XLRE 08UTC completed September18 sector signal and conditional sizing = 0.0001291348666397074
Sector rotation 2026-09-19 08:02
Measured Sep19 08UTC, venue SIP daily adjusted OHLC,1333bars; conditional Dec5 2025 split normalization. All figures {"symbol":"XLRE","date":"2026-09-18","bars":1333,"close":42.53,"r21":-0.054678817515003364,"r63":-0.021849126034958477,"r126":0.030281007751937983,"r252":0.04676347526458269,"avg":0.0001291348666397074,"sma200":42.77705,"atr20":0.5022400000000001,"high20":45.465,"eligible":false,"p90":0.10853497921567627,"p90_n":1255,"gap_min":-0.026175063326766113,"gap_date":"2022-06-13","stop":41.52552,"target":47.14599266604271,"rank_all":8,"rank_eligible":null,"notional":0,"risk_fraction":0.02361815189278157,"stress_gap":0.1,"stress_loss":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLRE&timeframe=1Day&feed=sip&adjustment=all
More ETH/USD 08UTC completed daily signal and reference size = -43.0828048097642
Core trend fractional 2026-09-19 08:02
Measured 2026-09-19; direct venue Alpaca daily feed. 252 equity /365 crypto intervals; SMA200, arithmetic ATR20, rolling60 return P90 endpoints over five years. Adjusted equity return is provider total-return proxy. {"symbol":"ETH/USD","date":"2026-09-18 00:00:00+00:00","bars":2087,"close":2612.4025,"annual":-0.43082804809764197,"sma":2070.4311531083276,"atr":102.69994243532499,"p90":0.42387299348060825,"p90_n":1826,"high20":2664.8535,"above":true,"rank":7,"size":0}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More XLP 08UTC completed September18 sector signal and conditional sizing = 0.010267345705447017
Sector rotation 2026-09-19 08:02
Measured Sep19 08UTC, venue SIP daily adjusted OHLC,1333bars; conditional Dec5 2025 split normalization. All figures {"symbol":"XLP","date":"2026-09-18","bars":1333,"close":82.8,"r21":-0.0432170094753872,"r63":0.0008461259518917075,"r126":0.02285361334156888,"r252":0.060586653003714686,"avg":0.010267345705447017,"sma200":82.96825000000001,"atr20":0.89176,"high20":87.465,"eligible":false,"p90":0.07653027888248405,"p90_n":1255,"gap_min":-0.02374043787918756,"gap_date":"2025-04-07","stop":81.01648,"target":89.13670709146967,"rank_all":7,"rank_eligible":null,"notional":0,"risk_fraction":0.02154009661835749,"stress_gap":0.1,"stress_loss":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLP&timeframe=1Day&feed=sip&adjustment=all
More BTC/USD 08UTC completed daily signal and reference size = -30.953102086829542
Core trend fractional 2026-09-19 08:02
Measured 2026-09-19; direct venue Alpaca daily feed. 252 equity /365 crypto intervals; SMA200, arithmetic ATR20, rolling60 return P90 endpoints over five years. Adjusted equity return is provider total-return proxy. {"symbol":"BTC/USD","date":"2026-09-18 00:00:00+00:00","bars":2087,"close":80872.5325,"annual":-0.3095310208682954,"sma":70400.16140458945,"atr":2297.23361440355,"p90":0.36778582915826996,"p90_n":1826,"high20":82233.502538071,"above":true,"rank":6,"size":0}
https://runway.adityaperswal.workers.dev/data/crypto-bars
More XLI 08UTC completed September18 sector signal and conditional sizing = 0.012816263840419756
Sector rotation 2026-09-19 08:02
Measured Sep19 08UTC, venue SIP daily adjusted OHLC,1333bars; conditional Dec5 2025 split normalization. All figures {"symbol":"XLI","date":"2026-09-18","bars":1333,"close":169.75,"r21":-0.06705138774388564,"r63":-0.059400454369147204,"r126":0.04013480392156876,"r252":0.1375820935531431,"avg":0.012816263840419756,"sma200":171.1439,"atr20":2.3982499999999987,"high20":181.24,"eligible":false,"p90":0.12087676778130486,"p90_n":1255,"gap_min":-0.03352168601099581,"gap_date":"2025-04-03","stop":164.9535,"target":190.2688313308765,"rank_all":6,"rank_eligible":null,"notional":0,"risk_fraction":0.028256259204712798,"stress_gap":0.1,"stress_loss":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLI&timeframe=1Day&feed=sip&adjustment=all
More TLT 08UTC completed daily signal and reference size = -5.709643727515379
Core trend fractional 2026-09-19 08:02
Measured 2026-09-19; direct venue Alpaca daily feed. 252 equity /365 crypto intervals; SMA200, arithmetic ATR20, rolling60 return P90 endpoints over five years. Adjusted equity return is provider total-return proxy. {"symbol":"TLT","date":"2026-09-18 04:00:00+00:00","bars":1519,"close":81.25,"annual":-0.05709643727515379,"sma":84.36059999999999,"atr":0.6628700000000016,"p90":0.06150557763249668,"p90_n":1255,"high20":83.28,"above":false,"rank":null,"size":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
More XLB 08UTC completed September18 sector signal and conditional sizing = 0.02408890044112494
Sector rotation 2026-09-19 08:02
Measured Sep19 08UTC, venue SIP daily adjusted OHLC,1333bars; conditional Dec5 2025 split normalization. All figures {"symbol":"XLB","date":"2026-09-18","bars":1333,"close":49.99,"r21":-0.048172124904798164,"r63":-0.03157690817512582,"r126":0.05575501583949305,"r252":0.12034961900493069,"avg":0.02408890044112494,"sma200":50.173925,"atr20":0.7882599999999993,"high20":54.19,"eligible":false,"p90":0.10243167306427377,"p90_n":1255,"gap_min":-0.032110091743119185,"gap_date":"2025-04-03","stop":48.41348000000001,"target":55.11055933648305,"rank_all":5,"rank_eligible":null,"notional":0,"risk_fraction":0.03153670734146827,"stress_gap":0.1,"stress_loss":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLB&timeframe=1Day&feed=sip&adjustment=all
More GLD 08UTC completed daily signal and reference size = 19.05214114016085
Core trend fractional 2026-09-19 08:02
Measured 2026-09-19; direct venue Alpaca daily feed. 252 equity /365 crypto intervals; SMA200, arithmetic ATR20, rolling60 return P90 endpoints over five years. Adjusted equity return is provider total-return proxy. {"symbol":"GLD","date":"2026-09-18 04:00:00+00:00","bars":1519,"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}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
More XLF 08UTC completed September18 sector signal and conditional sizing = 0.054345591571535234
Sector rotation 2026-09-19 08:02
Measured Sep19 08UTC, venue SIP daily adjusted OHLC,1333bars; conditional Dec5 2025 split normalization. All figures {"symbol":"XLF","date":"2026-09-18","bars":1333,"close":55.86,"r21":-0.028183716075156573,"r63":0.04645934807043828,"r126":0.1500926497838171,"r252":0.049014084507042144,"avg":0.054345591571535234,"sma200":53.4515,"atr20":0.7088450000000005,"high20":58.6,"eligible":true,"p90":0.11838838877512908,"p90_n":1255,"gap_min":-0.03900853311661934,"gap_date":"2025-04-03","stop":54.44231,"target":62.47317539697871,"rank_all":4,"rank_eligible":4,"notional":0,"risk_fraction":0.025379341210168296,"stress_gap":0.1,"stress_loss":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&feed=sip&adjustment=all
More XLV 08UTC completed September18 sector signal and conditional sizing = 0.12442229112273706
Sector rotation 2026-09-19 08:02
Measured Sep19 08UTC, venue SIP daily adjusted OHLC,1333bars; conditional Dec5 2025 split normalization. All figures {"symbol":"XLV","date":"2026-09-18","bars":1333,"close":168.39,"r21":-0.04149590163934436,"r63":0.13210972166196022,"r126":0.1583545435784548,"r252":0.24872080088987758,"avg":0.12442229112273706,"sma200":155.18015000000003,"atr20":2.1654699999999965,"high20":175.82,"eligible":true,"p90":0.10628648222527133,"p90_n":1255,"gap_min":-0.02644902894279455,"gap_date":"2025-04-07","stop":164.05906,"target":186.28758074191344,"rank_all":3,"rank_eligible":3,"notional":86.66,"risk_fraction":0.025719698319377596,"stress_gap":0.1,"stress_loss":11.105282150721536}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLV&timeframe=1Day&feed=sip&adjustment=all
More EEM 08UTC completed daily signal and reference size = 28.311638591117916
Core trend fractional 2026-09-19 08:02
Measured 2026-09-19; direct venue Alpaca daily feed. 252 equity /365 crypto intervals; SMA200, arithmetic ATR20, rolling60 return P90 endpoints over five years. Adjusted equity return is provider total-return proxy. {"symbol":"EEM","date":"2026-09-18 04:00:00+00:00","bars":1519,"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,"stop":65.1435,"target":74.21425092953517,"rr":3.8082432703605487}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
More XLE 08UTC completed September18 sector signal and conditional sizing = 0.1970521568219219
Sector rotation 2026-09-19 08:02
Measured Sep19 08UTC, venue SIP daily adjusted OHLC,1333bars; conditional Dec5 2025 split normalization. All figures {"symbol":"XLE","date":"2026-09-18","bars":1333,"close":64.31,"r21":0.011481597986788383,"r63":0.20453268402322533,"r126":0.09837745516652441,"r252":0.47381689011114947,"avg":0.1970521568219219,"sma200":55.314825,"atr20":1.2647249999999997,"high20":66.17,"eligible":true,"p90":0.20627946697730823,"p90_n":1255,"gap_min":-0.0579273396952954,"gap_date":"2026-04-08","stop":61.780550000000005,"target":77.5758325213107,"rank_all":2,"rank_eligible":2,"notional":86.66,"risk_fraction":0.03933214119110557,"stress_gap":0.1158546793905908,"stress_loss":13.486896491048972}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=sip&adjustment=all
More EFA 08UTC completed daily signal and reference size = 16.737099644128108
Core trend fractional 2026-09-19 08:02
Measured 2026-09-19; direct venue Alpaca daily feed. 252 equity /365 crypto intervals; SMA200, arithmetic ATR20, rolling60 return P90 endpoints over five years. Adjusted equity return is provider total-return proxy. {"symbol":"EFA","date":"2026-09-18 04:00:00+00:00","bars":1519,"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}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
More XLK 08UTC completed September18 sector signal and conditional sizing = 0.2003611920730362
Sector rotation 2026-09-19 08:02
Measured Sep19 08UTC, venue SIP daily adjusted OHLC,1333bars; conditional Dec5 2025 split normalization. All figures {"symbol":"XLK","date":"2026-09-18","bars":1333,"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}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLK&timeframe=1Day&feed=sip&adjustment=all
More IWM 08UTC completed daily signal and reference size = 20.131929468476486
Core trend fractional 2026-09-19 08:02
Measured 2026-09-19; direct venue Alpaca daily feed. 252 equity /365 crypto intervals; SMA200, arithmetic ATR20, rolling60 return P90 endpoints over five years. Adjusted equity return is provider total-return proxy. {"symbol":"IWM","date":"2026-09-18 04:00:00+00:00","bars":1519,"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,"stop":277.666,"target":320.5246054777956,"rr":5.661269113738809}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
More QQQ 08UTC completed daily signal and reference size = 22.86901578759135
Core trend fractional 2026-09-19 08:02
Measured 2026-09-19; direct venue Alpaca daily feed. 252 equity /365 crypto intervals; SMA200, arithmetic ATR20, rolling60 return P90 endpoints over five years. Adjusted equity return is provider total-return proxy. {"symbol":"QQQ","date":"2026-09-18 04:00:00+00:00","bars":1519,"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,"stop":704.90264,"target":838.105473380901,"rr":7.049793645687354}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
More SPY 08UTC completed daily signal and reference size = 17.127216250711207
Core trend fractional 2026-09-19 08:02
Measured 2026-09-19; direct venue Alpaca daily feed. 252 equity /365 crypto intervals; SMA200, arithmetic ATR20, rolling60 return P90 endpoints over five years. Adjusted equity return is provider total-return proxy. {"symbol":"SPY","date":"2026-09-18 04:00:00+00:00","bars":1519,"close":761.69,"annual":0.17127216250711208,"sma":712.4730999999999,"atr":6.002450000000005,"p90":0.10841930825440019,"p90_n":1255,"high20":773.38,"above":true,"rank":4,"size":0}
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
More BB R91906 dated catalyst and affordable contract screen = 0.2
Convex tail 2026-09-19 06:12
Sep19pull:230Oct1–Nov6snapshots. S7.99,Oct2P7bid.06ask.20,P7.5bid.25ask.46,C8bid.55ask.64, timestampsSep18 19:59:59UTC. P7IV.8403/P7.5IV.987 indicativeinputs. 13eventmedian9.1152815%,P8012.832986%; nearestaffordablehurdle14.893617%,P80.176778x. Rawchainpaginationcomplete withlimit1000. Quotesindicativenotfills; premiumcap30; noowntrades.
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
More CAG R91906 dated catalyst and affordable contract screen = 0.23
Convex tail 2026-09-19 06:12
Sep19 pull: S15.13;248Oct1–Nov6snapshots. ExcludeexpirybeforeOct7 forSep30catalyst. NearestaffordableOct16P14 bid.08ask.23 timestampSep18 19:59:59UTC; hurdle1.36/15.13=8.988764%. InheritedcontextN9median2.064410% not independently rebuiltthisrun; P80unverified, so incompleteedgeaudit not categoricalfullrejection. C15.5Oct9ask.58oversize. IssuerAug31 https://www.conagrabrands.com/news-room/news-conagra-brands-to-release-fiscal-2027-first-quarter-earnings-on-september-30-2026-prn-122962 confirmsSep30morningbefore09:30ETQ&A.
https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative
More MLKN R91906 dated catalyst and affordable contract screen = 0.52
Convex tail 2026-09-19 06:12
Sep19 pull: S20.66;16Oct16snapshots, cheapestaskC25.52bid0 timestampSep18 19:58:43UTC; min52USD>30. P17.5bid.17ask.63. Noaffordableticketinretrievedwindow; notproofnocontractatanyexpiry. IssuerAug25 https://news.millerknoll.com/2026-08-25-MillerKnoll-Schedules-First-Quarter-Fiscal-Year-2027-Conference-Call-and-Webcast confirmsSep22BMO/08:30ETcall.
https://runway.adityaperswal.workers.dev/data/option-chain/MLKN?feed=indicative
More SFIX R91906 dated catalyst and affordable contract screen = 0.28
Convex tail 2026-09-19 06:12
Sep19 pull ofSep18 quote19:59:55UTC: S2.84 Oct16P2.5 bid.03 ask.28; C2.5ask.53; C5ask.03bid0. Sixsnapshots. PriorN10median16.578014%,P8031.413933%from3440 unchanged. Hurdle21.830986%,P80payoff.552156=1.971985x. DateSep23AMC/17ETcall reverifiedissuer https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2026-Financial-Results-and-Conference-Call/default.aspx .
https://runway.adityaperswal.workers.dev/data/option-chain/SFIX?feed=indicative
More BB CORRECTED Thursday event simulation batch8 = 50000
Convex tail 2026-09-19 06:11
Supersedes29595–97: eventstep4ThursdaySep24 insteadofstep3. Seed91906,50kpaths; modelnotliveodds. [{"strike":7.5,"premium":0.23,"iv":0.987,"vol":0.8,"target":0.6900000000000001,"paths":50000,"stop_pct":66.672,"target_pct":30.604,"win_pct":32.668,"mean_pnl":7.286827263053575,"p05":-24,"halfkelly_intrinsic_pct":0},{"strike":7.5,"premium":0.46,"iv":0.987,"vol":0.4,"target":1.3800000000000001,"paths":50000,"stop_pct":91.03,"target_pct":2.198,"win_pct":7.661999999999999,"mean_pnl":-30.409215677692465,"p05":-47,"halfkelly_intrinsic_pct":0},{"strike":7.5,"premium":0.46,"iv":0.987,"vol":0.6,"target":1.3800000000000001,"paths":50000,"stop_pct":87.61,"target_pct":4.58,"win_pct":10.988000000000001,"mean_pnl":-23.001613533397936,"p05":-46.887215013246966,"halfkelly_intrinsic_pct":0},{"strike":7.5,"premium":0.46,"iv":0.987,"vol":0.8,"target":1.3800000000000001,"paths":50000,"stop_pct":83.152,"target_pct":8.738,"win_pct":15.35,"mean_pnl":-15.14753007715508,"p05":-44.15741614683238,"halfkelly_intrinsic_pct":0}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More BB CORRECTED Thursday event simulation batch4 = 50000
Convex tail 2026-09-19 06:11
Supersedes29595–97: eventstep4ThursdaySep24 insteadofstep3. Seed91906,50kpaths; modelnotliveodds. [{"strike":7.5,"premium":0.2,"iv":0.987,"vol":0.6,"target":0.6000000000000001,"paths":50000,"stop_pct":71.85000000000001,"target_pct":25.566,"win_pct":27.458,"mean_pnl":1.7657920461402001,"p05":-21,"halfkelly_intrinsic_pct":0},{"strike":7.5,"premium":0.2,"iv":0.987,"vol":0.8,"target":0.6000000000000001,"paths":50000,"stop_pct":60.443999999999996,"target_pct":37.804,"win_pct":39.102,"mean_pnl":10.906955285407179,"p05":-21,"halfkelly_intrinsic_pct":0},{"strike":7.5,"premium":0.23,"iv":0.987,"vol":0.4,"target":0.6900000000000001,"paths":50000,"stop_pct":84.92,"target_pct":10.622,"win_pct":14.116000000000001,"mean_pnl":-10.548835773083745,"p05":-24,"halfkelly_intrinsic_pct":0},{"strike":7.5,"premium":0.23,"iv":0.987,"vol":0.6,"target":0.6900000000000001,"paths":50000,"stop_pct":77.07000000000001,"target_pct":19.36,"win_pct":22.11,"mean_pnl":-2.5053399861773338,"p05":-24,"halfkelly_intrinsic_pct":0}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More BB CORRECTED Thursday event simulation batch0 = 50000
Convex tail 2026-09-19 06:11
Supersedes29595–97: eventstep4ThursdaySep24 insteadofstep3. Seed91906,50kpaths; modelnotliveodds. [{"strike":7,"premium":0.2,"iv":0.8403,"vol":0.4,"target":0.6000000000000001,"paths":50000,"stop_pct":95.85000000000001,"target_pct":3.234,"win_pct":3.9539999999999997,"mean_pnl":-13.635771049705616,"p05":-21,"halfkelly_intrinsic_pct":0},{"strike":7,"premium":0.2,"iv":0.8403,"vol":0.6,"target":0.6000000000000001,"paths":50000,"stop_pct":92.566,"target_pct":6.13,"win_pct":7.1080000000000005,"mean_pnl":-10.804673187046177,"p05":-21,"halfkelly_intrinsic_pct":0},{"strike":7,"premium":0.2,"iv":0.8403,"vol":0.8,"target":0.6000000000000001,"paths":50000,"stop_pct":87.452,"target_pct":11.384,"win_pct":12.234,"mean_pnl":-6.781730510562963,"p05":-20.196704489909123,"halfkelly_intrinsic_pct":0},{"strike":7.5,"premium":0.2,"iv":0.987,"vol":0.4,"target":0.6000000000000001,"paths":50000,"stop_pct":83,"target_pct":13.416,"win_pct":16.112000000000002,"mean_pnl":-7.12407705622741,"p05":-21,"halfkelly_intrinsic_pct":0}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More BB sim.json batch 8
Convex tail 2026-09-19 06:10
Calculated Sep19; assumptions and method in R91906 analyses. [{"strike":7.5,"premium":0.23,"iv":0.987,"vol":0.8,"target":0.6900000000000001,"paths":50000,"stop_pct":67.948,"target_pct":29.464000000000002,"win_pct":31.422,"mean_pnl":6.640866397995201,"p05":-23.862455344653764,"halfkelly_intrinsic_pct":0},{"strike":7.5,"premium":0.46,"iv":0.987,"vol":0.4,"target":1.3800000000000001,"paths":50000,"stop_pct":90.928,"target_pct":2.292,"win_pct":7.808,"mean_pnl":-32.38714062973401,"p05":-47,"halfkelly_intrinsic_pct":0},{"strike":7.5,"premium":0.46,"iv":0.987,"vol":0.6,"target":1.3800000000000001,"paths":50000,"stop_pct":87.952,"target_pct":4.74,"win_pct":10.734,"mean_pnl":-24.383064330363478,"p05":-47,"halfkelly_intrinsic_pct":0},{"strike":7.5,"premium":0.46,"iv":0.987,"vol":0.8,"target":1.3800000000000001,"paths":50000,"stop_pct":83.27799999999999,"target_pct":8.886,"win_pct":15.272,"mean_pnl":-15.686818001738766,"p05":-44.50540413395324,"halfkelly_intrinsic_pct":0}]
https://runway.adityaperswal.workers.dev/data/stock-bars
More