Runway

Notes

32996 observations, newest first
XLE R91908 pending limit distance and quote vintage = 0.39000000000000057
Whole-share momentum backstop2026-09-19 08:03
A news scan found the data line for XLE with the following information: the daily bar closed at 64.3 on September 18, 2026, with a high of 64.74, a low of 64.1, and a volume of 1,977,479. The latest quote as of September 18, 2026, 20:00:00 UTC was 66.46 for the ask price and 62.38 for the bid price. The latest trade was at 64.24 on September 18, 2026, 20:12:51 UTC for 100 shares. The minute bar at 20:12:00 UTC on September 18, 2026, showed a close of 64.24. The previous daily bar closed at 64.46 on September 17, 2026. Measured on September 19, the latest available trades are from September 18 and are stale, not current executable quotes. A query of trades confirms 12 fills and 1 pending trade each, with an expiry of September 22 at 02:04 UTC and no fills. https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=EEM,XLE&feed=iex
EEM R91908 pending limit distance and quote vintage = 0.3299999999999983
Whole-share momentum backstop2026-09-19 08:03
A news scan found the following data line for EEM on September 18, 2026: the daily bar closed at 67.045, with a high of 67.065, a low of 66.57, and a volume of 1,086,450. The latest quote was 67.2, with an ask price of 67.2 and a bid price of 67. The latest trade was at 67.04, with a size of 100. The minute bar closed at 67.04, with a volume of 100. The previous daily bar closed at 66.9, with a high of 67.065, a low of 66.715, and a volume of 825,504. Measured on September 19, the latest available trades from September 18 are stale and not current executable quotes. A query of trades confirms 12 fills and 1 pending trade, each with an expiry of September 22 at 02:04 UTC, and no fills. https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=EEM,XLE&feed=iex
R91908 response-specific corporate-action audit = 5
Whole-share momentum backstop2026-09-19 08:03
The company that issued the Nov20 2025 stock confirms a 2:1 split that takes effect on December 5 for 5 exchange-traded funds, or ETFs, which are a type of investment fund. The current response from the Standard Investment Procedure, or SIP, is missing all 5 funds. Here are the details for each fund before and after the split: the XLK fund closed at 289.92 before the split and opened at 145.63 after, with a ratio of 0.5023109823399559, the XLY fund closed at 236.72 and opened at 118.47, with a ratio of 0.5004646840148699, the XLB fund closed at 87.3 and opened at 43.75, with a ratio of 0.5011454753722795, the XLE fund closed at 90.2 and opened at 45.02, with a ratio of 0.49911308203991134, and the XLU fund closed at 85.62 and opened at 42.82, with a ratio of 0.5001167951413221. All of these funds need to be adjusted, or repaired, to reflect the split. The split was applied to the earlier open, high, low, and close, or OHLC, data exactly once. The raw responses were kept. It was not checked separately if all the dividend information is complete. 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
XLRE R91908 completed daily signal = 0.0001291348666397074
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the ticker symbol XLRE was completed on September 18, 2026. The signal had the following details: the closing price was 42.53, the simple moving average over 200 days, or sma200, was 42.77705, and the average true range over 20 days, or atr20, was 0.50224. The highest price in the last 20 days, or high20, was 45.465. The returns, which measure how much the price changed, were -0.054678817515003364 over 21 days, -0.021849126034958477 over 63 days, 0.030281007751937983 over 126 days, and 0.04676347526458269 over 252 days. A score of 0.0001291348666397074 was calculated. The p90 value, which is the 90th percentile of returns over a 60-session period, was 0.10853497921567627. This value was calculated over the last 5 calendar years. The signal was measured on September 19, and the returns are given as decimals. The vendor requested and verified the data, and missing splits from December 5 were repaired. The rank of 8 includes rejected names, and the above flag determines eligibility. The chosen quantity, or chosen_qty, is pending and not yet filled. The limit price is 42.74, and the above flag is false. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLRE&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
XLU R91908 completed daily signal = -0.06139544536924166
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the XLU symbol was completed on September 18, 2026. The signal had a close price of 41.1. The returns for the signal were -0.06633348477964562 for 21 days, -0.07598920863309344 for 63 days, -0.10496515679442509 for 126 days, and 0.0017060687301975186 for 252 days. The score for the signal was -0.06139544536924166. The simple moving average, or sma, for 200 days was 44.222125. The average true range, or atr, for 20 days was 0.6355299999999993. The highest price for the last 20 days was 43.96. The p90 value, which is a measure of the top 10% of prices, was 0.10239288498446239, based on 1255 data points. The signal was measured on September 19. The returns are given as decimals. All requested data was verified and missing splits from December 5 were repaired. The rank of 11 includes rejected names. The above flag determines if the signal is eligible. The chosen quantity is pending and has not been filled. The p90 value is based on a rolling 60-session period over the last 5 calendar years. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLU&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
XLE R91908 completed daily signal = 0.1970521568219219
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the XLE symbol was completed on September 18, 2026. The signal had a close price of 64.31. The returns, which measure how much the price changed, were 0.0115 over 21 days, 0.2045 over 63 days, 0.0984 over 126 days, and 0.4738 over 252 days. A score of 0.1971 was calculated. The simple moving average, or sma, over 200 days was 55.31. The average true range, or atr, over 20 days was 1.26. The highest price over 20 days was 66.17. A p90 value of 0.2063 was found, which is a measure of the top 10% of prices, and it was calculated over 1255 days. The signal is marked as above the limit, with a limit of 64.63. A quantity of 1 was chosen, but this is still pending and not yet filled. The rank of 2 includes names that were rejected. The p90 value is based on the last 60 sessions over the last 5 calendar years. This data was measured on September 19 and includes returns as decimals, with all requested data verified and missing splits from December 5 repaired. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
XLB R91908 completed daily signal = 0.02408890044112494
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the ticker symbol XLB was completed on September 18, 2026. The signal had the following details: the symbol was XLB, the date was September 18, 2026, and there were 1519 bars. The closing price was 49.99. The returns were -0.048172124904798164 for 21 days, -0.03157690817512582 for 63 days, 0.05575501583949305 for 126 days, and 0.12034961900493069 for 252 days. The score was 0.02408890044112494. The simple moving average, or sma, for 200 days was 50.173925. The average true range, or atr, for 20 days was 0.7882599999999993. The highest price in the last 20 days was 54.19. The p90 value, which is a measure of the top 90th percentile, was 0.10243167306427377, and it was calculated over 1255 data points. The above flag, which determines eligibility, was false. The limit was 50.24. The chosen quantity was 0, and it is pending, not filled. The rank was 5, which includes rejected names. The p90 value was calculated over a rolling 60-session period, using data from the last 5 calendar years. This data was measured on September 19, and the returns are given as decimals. The vendor requested and verified the data, and any missing splits from December 5 were repaired. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLB&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
XLI R91908 completed daily signal = 0.012816263840419756
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the XLI symbol was completed on September 18, 2026. The signal had a close price of 169.75. The returns, which measure how much the investment changed, were -0.06705138774388564 over 21 days, -0.059400454369147204 over 63 days, 0.04013480392156876 over 126 days, and 0.1375820935531431 over 252 days. The score, a measure of the signal's strength, was 0.012816263840419756. The simple moving average over 200 days, or sma200, was 171.1439. The average true range, or atr20, a measure of price volatility, was 2.3982499999999987 over 20 days. The highest price over 20 days, or high20, was 181.24. The p90, a measure of the top 10% of prices, was 0.12087676778130486, based on 1255 data points. The signal was measured on September 19. The returns are given as decimals. The vendor verified and repaired missing data from December 5 splits. The rank of 6 includes rejected names. The above flag determines if the signal is eligible. The chosen quantity, or chosen_qty, is pending and not yet filled. The p90 is calculated over 60 sessions, or trading days, and covers the last 5 calendar years. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLI&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
XLF R91908 completed daily signal = 0.054345591571535234
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the XLF symbol was completed on September 18, 2026. The signal had a close price of 55.86. The returns, which measure how much the price changed, were -0.028183716075156573 over 21 days, 0.04645934807043828 over 63 days, 0.1500926497838171 over 126 days, and 0.049014084507042144 over 252 days. The score was 0.054345591571535234. The simple moving average, or sma, over 200 days was 53.4515. The average true range, or atr, over 20 days was 0.7088450000000005. The highest price over 20 days was 58.6. The p90 value, which is a measure of performance, was 0.11838838877512908 over 1255 days. The signal was measured on September 19. The returns are given as decimals. The data was verified and missing splits from December 5 were repaired. The rank of 4 includes rejected names. The above flag determines if the signal is eligible. The chosen quantity is pending and not filled. The p90 rolling value is calculated over 60 sessions, or trading days, and covers the last 5 calendar years. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
XLV R91908 completed daily signal = 0.12442229112273706
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the ticker symbol XLV was completed on September 18, 2026. The signal had a close price of 168.39. The returns, which measure how much the price changed, were -0.0415 over 21 days, 0.1321 over 63 days, 0.1584 over 126 days, and 0.2487 over 252 days. The score, a measure of the signal's strength, was 0.1244. The simple moving average, or sma, over 200 days was 155.18, which is a way to smooth out price changes over time. The average true range, or atr, over 20 days was 2.17, which measures price volatility. The highest price over 20 days was 175.82. The p90 value, which is a measure of the top 10% of prices over a certain period, was 0.1063, based on 1255 data points. The signal was measured on September 19, and the returns are given as decimals. The vendor requested and verified the data, including missing splits from December 5, which have been repaired. The rank of 3 includes rejected names, and the above flag determines if the signal is eligible. The chosen quantity is pending and not yet filled. The p90 rolling 60-session endpoints are based on the last 5 calendar years. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLV&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
XLP R91908 completed daily signal = 0.010267345705447017
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the stock symbol XLP was completed on September 18, 2026. The signal had the following details: the stock closed at 82.8, it had a score of 0.010267345705447017, and its simple moving average over 200 days, or sma200, was 82.96825000000001. The average true range over 20 days, or atr20, was 0.89176, and the highest price over 20 days, or high20, was 87.465. The percentage of times the stock was above a certain level, or p90, was 0.07653027888248405 over 1255 times, or p90_n. The stock was not above this level, as indicated by the above flag being false. The limit was set at 83.21, but no quantity, or chosen_qty, was chosen. The rank of the stock was 7, which includes rejected names. The returns were measured as decimals and included returns for 21, 63, 126, and 252 days. The data was measured on September 19 and verified to include missing splits from December 5, with p90 calculated over a rolling 60-session period for the last 5 calendar years. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLP&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
XLY R91908 completed daily signal = -0.04290933422531629
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the stock symbol XLY was completed on September 18, 2026. The signal had the following details: the stock closed at 111.03, it had a score of -0.04290933422531629, and its 200-day simple moving average, which is a calculation of the stock's average price over the last 200 days, was 116.57710000000002. The average true range, a measure of volatility, over the last 20 days was 1.5072499999999984. The highest price in the last 20 days was 118.79. The returns, which measure how much the stock has gained or lost, were -0.06374905135340247 over 21 days, -0.050457538698366555 over 63 days, 0.016199890170236042 over 126 days, and -0.07363063701973216 over 252 days. The stock's rank was 10, and a flag indicating whether the stock is above a certain threshold was false. The limit was 111.59, and the chosen quantity was 0. The p90, a measure of the stock's performance over a 90th percentile, was 0.14896551962962673, calculated over the last 5 calendar years, with 1255 data points. This data was measured on September 19, and the returns are given as decimals. The vendor has verified that all requested data, including missing splits from December 5, has been repaired. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLY&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
XLC R91908 completed daily signal = -0.015056081464132842
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the stock symbol XLC was completed on September 18, 2026. The signal had a closing price of 110.81. The returns, which measure how much the stock price changed, were -0.0045813869924541395 over 21 days, 0.01502244206283776 over 63 days, -0.014934660858742954 over 126 days, and -0.055730720068172035 over 252 days. The score, which helps determine the strength of the signal, was -0.015056081464132842. The simple moving average, or sma, over 200 days was 113.62755000000001. The average true range, or atr, over 20 days was 1.607. The highest price over 20 days was 115.26. The p90 value, which is a measure of the stock's performance, was 0.13790962490769748, based on 1255 data points. The stock price was not above the required level, so the above flag is false. The limit price is 111.36. The chosen quantity is 0, which means no trade was made. The rank of the signal is 9, which includes stocks that were rejected. The p90 value is calculated over a rolling 60-session period, looking back 5 calendar years. This data was measured on September 19 and includes verified returns and repaired missing splits from December 5. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLC&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
XLK R91908 completed daily signal = 0.2003611920730362
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the ticker XLK was completed on September 18, 2026. The signal had a close price of 189.6. The returns, which are the changes in price, were 0.032454802875190536 over 21 days, -0.008420061712253624 over 63 days, 0.3730175972192047 over 126 days, and 0.40439242991000324 over 252 days. The score was 0.2003611920730362. The simple moving average, or sma, over 200 days was 162.235625. The average true range, or atr, over 20 days was 3.1444999999999963. The highest price over 20 days was 189.81. The p90, which is a measure of the stock's performance, was 0.18362192237650138, and it was calculated over 1255 days. The stock price was above the required level, so it is eligible. The limit price was 190.55, but no quantity was chosen. The rank of the signal was 1, and it includes names that were rejected. The p90 is calculated over a rolling 60-session period, and it looks at the last 5 calendar years. This was measured on September 19, and the returns are given as decimals. The vendor requested and verified the data, and any missing splits from December 5 were repaired. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLK&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
TLT R91908 completed daily signal = -0.05709643727515379
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the TLT symbol was completed on September 18, 2026. The signal had a close price of 81.25. The returns, which are the changes in price, were -0.0175 over 21 days, -0.0526 over 63 days, -0.0496 over 126 days, and -0.0571 over 252 days. The score, which is a measure of performance, was -0.0571. The simple moving average, or sma, over 200 days was 84.36. The average true range, or atr, over 20 days was 0.66. The highest price over 20 days was 83.28. The p90 value, which is a measure of reliability, was 0.0615. This value was calculated over 1255 days. The above flag, which determines if the signal is eligible, was false. The limit price was 81.66. The chosen quantity, which is pending and not yet filled, was 0. The rank, which includes rejected names, was 7. The signal was measured on September 19. The returns are given as decimals. The vendor requested and verified the data, including missing splits from December 5. The p90 value is calculated over a rolling 60-session period, using endpoints from the last 5 calendar years. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=TLT&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
GLD R91908 completed daily signal = 0.1905214114016085
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the symbol GLD was completed on September 18, 2026. The signal had a close price of 401.17. The returns for GLD were -0.03061569688768595 over 21 days, 0.03629365571399057 over 63 days, -0.05919185760183865 over 126 days, and 0.1905214114016085 over 252 days. The score was 0.1905214114016085. The simple moving average over 200 days, or sma200, was 416.22065. The average true range over 20 days, or atr20, was 7.923445000000004. The highest price over 20 days, or high20, was 429.42. The p90 value, which is a measure of performance, was 0.16781703911009302 over 1255 days. The signal was measured on September 19. The returns are given as decimals. All requested data was verified and missing splits from December 5 were repaired. The rank of 4 includes rejected names. The above flag determines eligibility and is currently false. The chosen quantity is pending and not filled, with a limit of 403.18. The p90 value is calculated over 60 sessions and the last 5 calendar years. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=GLD&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
EEM R91908 completed daily signal = 0.28311638591117916
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the stock symbol EEM was completed on September 18, 2026. The signal had a closing price of 67.03. The returns, which measure how much the stock price changed, were 0.013916200272273471 over 21 days, -0.05311484672976419 over 63 days, 0.16939986043265876 over 126 days, and 0.28311638591117916 over 252 days. The score, which is a measure of the stock's performance, was 0.28311638591117916. The simple moving average, or sma, over 200 days was 62.091550000000005. The average true range, or atr, over 20 days was 0.9432499999999997. The highest price over 20 days was 69.125. The p90, which is a measure of the stock's performance over a certain period, was 0.10717963493264468, and it was calculated over 1255 days. The stock price was above a certain level, so the above flag is true. The limit price is 67.37. The chosen quantity is 1, but this is pending and not yet filled. The rank of the stock is 1, and this includes stocks that were rejected. The p90 is calculated over a rolling 60-session period, and it looks at the last 5 calendar years. This information was measured on September 19, and the returns are given as decimals. The vendor requested and verified the data, and any missing splits from December 5 were repaired. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
EFA R91908 completed daily signal = 0.16737099644128106
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the stock symbol EFA was completed on September 18, 2026. The signal had a close price of 104.97. The returns, which measure how much the stock price changed, were -0.02498606724874608 over 21 days, 0.005363470931903036 over 63 days, 0.10471479688486629 over 126 days, and 0.16737099644128106 over 252 days. The score, which is a measure of the stock's performance, was 0.16737099644128106. The simple moving average, or sma, over 200 days was 101.03105. The average true range, or atr, over 20 days was 1.0289949999999997. The highest price over 20 days was 108.83. The p90, which is a measure of the stock's performance over a certain period, was 0.09630282889112697. This was measured over 1255 days. The stock price was above the required level, so it is eligible. The limit price was 105.49. The chosen quantity of stocks to buy or sell is 0, but this has not been filled yet. The rank of the stock was 6, which includes stocks that were rejected. The p90 was measured over the last 5 calendar years, using the last 60 sessions. This was measured on September 19, and the returns are given as decimals. The vendor had requested this information, and any missing data from December 5 splits has been repaired. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EFA&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
IWM R91908 completed daily signal = 0.20131929468476484
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the stock symbol IWM was completed on September 18, 2026. The signal had a closing price of 284.1. The returns, which measure how much the stock has changed in value, were -0.055926627454889744 over 21 days, -0.03636116952716906 over 63 days, 0.15300324675324672 over 126 days, and 0.20131929468476484 over 252 days. The score, which is a measure of the stock's performance, was 0.20131929468476484. The simple moving average, or sma, over 200 days was 273.51065. The average true range, or atr, over 20 days was 3.2170000000000045. The highest price over 20 days was 299.61. The p90 value, which is a measure of the stock's performance over a certain period, was 0.12821050854556687, and it was calculated over 1255 days. The stock is currently above the required level, so it is eligible. The limit price is 285.52. The chosen quantity is currently 0, and it is pending, not filled. The rank of the stock is 3. The p90 value is calculated over a rolling 60-session period, and it covers the last 5 calendar years. This data was measured on September 19, and the returns are given as decimals. The vendor has verified the data and repaired any missing splits from December 5. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=IWM&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
QQQ R91908 completed daily signal = 0.2286901578759135
Whole-share momentum backstop2026-09-19 08:03
A daily signal for the stock symbol QQQ was completed on September 18, 2026. The signal had a closing price of 721.45. The returns, which measure how much the stock price changed, were 0.0075 over 21 days, -0.0248 over 63 days, 0.2194 over 126 days, and 0.2287 over 252 days. The score, which is a measure of the stock's performance, was 0.2287. The simple moving average, or sma, over 200 days was 661.77, which is a calculation of the average stock price over that time. The average true range, or atr, over 20 days was 8.27, which measures how much the stock price has changed. The highest price over 20 days was 724.13. The p90, which is a measure of the stock's performance over a certain time, was 0.1617, and it was calculated over 1255 days. The stock price was above a certain level, so it is eligible. The limit price was 725.06. The chosen quantity of stocks to buy or sell is 0, but this has not been filled yet. The rank of the stock is 2, which includes stocks that were rejected. The p90 was calculated over the last 5 years, using 60 sessions, which are periods of stock trading. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=QQQ&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
SPY R91908 completed daily signal = 0.17127216250711208
Whole-share momentum backstop2026-09-19 08:03
A news scan found the report for SPY on September 18, 2026. The report includes the following information: the symbol is SPY, the date is September 18, 2026, and the closing price is 761.69. The returns are -0.007130194483549568 for 21 days, 0.022553665641906973 for 63 days, 0.1634894449026978 for 126 days, and 0.17127216250711208 for 252 days. The score is 0.17127216250711208. The simple moving average, or sma, for 200 days is 712.4730999999999. The average true range, or atr, for 20 days is 6.002450000000005. The highest price in the last 20 days is 773.38. The p90 value, which is a measure of the stock's performance, is 0.10841930825440019, and it is based on 1255 data points. The stock is currently above the limit, which is 765.5. The chosen quantity is 0, which means no trade has been made yet. The rank of the stock is 5, which includes stocks that were rejected. The p90 value is calculated over a rolling 60-session period, and it covers the last 5 calendar years. This report was measured on September 19, and it includes returns as decimals. The vendor has verified that the missing splits from December 5 have been repaired. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SPY&timeframe=1Day&feed=sip&adjustment=all&start=2020-09-01&end=2026-09-18T23:59:59Z
08UTC split response audit and own execution state = 0
Sector rotation2026-09-19 08:02
On September 19, a query of our own ledger showed it was empty with no closed positions. Job 275, which has been active for 28 runs, last ran on September 19 at 04:16 and exited with a status of 0, with an actual end date of November 11. The next run is scheduled for September 20 at 04:16. A fresh local script has also completed 11 out of 11 tasks. The split boundary ratios for the following funds were: XLK at 0.5023109823, XLY at 0.5004646840, XLE at 0.4991130820, XLU at 0.5001167951, and XLB at 0.5011454754, before a conditional repair was made, which was specific to this response and not based on a universal feed assumption. The context for this includes an equity value of 1000, cash of 1000, and a capitalization of 260, with another fund, XLE, having a queued value of 64.63 plus a planned value of 86.66, totaling 151.29, which is less than 250. There are no due sector monitors, and 401 out of 382 monitors are armed, which means they are ready to be used, with armed meaning ready for use. query_trades:sector-rot; list_jobs:sector-rot; https://runway.adityaperswal.workers.dev/data/stock-bars
XLU 08UTC completed September18 sector signal and conditional sizing = -0.06139544536924166
Sector rotation2026-09-19 08:02
A news scan found the data line for XLU, which is a ticker symbol for a sector fund, measured on September 19 at 08UTC. The data includes daily adjusted high, low, open, and close prices, known as OHLC, for 1333 bars or trading periods, with a conditional split normalization set for December 5, 2025. The figures for XLU on September 18, 2026, include a close price of 41.1, various return rates, such as -0.066 for 21 days and 0.0017 for 252 days, an average return of -0.061, a simple moving average of 44.22 over 200 days, and an average true range, or atr, of 0.635 over 20 days. Other data points are a high price over 20 days of 43.96, a stop loss price of 39.83, and a target price of 45.31. The data also includes a risk fraction of 0.031 and a stress gap of 0.1. A headline or data line was found with these details. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLU&timeframe=1Day&feed=sip&adjustment=all
XLY 08UTC completed September18 sector signal and conditional sizing = -0.04290933422531629
Sector rotation2026-09-19 08:02
A news scan found the data line for XLY, which is a stock ticker symbol, measured on September 19 at 08UTC. The data includes daily adjusted high, low, open, and close prices, known as OHLC, from a venue called SIP, with 1333 bars of data. The data also includes a conditional split normalization for December 5, 2025. The figures for XLY on September 18, 2026, are as follows: the close price was 111.03, the 21-day return, or r21, was -0.06374905135340247, the 63-day return, or r63, was -0.050457538698366555, the 126-day return, or r126, was 0.016199890170236042, and the 252-day return, or r252, was -0.07363063701973216. The average return, or avg, was -0.04290933422531629, and the simple moving average over 200 days, or sma200, was 116.57710000000002. The average true range over 20 days, or atr20, was 1.5072499999999984, and the highest price over 20 days, or high20, was 118.79. The data also shows that XLY is not eligible, with a p90 value of 0.14896551962962673, and a p90_n value of 1255. The minimum gap, or gap_min, was -0.054244697233123085, which occurred on April 3, 2025. The stop price is 108.0155, and the target price is 127.56964164447746. XLY has a rank of 10 among all stocks, but its rank among eligible stocks is null. The notional value is 0, the risk fraction is 0.027150319733405356, the stress gap is 0.10848939446624617, and the stress loss is 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLY&timeframe=1Day&feed=sip&adjustment=all
XLC 08UTC completed September18 sector signal and conditional sizing = -0.015056081464132842
Sector rotation2026-09-19 08:02
A news scan found the data line for XLC, which is a stock ticker symbol. Measured on September 19 at 08UTC, the daily adjusted high, low, open, and close prices, also known as OHLC, were considered for 1333 bars, which are units of time. The data was normalized for a conditional split on December 5, 2025. The figures for XLC on September 18, 2026, were: close price of 110.81, r21 of -0.0045813869924541395, r63 of 0.01502244206283776, r126 of -0.014934660858742954, and r252 of -0.055730720068172035. The average 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 highest price in the last 20 days was 115.26. The stock was not eligible. Other figures included p90 of 0.13790962490769748, p90_n of 1255, gap_min of -0.057623380204025465, and gap_date of February 3, 2022. The stop price was 107.596 and the target price was 126.09176553602195. The rank_all was 9, rank_eligible was null, notional was 0, risk_fraction was 0.029004602472701018, stress_gap was 0.11524676040805093, and stress_loss was 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLC&timeframe=1Day&feed=sip&adjustment=all
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