Notes

Fetched Sep20; vendor SIP bars Jan2020–Sep18 2026, 1687 per symbol. Returns vendor-adjusted proxy; dividend completeness not independently verified. SMA/ATR arithmetic20 true ranges. P90 uses rolling60 returns ending within Sep18 2021–Sep18 2026. Response-specific Dec5 2025 2:1 repair confirmed for XLK/XLY/XLB/XLE/XLU. Full measurements: {"symbol":"XLI","date":"2026-09-18","n":1687,"close":169.75,"r21":-0.06705138774388564,"r63":-0.059400454369147204,"r126":0.04013480392156876,"r252":0.1375820935531431,"score":0.012816263840419756,"sma":171.1439,"atr":2.3982499999999987,"p90":0.12087676778130486,"high20":181.24,"above":false,"rank":6} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Fetched Sep20; vendor SIP bars Jan2020–Sep18 2026, 1687 per symbol. Returns vendor-adjusted proxy; dividend completeness not independently verified. SMA/ATR arithmetic20 true ranges. P90 uses rolling60 returns ending within Sep18 2021–Sep18 2026. Response-specific Dec5 2025 2:1 repair confirmed for XLK/XLY/XLB/XLE/XLU. Full measurements: {"symbol":"XLF","date":"2026-09-18","n":1687,"close":55.86,"r21":-0.028183716075156573,"r63":0.04645934807043828,"r126":0.1500926497838171,"r252":0.049014084507042144,"score":0.054345591571535234,"sma":53.4515,"atr":0.7088450000000005,"p90":0.11838838877512908,"high20":58.6,"above":true,"rank":4} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Fetched Sep20; vendor SIP bars Jan2020–Sep18 2026, 1687 per symbol. Returns vendor-adjusted proxy; dividend completeness not independently verified. SMA/ATR arithmetic20 true ranges. P90 uses rolling60 returns ending within Sep18 2021–Sep18 2026. Response-specific Dec5 2025 2:1 repair confirmed for XLK/XLY/XLB/XLE/XLU. Full measurements: {"symbol":"XLV","date":"2026-09-18","n":1687,"close":168.39,"r21":-0.04149590163934436,"r63":0.13210972166196022,"r126":0.1583545435784548,"r252":0.24872080088987758,"score":0.12442229112273706,"sma":155.18015000000003,"atr":2.1654699999999965,"p90":0.10628648222527133,"high20":175.82,"above":true,"rank":3} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Fetched Sep20; vendor SIP bars Jan2020–Sep18 2026, 1687 per symbol. Returns vendor-adjusted proxy; dividend completeness not independently verified. SMA/ATR arithmetic20 true ranges. P90 uses rolling60 returns ending within Sep18 2021–Sep18 2026. Response-specific Dec5 2025 2:1 repair confirmed for XLK/XLY/XLB/XLE/XLU. Full measurements: {"symbol":"XLP","date":"2026-09-18","n":1687,"close":82.8,"r21":-0.0432170094753872,"r63":0.0008461259518917075,"r126":0.02285361334156888,"r252":0.060586653003714686,"score":0.010267345705447017,"sma":82.96825000000001,"atr":0.89176,"p90":0.07653027888248405,"high20":87.465,"above":false,"rank":7} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Fetched Sep20; vendor SIP bars Jan2020–Sep18 2026, 1687 per symbol. Returns vendor-adjusted proxy; dividend completeness not independently verified. SMA/ATR arithmetic20 true ranges. P90 uses rolling60 returns ending within Sep18 2021–Sep18 2026. Response-specific Dec5 2025 2:1 repair confirmed for XLK/XLY/XLB/XLE/XLU. Full measurements: {"symbol":"XLY","date":"2026-09-18","n":1687,"close":111.03,"r21":-0.06374905135340247,"r63":-0.050457538698366555,"r126":0.016199890170236042,"r252":-0.07363063701973216,"score":-0.04290933422531629,"sma":116.57710000000002,"atr":1.5072499999999984,"p90":0.14896551962962673,"high20":118.79,"above":false,"rank":10} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Fetched Sep20; vendor SIP bars Jan2020–Sep18 2026, 1687 per symbol. Returns vendor-adjusted proxy; dividend completeness not independently verified. SMA/ATR arithmetic20 true ranges. P90 uses rolling60 returns ending within Sep18 2021–Sep18 2026. Response-specific Dec5 2025 2:1 repair confirmed for XLK/XLY/XLB/XLE/XLU. Full measurements: {"symbol":"XLC","date":"2026-09-18","n":1687,"close":110.81,"r21":-0.0045813869924541395,"r63":0.01502244206283776,"r126":-0.014934660858742954,"r252":-0.055730720068172035,"score":-0.015056081464132842,"sma":113.62755000000001,"atr":1.607,"p90":0.13790962490769748,"high20":115.26,"above":false,"rank":9} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Fetched Sep20; vendor SIP bars Jan2020–Sep18 2026, 1687 per symbol. Returns vendor-adjusted proxy; dividend completeness not independently verified. SMA/ATR arithmetic20 true ranges. P90 uses rolling60 returns ending within Sep18 2021–Sep18 2026. Response-specific Dec5 2025 2:1 repair confirmed for XLK/XLY/XLB/XLE/XLU. Full measurements: {"symbol":"XLK","date":"2026-09-18","n":1687,"close":189.6,"r21":0.032454802875190536,"r63":-0.008420061712253624,"r126":0.3730175972192047,"r252":0.40439242991000324,"score":0.2003611920730362,"sma":162.235625,"atr":3.1444999999999963,"p90":0.18362192237650138,"high20":189.81,"above":true,"rank":1} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Fetched Sep20; vendor SIP bars Jan2020–Sep18 2026, 1687 per symbol. Returns vendor-adjusted proxy; dividend completeness not independently verified. SMA/ATR arithmetic20 true ranges. P90 uses rolling60 returns ending within Sep18 2021–Sep18 2026. Response-specific Dec5 2025 2:1 repair confirmed for XLK/XLY/XLB/XLE/XLU. Full measurements: {"symbol":"TLT","date":"2026-09-18","n":1687,"close":81.25,"r21":-0.017533252720677184,"r63":-0.05258861940298509,"r126":-0.04959644402854124,"r252":-0.05709643727515379,"score":-0.05709643727515379,"sma":84.36059999999999,"atr":0.6628700000000016,"p90":0.06150557763249668,"high20":83.28,"above":false,"rank":7} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Fetched Sep20; vendor SIP bars Jan2020–Sep18 2026, 1687 per symbol. Returns vendor-adjusted proxy; dividend completeness not independently verified. SMA/ATR arithmetic20 true ranges. P90 uses rolling60 returns ending within Sep18 2021–Sep18 2026. Response-specific Dec5 2025 2:1 repair confirmed for XLK/XLY/XLB/XLE/XLU. Full measurements: {"symbol":"GLD","date":"2026-09-18","n":1687,"close":401.17,"r21":-0.03061569688768595,"r63":0.03629365571399057,"r126":-0.05919185760183865,"r252":0.1905214114016085,"score":0.1905214114016085,"sma":416.22065,"atr":7.923445000000004,"p90":0.16781703911009302,"high20":429.42,"above":false,"rank":4} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Fetched Sep20; vendor SIP bars Jan2020–Sep18 2026, 1687 per symbol. Returns vendor-adjusted proxy; dividend completeness not independently verified. SMA/ATR arithmetic20 true ranges. P90 uses rolling60 returns ending within Sep18 2021–Sep18 2026. Response-specific Dec5 2025 2:1 repair confirmed for XLK/XLY/XLB/XLE/XLU. Full measurements: {"symbol":"EEM","date":"2026-09-18","n":1687,"close":67.03,"r21":0.013916200272273471,"r63":-0.05311484672976419,"r126":0.16939986043265876,"r252":0.28311638591117916,"score":0.28311638591117916,"sma":62.091550000000005,"atr":0.9432499999999997,"p90":0.10717963493264468,"high20":69.125,"above":true,"rank":1} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Fetched Sep20; vendor SIP bars Jan2020–Sep18 2026, 1687 per symbol. Returns vendor-adjusted proxy; dividend completeness not independently verified. SMA/ATR arithmetic20 true ranges. P90 uses rolling60 returns ending within Sep18 2021–Sep18 2026. Response-specific Dec5 2025 2:1 repair confirmed for XLK/XLY/XLB/XLE/XLU. Full measurements: {"symbol":"EFA","date":"2026-09-18","n":1687,"close":104.97,"r21":-0.02498606724874608,"r63":0.005363470931903036,"r126":0.10471479688486629,"r252":0.16737099644128106,"score":0.16737099644128106,"sma":101.03105,"atr":1.0289949999999997,"p90":0.09630282889112697,"high20":108.83,"above":true,"rank":6} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Fetched Sep20; vendor SIP bars Jan2020–Sep18 2026, 1687 per symbol. Returns vendor-adjusted proxy; dividend completeness not independently verified. SMA/ATR arithmetic20 true ranges. P90 uses rolling60 returns ending within Sep18 2021–Sep18 2026. Response-specific Dec5 2025 2:1 repair confirmed for XLK/XLY/XLB/XLE/XLU. Full measurements: {"symbol":"IWM","date":"2026-09-18","n":1687,"close":284.1,"r21":-0.055926627454889744,"r63":-0.03636116952716906,"r126":0.15300324675324672,"r252":0.20131929468476484,"score":0.20131929468476484,"sma":273.51065,"atr":3.2170000000000045,"p90":0.12821050854556687,"high20":299.61,"above":true,"rank":3} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Fetched Sep20; vendor SIP bars Jan2020–Sep18 2026, 1687 per symbol. Returns vendor-adjusted proxy; dividend completeness not independently verified. SMA/ATR arithmetic20 true ranges. P90 uses rolling60 returns ending within Sep18 2021–Sep18 2026. Response-specific Dec5 2025 2:1 repair confirmed for XLK/XLY/XLB/XLE/XLU. Full measurements: {"symbol":"QQQ","date":"2026-09-18","n":1687,"close":721.45,"r21":0.007499162104792845,"r63":-0.02481718279017575,"r126":0.21944829451337022,"r252":0.2286901578759135,"score":0.2286901578759135,"sma":661.77265,"atr":8.27367999999999,"p90":0.1616958533244174,"high20":724.125,"above":true,"rank":2} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

Fetched Sep20; vendor SIP bars Jan2020–Sep18 2026, 1687 per symbol. Returns vendor-adjusted proxy; dividend completeness not independently verified. SMA/ATR arithmetic20 true ranges. P90 uses rolling60 returns ending within Sep18 2021–Sep18 2026. Response-specific Dec5 2025 2:1 repair confirmed for XLK/XLY/XLB/XLE/XLU. Full measurements: {"symbol":"SPY","date":"2026-09-18","n":1687,"close":761.69,"r21":-0.007130194483549568,"r63":0.022553665641906973,"r126":0.1634894449026978,"r252":0.17127216250711208,"score":0.17127216250711208,"sma":712.4730999999999,"atr":6.002450000000005,"p90":0.10841930825440019,"high20":773.38,"above":true,"rank":5} https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'R91908 FDA calendar coverage gap'. A table from ReadSep19 has no entries, which means we cannot determine if there will be decisions or meetings on September 21 or 22. This is because the adcom calendar, which lists advisory committee meetings, is not a complete list of PDUFA, or Prescription Drug User Fee Act, deadlines. https://www.fda.gov/advisory-committees/advisory-committee-calendar

A news scan found the headline 'ReadSep19'. The macro calendar for the next two sessions includes the following events: on September 21, the Survey of Consumer Expectations household spending data will be released at 11:00 ET, which is 15:00 UTC. On September 22, the Philly non-manufacturing data will be released at 8:30 ET, which is 12:30 UTC, and the Richmond manufacturing data will be released at 10:00 ET, which is 14:00 UTC. The New York Fed has its own survey, and other districts have their own timing, according to the agency calendar relay. However, the link to the Philly survey redirects to an unrelated calendar, and the attempt to fetch the Richmond data failed. There are no actual outcomes yet. https://www.newyorkfed.org/research/calendars/i-sep26.html

A news scan found the following data: this is a set of statistics and simulation results, referred to as R91908. The statistics include the number of observations, which is 1518, the gap correlation, which is 0.22817876236373233, the worst joint gap in dollars, which is -4.97832962124513, and the date of the worst joint gap, which is 2025-04-07. The gap correlation is a measure of how closely two things are related, in this case, the gap between two values. The worst joint gap in dollars is the largest loss, and it happened on April 7, 2025. The gap at the 1% level in dollars is -3.1614587081653003, and the correlation over the last 252 days is -0.41657179298281216. A simulation was run with a seed of 190908, which is a starting point for random numbers, 10000 paths, which are different possible outcomes, 60 days, which is the time period, a block size of 5 days, which is a way of grouping data, and a sample size of 1255. The results of the simulation include the terminal value at the 5% level in dollars, which is -13.725602935665727, the terminal median value in dollars, which is 6.065331103171697, and the terminal value at the 95% level in dollars, which is 25.972824647228244. The simulation also included two stocks, EEM and XLE, with the following results: for EEM, the stop first rate is 0.6226, the target first rate is 0.2373, and the neither rate is 0.1401, and for XLE, the stop first rate is 0.5383, the target first rate is 0.1841, and the neither rate is 0.2776. The data was measured in September 2019 and the source is from September 2020 to September 2026. The simulation used a diagnostic called stationary 5-day block paired close returns, which is a way of analyzing data, and did not use live odds, which are probabilities based on current events. The raw risk.py data was retained, which is a way of calculating risk. An earlier study that included crashes, which are large losses, was not contradicted by this later study that started at a different time. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the data line for XLE with the following information: the daily bar closed at 64.3 on September 18, 2026, with 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 UTC was 66.46 for the ask price and 62.38 for the bid price. The latest trade was at 64.24 on September 18, 2026, 20:12:51 UTC for 100 shares. The minute bar at 20:12:00 UTC on September 18, 2026, showed a close of 64.24. The previous daily bar closed at 64.46 on September 17, 2026. Measured on September 19, the latest available trades are from September 18 and are stale, not current executable quotes. A query of trades confirms 12 fills and 1 pending trade each, with an expiry of September 22 at 02:04 UTC and no fills. https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=EEM,XLE&feed=iex

A news scan found the following data line for EEM on September 18, 2026: the daily bar closed at 67.045, with a high of 67.065, a low of 66.57, and a volume of 1,086,450. The latest quote was 67.2, with an ask price of 67.2 and a bid price of 67. The latest trade was at 67.04, with a size of 100. The minute bar closed at 67.04, with a volume of 100. The previous daily bar closed at 66.9, with a high of 67.065, a low of 66.715, and a volume of 825,504. Measured on September 19, the latest available trades from September 18 are stale and not current executable quotes. A query of trades confirms 12 fills and 1 pending trade, each with an expiry of September 22 at 02:04 UTC, and no fills. https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=EEM,XLE&feed=iex

The company that issued the Nov20 2025 stock confirms a 2:1 split that takes effect on December 5 for 5 exchange-traded funds, or ETFs, which are a type of investment fund. The current response from the Standard Investment Procedure, or SIP, is missing all 5 funds. Here are the details for each fund before and after the split: the XLK fund closed at 289.92 before the split and opened at 145.63 after, with a ratio of 0.5023109823399559, the XLY fund closed at 236.72 and opened at 118.47, with a ratio of 0.5004646840148699, the XLB fund closed at 87.3 and opened at 43.75, with a ratio of 0.5011454753722795, the XLE fund closed at 90.2 and opened at 45.02, with a ratio of 0.49911308203991134, and the XLU fund closed at 85.62 and opened at 42.82, with a ratio of 0.5001167951413221. All of these funds need to be adjusted, or repaired, to reflect the split. The split was applied to the earlier open, high, low, and close, or OHLC, data exactly once. The raw responses were kept. It was not checked separately if all the dividend information is complete. 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 daily signal for the ticker symbol XLRE was completed on September 18, 2026. The signal had the following details: the closing price was 42.53, the simple moving average over 200 days, or sma200, was 42.77705, and the average true range over 20 days, or atr20, was 0.50224. The highest price in the last 20 days, or high20, was 45.465. The returns, which measure how much the price changed, were -0.054678817515003364 over 21 days, -0.021849126034958477 over 63 days, 0.030281007751937983 over 126 days, and 0.04676347526458269 over 252 days. A score of 0.0001291348666397074 was calculated. The p90 value, which is the 90th percentile of returns over a 60-session period, was 0.10853497921567627. This value was calculated over the last 5 calendar years. The signal was measured on September 19, and the returns are given as decimals. The vendor requested and verified the data, and missing splits from December 5 were repaired. The rank of 8 includes rejected names, and the above flag determines eligibility. The chosen quantity, or chosen_qty, is pending and not yet filled. The limit price is 42.74, and the above flag is false. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLRE&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z

A daily signal for the XLU symbol was completed on September 18, 2026. The signal had a close price of 41.1. The returns for the signal were -0.06633348477964562 for 21 days, -0.07598920863309344 for 63 days, -0.10496515679442509 for 126 days, and 0.0017060687301975186 for 252 days. The score for the signal was -0.06139544536924166. The simple moving average, or sma, for 200 days was 44.222125. The average true range, or atr, for 20 days was 0.6355299999999993. The highest price for the last 20 days was 43.96. The p90 value, which is a measure of the top 10% of prices, was 0.10239288498446239, based on 1255 data points. 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 11 includes rejected names. The above flag determines if the signal is eligible. The chosen quantity is pending and has not been filled. The p90 value is based on a rolling 60-session period over the last 5 calendar years. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLU&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z