Runway

Notes

319 observations, newest first
XLE R91908 completed daily signal = 0.1970521568219219
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the XLE symbol was completed on September 18, 2026. The signal had a close price of 64.31. The returns, which measure how much the price changed, were 0.0115 over 21 days, 0.2045 over 63 days, 0.0984 over 126 days, and 0.4738 over 252 days. A score of 0.1971 was calculated. The simple moving average, or sma, over 200 days was 55.31. The average true range, or atr, over 20 days was 1.26. The highest price over 20 days was 66.17. A p90 value of 0.2063 was found, which is a measure of the top 10% of prices, and it was calculated over 1255 days. The signal is marked as above the limit, with a limit of 64.63. A quantity of 1 was chosen, but this is still pending and not yet filled. The rank of 2 includes names that were rejected. The p90 value is based on the last 60 sessions over the last 5 calendar years. This data was measured on September 19 and includes returns as decimals, with all requested data verified and missing splits from December 5 repaired. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
XLB R91908 completed daily signal = 0.02408890044112494
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the ticker symbol XLB was completed on September 18, 2026. The signal had the following details: the symbol was XLB, the date was September 18, 2026, and there were 1519 bars. The closing price was 49.99. The returns were -0.048172124904798164 for 21 days, -0.03157690817512582 for 63 days, 0.05575501583949305 for 126 days, and 0.12034961900493069 for 252 days. The score was 0.02408890044112494. The simple moving average, or sma, for 200 days was 50.173925. The average true range, or atr, for 20 days was 0.7882599999999993. The highest price in the last 20 days was 54.19. The p90 value, which is a measure of the top 90th percentile, was 0.10243167306427377, and it was calculated over 1255 data points. The above flag, which determines eligibility, was false. The limit was 50.24. The chosen quantity was 0, and it is pending, not filled. The rank was 5, which includes rejected names. The p90 value was calculated over a rolling 60-session period, using data from the last 5 calendar years. This data was measured on September 19, and the returns are given as decimals. The vendor requested and verified the data, and any missing splits from December 5 were repaired. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLB&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
XLI R91908 completed daily signal = 0.012816263840419756
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the XLI symbol was completed on September 18, 2026. The signal had a close price of 169.75. The returns, which measure how much the investment changed, were -0.06705138774388564 over 21 days, -0.059400454369147204 over 63 days, 0.04013480392156876 over 126 days, and 0.1375820935531431 over 252 days. The score, a measure of the signal's strength, was 0.012816263840419756. The simple moving average over 200 days, or sma200, was 171.1439. The average true range, or atr20, a measure of price volatility, was 2.3982499999999987 over 20 days. The highest price over 20 days, or high20, was 181.24. The p90, a measure of the top 10% of prices, was 0.12087676778130486, based on 1255 data points. The signal was measured on September 19. The returns are given as decimals. The vendor verified and repaired missing data from December 5 splits. The rank of 6 includes rejected names. The above flag determines if the signal is eligible. The chosen quantity, or chosen_qty, is pending and not yet filled. The p90 is calculated over 60 sessions, or trading days, and covers the last 5 calendar years. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLI&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
XLF R91908 completed daily signal = 0.054345591571535234
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the XLF symbol was completed on September 18, 2026. The signal had a close price of 55.86. The returns, which measure how much the price changed, were -0.028183716075156573 over 21 days, 0.04645934807043828 over 63 days, 0.1500926497838171 over 126 days, and 0.049014084507042144 over 252 days. The score was 0.054345591571535234. The simple moving average, or sma, over 200 days was 53.4515. The average true range, or atr, over 20 days was 0.7088450000000005. The highest price over 20 days was 58.6. The p90 value, which is a measure of performance, was 0.11838838877512908 over 1255 days. The signal was measured on September 19. The returns are given as decimals. The data was verified and missing splits from December 5 were repaired. The rank of 4 includes rejected names. The above flag determines if the signal is eligible. The chosen quantity is pending and not filled. The p90 rolling value is calculated over 60 sessions, or trading days, and covers the last 5 calendar years. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
XLV R91908 completed daily signal = 0.12442229112273706
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the ticker symbol XLV was completed on September 18, 2026. The signal had a close price of 168.39. The returns, which measure how much the price changed, were -0.0415 over 21 days, 0.1321 over 63 days, 0.1584 over 126 days, and 0.2487 over 252 days. The score, a measure of the signal's strength, was 0.1244. The simple moving average, or sma, over 200 days was 155.18, which is a way to smooth out price changes over time. The average true range, or atr, over 20 days was 2.17, which measures price volatility. The highest price over 20 days was 175.82. The p90 value, which is a measure of the top 10% of prices over a certain period, was 0.1063, based on 1255 data points. The signal was measured on September 19, and the returns are given as decimals. The vendor requested and verified the data, including missing splits from December 5, which have been repaired. The rank of 3 includes rejected names, and the above flag determines if the signal is eligible. The chosen quantity is pending and not yet filled. The p90 rolling 60-session endpoints are based on the last 5 calendar years. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLV&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
XLP R91908 completed daily signal = 0.010267345705447017
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the stock symbol XLP was completed on September 18, 2026. The signal had the following details: the stock closed at 82.8, it had a score of 0.010267345705447017, and its simple moving average over 200 days, or sma200, was 82.96825000000001. The average true range over 20 days, or atr20, was 0.89176, and the highest price over 20 days, or high20, was 87.465. The percentage of times the stock was above a certain level, or p90, was 0.07653027888248405 over 1255 times, or p90_n. The stock was not above this level, as indicated by the above flag being false. The limit was set at 83.21, but no quantity, or chosen_qty, was chosen. The rank of the stock was 7, which includes rejected names. The returns were measured as decimals and included returns for 21, 63, 126, and 252 days. The data was measured on September 19 and verified to include missing splits from December 5, with p90 calculated over a rolling 60-session period for the last 5 calendar years. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLP&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
XLY R91908 completed daily signal = -0.04290933422531629
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the stock symbol XLY was completed on September 18, 2026. The signal had the following details: the stock closed at 111.03, it had a score of -0.04290933422531629, and its 200-day simple moving average, which is a calculation of the stock's average price over the last 200 days, was 116.57710000000002. The average true range, a measure of volatility, over the last 20 days was 1.5072499999999984. The highest price in the last 20 days was 118.79. The returns, which measure how much the stock has gained or lost, were -0.06374905135340247 over 21 days, -0.050457538698366555 over 63 days, 0.016199890170236042 over 126 days, and -0.07363063701973216 over 252 days. The stock's rank was 10, and a flag indicating whether the stock is above a certain threshold was false. The limit was 111.59, and the chosen quantity was 0. The p90, a measure of the stock's performance over a 90th percentile, was 0.14896551962962673, calculated over the last 5 calendar years, with 1255 data points. This data was measured on September 19, and the returns are given as decimals. The vendor has verified that all requested data, including missing splits from December 5, has been repaired. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLY&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
XLC R91908 completed daily signal = -0.015056081464132842
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the stock symbol XLC was completed on September 18, 2026. The signal had a closing price of 110.81. The returns, which measure how much the stock price changed, were -0.0045813869924541395 over 21 days, 0.01502244206283776 over 63 days, -0.014934660858742954 over 126 days, and -0.055730720068172035 over 252 days. The score, which helps determine the strength of the signal, was -0.015056081464132842. The simple moving average, or sma, over 200 days was 113.62755000000001. The average true range, or atr, over 20 days was 1.607. The highest price over 20 days was 115.26. The p90 value, which is a measure of the stock's performance, was 0.13790962490769748, based on 1255 data points. The stock price was not above the required level, so the above flag is false. The limit price is 111.36. The chosen quantity is 0, which means no trade was made. The rank of the signal is 9, which includes stocks that were rejected. The p90 value is calculated over a rolling 60-session period, looking back 5 calendar years. This data was measured on September 19 and includes verified returns and repaired missing splits from December 5. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLC&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
XLK R91908 completed daily signal = 0.2003611920730362
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the ticker XLK was completed on September 18, 2026. The signal had a close price of 189.6. The returns, which are the changes in price, were 0.032454802875190536 over 21 days, -0.008420061712253624 over 63 days, 0.3730175972192047 over 126 days, and 0.40439242991000324 over 252 days. The score was 0.2003611920730362. The simple moving average, or sma, over 200 days was 162.235625. The average true range, or atr, over 20 days was 3.1444999999999963. The highest price over 20 days was 189.81. The p90, which is a measure of the stock's performance, was 0.18362192237650138, and it was calculated over 1255 days. The stock price was above the required level, so it is eligible. The limit price was 190.55, but no quantity was chosen. The rank of the signal was 1, and it includes names that were rejected. The p90 is calculated over a rolling 60-session period, and it looks at the last 5 calendar years. This was measured on September 19, and the returns are given as decimals. The vendor requested and verified the data, and any missing splits from December 5 were repaired. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLK&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
TLT R91908 completed daily signal = -0.05709643727515379
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the TLT symbol was completed on September 18, 2026. The signal had a close price of 81.25. The returns, which are the changes in price, were -0.0175 over 21 days, -0.0526 over 63 days, -0.0496 over 126 days, and -0.0571 over 252 days. The score, which is a measure of performance, was -0.0571. The simple moving average, or sma, over 200 days was 84.36. The average true range, or atr, over 20 days was 0.66. The highest price over 20 days was 83.28. The p90 value, which is a measure of reliability, was 0.0615. This value was calculated over 1255 days. The above flag, which determines if the signal is eligible, was false. The limit price was 81.66. The chosen quantity, which is pending and not yet filled, was 0. The rank, which includes rejected names, was 7. The signal was measured on September 19. The returns are given as decimals. The vendor requested and verified the data, including missing splits from December 5. The p90 value is calculated over a rolling 60-session period, using endpoints from the last 5 calendar years. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
GLD R91908 completed daily signal = 0.1905214114016085
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the symbol GLD was completed on September 18, 2026. The signal had a close price of 401.17. The returns for GLD were -0.03061569688768595 over 21 days, 0.03629365571399057 over 63 days, -0.05919185760183865 over 126 days, and 0.1905214114016085 over 252 days. The score was 0.1905214114016085. The simple moving average over 200 days, or sma200, was 416.22065. The average true range over 20 days, or atr20, was 7.923445000000004. The highest price over 20 days, or high20, was 429.42. The p90 value, which is a measure of performance, was 0.16781703911009302 over 1255 days. The signal was measured on September 19. The returns are given as decimals. All requested data was verified and missing splits from December 5 were repaired. The rank of 4 includes rejected names. The above flag determines eligibility and is currently false. The chosen quantity is pending and not filled, with a limit of 403.18. The p90 value is calculated over 60 sessions and the last 5 calendar years. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
EEM R91908 completed daily signal = 0.28311638591117916
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the stock symbol EEM was completed on September 18, 2026. The signal had a closing price of 67.03. The returns, which measure how much the stock price changed, were 0.013916200272273471 over 21 days, -0.05311484672976419 over 63 days, 0.16939986043265876 over 126 days, and 0.28311638591117916 over 252 days. The score, which is a measure of the stock's performance, was 0.28311638591117916. The simple moving average, or sma, over 200 days was 62.091550000000005. The average true range, or atr, over 20 days was 0.9432499999999997. The highest price over 20 days was 69.125. The p90, which is a measure of the stock's performance over a certain period, was 0.10717963493264468, and it was calculated over 1255 days. The stock price was above a certain level, so the above flag is true. The limit price is 67.37. The chosen quantity is 1, but this is pending and not yet filled. The rank of the stock is 1, and this includes stocks that were rejected. The p90 is calculated over a rolling 60-session period, and it looks at the last 5 calendar years. This information was measured on September 19, and the returns are given as decimals. The vendor requested and verified the data, and any missing splits from December 5 were repaired. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
EFA R91908 completed daily signal = 0.16737099644128106
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the stock symbol EFA was completed on September 18, 2026. The signal had a close price of 104.97. The returns, which measure how much the stock price changed, were -0.02498606724874608 over 21 days, 0.005363470931903036 over 63 days, 0.10471479688486629 over 126 days, and 0.16737099644128106 over 252 days. The score, which is a measure of the stock's performance, was 0.16737099644128106. The simple moving average, or sma, over 200 days was 101.03105. The average true range, or atr, over 20 days was 1.0289949999999997. The highest price over 20 days was 108.83. The p90, which is a measure of the stock's performance over a certain period, was 0.09630282889112697. This was measured over 1255 days. The stock price was above the required level, so it is eligible. The limit price was 105.49. The chosen quantity of stocks to buy or sell is 0, but this has not been filled yet. The rank of the stock was 6, which includes stocks that were rejected. The p90 was measured over the last 5 calendar years, using the last 60 sessions. This was measured on September 19, and the returns are given as decimals. The vendor had requested this information, and any missing data from December 5 splits has been repaired. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EFA&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
IWM R91908 completed daily signal = 0.20131929468476484
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the stock symbol IWM was completed on September 18, 2026. The signal had a closing price of 284.1. The returns, which measure how much the stock has changed in value, were -0.055926627454889744 over 21 days, -0.03636116952716906 over 63 days, 0.15300324675324672 over 126 days, and 0.20131929468476484 over 252 days. The score, which is a measure of the stock's performance, was 0.20131929468476484. The simple moving average, or sma, over 200 days was 273.51065. The average true range, or atr, over 20 days was 3.2170000000000045. The highest price over 20 days was 299.61. The p90 value, which is a measure of the stock's performance over a certain period, was 0.12821050854556687, and it was calculated over 1255 days. The stock is currently above the required level, so it is eligible. The limit price is 285.52. The chosen quantity is currently 0, and it is pending, not filled. The rank of the stock is 3. The p90 value is calculated over a rolling 60-session period, and it covers the last 5 calendar years. This data was measured on September 19, and the returns are given as decimals. The vendor has verified the data and repaired any missing splits from December 5. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
QQQ R91908 completed daily signal = 0.2286901578759135
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the stock symbol QQQ was completed on September 18, 2026. The signal had a closing price of 721.45. The returns, which measure how much the stock price changed, were 0.0075 over 21 days, -0.0248 over 63 days, 0.2194 over 126 days, and 0.2287 over 252 days. The score, which is a measure of the stock's performance, was 0.2287. The simple moving average, or sma, over 200 days was 661.77, which is a calculation of the average stock price over that time. The average true range, or atr, over 20 days was 8.27, which measures how much the stock price has changed. The highest price over 20 days was 724.13. The p90, which is a measure of the stock's performance over a certain time, was 0.1617, and it was calculated over 1255 days. The stock price was above a certain level, so it is eligible. The limit price was 725.06. The chosen quantity of stocks to buy or sell is 0, but this has not been filled yet. The rank of the stock is 2, which includes stocks that were rejected. The p90 was calculated over the last 5 years, using 60 sessions, which are periods of stock trading. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=QQQ&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
SPY R91908 completed daily signal = 0.17127216250711208
Whole-share momentum backstop2026-09-19 08:03
A news scan found the report for SPY on September 18, 2026. The report includes the following information: the symbol is SPY, the date is September 18, 2026, and the closing price is 761.69. The returns are -0.007130194483549568 for 21 days, 0.022553665641906973 for 63 days, 0.1634894449026978 for 126 days, and 0.17127216250711208 for 252 days. The score is 0.17127216250711208. The simple moving average, or sma, for 200 days is 712.4730999999999. The average true range, or atr, for 20 days is 6.002450000000005. The highest price in the last 20 days is 773.38. The p90 value, which is a measure of the stock's performance, is 0.10841930825440019, and it is based on 1255 data points. The stock is currently above the limit, which is 765.5. The chosen quantity is 0, which means no trade has been made yet. The rank of the stock is 5, which includes stocks that were rejected. The p90 value is calculated over a rolling 60-session period, and it covers the last 5 calendar years. This report was measured on September 19, and it includes returns as decimals. The vendor has verified that the missing splits from December 5 have been repaired. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
XLE R91906 latest available IEX pending-limit distance = 0.39000000000000057
Whole-share momentum backstop2026-09-19 06:04
A news scan found the data line for XLE with the following information: the daily bar for September 18, 2026, had a close price of 64.3, a high of 64.74, a low of 64.1, and a volume of 1,977,479. The latest quote as of September 18, 2026, 20:00:00, had an ask price of 66.46, a bid price of 62.38, and a trade size of 100. The latest trade on September 18, 2026, 20:12:51, had a price of 64.24 and a size of 100. The minute bar for September 18, 2026, 20:12:00, had a close price of 64.24, a high of 64.24, and a low of 64.24, with a volume of 206. The previous daily bar for September 17, 2026, had a close price of 64.46, a high of 64.515, and a low of 63.46, with a volume of 3,141,821. A system note on September 19 stated that trades and quotes from September 18 were no longer executable based on current consolidated quotes, and there was no trigger greater than one Average True Range, or ATR, which is a measure of price volatility. The system also reported that 12 or 13 of its own orders were pending, with no fills or closures, and that job 273 had its last actual end on September 2, with an exit at 0 verified on September 19 at 05:31. https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=EEM,XLE&feed=iex
XLE R91906 P90 overlap regime and block-bootstrap sensitivity = 0.20627946697730823
Whole-share momentum backstop2026-09-19 06:04
A news scan found the following data: the XLE R91906 P90 overlap regime and block-bootstrap sensitivity analysis has the following results. The analysis has 1255 data points, with a p90 value of 0.20627946697730823. The phase with the minimum number of data points has 20 data points, with a minimum p90 value of 0.12392865415798004, a maximum p90 value of 0.24968612680477076, and a median p90 value of 0.19552896672617723. The lag1 autocorrelation is 0.9748081682080109. The analysis is divided into regimes, which are descriptive and not used for strategy performance. The regimes are: 2021-2023, with 574 data points, a p90 value of 0.23007116163363708, a median value of 0.0714872194060826, and a positive fraction of 0.6358885017421603; and 2024-2026, with 681 data points, a p90 value of 0.17315436241610738, a median value of 0.02623419985690445, and a positive fraction of 0.6431718061674009. The bootstrap analysis, which is a statistical method to estimate uncertainty, used 3000 replicates for each of the 20, 60, and 120 contiguous blocks, with the following results: for 20 blocks, the p025 value is 0.16790915033887197, the p50 value is 0.20514469344614333, and the p975 value is 0.24985695212664516; for 60 blocks, the p025 value is 0.1428556477243169, the p50 value is 0.20465267149470234, and the p975 value is 0.26745474695234583; and for 120 blocks, the p025 value is 0.13197114410645705, the p50 value is 0.20514469344614333, and the p975 value is 0.27155452738871005. The returns are decimal, measured from September 19, with endpoints from September 20, 2021, to September 18, 2026. The phase offsets are from 0 to 59, selecting every 60th gain, with 20-21 observations per phase, and the phases are mutually dependent. The bootstrap samples are already-computed overlapping 60-day gains, not price paths, with 3000 replicates each for 20, 60, and 120 contiguous blocks, trimmed to 1255 data points, with a shared seed of 190906 across symbols. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z&symbols=XLE
EEM R91906 latest available IEX pending-limit distance = 0.3299999999999983
Whole-share momentum backstop2026-09-19 06:04
A news scan found the latest available data for EEM. The daily bar for September 18, 2026, shows a closing price of 67.045, a high of 67.065, a low of 66.57, and a volume of 1,086,450. The latest quote, as of September 18, 2026, 20:58:12, has an ask price of 67.2 and a bid price of 67. The latest trade, which occurred on September 18, 2026, 20:06:00, was at a price of 67.04. A minute bar, which is a measure of price movement over a short period of time, shows a closing price of 67.04 at 20:06:00 on September 18, 2026. The previous daily bar, from September 17, 2026, had a closing price of 66.9. As of September 19, 06:03, trades and quotes from September 18 are no longer executable due to current consolidated quotes. There was no trigger greater than one Average True Range, which is a measure of price volatility. The system had 12 pending orders and 0 fills or closed orders. The last actual job, number 273, ended at 05:31 on September 19, with an exit of 0 verified. https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=EEM,XLE&feed=iex
EEM R91906 P90 overlap regime and block-bootstrap sensitivity = 0.10717963493264468
Whole-share momentum backstop2026-09-19 06:04
A news scan found the following data: it is about the EEM R91906 P90 overlap regime and block-bootstrap sensitivity. The data includes the total number of observations, which is 1255, and the p90 value, which is 0.10717963493264468. The phase n min is 20, the phase p90 min is 0.07540263543191794, the phase p90 max is 0.14458626760563376, and the phase p90 median is 0.10173991473304134. The lag1 autocorrelation is 0.9728633701779442. There are regimes for 2021-2023 and 2024-2026. For 2021-2023, the number of observations is 574, the p90 is 0.06266292439569249, the median is -0.028084907181099905, and the positive fraction is 0.32926829268292684. For 2024-2026, the number of observations is 681, the p90 is 0.1214176329030845, the median is 0.05283289505139854, and the positive fraction is 0.8575624082232012. The bootstrap results are also provided, with 3000 draws for 20, 60, and 120 contiguous blocks. The returns are decimal and were measured from September 19 to September 20, 2021-2026. Phase offsets select every 60th gain, with 20-21 observations per phase, and phases are mutually dependent. Bootstrap samples are already-computed overlapping 60-day gains, not price paths, with a seed of 190906 shared across symbols. The regimes are descriptive and do not represent holdout strategy performance. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z&symbols=EEM
XLRE R91906 full daily momentum signal and target = 0.0001291348666397074
Whole-share momentum backstop2026-09-19 06:03
A daily momentum signal for XLRE was measured on September 19, based on data up to September 18, 2026. The data included 1519 bars, with a closing price of 42.53. The returns were -0.054678817515003364 over 21 days, -0.021849126034958477 over 63 days, 0.030281007751937983 over 126 days, and 0.04676347526458269 over 252 days. The score was 0.0001291348666397074. A simple moving average, which is a way to smooth out price changes, over 200 days was 42.77705. The average true range, which measures price volatility, over 20 days was 0.5022400000000001. The highest price over 20 days was 45.465. The p90, which is a measure of the stock's performance, was 0.10853497921567627, based on 1255 data points and 60-session returns over the past 5 calendar years. The stock was not above the limit, which was 42.74. The chosen quantity was 0, indicating no existing or pending orders. The rank was 8, including ineligible names with an above flag. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z&symbols=XLRE
XLU R91906 full daily momentum signal and target = -0.06139544536924166
Whole-share momentum backstop2026-09-19 06:03
A news scan found the full daily momentum signal and target for XLU. The data for XLU as of September 18, 2026, includes a closing price of 41.1. The returns for XLU are -0.0663 over 21 days, -0.076 over 63 days, -0.105 over 126 days, and 0.0017 over 252 days. The score is -0.0614. The simple moving average, or sma, over 200 days is 44.22. The average true range, or atr, over 20 days is 0.6355. The highest price over 20 days is 43.96. The percentage of days the price is above the average, or p90, is 0.1024, based on 1255 days. The limit is 41.31. The chosen quantity is 0. The rank is 11. This data is based on 1519 days through September 18, and the p90 uses 60-session returns over the last 5 calendar years through September 18. The chosen quantity denotes existing pending orders, not new orders. This was measured on September 19. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z&symbols=XLU
XLE R91906 full daily momentum signal and target = 0.1970521568219219
Whole-share momentum backstop2026-09-19 06:03
A news scan found the headline 'XLE R91906 full daily momentum signal and target'. The symbol XLE had a close price of 64.31 on the date 2026-09-18, with 1519 bars of data. The returns were 0.011481597986788383 for 21 days, 0.20453268402322533 for 63 days, 0.09837745516652441 for 126 days, and 0.47381689011114947 for 252 days. The score was 0.1970521568219219. A simple moving average, or sma, is a calculation of the average price over a certain period, in this case 200 days, which was 55.314825. The average true range, or atr, is a measure of price volatility over 20 days, which was 1.2647249999999997. The highest price in the last 20 days was 66.17. The percentage of days the price was above a certain threshold, or p90, was 0.20627946697730823, based on 1255 days of data. The limit price was 64.63, and the chosen quantity was 1. The rank was 2. The data was measured on September 19. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z&symbols=XLE
XLB R91906 full daily momentum signal and target = 0.02408890044112494
Whole-share momentum backstop2026-09-19 06:03
A news scan found the daily momentum signal and target for XLB. The symbol is XLB, and the date is 2026-09-18. There were 1519 bars, and the close was 49.99. The returns were -0.048172124904798164 for 21 days, -0.03157690817512582 for 63 days, 0.05575501583949305 for 126 days, and 0.12034961900493069 for 252 days. The score is 0.02408890044112494. The simple moving average, or sma, for 200 days is 50.173925. The average true range, or atr, for 20 days is 0.7882599999999993. The high for 20 days is 54.19. The p90, which is the percentage of returns above a certain threshold, is 0.10243167306427377, based on 1255 data points. The above flag is false, meaning the stock is not above a certain threshold. The limit is 50.24. The chosen quantity is 0, which denotes an existing pending order, not a new fill. The rank is 5. This data was measured on September 19, and includes returns as decimals, with all requested data verified and missing splits repaired. The rank includes ineligible names with an above flag. The data covers 1519 bars through September 18, and the p90 uses 60-session returns ending in 5 calendar years through September 18. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z&symbols=XLB
XLI R91906 full daily momentum signal and target = 0.012816263840419756
Whole-share momentum backstop2026-09-19 06:03
A news scan found the headline 'XLI R91906 full daily momentum signal and target'. The details are about the stock symbol XLI, which on the date 2026-09-18 had a closing price of 169.75. This stock has a set of returns, which is a measure of how much the stock's price has changed, over different time periods: -0.06705138774388564 over 21 days, -0.059400454369147204 over 63 days, 0.04013480392156876 over 126 days, and 0.1375820935531431 over 252 days. The score of 0.012816263840419756 is a way to compare stocks. The simple moving average, or sma, over 200 days was 171.1439. The average true range, or atr, over 20 days was 2.3982499999999987. The highest price over 20 days was 181.24. The p90 value of 0.12087676778130486 uses 60-session returns, which means it looks at how the stock did over 60 trading sessions, ending in the last 5 calendar years through September 18. The chosen quantity, or chosen_qty, is 0, which denotes existing pending orders, not new ones. This information was measured on September 19. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z&symbols=XLI
NewerPage 10 of 13Older