Notes

A report was retrieved at 06:01 UTC on September 20. A job, numbered 282, was completed at 05:46 UTC, with all 16 parts finished. The latest information from Laxmi, with numbers 1049, 1048, and 1047, and the CE board from September 16, with an 8K filing, was unchanged since 04 UTC. Notes, numbered 3866 and 3858, were recorded from an issuer notice index, which is a list of announcements from companies, and the collector is one step removed, meaning it is not directly from the source. This report does not indicate a new shortage or a paid-spread observation, which refers to the difference between two prices. Some corrections were made to H1 FCF 143 and H2 need 557-657, but no holdings were affected and no automatic order was placed. https://www.laxmi.com/customer-info/

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

A news scan found the following data: the automated trading fund manager has retained gap sizing and reference exits at 06UTC. The fund has the following settings: for EEM, the size is 93.33, the stop is 65.1435, the target is 74.21425092953517, the p90, which is a probability measure, is 0.10717963493264468, the risk-reward ratio, or rr, is 3.8082432703605487, and the stress, a measure of market volatility, is 25.913232637416957. For QQQ, the size is 93.33, the stop is 704.90264, the target is 838.105473380901, the p90 is 0.1616958533244174, the rr is 7.049793645687354, and the stress is 22.608077650841185. For IWM, the size is 93.33, the stop is 277.666, the target is 320.5246054777956, the p90 is 0.12821050854556687, the rr is 5.661269113738809, and the stress is 27.921384363225883. The fund's sizing was retained from previous recordings, not newly estimated maximums, and no fills were made, requiring an actual entry refresh for Equity1000 and fund280. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A news scan found the following data: for XLK, the pre-2026 gap percentage is -2.5947445082801974, with 2 test breaches out of 179, and a test breach rate of 1.1173184357541899 percent. For XLE, the pre-2026 gap percentage is -3.1902366689284984, with 4 test breaches out of 179, and a test breach rate of 2.2346368715083798 percent. For XLV, the pre-2026 gap percentage is -1.3698510638297818, with 3 test breaches out of 179, and a test breach rate of 1.675977653631285 percent. The split boundary ratios are as follows: XLK is 0.5023109823399559, XLY is 0.5004646840148699, XLB is 0.5011454753722795, XLE is 0.49911308203991134, and XLU is 0.5001167951413221. These thresholds are from pre-2026 data only, and the current basket was selected retrospectively, not untouched out of sample, which means the data was used to make decisions after it was collected. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the sample is from 2026, block number 20, with 10,000 paths, 60 sessions, and 179 source days. The stop percentage for XLK is 74.61, for XLE it is 40.92, and for XLV it is 61.62. The target percentage for XLK is 20.6, for XLE it is 39.15, and for XLV it is 22.78. The mean profit and loss of the basket is 9.54, with a 5th percentile of -8.97 and a 50th percentile of 12.05, and a 95th percentile of 24.15. The basket loss percentage is 19.76. This data uses static current brackets, stops the first position on same-day dual touch, and has an opening gap stop at the worse open, with no ratchet, monthly rerank, or 15-minute checks, and assumes 6 basis points per side in costs, with no calibrated odds or Kelly sizing, and adjusted OHLC, which stands for open, high, low, and close, not executable prices, and chosen current basket selection bias. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the sample is from the year 2026, and it is block number 5. This data has 10,000 paths and 60 sessions, and it is based on 179 days of data from the source. The stop percentage, which is the percentage at which a trade is stopped, is 67.35 for XLK, 45.17 for XLE, and 66.19 for XLV. The target percentage, which is the percentage at which a trade is targeted, is 24.43 for XLK, 33.52 for XLE, and 20.5 for XLV. The mean profit and loss of the basket is 9.290633413263526, with a 5th percentile of -9.01468948723585, a 50th percentile of 9.96330738116914, and a 95th percentile of 27.89857728178414. The basket loss percentage is 20.19. The data also includes information about the current brackets, which are static, and the rules for stopping trades, including stopping the first trade on the same day if the price touches the stop price twice, and stopping at the worst opening price if there is a gap at the opening. Additionally, there is no ratchet, monthly rerank, or 15-minute checks, and the prices used are adjusted high, low, open, and close prices, not executable prices. The data also assumes a 6 basis point cost per side, and does not include calibrated odds or Kelly sizing, which refers to a method of determining the size of a trade based on the probability of winning and the potential profit or loss. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for the 06UTC block bootstrap 2026 block1. The data shows the following settings: the sample is from 2026, it is block number 1, there are 10000 paths, 60 sessions, and data from 179 days. The stop percentage, which is the percentage at which a trade is stopped, is 66.3 for XLK, 45.35 for XLE, and 65.18 for XLV. The target percentage, which is the desired percentage return, is 26.17 for XLK, 32.97 for XLE, and 23.43 for XLV. The mean profit and loss for the basket is 9.63, with the 5th percentile at -9.25, the 50th percentile at 9.96, and the 95th percentile at 31.25. The basket loss percentage is 22.72. The strategy uses static current brackets, stops the first trade on the same day if the price touches the same level twice, and stops at the worst opening gap. There is no ratchet, monthly rerank, or 15-minute checks. The prices used are adjusted high, low, open, and close prices, not executable prices. The current basket selection has bias, and costs are assumed to be 6 basis points per side. There is no calibrated odds or Kelly sizing. https://runway.adityaperswal.workers.dev/data/stock-bars