Notes

[{"t":"2025-03-24T04:00:00Z","factor_change":0.007688979463127188,"price_gap":-0.003242542153047978,"adjusted_gap":0.004556846662109981,"event":true},{"t":"2025-06-23T04:00:00Z","factor_change":0.008157881104927656,"price_gap":0.0044953922229713505,"adjusted_gap":0.012693935119887145,"event":true},{"t":"2025-09-22T04:00:00Z","factor_change":0.008397282488765256,"price_gap":-0.011974694984184353,"adjusted_gap":-0.0035153503632527894,"event":true},{"t":"2025-12-22T05:00:00Z","factor_change":0.008425919575914653,"price_gap":0.00022660321776557524,"adjusted_gap":0.008622698671638451,"event":true},{"t":"2026-03-23T04:00:00Z","factor_change":0.006433731301762169,"price_gap":-0.02394199966278876,"adjusted_gap":-0.017537826685006808,"event":true},{"t":"2026-06-22T04:00:00Z","factor_change":0.007192700417802289,"price_gap":-0.0044634554584340735,"adjusted_gap":0.0026380252496702727,"event":true}] https://runway.adityaperswal.workers.dev/data/stock-bars

[{"t":"2023-06-20T04:00:00Z","factor_change":0.008808087202405002,"price_gap":-0.015335147167944485,"adjusted_gap":-0.006631666206134201,"event":true},{"t":"2023-09-18T04:00:00Z","factor_change":0.007330926921009562,"price_gap":0.0028254727233210097,"adjusted_gap":0.010351468464131042,"event":true},{"t":"2023-12-18T05:00:00Z","factor_change":0.009783789190091374,"price_gap":0.008066429418742693,"adjusted_gap":0.01773604590505995,"event":true},{"t":"2024-03-18T04:00:00Z","factor_change":0.00819276791469159,"price_gap":-0.003931847968545177,"adjusted_gap":0.004043767840152368,"event":true},{"t":"2024-06-24T04:00:00Z","factor_change":0.007961222184606154,"price_gap":-0.002450980392156854,"adjusted_gap":0.0055354993983154355,"event":true},{"t":"2024-09-23T04:00:00Z","factor_change":0.008223657120169259,"price_gap":-0.006309148264984299,"adjusted_gap":0.0019314340898115567,"event":true},{"t":"2024-12-23T05:00:00Z","factor_change":0.008206044286555692,"price_gap":-0.009745661991918286,"adjusted_gap":-0.0017681232634503274,"event":true}] https://runway.adityaperswal.workers.dev/data/stock-bars

[{"t":"2021-09-20T04:00:00Z","factor_change":0.01185146091656697,"price_gap":-0.03568532035685312,"adjusted_gap":-0.024461839530332652,"event":true},{"t":"2021-12-20T05:00:00Z","factor_change":0.0130549875253958,"price_gap":-0.03935270319970574,"adjusted_gap":-0.02675438596491231,"event":true},{"t":"2022-03-21T04:00:00Z","factor_change":0.009266560408790703,"price_gap":0.010557661072008617,"adjusted_gap":0.02007008601465432,"event":true},{"t":"2022-06-21T04:00:00Z","factor_change":0.010987516834144895,"price_gap":0.01551442569406647,"adjusted_gap":0.026649746192893398,"event":true},{"t":"2022-09-19T04:00:00Z","factor_change":0.010897914097868,"price_gap":-0.03799082100968898,"adjusted_gap":-0.027630805408583314,"event":true},{"t":"2022-12-19T05:00:00Z","factor_change":0.010026273487088844,"price_gap":0.0002370791844474862,"adjusted_gap":0.010273046769396998,"event":true},{"t":"2023-03-20T04:00:00Z","factor_change":0.010786573356242002,"price_gap":-0.01143154065991181,"adjusted_gap":-0.0008800234672925455,"event":true}] https://runway.adityaperswal.workers.dev/data/stock-bars

{"summary":{"through2025_ordinary":{"n":1058,"price_gap_mean_pct":0.051016262037834936,"adjusted_gap_mean_pct":0.051852394584880675,"mean_difference_bp":0.08361325470457347,"min_gap_pct":-4.972375690607745},"through2025_factor_jumps":{"n":18,"price_gap_mean_pct":-0.7529296923089883,"adjusted_gap_mean_pct":0.1712354495782917,"mean_difference_bp":92.41651418872799,"min_gap_pct":-3.935270319970574},"2026_seen_ordinary":{"n":177,"price_gap_mean_pct":0.09721602712382049,"adjusted_gap_mean_pct":0.0971884141233068,"mean_difference_bp":-0.0027613000513684607,"min_gap_pct":-5.784574468085102},"2026_seen_factor_jumps":{"n":2,"price_gap_mean_pct":-1.4202727560611417,"adjusted_gap_mean_pct":-0.7449900717668267,"mean_difference_bp":67.52826842943149,"min_gap_pct":-2.394199966278876}},"bootstrap_mean_difference_bp_p025_p975":[86.11676796670656,99.29301834522896],"latest_factor":0.9940911211320168,"latest_basis_difference":0.38000000000000256} https://runway.adityaperswal.workers.dev/data/stock-bars

[{"t":"2025-06-16T04:00:00Z","factor_change":0.009665911052741505,"price_gap":0.0014858841010401136,"adjusted_gap":0.011145104895105007,"event":true},{"t":"2025-12-16T05:00:00Z","factor_change":0.014411653676193126,"price_gap":-0.020710059171597628,"adjusted_gap":-0.006598793363499222,"event":true},{"t":"2026-06-15T04:00:00Z","factor_change":0.005182881682215257,"price_gap":0.02548615203299942,"adjusted_gap":0.030801125425736764,"event":true}] https://runway.adityaperswal.workers.dev/data/stock-bars

[{"t":"2021-12-13T05:00:00Z","factor_change":0.014231510495824828,"price_gap":-0.02196485623003197,"adjusted_gap":-0.008084437457893556,"event":true},{"t":"2022-06-09T04:00:00Z","factor_change":0.008689425074645207,"price_gap":-0.01722532588454384,"adjusted_gap":-0.00877192982456132,"event":true},{"t":"2022-12-13T05:00:00Z","factor_change":0.015152047528486312,"price_gap":0.005398457583547511,"adjusted_gap":0.02062146892655381,"event":true},{"t":"2023-06-07T04:00:00Z","factor_change":0.008061475884191038,"price_gap":-0.008024072216649913,"adjusted_gap":-0.00027144408251911223,"event":true},{"t":"2023-12-20T05:00:00Z","factor_change":0.01906171840517845,"price_gap":-0.02506203473945401,"adjusted_gap":-0.006663113006396548,"event":true},{"t":"2024-06-11T04:00:00Z","factor_change":0.00699877195932519,"price_gap":-0.011586663513833084,"adjusted_gap":-0.004735792622133528,"event":true},{"t":"2024-12-17T05:00:00Z","factor_change":0.016883481556766666,"price_gap":-0.024434802466316463,"adjusted_gap":-0.007889074826679332,"event":true}] https://runway.adityaperswal.workers.dev/data/stock-bars

{"summary":{"through2025_ordinary":{"n":1067,"price_gap_mean_pct":0.00606673878746639,"adjusted_gap_mean_pct":0.006777154181473935,"mean_difference_bp":0.07104153940075456,"min_gap_pct":-5.2644230769230855},"through2025_factor_jumps":{"n":9,"price_gap_mean_pct":-1.3569274726426586,"adjusted_gap_mean_pct":-0.1249779040224867,"mean_difference_bp":123.19495686201721,"min_gap_pct":-2.506203473945401},"2026_seen_ordinary":{"n":178,"price_gap_mean_pct":0.02287049614373046,"adjusted_gap_mean_pct":0.022797494107450827,"mean_difference_bp":-0.007300203627963152,"min_gap_pct":-5.739837398373981},"2026_seen_factor_jumps":{"n":1,"price_gap_mean_pct":2.548615203299942,"adjusted_gap_mean_pct":3.0801125425736764,"mean_difference_bp":53.14973392737343,"min_gap_pct":2.548615203299942}},"bootstrap_mean_difference_bp_p025_p975":[97.29506548087237,148.75768932242048],"latest_factor":1,"latest_basis_difference":0} https://runway.adityaperswal.workers.dev/data/stock-bars

Issuer schedule dated2026.09.02,readSep21, page3 group includesXLE:ex/recordSep21,paySep23. Amount absent. Issuer distribution definitions https://www.ssga.com/us/en/individual/resources/documents/etf-dividend-distributions distinguish ex/record/pay. query_trades openedAt is not actual execution trade-date; entitlement unverified. https://www.ssga.com/library-content/products/fund-data/etfs/us/distribution/SPDR_Dividend_Distribution_Schedule.pdf

Retrieved Sep21 04UTC.111 XLE records;latest ex/recordJun22 2026,payJun24,amount.384876;Mar23 amount.385178;no Sep21 amount row. All20 detected XLE factor-jump dates Sep2021–Jun2026 match issuer exdates. Amounts before split are not current-share dollars. XML ZIP parsed after missing openpyxl;absence is missing disclosure in retrieved workbook,not zero dividend. https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx

{"symbol":"XLRE","date":"2026-09-18T04:00:00Z","close":42.53,"adjusted":42.18,"sma200":42.77239478425795,"atr20":0.5022400000000001,"high20":45.465,"p90":0.1085945166440135,"r21":-5.447209145931408,"r63":-2.1799628942485993,"r126":3.0539946249694694,"r252":4.690990320178701,"score":0.02945322624204061,"rank":8,"above":false,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLU","date":"2026-09-18T04:00:00Z","close":41.1,"adjusted":40.8,"sma200":44.221534926470596,"atr20":0.6355299999999993,"high20":43.96,"p90":0.10248819951417007,"r21":-6.636155606407335,"r63":-7.5877689694224255,"r126":-10.506690063610458,"r252":0.1718634912840633,"score":-6.139687787039039,"rank":11,"above":false,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLE","date":"2026-09-18T04:00:00Z","close":64.31,"adjusted":63.93,"sma200":55.31459725480995,"atr20":1.2647249999999997,"high20":66.17,"p90":0.20623380761303578,"r21":1.1550632911392356,"r63":20.463538722442067,"r126":9.826490293763946,"r252":47.372060857538024,"score":19.70428829122082,"rank":2,"above":true,"size":1}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLB","date":"2026-09-18T04:00:00Z","close":49.99,"adjusted":49.76,"sma200":50.175302562299045,"atr20":0.7882599999999993,"high20":54.19,"p90":0.10242204395726381,"r21":-4.820198928844688,"r63":-3.152977812378366,"r126":5.580309781455539,"r252":12.021611886537586,"score":2.407186231692518,"rank":5,"above":false,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLI","date":"2026-09-18T04:00:00Z","close":169.75,"adjusted":169.3,"sma200":171.13893199940935,"atr20":2.3982499999999987,"high20":181.24,"p90":0.12088482077368641,"r21":-6.701201366692377,"r63":-5.933992665851751,"r126":4.018186286556902,"r252":13.76159118398066,"score":1.2861458594983581,"rank":6,"above":false,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLF","date":"2026-09-18T04:00:00Z","close":55.86,"adjusted":55.66,"sma200":53.45483860941429,"atr20":0.7088450000000005,"high20":58.6,"p90":0.11839449899401085,"r21":-2.828212290502796,"r63":4.62406015037593,"r126":14.999999999999991,"r252":4.880346711889949,"score":5.419048642940768,"rank":4,"above":true,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLV","date":"2026-09-18T04:00:00Z","close":168.39,"adjusted":167.75,"sma200":155.1780352757079,"atr20":2.1654699999999965,"high20":175.82,"p90":0.10626814878798006,"r21":-4.148334380892516,"r63":13.206910514239434,"r126":15.841447413852627,"r252":24.87902925630907,"score":12.444763200877155,"rank":3,"above":true,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLP","date":"2026-09-18T04:00:00Z","close":82.8,"adjusted":82.26,"sma200":82.96744201312909,"atr20":0.89176,"high20":87.465,"p90":0.0765089488016883,"r21":-4.3154588810049965,"r63":0.08516851198443476,"r126":2.287988062670987,"r252":6.059824651882417,"score":1.0293805863832106,"rank":7,"above":false,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLY","date":"2026-09-18T04:00:00Z","close":111.03,"adjusted":110.79,"sma200":116.57298158678584,"atr20":1.5072499999999984,"high20":118.79,"p90":0.14890879842478497,"r21":-6.372010479168422,"r63":-5.039856004114163,"r126":1.6235553109521295,"r252":-7.358474788861946,"score":-4.2866964902981,"rank":10,"above":false,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLC","date":"2026-09-18T04:00:00Z","close":110.81,"adjusted":110.45,"sma200":113.6230390131281,"atr20":1.607,"high20":115.26,"p90":0.13793319496275078,"r21":-0.45065344749887215,"r63":1.5072144104402163,"r126":-1.4894755618979683,"r252":-5.574078823629991,"score":-1.5017483556466538,"rank":9,"above":false,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLK","date":"2026-09-18T04:00:00Z","close":189.6,"adjusted":189.38,"sma200":162.23509747597421,"atr20":3.1444999999999963,"high20":189.81,"p90":0.18371503840112063,"r21":3.2437442075996303,"r63":-0.8429760720456647,"r126":37.301529761473205,"r252":40.43752317389693,"score":20.034955267731025,"rank":1,"above":true,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"TLT","date":"2026-09-18T04:00:00Z","close":81.25,"adjusted":81.25,"sma200":84.36059999999999,"atr20":0.6725500000000004,"high20":83.5987,"p90":0.06150557763249668,"r21":-1.7533252720677184,"r63":-5.258861940298509,"r126":-4.959644402854124,"r252":-5.709643727515379,"score":-5.709643727515379,"rank":7,"above":false,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"GLD","date":"2026-09-18T04:00:00Z","close":401.17,"adjusted":401.17,"sma200":416.22065,"atr20":7.923445000000004,"high20":429.42,"p90":0.16781703911009302,"r21":-3.061569688768595,"r63":3.629365571399057,"r126":-5.919185760183865,"r252":19.05214114016085,"score":19.05214114016085,"rank":4,"above":false,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"EEM","date":"2026-09-18T04:00:00Z","close":67.03,"adjusted":67.03,"sma200":62.091550000000005,"atr20":0.9432499999999997,"high20":69.125,"p90":0.10717963493264468,"r21":1.3916200272273471,"r63":-5.311484672976419,"r126":16.939986043265876,"r252":28.311638591117916,"score":28.311638591117916,"rank":1,"above":true,"size":1}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"EFA","date":"2026-09-18T04:00:00Z","close":104.97,"adjusted":104.97,"sma200":101.03105,"atr20":1.0289949999999997,"high20":108.83,"p90":0.09630282889112697,"r21":-2.498606724874608,"r63":0.5363470931903036,"r126":10.471479688486628,"r252":16.737099644128108,"score":16.737099644128108,"rank":6,"above":true,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"IWM","date":"2026-09-18T04:00:00Z","close":284.1,"adjusted":284.1,"sma200":273.51065,"atr20":3.25925,"high20":300.39,"p90":0.12821050854556687,"r21":-5.592662745488974,"r63":-3.6361169527169057,"r126":15.300324675324672,"r252":20.131929468476486,"score":20.131929468476486,"rank":3,"above":true,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars