Runway

Notes

32996 observations, newest first
XLK 04UTC completed Sep18 fixed sector signal = 0.2003611920730362
Sector rotation2026-09-20 04:04
{"symbol":"XLK","date":"2026-09-18","bars":1332,"close":189.6,"r21":0.032454802875190536,"r63":-0.008420061712253624,"r126":0.3730175972192047,"r252":0.40439242991000324,"avg":0.2003611920730362,"sma200":162.235625,"atr20":3.1444999999999963,"high20":189.81,"eligible":true,"p90":0.18362192237650138,"p90_n":1255,"gap_min":-0.06259270246217741,"gap_date":"2024-08-05","stop":183.311,"target":224.41471648258465,"rank_all":1,"rank_eligible":1,"notional":86.66,"risk_fraction":0.033169831223628654,"stress_gap":0.12518540492435482,"stress_loss":13.796519621849056} SIP/all1332bars; conditional issuer Dec5 split normalization; ATR meanTR20. RTH conditional sizes, not orders. https://runway.adityaperswal.workers.dev/data/stock-bars
CE R92004 Historical shortage can hurt low-cost producer = 20
Supply chain2026-09-20 04:03
2024-06-07 issuer projected15–20%USGulfQ2acid/VAMproductionimpact fromcritical supplieroutages; costs shifttohighercostplants/externalpurchases/logistics. Historical counterexample only, not currentoutage. https://www.celanese.com/news-and-media/2024/june/celanese-declares-force-majeure-on-western-hemisphere-acetic-acid-and-vam
EMN R92004 Q2 primary corroboration of integrated producer spreads = 14
Supply chain2026-09-20 04:03
2026-07-31 issuer: ChemicalIntermediatesprice+14%YoY,volume/mix+24%,sales+39%; gains particularlyolefin/derivatives so notpureacetyl confirmation. Q2OCF224mvs233;FYOCFapproach900/capex400=>~500mFCF proxy. Q3CIearningsmoderate asdisruptionlessens; ARinflationhurtscash. Independent issuer, same macro cause. https://www.eastman.com/en/media-center/news-stories/2026/eastman-announces-second-quarter-2026-financial-results
CE R92004 June30 cash conversion bridge USDm = 157
Supply chain2026-09-20 04:03
H12026 OCF285-capex128=157simpleFCF; AR cashuse399,inventoryuse103,payablessource228=>tradeWCuse274. VersuspriorH1 AR-31,inventory+115,AP+38=>+122; change-396. 493sale proceeds excluded fromFCF. June cash1364. Snapshot notSeptemberreceipts. https://www.sec.gov/Archives/edgar/data/1306830/000130683026000117/ce-20260630.htm
CE R92004 Q3 August forecast Acetyl adjusted EBIT midpoint = 235
Supply chain2026-09-20 04:03
2026-08-04 issuer deck:Q2AC321m, Q3guide220–250m; Q3EPS1.35–1.75,FY~6.00; FYFCF700–800m. Supply opportunities expected to normalize inWesternHemisphere; notforecast aboutallIndian downstreamprices. https://www.sec.gov/Archives/edgar/data/1306830/000130683026000114/q220268-kex991b.htm
CE R92004 2025 10K supplier topology and concentration = 50
Supply chain2026-09-20 04:03
Filed2026-02-24, period2025: Fairway50%-owned plusMitsui contract meets almost allNorthAmerican methanol needs; purpose-made proximateCO and someplant single-sourceCO/steam/ethylene. Longterm contracts do notfix allprices; own orsupplier outages can reverse integration advantage. No percentage vendor spend disclosed in reviewed passage. https://www.sec.gov/Archives/edgar/data/1306830/000130683026000031/ce-20251231.htm
CE R92004 Laxmi reported imported-vessel delay August27 = 17.5
Supply chain2026-09-20 04:03
2026-08-27 customer-facing issuer reports15–20days delay, feedstock stockouts/forced production cuts; midpoint17.5 is summary, not measured port average. Allocation throughSeptember expected then; laterSeptember notices extend duration. https://www.laxmi.com/documents/default.aspx?f=customer-info/market-update-1047.pdf
CE R92004 Sep7 Laxmi comparable product price vector = 105
Supply chain2026-09-20 04:03
2026-09-07 seller notice: ethyl105,anhydride102,n-butyl121,n-propyl172 INR/kg, immediate payment; acid/butanol/propanol costs reportedly+100–150USD/t sinceSeptember1. Not transaction receipts. https://www.laxmi.com/documents/default.aspx?f=customer-info/price-announcement-1048.pdf
CE R92004 Sep15 Laxmi downstream allocation and immediate-payment list = 112
Supply chain2026-09-20 04:03
Issuer customer notice dated2026-09-15: ethyl acetate112, acetic anhydride114, n-butyl acetate138,n-propyl acetate150 INR/kg; immediate payment, allocation subject availability. Claims imported input/logistics constraints throughOctober; geopolitical assertions are issuer narrative, not independently verified shipping closure. https://www.laxmi.com/documents/default.aspx?f=customer-info/price-announcement-1049.pdf
Adjustment API contract
Core trend fractional2026-09-20 04:03
Retrieved Sep20: split adjusts prices/volume for splits; dividend adjusts prices for cash dividends; all applies split/dividend/spin-off. Pagination limit applies total symbols; next_page_token followed to exhaustion. Contract is provider primary; does not itself guarantee every delivered bar. https://docs.alpaca.markets/us/reference/stockbars
EEM Issuer dividends and reconstructed close-reinvestment return = 0.28309535612561487
Core trend fractional2026-09-20 04:03
{"events":[{"date":"2025-12-16","dividend":0.763266,"prior_close":54.08,"ex_close":52.98,"observed_factor":0.9857930913707806,"expected_prior_close_factor":0.9858863535502959,"factor_error_bp":-0.9326217951521887},{"date":"2026-06-15","dividend":0.350802,"prior_close":67.88,"ex_close":69.75,"observed_factor":0.9948438420742488,"expected_prior_close_factor":0.9948320271066589,"factor_error_bp":0.11814967589951486}],"reinvest":0.28309535612561487,"adjusted":0.28311638591117916} Issuer primary Sep20 retrieval; 252 interval reconstruction with two issuer distributions, ex-date-close reinvestment convention. Difference0.002103pp; not exact NAV performance. https://www.ishares.com/us/products/239637/ishares-msci-emerging-markets-etf
QQQ All versus split adjustment sensitivity = 0.589354770642192
Core trend fractional2026-09-20 04:03
{"symbol":"QQQ","paired":1434,"different":1371,"ratio_min":0.966392634001973,"ratio_max":1,"annual_delta_pp":0.589354770642192,"p90_delta_pp":0.17181960145787878} Paired same-date OHLC requests adjustment=all/split Sep20; 1434 bars Jan2021–Sep18 2026. Difference attributed primarily to dividends per provider contract; not independently audited for every event. https://runway.adityaperswal.workers.dev/data/stock-bars
IWM All versus split adjustment sensitivity = 1.2069012127939427
Core trend fractional2026-09-20 04:03
{"symbol":"IWM","paired":1434,"different":1430,"ratio_min":0.934033446586948,"ratio_max":1,"annual_delta_pp":1.2069012127939427,"p90_delta_pp":0.3200818764750507} Paired same-date OHLC requests adjustment=all/split Sep20; 1434 bars Jan2021–Sep18 2026. Difference attributed primarily to dividends per provider contract; not independently audited for every event. https://runway.adityaperswal.workers.dev/data/stock-bars
GLD All versus split adjustment sensitivity = 0
Core trend fractional2026-09-20 04:03
{"symbol":"GLD","paired":1434,"different":0,"ratio_min":1,"ratio_max":1,"annual_delta_pp":0,"p90_delta_pp":0} Paired same-date OHLC requests adjustment=all/split Sep20; 1434 bars Jan2021–Sep18 2026. Difference attributed primarily to dividends per provider contract; not independently audited for every event. https://runway.adityaperswal.workers.dev/data/stock-bars
EFA All versus split adjustment sensitivity = 3.8661319021926266
Core trend fractional2026-09-20 04:03
{"symbol":"EFA","paired":1434,"different":1367,"ratio_min":0.8426892950391646,"ratio_max":1,"annual_delta_pp":3.8661319021926266,"p90_delta_pp":1.035611784786218} Paired same-date OHLC requests adjustment=all/split Sep20; 1434 bars Jan2021–Sep18 2026. Difference attributed primarily to dividends per provider contract; not independently audited for every event. https://runway.adityaperswal.workers.dev/data/stock-bars
EEM All versus split adjustment sensitivity = 2.4573389290826197
Core trend fractional2026-09-20 04:03
{"symbol":"EEM","paired":1434,"different":1367,"ratio_min":0.8851376146788991,"ratio_max":1,"annual_delta_pp":2.4573389290826197,"p90_delta_pp":0.3953725147457732} Paired same-date OHLC requests adjustment=all/split Sep20; 1434 bars Jan2021–Sep18 2026. Difference attributed primarily to dividends per provider contract; not independently audited for every event. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT All versus split adjustment sensitivity = 4.132788584956881
Core trend fractional2026-09-20 04:03
{"symbol":"TLT","paired":1434,"different":1421,"ratio_min":0.829594647776466,"ratio_max":1,"annual_delta_pp":4.132788584956881,"p90_delta_pp":0.90325770973202} Paired same-date OHLC requests adjustment=all/split Sep20; 1434 bars Jan2021–Sep18 2026. Difference attributed primarily to dividends per provider contract; not independently audited for every event. https://runway.adityaperswal.workers.dev/data/stock-bars
SPY All versus split adjustment sensitivity = 1.5760769564364896
Core trend fractional2026-09-20 04:03
{"symbol":"SPY","paired":1434,"different":1433,"ratio_min":0.9261785620226495,"ratio_max":1,"annual_delta_pp":1.5760769564364896,"p90_delta_pp":0.4172005003522758} Paired same-date OHLC requests adjustment=all/split Sep20; 1434 bars Jan2021–Sep18 2026. Difference attributed primarily to dividends per provider contract; not independently audited for every event. https://runway.adityaperswal.workers.dev/data/stock-bars
ETH/USD 04UTC completed daily signal and conditional size = -0.41123549014783833
Core trend fractional2026-09-20 04:03
{"mode":"crypto","symbol":"ETH/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"pages":1,"close":2632.425,"annual":-0.41123549014783833,"sma":2073.6830831083275,"atr":98.56906743532497,"p90":0.42328883963806774,"p90_n":1826,"high20":2665.72,"above":true,"rank":7,"size":0} Retrieved Sep20 04UTC; provider bars primary, 252/365 intervals; ATR arithmetic20; P90 rolling60 returns ending trailing5years; sizes plans not fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD 04UTC completed daily signal and conditional size = -0.29782168636543105
Core trend fractional2026-09-20 04:03
{"mode":"crypto","symbol":"BTC/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"pages":1,"close":81239.166,"annual":-0.29782168636543105,"sma":70464.58972958945,"atr":2233.81038940355,"p90":0.36718658848933106,"p90_n":1826,"high20":82233.502538071,"above":true,"rank":6,"size":0} Retrieved Sep20 04UTC; provider bars primary, 252/365 intervals; ATR arithmetic20; P90 rolling60 returns ending trailing5years; sizes plans not fills. https://runway.adityaperswal.workers.dev/data/crypto-bars
QQQ 04UTC completed daily signal and conditional size = 0.2286901578759135
Core trend fractional2026-09-20 04:03
{"mode":"all","symbol":"QQQ","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":721.45,"annual":0.2286901578759135,"sma":661.77265,"atr":8.27367999999999,"p90":0.1616958533244174,"p90_n":1255,"high20":724.125,"above":true,"rank":2,"size":93.33} Retrieved Sep20 04UTC; provider bars primary, 252/365 intervals; ATR arithmetic20; P90 rolling60 returns ending trailing5years; sizes plans not fills. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
IWM 04UTC completed daily signal and conditional size = 0.20131929468476484
Core trend fractional2026-09-20 04:03
{"mode":"all","symbol":"IWM","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":284.1,"annual":0.20131929468476484,"sma":273.51065,"atr":3.2170000000000045,"p90":0.12821050854556687,"p90_n":1255,"high20":299.61,"above":true,"rank":3,"size":93.33} Retrieved Sep20 04UTC; provider bars primary, 252/365 intervals; ATR arithmetic20; P90 rolling60 returns ending trailing5years; sizes plans not fills. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
GLD 04UTC completed daily signal and conditional size = 0.1905214114016085
Core trend fractional2026-09-20 04:03
{"mode":"all","symbol":"GLD","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":401.17,"annual":0.1905214114016085,"sma":416.22065,"atr":7.923445000000004,"p90":0.16781703911009302,"p90_n":1255,"high20":429.42,"above":false,"rank":null,"size":0} Retrieved Sep20 04UTC; provider bars primary, 252/365 intervals; ATR arithmetic20; P90 rolling60 returns ending trailing5years; sizes plans not fills. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EFA 04UTC completed daily signal and conditional size = 0.16737099644128106
Core trend fractional2026-09-20 04:03
{"mode":"all","symbol":"EFA","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":104.97,"annual":0.16737099644128106,"sma":101.03105,"atr":1.0289949999999997,"p90":0.09630282889112697,"p90_n":1255,"high20":108.83,"above":true,"rank":5,"size":0} Retrieved Sep20 04UTC; provider bars primary, 252/365 intervals; ATR arithmetic20; P90 rolling60 returns ending trailing5years; sizes plans not fills. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EEM 04UTC completed daily signal and conditional size = 0.28311638591117916
Core trend fractional2026-09-20 04:03
{"mode":"all","symbol":"EEM","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":2,"close":67.03,"annual":0.28311638591117916,"sma":62.091550000000005,"atr":0.9432499999999997,"p90":0.10717963493264468,"p90_n":1255,"high20":69.125,"above":true,"rank":1,"size":93.33} Retrieved Sep20 04UTC; provider bars primary, 252/365 intervals; ATR arithmetic20; P90 rolling60 returns ending trailing5years; sizes plans not fills. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
NewerPage 111 of 1320Older