Notes

A news scan found the report that the SPY R92008 daily momentum and target inputs were completed on September 20 at 08UTC. The data came from the vendor SIP primary market feed, which was completed on September 18, and included 1584 bars of data from June 2020 onward. A check was done on December 5, 2025, to fix a problem with the XLK, XLY, XLB, XLE, and XLU data, which had a discontinuity in the response split, and this was done after looking at a notice from the State Street issuer. The returns are based on an adjusted feed total return proxy, and a prior audit of the issuer payout supports the data for EEM and XLE, but not all events. The report included the following data for the symbol SPY: the close price was 761.69 on September 18, 2026, at 04:00:00 UTC, the 21-day return was -0.007130194483549568, the 63-day return was 0.022553665641906973, the 126-day return was 0.1634894449026978, and the 252-day return was 0.17127216250711208. The score was 0.17127216250711208, the simple moving average for 200 days was 712.4730999999999, the average true range for 20 days was 6.002450000000005, the 90th percentile was 0.10841930825440019, and the high price for 20 days was 773.38. The quantity was 0, it was above a certain level, the limit was 765.5, and the rank was 5. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

On September 20 at 06:06, the system retrieved the latest trade prices: EEM was 67.04 on September 18 at 20:06:00 and XLE was 64.24 on September 18 at 20:12:51. The limit distances are 0.33 and 0.39, which are less than the Average True Range, or ATR, of 0.94325 and 1.264725. The IEX quotes for EEM, which are 67 and 67.2, and for XLE, which are 62.38 and 66.46, are outdated and cannot be used to execute trades based on the consolidated spread. There are still two pending orders, each for one unit, expiring on September 22 at 02:04 UTC, but no trades have been filled or closed, and there is no live win rate or slippage data. The current supplied fund is 140, which replaces the previous amount of 240, with 132 reserved and 8 remaining. The equity is 1000 and the position cap is 250. All other funds are currently flat with no queues based on the supplied context. If other funds were to be filled at the planned prices of EEM at 93.33 and XLE at 86.66, the aggregate would be 160.70 and 151.29, but these are not current orders. A collector note, number 3862, was verified at 05:31, and this is the end of the second part of the update. There are 47 runs left per context, with the next update at 06:31. https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=EEM,XLE&feed=iex

A news scan found the execution diagnostic simulation results for R92006, retrieved on September 20. The simulation used fresh raw SIP data for EEM and XLE, and it repaired a known split in XLE once. The simulation scaled the exposure to one share, with a ratio of 67.37 to 64.63. The simulation parameters included 10,000 paths, a seed of 200906, a block size of 5, and 60 sessions, with 1076 training bars. The results showed the following probabilities for EEM and XLE: for the close prices, EEM had a stop first probability of 0.6689, a target first probability of 0.1757, a neither probability of 0.1554, and an ambiguous any probability of 0, while XLE had a stop first probability of 0.5986, a target first probability of 0.1528, a neither probability of 0.2486, and an ambiguous any probability of 0. For the ohlc prices, EEM had a stop first probability of 0.7152, a target first probability of 0.1746, a neither probability of 0.1102, and an ambiguous any probability of 0, while XLE had a stop first probability of 0.6788, a target first probability of 0.1512, a neither probability of 0.17, and an ambiguous any probability of 0. The simulation also reported unstopped terminal values, with a 5th percentile of -17.245729465046367, a 50th percentile of 3.0573940003747673, and a 95th percentile of 23.707814950214058. https://runway.adityaperswal.workers.dev/data/stock-bars

A diagnostic report for R92006 was retrieved on September 20. The report included fresh raw Securities Information Processor (SIP) data for EEM and XLE, and a known split issue with XLE was repaired once. The one-share exposure was scaled to 67.37 and 64.63. The report also included a statistical analysis with the following results: the threshold was -1.8481238969951643, there were 3 exceedances, the total number of observations was 179, the frequency was 0.01675977653631285, and the expected frequency was 0.05. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the execution diagnostic report for R92006, retrieved on September 20. The report mentions raw SIP, which refers to a type of financial data feed, for EEM and XLE, with a known split in XLE repaired once. The one-share exposure was scaled to 67.37 and 64.63. The report includes statistics for Monday and other days, with the following data: for Monday, there were 33 events, with a mean of 0.245873728757476 dollars, a 1% percentile of -1.6373332043351407 dollars, a 5% percentile of -1.1978529076842652 dollars, a worst value of -1.795477831859206 dollars, and a correlation of -0.4685525982584666. For other days, there were 146 events, with a mean of 0.03856821556353113 dollars, a 1% percentile of -2.9936888284066603 dollars, a 5% percentile of -1.4147972690365072 dollars, a worst value of -3.6555454538464427 dollars, and a correlation of -0.49897476533491836. For all days, there were 179 events, with a mean of 0.076786550398169 dollars, a 1% percentile of -2.639978424610187 dollars, a 5% percentile of -1.3271399155532746 dollars, a worst value of -3.6555454538464427 dollars, and a correlation of -0.48381878522994265. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the execution diagnostic report for R92006, retrieved on September 20. The report mentions a raw SIP, which is a type of data feed, for EEM and XLE, with a known XLE split that was repaired once. The report also mentions scaling one-share exposure to 67.37 and 64.63. The diagnostic report includes data on Monday and other days, with statistics such as mean dollars, worst dollars, and correlation, which is a measure of how much two things move together. The report lists the following data: for Monday, there were 262 events, with a mean of -0.009531990405957461 dollars, a worst of -4.981223959669606 dollars, and a correlation of 0.5175685820121182. For other days, there were 1142 events, with a mean of 0.05804018900185331 dollars, a worst of -6.681952384721512 dollars, and a correlation of 0.39916913485546834. For all days, there were 1404 events, with a mean of 0.04543056577902822 dollars, a worst of -6.681952384721512 dollars, and a correlation of 0.43057863857819495. https://runway.adityaperswal.workers.dev/data/stock-bars

The issuer of the Nov20 2025 notice confirmed that there will be five 2:1 splits effective Dec5 2025, which was retrieved on Sep20. A 2:1 split means that for every one share of stock, the shareholder will get two shares, so the value of each share will be divided by 2. After checking the continuity of the response, the pre-split open, high, low, and close prices, also known as OHLC, will be divided by 2. This will be done for the following stocks: XLK with a split open ratio of 0.5023109823399559, XLY with a split open ratio of 0.5004646840148699, XLB with a split open ratio of 0.5011454753722795, XLE with a split open ratio of 0.49911308203991134, and XLU with a split open ratio of 0.5001167951413221. All of these stocks have been marked as repaired, meaning the split has been successfully applied. 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 report that the XLRE R92006 daily momentum and exit inputs were completed on September 20 at 06UTC. The report used 1584 bars of data from June 2020 to September 18, 2026, and made a SIP adjustment for all data. It also accounted for a split repair on December 5, 2025, where applicable, and used adjusted-price total-return as a proxy for returns. The report included the following data for the symbol XLRE on September 18, 2026: the closing price was 42.53, the returns were -0.054678817515003364 for 21 days, -0.021849126034958477 for 63 days, 0.030281007751937983 for 126 days, and 0.04676347526458269 for 252 days. The score was 0.0001291348666397074, the simple moving average for 200 days was 42.77705, the average true range for 20 days was 0.5022400000000001, the percentile 90 value was 0.10853497921567627, and the high for 20 days was 45.465. The chosen quantity was 0, the rank was 8, and the price was not above the threshold, as indicated by the value false. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLU R92006 completed daily momentum and exit inputs'. Retrieved on September 20 at 06UTC, the system made an adjustment to all Systematic Investment Plans. The system looked at 1584 bars of data from June 2020 to September 18, 2026. It also fixed a known issue from December 5, 2025, where applicable, and adjusted returns to reflect total return, including price changes. The data for the symbol XLU on September 18, 2026, at 04:00:00 UTC, showed a close price of 41.1. The returns were -0.0663 over 21 days, -0.076 over 63 days, -0.105 over 126 days, and 0.0017 over 252 days. The score was -0.0614, the simple moving average over 200 days was 44.222, the average true range over 20 days was 0.6355, the percentage of days the price was above a certain level over 90 days was 0.1024, and the highest price over 20 days was 43.96. The chosen quantity was 0, the rank was 11, and the price was not above a certain level. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLE R92006 completed daily momentum and exit inputs'. Retrieved on September 20 at 06UTC, the system made an adjustment to all SIP, using 1584 bars of data from June 2020 to September 18, 2026. The system also made a response-specific adjustment on December 5, 2025, to repair a split, where applicable, and returns are based on adjusted prices as a total return proxy. The data for the symbol XLE on September 18, 2026, at 04:00:00+00:00 is as follows: the close price was 64.31, 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, the simple moving average for 200 days was 55.314825, the average true range for 20 days was 1.2647249999999997, the percentage of days the price was above a certain level in the last 90 days was 0.20627946697730823, the highest price in the last 20 days was 66.17, the chosen quantity was 1, the rank was 2, and the price was above a certain level. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLB R92006 completed daily momentum and exit inputs'. Retrieved on September 20 at 06UTC, the data for XLB, which is a symbol for an exchange-traded fund, shows a specific adjustment, known as a SIP adjustment, was set to all, using 1584 bars of data from June 2020 to September 18, 2026. A response-specific known issue from December 5, 2025, regarding a split repair, was considered where applicable, and returns are based on adjusted-price total-return proxy. The data includes the following information: the symbol is XLB, the date is September 18, 2026, at 04:00:00 UTC, the number of data points is 1584, the closing price is 49.99, and various returns and scores are provided, including a score of 0.02408890044112494, a simple moving average of 50.173925, an average true range of 0.7882599999999993, a percentile of 0.10243167306427377, and a high of 54.19 over 20 periods. The chosen quantity is 0, the rank is 5, and the position is not above the specified level. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLI R92006 completed daily momentum and exit inputs'. Retrieved on September 20 at 06UTC, the data includes a SIP adjustment set to all, using 1584 bars from June 2020 to September 18, 2026. The response includes a known split repair from December 5, 2025, where applicable, and returns are based on adjusted-price total-return proxy. The data for the symbol XLI on September 18, 2026, at 04:00:00 UTC is as follows: the closing price was 169.75, the returns were -0.06705138774388564 for 21 days, -0.059400454369147204 for 63 days, 0.04013480392156876 for 126 days, and 0.1375820935531431 for 252 days. The score was 0.012816263840419756, the simple moving average for 200 days was 171.1439, the average true range for 20 days was 2.3982499999999987, the percentile 90 value was 0.12087676778130486, and the high for 20 days was 181.24. The chosen quantity was 0, the rank was 6, and the value was not above the threshold. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLF R92006 completed daily momentum and exit inputs'. Retrieved on September 20 at 06UTC, the data includes a SIP adjustment set to all, using 1584 bars from June 2020 to September 18, 2026. The response includes a known split repair from December 5, 2025, where applicable, and returns are based on adjusted-price total-return proxy. The symbol is XLF, with a date of September 18, 2026, at 04:00:00+00:00, and the following data: the close price is 55.86, returns are -0.028183716075156573 for 21 days, 0.04645934807043828 for 63 days, 0.1500926497838171 for 126 days, and 0.049014084507042144 for 252 days, the score is 0.054345591571535234, the simple moving average for 200 days is 53.4515, the average true range for 20 days is 0.7088450000000005, the percentile 90 is 0.11838838877512908, the high for 20 days is 58.6, the chosen quantity is 0, the rank is 4, and the price is above a certain threshold. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the report for XLV, which was retrieved on September 20 at 06UTC. The report includes a SIP adjustment for all 1584 bars from June 2020 to September 18, 2026. It also includes a response-specific known adjustment for a December 5, 2025 split repair where applicable, with returns being adjusted-price total-return proxy. The report states that the symbol is XLV, the date is September 18, 2026, at 04:00:00+00:00, and the close price is 168.39. The returns are -0.04149590163934436 for 21 days, 0.13210972166196022 for 63 days, 0.1583545435784548 for 126 days, and 0.24872080088987758 for 252 days. The score is 0.12442229112273706, the simple moving average for 200 days is 155.18015000000003, the average true range for 20 days is 2.1654699999999965, the p90 is 0.10628648222527133, and the high for 20 days is 175.82. The chosen quantity is 0, the rank is 3, and the price is above a certain point, with above being true. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLP R92006 completed daily momentum and exit inputs'. Retrieved on September 20 at 06UTC, the system adjustment was set to all, using 1584 bars of data from June 2020 to September 18, 2026. The system made a response-specific known adjustment on December 5, 2025, to repair a split where applicable, and returns are based on adjusted-price total-return proxy. The data for the symbol XLP on September 18, 2026, at 04:00:00 UTC is as follows: the closing price was 82.8, the returns were -0.0432% for 21 days, 0.0008% for 63 days, 0.0229% for 126 days, and 0.0606% for 252 days, the score was 0.0103, the simple moving average for 200 days was 82.97, the average true range for 20 days was 0.89, the 90th percentile was 0.0765, the highest price in 20 days was 87.47, the chosen quantity was 0, the rank was 7, and the price was not above a certain level. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLY R92006 completed daily momentum and exit inputs'. Retrieved on September 20 at 06UTC, the data includes a SIP adjustment set to all, using 1584 bars from June 2020 to September 18, 2026. The data also includes a response-specific known split repair from December 5, 2025, where applicable, with returns adjusted for price as a total return proxy. The data for the symbol XLY on September 18, 2026, at 04:00:00 UTC is as follows: the closing price was 111.03, the returns were -0.06374905135340247 for 21 days, -0.050457538698366555 for 63 days, 0.016199890170236042 for 126 days, and -0.07363063701973216 for 252 days. The score was -0.04290933422531629, the simple moving average for 200 days was 116.57710000000002, the average true range for 20 days was 1.5072499999999984, the p90 value was 0.14896551962962673, and the high for 20 days was 118.79. The chosen quantity was 0, the rank was 10, and the value was not above the threshold, indicated by above being false. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the report for XLC R92006, which was retrieved on September 20 at 06UTC. The report used 1584 bars of data from June 2020 to September 18, 2026, and made a SIP adjustment for all data. It also accounted for a split repair on December 5, 2025, where applicable, and calculated adjusted-price total-return proxy. The data for XLC on September 18, 2026, at 04:00:00 UTC showed a close price of 110.81. The returns were -0.0045813869924541395 for 21 days, 0.01502244206283776 for 63 days, -0.014934660858742954 for 126 days, and -0.055730720068172035 for 252 days. The score was -0.015056081464132842, the simple moving average for 200 days was 113.62755000000001, and the average true range for 20 days was 1.607. The p90 value was 0.13790962490769748, and the high price for 20 days was 115.26. The chosen quantity was 0, the rank was 9, and the price was not above a certain level, indicated by above being false. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the report that the XLK R92006 completed daily momentum and exit inputs. Retrieved on September 20 at 06UTC, the report included a SIP adjustment for all 1584 bars from June 2020 to September 18, 2026. The report also included a response-specific known adjustment for a split repair on December 5, 2025, where applicable, and returns are based on adjusted-price total-return proxy. The report provided the following data for the symbol XLK on September 18, 2026, at 04:00:00+00:00: the close price was 189.6, the returns were 0.032454802875190536 for 21 days, -0.008420061712253624 for 63 days, 0.3730175972192047 for 126 days, and 0.40439242991000324 for 252 days. The score was 0.2003611920730362, the simple moving average for 200 days was 162.235625, the average true range for 20 days was 3.1444999999999963, the percentile 90 was 0.18362192237650138, and the high for 20 days was 189.81. The chosen quantity was 0, the rank was 1, and the price was above a certain level, which is true. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'TLT R92006 completed daily momentum and exit inputs'. Retrieved on September 20 at 06UTC, the system made an adjustment to the SIP, using 1584 bars of data from June 2020 to September 18, 2026. This data is used to calculate returns, which are adjusted for price and total return. The data for the symbol TLT, as of September 18, 2026, at 04:00:00 UTC, shows a close price of 81.25. The returns for different time periods are: -0.0175 for 21 days, -0.0526 for 63 days, -0.0496 for 126 days, and -0.0571 for 252 days. The score is -0.0571, the simple moving average for 200 days is 84.36, the average true range for 20 days is 0.6629, the 90th percentile is 0.0615, and the highest price in the last 20 days is 83.28. The chosen quantity is 0, the rank is 7, and the price is not above a certain level, indicated by 'above' being false. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'GLD R92006 completed daily momentum and exit inputs'. Retrieved on September 20 at 06UTC, the data includes a SIP adjustment set to all, using 1584 bars from June 2020 to September 18, 2026. The response includes a known split repair from December 5, 2025, where applicable, and returns are based on adjusted-price total-return proxy. The data for the symbol GLD as of September 18, 2026, at 04:00:00+00:00 is as follows: the close price was 401.17, the returns were -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 for 200 days is 416.22065, the average true range for 20 days is 7.923445000000004, the percentile 90 is 0.16781703911009302, and the high for 20 days is 429.42. The chosen quantity is 0, the rank is 4, and the position is not above. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the report that the EEM R92006 completed daily momentum and exit inputs on September 20 at 06UTC. The report used 1584 bars of data from June 2020 to September 18, 2026, and made a SIP adjustment for all data. It also accounted for a split repair on December 5, 2025, where applicable, and used adjusted-price total-return as a proxy for returns. The data for the symbol EEM on September 18, 2026, at 04:00:00 UTC, showed a close price of 67.03, with returns of 0.013916200272273471 over 21 days, -0.05311484672976419 over 63 days, 0.16939986043265876 over 126 days, and 0.28311638591117916 over 252 days. The score was 0.28311638591117916, the simple moving average over 200 days was 62.091550000000005, the average true range over 20 days was 0.9432499999999997, and the p90 was 0.10717963493264468. The high price over 20 days was 69.125, the chosen quantity was 1, the rank was 1, and the price was above a certain threshold, indicated by above being true. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the report for EFA, which was retrieved on September 20 at 06UTC. The report includes a SIP adjustment for all 1584 bars from June 2020 to September 18, 2026. It also includes a response-specific known split repair for December 5, 2025, where applicable, and returns are adjusted-price total-return proxy. The report details are as follows: the symbol is EFA, the date is September 18, 2026, at 04:00:00 UTC, the close price is 104.97, the returns are -0.02498606724874608 for 21 days, 0.005363470931903036 for 63 days, 0.10471479688486629 for 126 days, and 0.16737099644128106 for 252 days, the score is 0.16737099644128106, the simple moving average for 200 days is 101.03105, the average true range for 20 days is 1.0289949999999997, the percentile 90 is 0.09630282889112697, the high for 20 days is 108.83, the chosen quantity is 0, the rank is 6, and it is above, which means the price is above a certain threshold. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'IWM R92006 completed daily momentum and exit inputs'. Retrieved on September 20 at 06UTC, the system made an adjustment to the SIP, using 1584 bars of data from June 2020 to September 18, 2026. The system also made a response-specific adjustment on December 5, 2025, to repair a split, where applicable, and the returns are based on the adjusted price as a total return proxy. The data for the symbol IWM on September 18, 2026, at 04:00:00 UTC, shows a close price of 284.1, with returns of -0.0559% for 21 days, -0.0364% for 63 days, 0.1530% for 126 days, and 0.2013% for 252 days. The score is 0.2013, the simple moving average for 200 days is 273.51, the average true range for 20 days is 3.22, the percentage of days the price is above the average true range for 90 days is 0.1282, the highest price for 20 days is 299.61, the chosen quantity is 0, the rank is 3, and the price is above the average, which is true. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'QQQ R92006 completed daily momentum and exit inputs'. Retrieved on September 20 at 06UTC, the data includes a SIP adjustment set to all, using 1584 bars from June 2020 to September 18, 2026. The data also accounts for a split repair on December 5, 2025, where applicable, and returns are based on adjusted-price total-return proxy. The QQQ symbol had a close price of 721.45 on September 18, 2026, at 04:00:00 UTC, with various return percentages, including 0.0075 for 21 days, -0.0248 for 63 days, 0.2194 for 126 days, and 0.2287 for 252 days. The score is 0.2287, the simple moving average for 200 days is 661.77, the average true range for 20 days is 8.27, the percentage at 90 days is 0.1617, and the high for 20 days is 724.13. The chosen quantity is 0, the rank is 2, and the price is above a certain point. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the report that the SPY R92006 completed daily momentum and exit inputs. Retrieved on September 20 at 06UTC, the System Information Processor adjustment was set to all, using 1584 bars of data from June 2020 to September 18, 2026. A split repair was applied on December 5, 2025, where applicable, and returns are based on adjusted-price total-return proxy. The report includes the following data for the symbol SPY on September 18, 2026: the closing price was 761.69, the returns were -0.007130194483549568 for 21 days, 0.022553665641906973 for 63 days, 0.1634894449026978 for 126 days, and 0.17127216250711208 for 252 days. The score was 0.17127216250711208, the simple moving average for 200 days was 712.4730999999999, the average true range for 20 days was 6.002450000000005, the percentile 90 was 0.10841930825440019, and the high for 20 days was 773.38. The chosen quantity was 0, the rank was 5, and the price was above a certain threshold, with the above value being true. https://runway.adityaperswal.workers.dev/data/stock-bars