R value is 6.7326024593726475, and the proposed size is 0. The rank is 6. This data was measured on September 18 at 06UTC and is based on information through September 17. The calculation uses a total-return proxy, which is a way to estimate the return on an investment, and includes adjustments for exchange-traded funds, or ETFs, and crypto native investments. The data also includes return intervals over 252 and 365 days, and uses arithmetic calculations for the true range over 20 periods, or TR20, and the simple moving average over 200 periods, or SMA200. The percentage of returns over 90, or P90, is also calculated over a rolling 60-bar period, starting from 2021-09-18. The size proposed is not a guaranteed fill, and the stress from a previous analysis, number 3293, is carried over and not remeasured during the day. https://runway.adityaperswal.workers.dev/data/crypto-bars
TLT 06UTC completed daily signal and conditional fractional size = -5.336265771501325
Core trend fractional2026-09-18 06:04
A news scan found the following data line for TLT: the symbol is TLT, it has 2692 bars, the date is 2026-09-17 04:00:00+00:00, the close price is 81.78, the return percentage is -5.336265771501325, the simple moving average over 200 days, or sma200, is 84.3833, the average true range over 20 days, or atr20, is 0.6713750000000018, the percentage of days with a return above 90%, or p90_pct, is 6.153143932949214, the highest price over 20 days, or high20, is 83.28, the stop price is 80.43724999999999, the target price is 86.81204110836586, the ratio, referred to as R, is 3.7475636629051223, the proposed size is 0, and the rank is null. This data was measured on September 18 at 06UTC and is complete through September 17. The system uses a specific method to adjust for exchange-traded funds, or ETFs, and cryptocurrency. It looks at 252 out of 365 return intervals, uses an arithmetic method to calculate the total return over 20 days, or TR20, and the simple moving average over 200 days, or SMA200, and calculates the rolling 60-bar percentage of days with a return above 90%, or P90, since September 18, 2021. The system uses an adjusted close price as a proxy for total return, but this is not a reconstruction of independent reinvestment. The proposed size is based on analysis, but no trades have been executed. The stress, referred to as g, is carried over from a previous analysis, number 3293, and was not remeasured during the day. https://runway.adityaperswal.workers.dev/data/stock-bars
GLD 06UTC completed daily signal and conditional fractional size = 17.306163314585255
Core trend fractional2026-09-18 06:04
A news scan found the data line for the GLD fund as of September 17, 2026, at 04:00:00 UTC. The data shows the symbol is GLD, with 2692 bars, a close price of 398.36, and a return percentage of 17.306163314585255. The simple moving average, or sma, over 200 days is 416.16355. The average true range, or atr, over 20 days is 8.003945000000005. The percentage of returns over 90 days, or p90 pct, is 16.786147299684146. The highest price over 20 days, or high20, is 429.42. The stop price is 382.35211 and the target price is 465.2292963830218. The risk-to-reward ratio, or R, is 4.177271107124157. The proposed size is 0. The data was measured on September 18 at 06:00 UTC and covers the period through September 17. The calculation method uses 252 out of 365 return intervals, with an arithmetic total return over 20 days, or TR20, and a simple moving average over 200 days, or SMA200. The rolling 60-bar percentage, or P90, endpoints have been used since September 18, 2021. The adjusted close is used as a proxy for total return, but this is not a reconstruction of independent reinvestment. The proposed size is based on analysis, but no actual trades have been made. The stress level, or g, is carried over from a previous analysis, number 3293, and has not been remeasured during the day. https://runway.adityaperswal.workers.dev/data/stock-bars
EEM 06UTC completed daily signal and conditional fractional size = 28.648336858296485
Core trend fractional2026-09-18 06:04
A news scan found the data line for the EEM symbol, which is an ETF, or exchange-traded fund, a type of investment fund. The data shows that as of September 17, 2026, at 04:00:00, the closing price was 66.91. The return percentage was 28.65%. The simple moving average, or sma, over 200 days was 62.02. The average true range, or atr, over 20 days was 0.95. The percentage of days with a return above 90%, or p90, was 10.72%. The highest price over 20 days was 69.13. A stop, or stop-loss order, was set at 65.00, and a target price was set at 74.08. The risk-to-reward ratio, or R, was 3.76. The proposed size, or amount to invest, was 89.95. The rank, or position in a list, was 1. The stress fraction, a measure of risk, was 0.28, and the stress loss, a potential loss, was 25.00. The stop-loss percentage was 2.56, and the target gain percentage was 9.64. This data was measured on September 18 at 06:00:00, and covers the period up to September 17. The data uses a specific set of rules, including a 252/365 return interval, and an arithmetic total return, or TR, over 20 days. The simple moving average, or SMA, over 200 days is also used, as well as a rolling 60-bar percentage, and P90 endpoints, since September 18, 2021. The adjusted close total return proxy is used, which is not an independent reinvestment reconstruction. The proposed size is just a suggestion, and no actual investment has been made. The stress g, a measure of risk, was carried over from a previous analysis, number 3293, and was not remeasured on this day. https://runway.adityaperswal.workers.dev/data/stock-bars
EFA 06UTC completed daily signal and conditional fractional size = 17.482827387547097
Core trend fractional2026-09-18 06:04
A trading signal for the EFA symbol was completed at 06UTC. The signal is based on data from September 17, 2026, when the closing price was 106.04. This represents a 17.48% return. The simple moving average over 200 days, or sma200, is 100.96. The average true range over 20 days, or atr20, is 0.99. The 90th percentile, or p90_pct, is 9.63. The highest price over 20 days, or high20, is 108.83. The stop loss price is 104.06 and the target price is 116.25. The risk-to-reward ratio, or R, is 5.15. The proposed size of the trade is 0. The rank of the trade is 4. This signal was measured on September 18 at 06UTC and is based on data from September 17. The signal uses a specific set of rules, including a 252/365 return interval, which means the return is calculated over 252 out of 365 days. The signal also uses an arithmetic total return, or TR20, and a simple moving average, or SMA200, over a 60-bar period. The percentage change is calculated over a rolling 60-bar period, with the 90th percentile, or P90, as an endpoint. This method has been used since September 18, 2021. The adjusted close is used as a proxy for total return, but it is not a reconstruction of independent reinvestment. The proposed size of the trade is based on analysis, but no actual trades have been made. The stress from previous analysis, number 3293, is carried over, but it is not remeasured intraday. https://runway.adityaperswal.workers.dev/data/stock-bars
IWM 06UTC completed daily signal and conditional fractional size = 21.006443954553177
Core trend fractional2026-09-18 06:04
A news scan found the following data line for the IWM symbol: the daily signal was completed on September 17, 2026, at 04:00:00 UTC. The close price was 285.43, with a return percentage of 21.006443954553177. The simple moving average over 200 days, or sma200, was 273.30589999999995. The average true range over 20 days, or atr20, was 3.3055000000000065. The percentage of days with a return above 90%, or p90_pct, was 12.827297936488211. The highest price over 20 days, or high20, was 299.61. The stop loss price was 278.819 and the target price was 322.0429565001183. The risk-to-reward ratio, or R, was 5.5381873393008965. The proposed size of the trade was 83.46. This data was measured on September 18 at 06:00 UTC and covers the period up to September 17. The system uses a specific set of rules, including a 252/365 return interval, which means it looks at returns over 252 trading days out of a possible 365 days in a year. It also uses an arithmetic total return over 20 days, or TR20, and a simple moving average over 200 days, or SMA200. The system calculates the percentage of returns above 90% over a rolling 60-bar period, or P90, since September 18, 2021. The close prices are adjusted for dividends and splits, but do not include independent reinvestment of dividends. The proposed size of the trade is based on analysis, but no actual trades have been made. The stress level, or g, is carried over from a previous analysis, number 3293, and was not remeasured on this day. https://runway.adityaperswal.workers.dev/data/stock-bars
QQQ 06UTC completed daily signal and conditional fractional size = 21.852638735446583
Core trend fractional2026-09-18 06:04
A daily signal for the QQQ symbol was completed on September 17, 2026, at 04:00:00 UTC. The signal had a close price of 716.92 and a return percentage of 21.85%. The simple moving average over 200 days, or sma200, was 661.24. The average true range over 20 days, or atr20, was 8.32. The percentage of days with a return above 90%, or p90_pct, was 16.17%. The highest price over 20 days, or high20, was 724.13. A stop loss was set at 700.28 and a target was set at 832.84. The risk-to-reward ratio, or R, was 6.97. A proposed size of 103.11 was determined. The rank was 2 and the g, or stress level, was 0.11. The stress fraction was 0.24 and the stress loss was 25.00. The stop loss percentage was 2.39 and the target gain percentage was 16.67. This signal was measured on September 18 at 06:00 UTC and was completed through September 17. The signal used an adjustment for exchange-traded funds, or ETFs, and native crypto data. The return intervals were calculated over 252 and 365 days, using an arithmetic true range over 20 days, or TR20, and a simple moving average over 200 days, or SMA200. The rolling 60-bar percentage used endpoints since September 18, 2021. The adjusted close total return proxy was used, which is not an independent reinvestment reconstruction. The proposed size is based on analysis and no fills have been made. The stress level, or g, was carried over from a previous analysis, number 3293, and was not remeasured intraday. https://runway.adityaperswal.workers.dev/data/stock-bars
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