R92000 split continuity audit and joint gap distribution
Whole-share momentum backstop2026-09-20 00:03
{"audit":[{"symbol":"XLK","ratio":0.5036561810154525,"repaired":true},{"symbol":"XLY","ratio":0.5027881040892194,"repaired":true},{"symbol":"XLB","ratio":0.4983963344788087,"repaired":true},{"symbol":"XLE","ratio":0.49789356984478933,"repaired":true},{"symbol":"XLU","ratio":0.4953281943471151,"repaired":true}],"stats":{"n":1686,"corr":0.4569284164365753,"recent_corr":-0.41657179298281216,"worst":-16.202745527979015,"worst_date":"2020-03-16","p01":-4.128705344478528}} Raw responses preserved locally; gap sample Jan2020–Sep18 2026 includes crash; scaled by queued dollars 67.37/64.63, not actual live losses.
https://runway.adityaperswal.workers.dev/data/stock-bars
XLRE R92000 completed daily signal and target inputs = 0.012913486663970741
Whole-share momentum backstop2026-09-20 00:03
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":"XLRE","date":"2026-09-18","n":1687,"close":42.53,"r21":-0.054678817515003364,"r63":-0.021849126034958477,"r126":0.030281007751937983,"r252":0.04676347526458269,"score":0.0001291348666397074,"sma":42.77705,"atr":0.5022400000000001,"p90":0.10853497921567627,"high20":45.465,"above":false,"rank":8}
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
XLU R92000 completed daily signal and target inputs = -6.1395445369241655
Whole-share momentum backstop2026-09-20 00:03
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":"XLU","date":"2026-09-18","n":1687,"close":41.1,"r21":-0.06633348477964562,"r63":-0.07598920863309344,"r126":-0.10496515679442509,"r252":0.0017060687301975186,"score":-0.06139544536924166,"sma":44.222125,"atr":0.6355299999999993,"p90":0.10239288498446239,"high20":43.96,"above":false,"rank":11}
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
XLE R92000 completed daily signal and target inputs = 19.70521568219219
Whole-share momentum backstop2026-09-20 00:03
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":"XLE","date":"2026-09-18","n":1687,"close":64.31,"r21":0.011481597986788383,"r63":0.20453268402322533,"r126":0.09837745516652441,"r252":0.47381689011114947,"score":0.1970521568219219,"sma":55.314825,"atr":1.2647249999999997,"p90":0.20627946697730823,"high20":66.17,"above":true,"rank":2}
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
XLB R92000 completed daily signal and target inputs = 2.4088900441124936
Whole-share momentum backstop2026-09-20 00:03
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":"XLB","date":"2026-09-18","n":1687,"close":49.99,"r21":-0.048172124904798164,"r63":-0.03157690817512582,"r126":0.05575501583949305,"r252":0.12034961900493069,"score":0.02408890044112494,"sma":50.173925,"atr":0.7882599999999993,"p90":0.10243167306427377,"high20":54.19,"above":false,"rank":5}
https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all
XLI R92000 completed daily signal and target inputs = 1.2816263840419757
Whole-share momentum backstop2026-09-20 00:03
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
XLF R92000 completed daily signal and target inputs = 5.434559157153523
Whole-share momentum backstop2026-09-20 00:03
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
XLV R92000 completed daily signal and target inputs = 12.442229112273706
Whole-share momentum backstop2026-09-20 00:03
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
XLP R92000 completed daily signal and target inputs = 1.0267345705447017
Whole-share momentum backstop2026-09-20 00:03
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
XLY R92000 completed daily signal and target inputs = -4.290933422531628
Whole-share momentum backstop2026-09-20 00:03
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
XLC R92000 completed daily signal and target inputs = -1.5056081464132842
Whole-share momentum backstop2026-09-20 00:03
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
XLK R92000 completed daily signal and target inputs = 20.03611920730362
Whole-share momentum backstop2026-09-20 00:03
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
TLT R92000 completed daily signal and target inputs = -5.709643727515379
Whole-share momentum backstop2026-09-20 00:03
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
GLD R92000 completed daily signal and target inputs = 19.05214114016085
Whole-share momentum backstop2026-09-20 00:03
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
EEM R92000 completed daily signal and target inputs = 28.311638591117916
Whole-share momentum backstop2026-09-20 00:03
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
EFA R92000 completed daily signal and target inputs = 16.737099644128108
Whole-share momentum backstop2026-09-20 00:03
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
IWM R92000 completed daily signal and target inputs = 20.131929468476486
Whole-share momentum backstop2026-09-20 00:03
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
QQQ R92000 completed daily signal and target inputs = 22.86901578759135
Whole-share momentum backstop2026-09-20 00:03
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
SPY R92000 completed daily signal and target inputs = 17.127216250711207
Whole-share momentum backstop2026-09-20 00:03
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