XLB R92004 full signal and adjustment audit = 2.4088900441
Whole-share momentum backstop2026-09-20 04:04
A news scan found the headline is not available, but a data line shows information about the stock symbol XLB. The closing price of XLB is 49.99. The returns, or how much the stock has changed in value, over different time periods are: r21 is -4.8172124905, r63 is -3.1576908175, r126 is 5.5755015839, and r252 is 12.0349619005. The score, which is a measure of the stock's performance, is 2.4088900441. The simple moving average, or sma, which is the average price of the stock over a certain time period, is 50.173925. The average true range, or atr, which measures the stock's volatility, is 0.78826. The percentage of days the stock has closed above its average price, or p90, is 0.1024316731. The highest price of the stock over the past 20 days, or high20, is 54.19. The number of trades, or n60, is 1255. The last update was on September 18, 2026, at 04:00:00 UTC. The stock is not currently trading above its average price, as indicated by the above value being false. The stock is part of the sector group and has a rank of 5. The information was retrieved on September 20 at 04:00 UTC, and the SIP adjustment is set to all, with 1584 bars of data from June 2020 to September 2026. The data has been corrected to account for a 2:1 split that occurred on December 5, 2025, in the XLK, XLY, XLE, XLU, and XLB stocks. The rank is shown within the full group before the SMA gate, and the chosen pending quantity is EEM1 XLE1, with all others being 0. The source of the information is an aggregate of providers, not an issuer distribution record.
https://runway.adityaperswal.workers.dev/data/stock-bars
XLF R92004 full signal and adjustment audit = 5.4345591572
Whole-share momentum backstop2026-09-20 04:04
A news scan found the headline is not available, but a data line shows information about the stock symbol XLF. The symbol XLF had a close price of 55.86. The return over 21 days, or r21, was -2.8183716075, the return over 63 days, or r63, was 4.645934807, the return over 126 days, or r126, was 15.0092649784, and the return over 252 days, or r252, was 4.9014084507. The score was 5.4345591572. The simple moving average, or sma, was 53.4515. The average true range, or atr, which measures price volatility, was 0.708845. The percentage price oscillation over 90 days, or p90, was 0.1183883888. The highest price over 20 days, or high20, was 58.6. There were 1255 trades over 60 days, or n60. The last trade was on September 18, 2026, at 04:00:00 UTC. The price was above the average, indicated by above being true. XLF is in the sector group and ranked 4th. This information was retrieved on September 20 at 04:00 UTC, with a system information processor, or SIP, adjustment set to all, and 1584 bars of data from June 2020 to September 2026. A 2:1 stock split on December 5, 2025, was corrected once for the stocks XLK, XLY, XLE, XLU, and XLB. The rank is shown within the full group before the simple moving average gate. The chosen pending quantity is 1 for EEM and XLE, and 0 for all others. The source of this information is an aggregate of providers, not the issuer's distribution record.
https://runway.adityaperswal.workers.dev/data/stock-bars
XLV R92004 full signal and adjustment audit = 12.4422291123
Whole-share momentum backstop2026-09-20 04:04
A news scan found the headline is not available, but a data line shows information about the stock symbol XLV. The stock closed at 168.39 on September 18, 2026. The returns, or how much the stock has changed in value, over different time periods are: r21 is -4.15, r63 is 13.21, r126 is 15.84, and r252 is 24.87. The score is 12.44, which is a measure of the stock's performance. The simple moving average, or sma, is 155.18, which is the average price of the stock over a certain time period. The average true range, or atr, is 2.17, which measures how much the stock's price has changed. The percentage of days the stock closed above its average price is 0.11, or 10.63 percent of the time, which is shown as p90. The highest price in the last 20 days is 175.82. There were 1255 trades in the last 60 days, shown as n60. The data was last updated on September 18, 2026, at 04:00:00 UTC. The stock is currently above its average price, shown as above being true. The stock is in the sector group and has a rank of 3. The rank is shown within the full group before the simple moving average gate. The SIP adjustment is set to all, and there are 1584 bars of data from June 2020 to September 2026. A 2:1 split was corrected on December 5, 2025, for the stocks XLK, XLY, XLE, XLU, and XLB. The source of this information is an aggregate of providers, not the issuer's distribution record.
https://runway.adityaperswal.workers.dev/data/stock-bars
XLE R92004 full signal and adjustment audit = 19.7052156822
Whole-share momentum backstop2026-09-20 04:04
A news scan found the headline is not available, but a data line shows information about the stock symbol XLE. The stock closed at 64.31 on September 18, 2026. The r21 value is 1.1481597987, the r63 value is 20.4532684023, the r126 value is 9.8377455167, and the r252 value is 47.3816890111. The score is 19.7052156822. The simple moving average, or sma, is 55.314825. The average true range, or atr, is 1.264725. The p90 value is 0.206279467. The high price over the last 20 days is 66.17. There were 1255 trades over the last 60 days. The information was retrieved on September 20, 2026, at 04:00 UTC. The system adjustment is set to all, and it includes 1584 bars of data from June 2020 to September 2026. A 2:1 stock split was corrected on December 5, 2025, for the stocks XLK, XLY, XLE, XLU, and XLB. The rank shown is within the full group before the simple moving average gate. The chosen pending quantities are 1 for EEM and 1 for XLE, and 0 for all others. The source of this information is an aggregate of providers, not the issuer's distribution record.
https://runway.adityaperswal.workers.dev/data/stock-bars
XLK R92004 full signal and adjustment audit = 20.0361192073
Whole-share momentum backstop2026-09-20 04:04
A news scan found the following data line: a fund manager's automated trading system reported on the XLK symbol, which is a stock market symbol, with a close price of 189.6. The system uses various calculations, including r21, r63, and r126, which are measures of price change over 21, 63, and 126 periods, respectively. The results were r21 of 3.2454802875, r63 of -0.8420061712, and r126 of 37.3017597219. The system also calculated a score of 20.0361192073 and an sma, or simple moving average, of 162.235625. The atr, or average true range, was 3.1445. The p90, which is a measure of price momentum, was 0.1836219224. The high20, or highest price over 20 periods, was 189.81. The system made these calculations using 1584 bars, or data points, from June 2020 to September 2026, and retrieved them on September 20 at 04:00:00 UTC. The system also noted that there was a 2:1 split, which is a corporate action where the number of shares is doubled, in XLK, XLY, XLE, XLU, and XLB on December 5, 2025. The system ranked XLK number 1 in its group before applying an sma gate, which is a filter used to determine whether to buy or sell a stock. The system chose to buy EEM1 and XLE1, but not to buy any other stocks.
https://runway.adityaperswal.workers.dev/data/stock-bars
TLT R92004 full signal and adjustment audit = -5.7096437275
Whole-share momentum backstop2026-09-20 04:04
A news scan found the headline is not available, but a data line shows information about the symbol TLT. The symbol TLT had a close price of 81.25. The return over 21 days, or r21, was -1.7533252721, the return over 63 days, or r63, was -5.2588619403, the return over 126 days, or r126, was -4.9596444029, and the return over 252 days, or r252, was -5.7096437275. The score, which is a measure of performance, was -5.7096437275. The simple moving average, or sma, was 84.3606. The average true range, or atr, which measures price volatility, was 0.66287. The percentage of price movement, or p90, was 0.0615055776. The highest price over 20 days, or high20, was 83.28. There were 1255 trades, or n60, over a certain period. The last update was on September 18, 2026, at 04:00:00 UTC. The signal was not above a certain threshold, indicated by above being false. This symbol belongs to the index group and has a rank of 7. The data was retrieved on September 20, 2026, at 04:00:00 UTC, and includes 1584 bars of data from June 2020 to September 2026. The data also shows that there was a 2:1 split correction on December 5, 2025, for the symbols XLK, XLY, XLE, XLU, and XLB. The rank is shown within the full group before the simple moving average gate. The chosen pending quantity is EEM1 for XLE1, and 0 for all others. The source of this data is an aggregate provider, not an issuer distribution record.
https://runway.adityaperswal.workers.dev/data/stock-bars
EFA R92004 full signal and adjustment audit = 16.7370996441
Whole-share momentum backstop2026-09-20 04:04
A news scan found the headline is not available, but a data line shows information about the stock symbol EFA. The stock closed at 104.97 on September 18, 2026. The returns, or how much the stock price changed, over different time periods are: -2.50% over 21 days, 0.54% over 63 days, 10.47% over 126 days, and 16.74% over 252 days. The score, which is a measure of the stock's performance, is 16.74. The simple moving average, or SMA, which is the average stock price over a certain time period, is 101.03. The average true range, or ATR, which measures how much the stock price moves, is 1.03. The percentage of days the stock price was above a certain level, or p90, is 0.10, or 9.63%. The highest stock price over 20 days, or high20, is 108.83. There were 1255 trades, or n60, over 60 days. The last trade was on September 18, 2026, at 04:00:00 UTC. The stock price was above a certain level, which is indicated by the term above being true. The stock is part of a group called index and has a rank of 6. The rank is shown within the full group before the SMA gate, which is a condition that must be met. The chosen pending quantity, or amount of stock to be bought or sold, is EEM1 for XLE1, and 0 for all others. The source of this information is an aggregate of providers, not the issuer's distribution record. This information was retrieved on September 20, 2026, at 04:00 UTC, and includes 1584 bars, or pieces of data, from June 2020 to September 2026. The SIP adjustment, which is a way of adjusting the stock price, is set to all. There was a confirmed 2:1 split, which means the number of shares was doubled, on December 5, 2025, for the stocks XLK, XLY, XLE, XLU, and XLB.
https://runway.adityaperswal.workers.dev/data/stock-bars
SPY R92004 full signal and adjustment audit = 17.1272162507
Whole-share momentum backstop2026-09-20 04:04
A news scan found the headline is not available, but a data line shows information about the stock symbol SPY. The stock closed at 761.69. The returns over 21, 63, 126, and 252 days are -0.7130194484, 2.2553665642, 16.3489444903, and 17.1272162507 respectively. The score is 17.1272162507. A simple moving average, which is a calculation to smooth out price data, is 712.4731. The average true range, which measures price volatility, is 6.00245. The percentage of days the stock price was above a certain level is 0.1084193083. The highest price in the last 20 days was 773.38. There were 1255 trades in the last 60 days. The last trade was on September 18, 2026, at 04:00:00 UTC. The stock price is above a certain level, which is true. The stock is in the index group and has a rank of 5. The data was retrieved on September 20, 2026, at 04:00 UTC, and includes 1584 bars of data from June 2020 to September 2026. A Stock Investment Plan, or SIP, adjustment was made to all data. A 2:1 split, which means the number of shares was doubled, was corrected for the stocks XLK, XLY, XLE, XLU, and XLB on December 5, 2025. The rank is shown before a simple moving average gate, which is a threshold to filter out certain stocks. The chosen pending quantities are EEM1 and XLE1, and all others are 0. The source of the data is an aggregate of providers, not the issuer's distribution record.
https://runway.adityaperswal.workers.dev/data/stock-bars
GLD R92004 full signal and adjustment audit = 19.0521411402
Whole-share momentum backstop2026-09-20 04:04
A news scan found the headline is not available, but a data line shows information about the symbol GLD. The symbol GLD had a close price of 401.17. The r21 value, which is a measure of price change over 21 days, was -3.0615696888, the r63 value, a measure of price change over 63 days, was 3.6293655714, the r126 value, a measure of price change over 126 days, was -5.9191857602, and the r252 value, a measure of price change over 252 days, was 19.0521411402. The score, which is a ranking system, was 19.0521411402. The simple moving average, or sma, which is a way to smooth out price data, was 416.22065. The average true range, or atr, which is a measure of price volatility, was 7.923445. The p90 value, which is a measure of the percentage of time the price is above a certain level, was 0.1678170391. The high price over the last 20 days, or high20, was 429.42. The number of trades, or n60, was 1255. The last trade was on September 18, 2026, at 04:00:00 UTC. The price was not above a certain level, indicated by above being false. The group is an index, which is a way to track a set of stocks, and the rank was 4. The data was retrieved on September 20, 2026, at 04:00:00 UTC, and includes 1584 bars of data from June 2020 to September 2026. The data also shows that a 2:1 split was corrected on December 5, 2025, for the symbols XLK, XLY, XLE, XLU, and XLB. The rank is shown within the full group before the simple moving average gate, which is a way to filter out certain stocks. The chosen pending quantity is EEM1 and XLE1, while all others are 0. The source of the data is an aggregate provider, not an issuer distribution record.
https://runway.adityaperswal.workers.dev/data/stock-bars
IWM R92004 full signal and adjustment audit = 20.1319294685
Whole-share momentum backstop2026-09-20 04:04
A news scan found the headline is not available, but a data line shows information about the stock symbol IWM. The closing price of IWM was 284.1. The returns, or r, for different time periods were: r21 at -5.5927, r63 at -3.6361, and r126 at 15.3003, and r252 at 20.1319. The score is also 20.1319. The simple moving average, or sma, is 273.51065. The average true range, or atr, is 3.217. The p90 value is 0.1282. The high price over 20 days, or high20, was 299.61. There were 1255 trades, or n60, over 60 days. The last update was on September 18, 2026, at 04:00:00 UTC. The stock price is above a certain level, indicated by above being true. IWM is part of the index group and has a rank of 3. The data was retrieved on September 20, 2026, at 04:00 UTC, with a system adjustment set to all, and covers 1584 bars from June 2020 to September 2026. The data source confirmed that stock splits were corrected on December 5, 2025, with a 2:1 split applied once to XLK, XLY, XLE, XLU, and XLB. The rank is shown within the full group before the simple moving average gate. The chosen pending quantities are EEM1 and XLE1, while all others are 0. The source of this information is an aggregate provider, not an issuer distribution record.
https://runway.adityaperswal.workers.dev/data/stock-bars
QQQ R92004 full signal and adjustment audit = 22.8690157876
Whole-share momentum backstop2026-09-20 04:04
A news scan found the headline 'QQQ R92004 full signal and adjustment audit'. The QQQ symbol had a close price of 721.45. The r21, or 21-day return, was 0.7499162105, the r63, or 63-day return, was -2.481718279, the r126, or 126-day return, was 21.9448294513, and the r252, or 252-day return, was 22.8690157876. The score was 22.8690157876. The simple moving average, or sma, was 661.77265. The average true range, or atr, was 8.27368. The p90, or 90th percentile, was 0.1616958533. The high20, or highest price in 20 days, was 724.125. The n60, or number of trades in 60 days, was 1255. The last update was on September 18, 2026, at 04:00:00 UTC. The price was above the sma, indicated by above being true. The group was an index, and the rank was 2. The data was retrieved on September 20, 2026, at 04:00 UTC, with a SIP adjustment of all, and 1584 bars from June 2020 to September 2026. A 2:1 split was confirmed on December 5, 2025, and corrected once in XLK, XLY, XLE, XLU, and XLB. The rank was shown within the full group before the SMA gate. The chosen pending quantity was EEM1 XLE1, and all others were 0. The source of the data was an aggregate provider, not an issuer distribution record.
https://runway.adityaperswal.workers.dev/data/stock-bars
EEM R92004 full signal and adjustment audit = 28.3116385911
Whole-share momentum backstop2026-09-20 04:04
A news scan found the headline 'EEM R92004 full signal and adjustment audit'. The given data is a JSON output. It shows information about the stock symbol EEM, which closed at 67.03. The stock's performance over different time periods, called r21, r63, r126, and r252, were 1.3916200272, -5.311484673, 16.9399860433, and 28.3116385911 respectively. The score is 28.3116385911. A simple moving average, or sma, is 62.09155. The average true range, or atr, is 0.94325. The p90 value is 0.1071796349. The highest price in the last 20 days, or high20, was 69.125. There were 1255 trades in the last 60 days, or n60. The last trade was on September 18, 2026, at 04:00:00 UTC. The stock price is above a certain level, indicated by 'above' being true. EEM is part of a group called 'index' and has a rank of 1. This rank is shown before applying a simple moving average gate. The data was retrieved on September 20, 2026, at 04:00:00 UTC. An adjustment was made for splits in the stocks XLK, XLY, XLE, XLU, and XLB on December 5, 2025. The quantities of EEM and XLE to be chosen are 1, and all others are 0. The source of this data is an aggregate of providers, not a record from the issuer.
https://runway.adityaperswal.workers.dev/data/stock-bars
R92004 candidate metadata versus apparent open interest = 100
Convex tail2026-09-20 04:04
A news scan found the following data line: ReadSep20 venue. The HALO Oct 16 C 130 option had a close price of 0.35 on September 15, but its open interest was unknown, or null. The TH Oct 16 C 27 option also had unknown open interest and a close price of 0.09 on September 18. Open interest of 3 belongs to HALO C 125 and open interest of 13 belongs to TH C 26, which were not selected for the C 130 and C 27 options. The prior aggregated summary was correct. The HALO C 125 option had a close price of 0.53, with a current indicative ask price of 0.48 and a bid price of 0, but the ask price was not affordable for the TH C 26 option, which had a close price of 0.19, an ask price of 0.52, and a bid price of 0.07. The TH C 25 option had an open interest of 533, an ask price of 0.58, and a bid price of 0.08. The HALO C 120 option had an open interest of 26, an ask price of 1.13, and a bid price of 0.77. All known open interest values are as of September 17. A null value means the information is unknown, not zero. There is no minimum open interest requirement in the mandate.
https://runway.adityaperswal.workers.dev/internal/options/contracts
R92004 indicative quote provenance and date-query repair = 15
Convex tail2026-09-20 04:04
The primary provider's documentation from September 20 says that indicative quotes and trades come from OPRA, but trades are delayed by 15 minutes and are not executable National Best Bid and Offer, which is a term that refers to the best available price to buy or sell a security. The Direct OPRA snapshot agreement was not signed, which is a contract that allows access to OPRA data. When requests were made with only a start and end date, the system returned a 403 error for bars, which are a type of data representation, but using explicit timestamps in the RFC3339 format recovered over 200 stock and option bars. This repair fixes the ambiguity in the request format and access, but does not affect OPRA entitlement. Public data endpoints reject fund query parameters with a 400 error, and the fund scope is only applied to journal and tools. The venue client code in the file site.js and tools.js delegates stop logic remotely, which means it sends instructions to another system to execute, and the actual bid, last, and mid trigger are unverified, meaning they have not been checked for accuracy, and there is no assertion of an immediate real stop from the indicative bid, which is an estimate of the current price.
https://docs.alpaca.markets/us/docs/historical-option-data
04UTC retained sizing and reference brackets = 76.44269465148402
Core trend fractional2026-09-20 04:04
A news scan found the following trade details: the automated trading fund manager has set the following parameters for three stocks. For EEM, the size is 93.33, the stop is 65.1435, and the target is 74.21425092953517. For IWM, the size is 93.33, the stop is 277.666, and the target is 320.5246054777956. For QQQ, the size is 93.33, the stop is 704.90264, and the target is 838.105473380901. The stress model, which measures market pressure, is not bound, meaning it is not limited by a specific range, and no new simulation odds are given. The system requires an actual entry refresh, which means it needs to update its trading decisions based on new market data.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
XLU 04UTC completed Sep18 fixed sector signal = -0.06139544536924166
Sector rotation2026-09-20 04:04
A news scan found the headline 'XLU 04UTC completed Sep18 fixed sector signal'. The symbol is XLU, and the date is 2026-09-18. There were 1332 bars, and the close was 41.1. The returns were -0.06633348477964562 for 21 days, -0.07598920863309344 for 63 days, -0.10496515679442509 for 126 days, and 0.0017060687301975186 for 252 days. The average return was -0.06139544536924166. The simple moving average for 200 days, or sma200, was 44.222125. The average true range for 20 days, or atr20, was 0.6355299999999993. The high for 20 days was 43.96. This signal is not eligible. The percentage of days the price was above the average price, or p90, was 0.10239288498446239, and this happened 1255 times. The minimum gap was -0.020194072908471083, and it happened on 2025-01-27. The stop price is 39.82894, and the target price is 45.30834757286141. The rank for all signals is 11. The notional value is 0, and the risk fraction is 0.030926034063260305. The stress gap is 0.1, and the stress loss is 0. This signal uses a conditional issuer from Dec 5, split normalization, and the average true range for 20 days, or atr20. It also uses regular trading hours, or RTH, conditional sizes, but not orders.
https://runway.adityaperswal.workers.dev/data/stock-bars
XLY 04UTC completed Sep18 fixed sector signal = -0.04290933422531629
Sector rotation2026-09-20 04:04
A news scan found the headline 'XLY 04UTC completed Sep18 fixed sector signal'. The XLY symbol had a close price of 111.03 on September 18, 2026. The signal had the following details: 1332 bars, r21 of -0.06374905135340247, r63 of -0.050457538698366555, r126 of 0.016199890170236042, and r252 of -0.07363063701973216. The average was -0.04290933422531629, and the simple moving average of 200, or sma200, was 116.57710000000002. The average true range, or atr20, was 1.5072499999999984, with a high20 of 118.79. The signal was not eligible, with a p90 of 0.14896551962962673 and p90_n of 1255. A gap was found on April 3, 2025, with a minimum gap of -0.054244697233123085. The stop price was 108.0155, and the target price was 127.56964164447746. The rank_all was 10, with a risk_fraction of 0.027150319733405356 and stress_gap of 0.10848939446624617. The stress_loss was 0. This signal was based on a conditional issuer on December 5, with split normalization and an ATR mean of 20, or meanTR20. The signal used RTH conditional sizes, but did not include orders.
https://runway.adityaperswal.workers.dev/data/stock-bars
XLC 04UTC completed Sep18 fixed sector signal = -0.015056081464132842
Sector rotation2026-09-20 04:04
A news scan found the headline 'XLC 04UTC completed Sep18 fixed sector signal'. The symbol is XLC, and the date is 2026-09-18. There were 1332 bars, and the close was 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 average return was -0.015056081464132842. The simple moving average for 200 days was 113.62755000000001. The average true range for 20 days was 1.607, and the high for 20 days was 115.26. This signal is not eligible. The percentage of days with a return above 90% is 0.13790962490769748, which happened 1255 times. The minimum gap is -0.057623380204025465, which occurred on 2022-02-03. The stop is 107.596, and the target is 126.09176553602195. The rank for all signals is 9, but the rank for eligible signals is not available. The notional value is 0, the risk fraction is 0.029004602472701018, the stress gap is 0.11524676040805093, and the stress loss is 0. This is based on a system that uses a conditional issuer from December 5, split normalization, and an average true range mean for 20 days. It also uses regular trading hours conditional sizes, but not orders.
https://runway.adityaperswal.workers.dev/data/stock-bars
XLRE 04UTC completed Sep18 fixed sector signal = 0.0001291348666397074