Notes

A news scan found the headline 'XLF R91906 full daily momentum signal and target'. The financial instrument XLF, which is a symbol for a financial stock, had a daily momentum signal on September 18, 2026. The data for XLF includes a close price of 55.86, with returns of -0.028183716075156573 over 21 days, 0.04645934807043828 over 63 days, 0.1500926497838171 over 126 days, and 0.049014084507042144 over 252 days. The score is 0.054345591571535234, and the simple moving average over 200 days, or sma200, is 53.4515. The average true range over 20 days, or atr20, is 0.7088450000000005, with a high of 58.6 over the last 20 days. The p90 value, which is the percentage of times the stock price was above a certain level, is 0.11838838877512908, based on 1255 data points and using 60-session returns over the last 5 calendar years. The stock price was above this level, and the limit is 56.14. The chosen quantity is 0, which denotes an existing pending order, not a new one. This data was measured on September 19, and the rank is 4, including ineligible names with an above flag, and 1519 bars of data 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=XLF

A full daily momentum signal was generated for the ticker symbol XLV on September 18, 2026. The closing price was 168.39. The returns for XLV were -0.0415 over 21 days, 0.1321 over 63 days, 0.1584 over 126 days, and 0.2487 over 252 days. The score was 0.1244. The simple moving average, or sma, over 200 days was 155.18. The average true range, or atr, over 20 days was 2.17. The highest price over 20 days was 175.82. The percentage of days the price was above the average, or p90, was 0.1063, based on 1255 days. The limit price was 169.23. The chosen quantity was 0. The rank was 3. This data is based on 1519 days of history through September 18, 2026, and includes verified and repaired data for missing splits. The p90 value uses 60-session returns over the past 5 calendar years through September 18, 2026. The chosen quantity denotes an existing pending order, not a new one. 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=XLV

A news scan found the headline 'XLP R91906 full daily momentum signal and target'. The symbol is XLP, and the date is 2026-09-18. The closing price was 82.8. The returns are given as decimal values, which are a way to show a fraction of a whole as a number. The returns for different time periods are: -0.0432 for 21 days, 0.0008 for 63 days, 0.0229 for 126 days, and 0.0606 for 252 days. The score is 0.0103. The simple moving average, or sma, for 200 days is 82.9683. The average true range, or atr, for 20 days is 0.8918. The highest price in the last 20 days is 87.465. The p90 value, which is a measure of the stock's performance, is 0.0765, and it is based on 60-session returns over the last 5 calendar years. The p90_n value is 1255. The above flag is false, meaning the stock is not above a certain level. The limit is 83.21. The chosen quantity is 0, which denotes an existing pending order, not a new one. The rank is 7, and it includes ineligible names with the above flag. This data is based on 1519 bars of information through September 18, and it 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=XLP

A news scan found the daily momentum signal for XLY on September 18, 2026. The data includes a close price of 111.03, returns of -0.06374905135340247 over 21 days, -0.050457538698366555 over 63 days, 0.016199890170236042 over 126 days, and -0.07363063701973216 over 252 days. The score is -0.04290933422531629, with a simple moving average of 200 days at 116.57710000000002, average true range over 20 days at 1.5072499999999984, and high price over 20 days at 118.79. The probability of reaching the target price, or p90, is 0.14896551962962673, based on 1255 data points and 60-session returns over the past 5 calendar years through September 18. The limit price is 111.59, and the chosen quantity is 0. This data was measured on September 19, and the rank is 10, including ineligible names with an above flag, over 1519 bars 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=XLY

A daily momentum signal for the stock XLC was calculated on September 18, 2026, using 1519 bars of data. The stock closed at 110.81. The returns for XLC over different time periods were: -0.0045813869924541395 over 21 days, 0.01502244206283776 over 63 days, -0.014934660858742954 over 126 days, and -0.055730720068172035 over 252 days. The score for XLC 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 percentage of times the stock was above a certain threshold, or p90, was 0.13790962490769748, calculated over 60 sessions ending in the last 5 calendar years through September 18, and this was based on 1255 data points. The stock was not above this threshold, as indicated by the flag above being false. The limit price was 111.36. The chosen quantity, which denotes existing pending orders, not new orders, was 0. XLC was ranked 9th, with ranks including ineligible names and an above flag. The data was verified and missing splits were repaired. The p90 calculation used 60-session returns ending in the last 5 calendar years through September 18. The chosen quantity 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=XLC

A news scan found the headline 'XLK R91906 full daily momentum signal and target'. The data for the XLK symbol on September 18, 2026, shows 1519 bars, a close of 189.6, and returns of 0.032454802875190536 for 21 days, -0.008420061712253624 for 63 days, 0.3730175972192047 for 126 days, and 0.40439242991000324 for 252 days. The score is 0.2003611920730362, the simple moving average for 200 days is 162.235625, and the average true range for 20 days is 3.1444999999999963. The highest price in the last 20 days was 189.81. The p90 value, which measures the percentage of time the stock was above a certain price, is 0.18362192237650138, based on 1255 data points and using 60-session returns over the last 5 calendar years through September 18. The stock was above this price, and the limit is 190.55. The chosen quantity is 0, which denotes an existing pending order, not a new fill. This 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=XLK

A news scan found the daily momentum signal and target for TLT. The symbol TLT had a close price of 81.25 on 2026-09-18, with 1519 bars, or data points, considered. The returns, or changes in value, were -0.017533252720677184 over 21 days, -0.05258861940298509 over 63 days, -0.04959644402854124 over 126 days, and -0.05709643727515379 over 252 days. The score, a measure of performance, was -0.05709643727515379. The simple moving average, or sma, over 200 days was 84.36059999999999. The average true range, or atr, over 20 days was 0.6628700000000016. The highest price over 20 days was 83.28. The p90, a measure of performance over a specific period, was 0.06150557763249668, using 60-session returns over the last 5 calendar years through September 18. The p90_n, the number of data points used for this calculation, was 1255. The stock price was not above the limit, which was 81.66. The chosen quantity, which denotes existing pending orders, not new orders, was 0. The rank, or position, of TLT was 7, including ineligible names with an above flag. The data was measured through September 18 and verified for missing splits, with returns given as decimal values. 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=TLT

A news scan found the headline 'GLD R91906 full daily momentum signal and target'. The details are about the stock symbol GLD, which had a close price of 401.17 on the date 2026-09-18. This information is based on 1519 bars of data. The returns for GLD are as follows: -0.03061569688768595 for 21 days, 0.03629365571399057 for 63 days, -0.05919185760183865 for 126 days, and 0.1905214114016085 for 252 days. The score is 0.1905214114016085. The simple moving average, or sma, for 200 days is 416.22065. The average true range, or atr, for 20 days is 7.923445000000004. The highest price in the last 20 days is 429.42. The p90 value, which is a measure of the stock's performance, is 0.16781703911009302, based on 1255 data points and 60-session returns over the last 5 calendar years through September 18. The stock is not above the limit, which is 403.18. The chosen quantity is 0, which refers to existing pending orders, not new ones. This data was measured on September 19 and includes ranks with ineligible names and a flag for stocks that are above the limit. 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=GLD

A news scan found the headline about EEM, a type of investment fund, with a daily momentum signal and target. The data for EEM as of September 18, 2026, shows a closing price of 67.03. The returns, or gains, for EEM over different time periods are: 0.0139 over 21 days, -0.0531 over 63 days, 0.1694 over 126 days, and 0.2831 over 252 days. The score, a measure of performance, is 0.2831. The simple moving average, or average price, over 200 days is 62.09. The average true range, a measure of price volatility, over 20 days is 0.9432. The highest price over 20 days is 69.12. The p90, a measure of performance, is 0.1072, based on 1255 data points. The limit price is 67.37. The chosen quantity is 1. The rank, or position, is 1. This data is based on 1519 days of information through September 18, and the p90 uses 60-session returns over the past 5 calendar years. The chosen quantity denotes an existing pending order, not a new one. 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=EEM

A news scan found the headline 'EFA R91906 full daily momentum signal and target'. The symbol is EFA, which had a close price of 104.97 on September 18, 2026. The returns for EFA were -0.02498606724874608 over 21 days, 0.005363470931903036 over 63 days, 0.10471479688486629 over 126 days, and 0.16737099644128106 over 252 days. The score is 0.16737099644128106, which is a measure of the fund's performance. 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 value, which is a measure of the percentage of returns above a certain threshold, was 0.09630282889112697, based on 60-session returns over the past 5 calendar years. The p90_n value is 1255. The above flag is true, indicating that the fund is above a certain threshold. The limit price is 105.49. The chosen quantity, which denotes existing pending orders, not new orders, is 0. The rank is 6, which includes ineligible names with the above flag. This data is based on 1519 bars of data through September 18, and 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=EFA

A news scan found the headline 'IWM R91906 full daily momentum signal and target'. The symbol is IWM, which had a close price of 284.1 on the date 2026-09-18, with 1519 bars. The returns were -0.055926627454889744 for 21 days, -0.03636116952716906 for 63 days, 0.15300324675324672 for 126 days, and 0.20131929468476484 for 252 days. The score is 0.20131929468476484. The simple moving average, or sma, for 200 days was 273.51065. The average true range, or atr, for 20 days was 3.2170000000000045. The highest price in the last 20 days was 299.61. The p90, which is a measure of the stock's performance, was 0.12821050854556687, based on 1255 data points and 60-session returns over the last 5 calendar years through September 18. The stock was above a certain threshold, indicated by the flag 'above' being true. The limit price was 285.52. The chosen quantity, which denotes existing pending orders, not new orders, was 0. The rank was 3, which includes ineligible names with the above flag. This data is based on 1519 bars through September 18 and 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=IWM

A news scan found the headline 'QQQ R91906 full daily momentum signal and target'. The QQQ symbol had a close price of 721.45 on September 18, 2026, with 1519 bars. The returns were 0.0075 for 21 days, -0.0248 for 63 days, 0.2194 for 126 days, and 0.2287 for 252 days. The score was 0.2287, which is a measure of performance. The simple moving average, or sma, for 200 days was 661.77. The average true range, or atr, for 20 days was 8.27. The highest price in the last 20 days was 724.13. The p90 value, which measures the percentage of time the stock was above a certain level, was 0.1617, based on 1255 data points. The stock was above this level, so the above flag is true. The limit price was 725.06. The chosen quantity, which denotes existing pending orders, not new orders, was 0. The rank was 2, which includes ineligible names with the above flag. This data is based on 1519 bars through September 18, and the p90 value uses 60-session returns ending in 5 calendar years through September 18. 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=QQQ

A news scan found the headline 'SPY R91906 full daily momentum signal and target'. The symbol is SPY, and the date is 2026-09-18. The data includes 1519 bars, with a close price of 761.69. The returns are given as decimal values for different time periods: -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, based on 1255 data points and using 60-session returns over the last 5 calendar years through September 18. The stock is currently above the limit, with a limit price of 765.5. The chosen quantity is 0, which denotes an existing pending order, not a new one. The rank is 5, and this ranking includes ineligible names with an above flag. The data is measured as of 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=SPY

The primary issuer for the November 2020 and 2025 periods confirms that the stocks XLK, XLY, XLE, XLU, and XLB will all undergo a 2:1 split, effective December 5. A single-symbol Securities Information Processor, or SIP, adjustment was made on September 19 at 06:02, which affects all responses starting from September 1, 2020. However, this adjustment omits the splits for all five stocks. The closing prices on December 4 and December 5 were: XLK at 289.92 and 146.02, XLY at 236.72 and 119.02, XLE at 90.20 and 44.91, XLU at 85.62 and 42.41, and XLB at 87.30 and 43.51. To adjust for this, the opening, high, low, and closing prices before December 5 should be divided by 2 in the current response only. A previous response had stated that XLY and XLB were already adjusted, but the current response contradicts this. The cause of this discrepancy is unknown, so no exclusions should be hardcoded. The raw files have been preserved locally. A dividend adjustment has been requested, but it has not been fully audited independently. https://investors.statestreet.com/investor-news-events/press-releases/news-details/2025/State-Street-Investment-Management-Announces-Share-Splits-for-Five-Select-Sector-SPDR-ETFs/default.aspx

A news scan found the data line for XLE, which is a stock symbol. The last available trade on the IEX exchange was on September 18, 2026, at 20:12:51 UTC, with a price of 64.24 and a size of 100. The trade was marked as a buy, indicated by the letter B. The distance to the limit is 0.39 and the average true range, or atr, which is a measure of price volatility, is 1.26. The data is not stale, meaning it is current. The source of this information is a website. On September 19, at 04:04 UTC, it was noted that trades from September 18 were not current or consolidated, and therefore not executable. Both trades were below one average true range. There were 12 or 13 pending orders, but none were open or closed. A job, numbered 273, ended at 03:16 UTC, with 70 runs remaining. https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=EEM%2CXLE&feed=iex

A news scan found the headline about EEM, which is a stock symbol. The last available trade on the IEX, or Investors Exchange, was on September 18, 2026, at 20:06:00 UTC, with a price of 67.04. The trade had an identifier of 52983978620467, a size of 100, and was marked as a buy, indicated by the letter V, on the exchange B. The distance, or difference, from the current price to the limit price is 0.33, and the average true range, or atr, which measures price volatility, is 0.94. The data is not stale, meaning it is up to date. The source of this information is a website. On September 19, at 04:04 UTC, it was noted that trades from September 18 were not current or consolidated, and therefore quotes were not executable. Both quotes were below one average true range. There were 12 or 13 pending orders from a query, but none were open or closed. A job, numbered 273, ended at 03:16 UTC, with 70 runs remaining. https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=EEM%2CXLE&feed=iex

A news scan found the headline 'R91904 normalized overnight-gap diagnostic simulation'. Measured data from September 19 shows all data is adjusted for dividends, and split data includes price gaps from dividend drops. A missing split in XLE was repaired as observed in entry 29327. The gaps are not actual fills, and the dates of returns are from January 2019 to September 18, 2026. The simulation used 20000 paths, 63 days, and a seed of 190904. The results show a 50th percentile maximum gap loss of 3.712445037432146, a 95th percentile maximum gap loss of 16.167347073188612, and a 99th percentile maximum gap loss of 16.230466835936937. The share of any gap loss over the bracket is 0.34035. This simulation assumes a static one-share price exposure and calculates the maximum single gap loss, not cumulative profit or loss or live exit odds, and ignores intranight fills. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM,XLE&timeframe=1Day&start=2019-01-01&end=2026-09-18T23:59:00Z&feed=sip

A news scan found the headline 'R91904 normalized overnight-gap diagnostic joint_split_recent'. Measured on September 19, all data was adjusted for dividends, and stock splits included dividend drops. A missing split in XLE was repaired, as observed in entry 29327. The gaps found were not actual fills, but rather dates of returns from January 2019 to September 18, 2026. The analysis showed the following results: there were 251 data points, with a correlation of -0.4093683419686095. The worst loss was 3.6555454538464427, which occurred on June 23, 2026. The 99th percentile loss was 2.1916129199633776, with 13 data points in the tail. The probability of XLE being negative given a tail event in EEM was 0.15384615384615385, and the mean of XLE in the tail was 0.010574841933990668. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM,XLE&timeframe=1Day&start=2019-01-01&end=2026-09-18T23:59:00Z&feed=sip

A news scan found the headline 'R91904 normalized overnight-gap diagnostic joint_split_fiveyear'. This is a data line. It shows results of a test on stock prices, including dividend payments and stock splits. The test checked the energy stock fund XLE, which had a 2:1 split that was missing and has now been fixed. The test looked at prices from January 2019 to September 2026. It found the following results: there were 1255 data points, the correlation was 0.15747707639517688, 11 times both stocks were down more than 2 percent, the worst loss was 4.981223959669606 percent on April 7, 2025, the 99th percentile loss was 3.478349051632395 percent, and 63 data points were in the tail of the distribution. The average loss when XLE was down and another stock, EEM, was also in its worst 1 percent, was -0.0051219687438774615 percent. The probability of XLE being down given that EEM was in its worst 1 percent was 0.5555555555555556. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM,XLE&timeframe=1Day&start=2019-01-01&end=2026-09-18T23:59:00Z&feed=sip

A news scan found the headline 'MeasuredSep19; all=dividend-adjusted, split=price gaps including dividend drops.' This refers to a calculation of stock prices that takes into account dividend payments and stock splits. Verified XLE 2:1 missing split repaired per observation 29327 means that an error in the stock split of XLE was fixed based on observation number 29327. Gaps not actual fills means that the gaps in the data are not filled with actual prices. The dates of returns are from January 2019 to September 18, 2026. The following data was found: there are 1938 data points, the correlation is 0.46018205794832495, there are 28 times when both values were below minus 2, the worst loss was 16.230466835936937, the worst date was 2020-03-16, the 99th percentile loss was 3.9134696194108787, there are 97 data points in the tail, the probability of XLE being negative given EEM tail is 0.6804123711340206, and the mean of XLE in the tail is -0.014574339236948543. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM,XLE&timeframe=1Day&start=2019-01-01&end=2026-09-18T23:59:00Z&feed=sip

A news scan found the data line for XLE, which is a stock ticker. The data is about the XLE stock's overnight gap diagnostic, which is a measure of the difference between the stock's closing price and its opening price the next day. The data is normalized, meaning it is adjusted to make it easier to compare. The data is divided into three categories: full, five year, and recent. The full category has 1938 data points, with a minimum value of -0.1748235294117647 on March 9, 2020. The five year category has 1255 data points, with a minimum value of -0.05784574468085102 on April 8, 2026. The recent category has 251 data points, with a minimum value of -0.05784574468085102 on April 8, 2026. The data also includes breach numbers and maximum overrun values, which are measures of how often and by how much the stock's price exceeded certain thresholds. The breach numbers are 4 out of 1919 for the full category, 3 out of 1255 for the five year category, and 1 out of 251 for the recent category. The maximum overrun values are 0.09836470588235292 for the full category, 0.012066503771379994 for the five year category, and 0.010639960106382913 for the recent category. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM,XLE&timeframe=1Day&start=2019-01-01&end=2026-09-18T23:59:00Z&feed=sip

A news scan found the data line for the EEM R91904 normalized overnight-gap diagnostic, which is a measure of price gaps in the EEM stock, including dividend drops. The data shows that all prices are dividend-adjusted, and a missing split in XLE was repaired. The gaps are not actual fills, and the dates of returns are from January 2019 to September 2026. The data is presented in three categories: full, five-year, and recent. The full category has 1938 data points, with a minimum value of -0.11455451023796348 on March 16, 2020. The five-year category has 1255 data points, with a minimum value of -0.057398373983739814 on March 3, 2026. The recent category has 251 data points, with a minimum value of -0.057398373983739814 on March 3, 2026. Each category includes statistics such as minimum value, minimum date, p01, p05, breach_n, breach_den, and max_overrun. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM,XLE&timeframe=1Day&start=2019-01-01&end=2026-09-18T23:59:00Z&feed=sip

A news scan found the headline 'R91904 normalized overnight-gap diagnostic joint_all_recent'. Measured on September 19, all data was adjusted for dividends and split to include price gaps, including dividend drops. A missing split in XLE was repaired as observed in entry 29327. The gaps found were not actual fills, but rather dates of returns from January 2019 to September 18, 2026. The following data was reported: there were 251 observations, with a correlation of -0.41679022576924013. No instances were found where both values were below minus 2. The worst loss was 3.6555454538464427, which occurred on June 23, 2026. The 99th percentile loss was 2.181852742387453. There were 13 observations in the tail, with a mean of 0.010586457133561015 for XLE. The probability of XLE being negative given a tail event in EEM was 0.15384615384615385. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM,XLE&timeframe=1Day&start=2019-01-01&end=2026-09-18T23:59:00Z&feed=sip

A news scan found the headline 'R91904 normalized overnight-gap diagnostic joint_all_fiveyear'. Measured September 2019, all data is dividend-adjusted and split data includes price gaps with dividend drops. A missing split in XLE was repaired as per observation 29327. The gaps are not actual fills, and the dates of returns are from January 2019 to September 2026. The diagnostic results are: there are 1255 data points, the correlation is 0.1541124527877515, 11 times both values were below minus 2, the worst loss was 4.97832962124513, the worst loss date was April 7, 2025, the 99th percentile loss was 3.291432888341482, there are 63 tail data points, the probability of XLE being negative given a tail in EEM is 0.5555555555555556, and the mean of tail XLE is -0.005075777829803897. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM,XLE&timeframe=1Day&start=2019-01-01&end=2026-09-18T23:59:00Z&feed=sip

A news scan found the headline 'R91904 normalized overnight-gap diagnostic joint_all_full'. Measured on September 19, all data was dividend-adjusted and split data included price gaps, including dividend drops. A missing split in XLE was repaired, as observed in record 29327. The gaps found were not actual fills, and the dates of returns were from January 2019 to September 18, 2026. The following data was reported: there were 1938 observations, with a correlation of 0.46189880677144696, 27 instances where both values were below minus 2, a worst loss of 16.202745527979015, and the worst loss occurred on March 16, 2020. The 99th percentile loss was 3.8575129109861246, with 97 observations in the tail, and the probability of XLE being negative given a tail event in EEM was 0.6907216494845361, with a mean of -0.014714709338754451 for XLE in the tail. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM,XLE&timeframe=1Day&start=2019-01-01&end=2026-09-18T23:59:00Z&feed=sip