Notes

A news scan found the data line: Measured 2026-09-19; Sep 2021-Sep 2026 adjusted open/prior close-1, static 93.33 per EEM/QQQ/IWM. Calendar classification excludes first row and 14 two-day holiday gaps. 2026 is descriptive split, NOT unseen validation. The data shows the following statistics: there are 260 data points, the mean gap percentage is -0.03653175116134589 for EEM, -0.009916326562485712 for QQQ, and 0.02531642002759746 for IWM, the 1st percentile gap percentage is -3.1944320788274485 for EEM, -3.2164921349412894 for QQQ, and -2.4334041841905396 for IWM, and the worst gap percentage is -5.259184700553609 for EEM, -5.357022225224606 for QQQ, and -5.27219225110348 for IWM. Additionally, 31.153846153846153 percent of the gaps were joint negative, the mean dollar value of the basket is -0.019722176127895324, the 1st percentile dollar value of the basket is -6.646304390396214, and the worst dollar value of the basket is -14.828642951783687, with the worst date being 2024-08-05 00:00:00. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

A joint gap diagnostic was measured on 2026-09-19. The diagnostic looked at the adjusted open and prior close from September 2021 to September 2026, with a static value of 93.33 for the stocks EEM, QQQ, and IWM. This means that the diagnostic used a fixed value of 93.33 to compare the opening and closing prices of these stocks. The calendar classification excluded the first row and 14 two-day holiday gaps. The year 2026 is used to describe the split of data, but it is not used for validation that has not been seen before. The results of the diagnostic are as follows: there were 1254 measurements, the average gap percentage was 0.0124 for EEM, 0.0412 for QQQ, and 0.0448 for IWM, the 1st percentile gap percentage was -2.8203 for EEM, -2.3520 for QQQ, and -2.4513 for IWM, the worst gap percentage was -5.7372 for EEM, -5.3570 for QQQ, and -5.2722 for IWM, 29.03 percent of the gaps were negative, the average dollar value of the basket was 0.0919, the 1st percentile dollar value was -6.0450, and the worst dollar value was -14.8286, with the worst date being 2024-08-05. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all

On September 19, an audit of all explicit splits, dividends, and spin-offs was conducted. The audit found that the prices of certain stocks, including XLK, XLE, and XLU, had changed significantly between December 4 and December 5. For example, XLK's closing price on December 4 was 289.92, and on December 5 it was 146.02. Similarly, XLE's prices were 90.2 and 44.91, and XLU's prices were 85.62 and 42.41. However, the raw prices, which are the exact prices before any adjustments, were slightly different, with XLK's prices being 291.07 and 146.60, XLE's prices being 92.22 and 45.92, and XLU's prices being 87.42 and 43.30. These raw prices confirmed that a dividend adjustment had been made, but a split adjustment was missing. A search of SSGA's indexed primary FAQ found that a 2:1 split was effective on December 5 for 5 ETFs, which was also announced by the issuer and syndicated on Nasdaq. To repair the data, the prices and volumes of the affected stocks before December 5 need to be divided by 2, and the volumes need to be multiplied by 2. This repair restores the prior leaders, although there may be slight rounding differences compared to prior tables. The unrepaired diagnostic rank of XLV, XLF, and XLK, and the 19.97 size, were discarded and are not a trade signal. https://docs.alpaca.markets/us/reference/stockbars ; https://www.ssga.com/us/en/intermediary/library-content/products/fund-docs/etfs/us/information-schedules/select-sector-spdr-fund-share-splits-faq.pdf ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: it is about the XLE P90 overlap regime and block-bootstrap sensitivity. The data includes the following information: the number of observations is 1255, the p90 value is 0.20627946697730823, the acf1 value is 0.9748081682080109, and the acf60 value is -0.12482840657908832. The offset p90 min median max values are 0.12392865415798004, 0.19552896672617723, and 0.24968612680477076. The offset n min max values are 20 and 21. The older half p90 value is 0.22269288255238537 and the newer half p90 value is 0.18233404201548903. The leave year out values for the years 2021 to 2026 are 0.2036431219046647, 0.17519362546381384, 0.22238882296650725, 0.22243843062200966, 0.22238882296650725, and 0.19487184664674362. The upper decile by year values for the years 2021, 2022, 2024, and 2026 are 10, 73, 2, and 41. The bootstrap 95 values for 20, 60, and 120 are [0.16605425949864705, 0.20453341615098922, 0.24985695212664516], [0.14739767150232194, 0.2043976932301423, 0.26412171988291455], and [0.14212454570194932, 0.20321176874831218, 0.2589157204541819]. The return units are decimal, and 3000 circular bootstrap replicates per block 20/60/120 were used, with a seed of 91904 reset per ETF, measured on September 19. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the XLV P90 overlap regime and block-bootstrap sensitivity analysis returned the following results: there were 1255 data points, the P90 value was 0.10628648222527133, the autocorrelation at lag 1 was 0.9767550143797402, and the autocorrelation at lag 60 was -0.32484219364630523. The minimum, median, and maximum offset P90 values were 0.07039871123640751, 0.09249751257543914, and 0.12422676661087251, respectively. The minimum and maximum offset n values were 20 and 21. The P90 value for the older half of the data was 0.09514834717300047, and for the newer half it was 0.11697691959646227. The leave year out analysis resulted in the following P90 values: 0.10663103118974328 for 2021, 0.11218149667204223 for 2022, 0.11296347014512689 for 2023, 0.10278441966166806 for 2024, 0.10235109399192747 for 2025, and 0.09482247136564981 for 2026. The upper decile by year was: 5 for 2021, 8 for 2022, 3 for 2023, 31 for 2024, 34 for 2025, and 45 for 2026. The bootstrap 95 percent results were: for block 20, the values were 0.08254265328861782, 0.1052125758748251, and 0.12443849761481059, for block 60, the values were 0.07382751131001285, 0.1052125758748251, and 0.1258691272987198, and for block 120, the values were 0.07376798285889175, 0.10599665118773693, and 0.12580599963587005. The return units are decimal, and 3000 circular bootstrap replicates were used per block, with a seed of 91904 reset per ETF. This analysis was measured on September 19 and describes quantile sensitivity, not live hit odds. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: it is about the XLK fund, which had a P90 value of 0.18362192237650138. P90 is a measure of the fund's performance, specifically the percentage of times it meets a certain threshold. The data also includes an autocorrelation factor, or acf, which measures how well the fund's performance is correlated with its past performance, with acf1 being 0.97755031170392 and acf60 being -0.154331148854222. The offset p90 min median max values are 0.12983217046954554, 0.17041569602903817, and 0.2716355318337782. The offset n min max values are 20 and 21. The older half p90 is 0.17104538294235874 and the newer half p90 is 0.2255407593190792. The leave year out values for 2021, 2022, 2023, 2024, 2025, and 2026 are 0.18519627126301016, 0.19804363067618866, 0.1672804081136634, 0.19211006620170004, 0.17945582251650152, and 0.16726049750318306. The upper decile by year values for 2021, 2023, 2024, 2025, and 2026 are 2, 36, 10, 30, and 48. The bootstrap 95 values for 20, 60, and 120 are [0.1451187862573803, 0.18244456425193814, 0.24908277757568745], [0.1346859989330099, 0.17986796271983058, 0.25977077638709045], and [0.1367852549635676, 0.18137673571047444, 0.2610693731957539]. The return units are in decimal form. The analysis used 3000 circular bootstrap replicates per block, with block sizes of 20, 60, and 120, and a seed of 91904, which was reset per ETF. The analysis was descriptive, measuring quantile sensitivity, not live hit odds, and was measured on September 19. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the XLU symbol had a date of 2026-09-18, with 1336 bars, a close of 41.1, and returns of -0.06633348477964562, -0.07598920863309344, -0.10496515679442509, and 0.0017060687301975186. The average return was -0.06139544536924166. The simple moving average, or sma, over 200 days was 44.222125. The average true range, or atr, over 20 days was 0.6355299999999993. The highest price over 20 days was 43.96. This investment was not eligible. The 90th percentile, or p90, was 0.10239288498446239, based on 1255 data points. The worst gap was -0.020194072908471083. The risk fraction was 0.1328334306569343. The stop price was 39.82894 and the target price was 45.30834757286141. The rank of all investments was 11, but the rank of eligible investments was not available. The notional value was 0 and the stress loss was 0. This data was measured on September 19 at 04UTC. The system for processing investment data, or SIP, was adjusted to account for a 2:1 split in XLU on December 5, 2025. The data source included 1336 bars and the gain was calculated from September 19, 2021. This was the primary source of bar data and was not validated independently against a total return index. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the XLY fund, which is a symbol for a consumer discretionary sector fund, had a signal completed on September 18, 2026. The signal was based on 1336 bars of data, with a close price of 111.03. The returns for the fund were -0.06374905135340247, -0.050457538698366555, 0.016199890170236042, and -0.07359198998748429. The average return was -0.04289967246725432. The simple moving average, or sma, over 200 days was 116.57710000000002. The average true range, or atr, over 20 days was 1.5072499999999984. The highest price over 20 days was 118.79. The fund was not eligible, with a p90 value of 0.14893304858297668 and a p90_n value of 1255. The worst gap was -0.05424200278164115 and the risk fraction was 0.13768894985968402. The stop price was 108.0155 and the target price was 127.5660363841679. The fund was ranked 10th overall, but its rank among eligible funds was not available. The notional value was 0 and the stress loss was 0. This data was measured on September 19 at 04UTC. The data was adjusted for a 2:1 split in XLK, XLE, and XLU on December 5, 2025, but not for XLB and XLY, which were already continuous. The data came from the primary bar feed and included 1336 bars of data, with gain endpoints since September 19, 2021. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the symbol is XLC, the date is 2026-09-18, and the number of bars is 1336. The closing price was 110.81. The returns were -0.0045813869924541395, 0.01502244206283776, -0.014934660858742954, and -0.055730720068172035. The average return 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. This investment was not eligible. The p90, a measure of the 90th percentile, was 0.13790962490769748, based on 1255 data points. The worst gap, or largest loss, was -0.057623380204025465. The risk fraction, a measure of risk, was 0.14590867640884983. The stop loss, or price at which to sell, was 107.596. The target price was 126.09176553602195. The rank of all investments was 9, but the rank of eligible investments was not available. The notional, or total, value was 0, and the stress loss, or loss in a stressful market, was 0. This data was measured on September 19 at 04UTC. The data was adjusted for a 2:1 split on December 5, 2025, in XLK, XLE, and XLU, but not in XLB and XLY, which were already continuous. The data source included all 1336 bars, and the gain was calculated from September 19, 2021. This was the primary bar feed, and not an independent validation of the total return index. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the XLRE fund, which is a real estate exchange-traded fund, had a signal and size decision on September 18, 2026. The details are as follows: the symbol is XLRE, the date is September 18, 2026, and there were 1336 bars of data. The closing price was 42.53. The returns were -0.054678817515003364, -0.021849126034958477, 0.030281007751937983, and 0.04676347526458269. The average return was 0.0001291348666397074. The simple moving average, or sma, over 200 days was 42.77705. The average true range, or atr, over 20 days was 0.5022400000000001. The highest price over 20 days was 45.465. The fund was not eligible. The percentage of returns above 90, or p90, was 0.10853497921567627, which was calculated over 1255 data points. The worst gap, which is the largest negative difference between two consecutive prices, was -0.026175063326766113. The risk fraction, which is a measure of risk, was 0.12625633670350342. The stop price, which is the price at which to sell the fund, was 41.52552. The target price, which is the desired price, was 47.14599266604271. The fund was ranked 8th overall, but its rank among eligible funds was not available. The notional value, which is the total value of the fund, was 0, and the stress loss, which is the loss in a stressful market, was 0. This data was measured on September 19 at 04UTC. The data was adjusted for a 2:1 split in XLK, XLE, and XLU on December 5, 2025, but not for XLB and XLY, which were already continuous. The data came from the primary bar feed and included 1336 bars of data since September 19, 2021. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for XLP, which is a symbol for a consumer staples exchange-traded fund, with the following information: the signal was completed on September 18, 2026, with 1336 bars, or data points, and a closing price of 82.8. The returns were -0.0432170094753872, 0.0008461259518917075, 0.02285361334156888, and 0.060586653003714686, with an average of 0.010267345705447017. The simple moving average, or sma, over 200 days was 82.96825000000001, and the average true range, or atr, over 20 days was 0.89176. The highest price over 20 days was 87.465, and the signal was not eligible. Other data points included a p90 value of 0.07653027888248405, a p90_n value of 1255, a worst gap of -0.02374043787918756, a risk fraction of 0.12438608695652174, a stop price of 81.01648, and a target price of 89.13670709146967. The rank of all signals was 7, but the rank of eligible signals was not available. The notional value was 0, and the stress loss was 0. This data was measured on September 19 at 04UTC, with a system information protocol, or SIP, adjustment of all, and a manual normalization of a 2:1 split on December 5, 2025, for XLK, XLE, and XLU, but not XLB and XLY, which were already continuous. The data source was the full 1336 bars, with gain endpoints since September 19, 2021, using the primary bar feed, but not independent total-return-index validation. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: the symbol XLI had a date of 2026-09-18, with 1336 bars, a close of 169.75, and returns of -0.06705138774388564, -0.059400454369147204, 0.04013480392156876, and 0.1375820935531431. The average was 0.012816263840419756. A simple moving average, which is a way to smooth out price data, of 200 days was 171.1439. The average true range, which measures price volatility, over 20 days was 2.3982499999999987. The highest price over 20 days was 181.24. The signal was not eligible. The 90th percentile, which is a measure of the data's distribution, was 0.12087676778130486, based on 1255 data points. The worst gap, or biggest price jump, was -0.03352168601099581. The risk fraction, which is a measure of potential loss, was 0.13043063328424154. The stop, or sell price, was 164.9535, and the target, or buy price, was 190.2688313308765. The rank of all signals was 6, but the rank of eligible signals was not available. The notional, or total value, was 0, and the stress loss, or potential loss in extreme conditions, was 0. This data was measured on September 19 at 04UTC. The data was adjusted for a stock split, which is when a company increases its number of shares, that occurred on December 5, 2025, and only affected the XLK, XLE, and XLU symbols. The data source included all 1336 bars, and the gain was calculated from September 19, 2021. The data came from the primary bar feed, but was not validated against an independent total return index. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for XLB on September 18, 2026, which includes the following information: the symbol is XLB, the date is 2026-09-18, and the number of bars is 1336. The closing price was 49.99. The returns were -0.048172124904798164, -0.03157690817512582, 0.05575501583949305, and 0.12034961900493069. The average return was 0.02408890044112494. The simple moving average, or sma, over 200 days was 50.17395. The average true range, or atr, over 20 days was 0.7882599999999993. The highest price over 20 days was 54.19. The signal was not eligible. The p90 value was 0.10256225702685517, which is a measure of the 90th percentile of returns. The p90_n value was 1255. The worst gap was -0.0319924723594448. The risk fraction was 0.13338303660732145. The stop loss price was 48.41348000000001 and the target price was 55.11708722877249. The rank of all signals was 5, but the rank of eligible signals was not available. The notional value was 0 and the stress loss was 0. This data was measured on September 19 at 04UTC. The data was adjusted for a 2:1 split in XLK, XLE, and XLU on December 5, 2025, but not for XLB and XLY, which were already continuous. The data source included 1336 bars and the gain endpoints were since September 19, 2021. This was the primary bar feed and did not include independent total-return-index validation. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for XLF on September 18, 2026, which includes the following information: the symbol is XLF, the date is 2026-09-18, and the number of bars is 1336. The closing price was 55.86. The returns were -0.028183716075156573, 0.04645934807043828, 0.1500926497838171, and 0.049014084507042144. The average return 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. This investment was eligible, with a p90 of 0.11838838877512908, which is a measure of the investment's performance over a certain period, and p90_n of 1255. The worst gap, or largest price drop, was -0.03900853311661934. The risk fraction, which is a measure of the investment's risk, was 0.12784140708915148. The stop, or price at which to sell, was 54.44231, and the target, or desired price, was 62.47317539697871. This investment was ranked 4 out of all investments and 4 out of eligible investments. The notional, or total value, was 0, and the stress loss, or potential loss in extreme conditions, was 0. This data was measured on September 19 at 04UTC. The data was adjusted for a 2:1 split in XLK, XLE, and XLU on December 5, 2025, but not for XLB and XLY, which were already continuous. The data comes from the primary bar feed and includes 1336 bars, with gain endpoints since September 19, 2021. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading signal for the ticker XLV was completed on September 18, 2026. The signal was based on 1336 bars of data, with a closing price of 168.39. The returns were -0.0415, 0.1321, 0.1584, and 0.2487, with an average of 0.1244. The simple moving average, or sma, over 200 days was 155.18. The average true range, or atr, over 20 days was 2.1655. The highest price over 20 days was 175.82. The signal was eligible, with a p90 value of 0.1063, which is a measure of the signal's reliability. The worst gap, or largest loss, was -0.0264. The risk fraction, or amount of risk taken, was 0.1281. The stop loss, or price at which to sell, was 164.06, and the target price was 186.29. The signal was ranked 3 out of all signals, and 3 out of eligible signals. The notional value, or total investment, was 86.66, and the stress loss, or potential loss in a stressful market, was 11.11. The signal was measured on September 19 at 04UTC, and was adjusted for a 2:1 split in XLK, XLE, and XLU on December 5, 2025. The data source was the primary bar feed, and the gain endpoints were since September 19, 2021. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for XLE on September 18, 2026, which includes the following information: the symbol is XLE, the date is 2026-09-18, and the closing price was 64.31. The returns were 0.011481597986788383, 0.20453268402322533, 0.09837745516652441, and 0.47381689011114947, with an average of 0.1970521568219219. The simple moving average, or sma, over 200 days was 55.314825, and the average true range, or atr, over 20 days was 1.2647249999999997. The highest price over 20 days was 66.17. The data also shows that XLE is eligible, with a p90 value of 0.20627946697730823, which is a measure of the 90th percentile of returns, and p90_n of 1255. The worst gap was -0.0579273396952954, and the risk fraction was 0.15563000797425539. A stop, or price level to sell at, was set at 61.780550000000005, and a target, or desired price, was set at 77.5758325213107. XLE was ranked 2 out of all and eligible options. The notional, or total, value was 86.66, and the stress loss, or potential loss in stressful conditions, was 13.486896491048972. This data was measured on September 19 at 04UTC, and includes a SIP adjustment, which is a type of data adjustment, and a manual normalization for a 2:1 split on December 5, 2025, in XLK, XLE, and XLU. The data source is full 1336 bars, with gain endpoints since September 19, 2021, and is from the primary bar feed, but is not an independent total-return-index validation. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for XLK, a technology sector exchange-traded fund, with the following information as of September 18, 2026: the closing price was 189.6, the average return was 0.2003611920730362, and the 200-day simple moving average, a measure of the trend over time, was 162.235625. The average true range, a measure of volatility, over 20 days was 3.1444999999999963. The highest price over 20 days was 189.81. The fund was eligible for investment, with a risk fraction of 0.15920285739498102. The stop-loss price, the price at which to sell to limit losses, was 183.311, and the target price, the expected price, was 224.41471648258465. The fund was ranked first among all and eligible funds. The notional value, the total value of the investment, was 86.66, and the stress loss, the potential loss in extreme conditions, was 13.796519621849056. This data was measured on September 19 at 04UTC, with a note that the data was adjusted for a 2:1 split in XLK on December 5, 2025. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about a completed-bar mandate signal and conditional size for ETH/USD at 04UTC. Measured on 2026-09-19, with an endpoint cutoff of 2026-09-18T23:59:59Z, the data includes annual intervals of 252 out of 365 days, using an arithmetic 20 true-range, also known as average true range or ATR, which is a measure of volatility. It also uses a simple moving average, or SMA, of 200 days, and a five-year 60-bar fractional return at the 90th percentile, or P90. The details are as follows: the symbol is ETH/USD, the date is 2026-09-18 00:00:00+00:00, with 1936 bars, a close price of 2612.4025, an annual return of -0.43082804809764197, an SMA of 2070.4311531083276, an ATR of 102.69994243532499, a P90 of 0.42387299348060825, a P90 count of 1826, a high of 2664.8535 over the last 20 days, with the price currently above the SMA, a rank of 7, a size of 0, a stop loss at 2407.00261512935, and a target price of 3719.729367851225. https://runway.adityaperswal.workers.dev/data/crypto-bars?timeframe=1Day

A news scan found the data line for BTC/USD with a completed-bar mandate signal and conditional size as of 2026-09-19. The data includes the endpoint cutoff of 2026-09-18T23:59:59Z, using annual 252/365 intervals, arithmetic 20 true-range ATR, Simple Moving Average SMA200, and five-year 60 bar fractional return P90. The details are: symbol BTC/USD, date 2026-09-18 00:00:00+00:00, bars 1936, close price 80872.5325, annual return -0.3095310208682954, SMA 70400.16140458945, ATR 2297.23361440355, P90 0.36778582915826996, P90_n 1826, high20 82233.502538071, above true, rank 6, size 0, stop 76278.0652711929, and target 110616.30392164165. https://runway.adityaperswal.workers.dev/data/crypto-bars?timeframe=1Day

A news scan found the data line for TLT as of 04:00 UTC on 2026-09-18. The data includes the symbol TLT, the date 2026-09-18, 1332 bars, a close price of 81.25, an annual return of -0.05709643727515379, a simple moving average of 84.36059999999999, an average true range of 0.6628700000000016, a 90th percentile return of 0.06150557763249668, 1255 periods for this return, a high of 83.28 over 20 periods, a signal that the price is not above a certain level, a null rank, a size of 0, a stop loss at 79.92426, and a target price of 86.24732818264036. The measurement was taken on 2026-09-19, with an endpoint cutoff of 2026-09-18T23:59:59Z, using annual intervals of 252 out of 365 days, arithmetic true range, a simple moving average of 200 periods, and a five-year return over 60 bars. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the data line: Measured 2026-09-19, endpoint cutoff 2026-09-18T23:59:59Z, for the EFA symbol. The data shows annual return over 252 or 365 intervals, using arithmetic true-range, a type of volatility measure, and SMA200, a 200-day simple moving average. It also shows a five-year 60-bar fractional return at the 90th percentile, meaning 90% of returns were below this level. The details are: symbol EFA, date 2026-09-18 04:00:00+00:00, with 1332 bars, a close price of 104.97, an annual return of 0.16737099644128106, a simple moving average of 101.03105, an average true range of 1.0289949999999997, a 90th percentile return of 0.09630282889112697, 1255 days to reach this percentile, a high price over 20 days of 108.83, the price is above a certain level, a rank of 5, a size of 0, a stop loss at 102.91201, and a target price of 115.0789079487016. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data: Measured on 2026-09-19, the endpoint cutoff was 2026-09-18T23:59:59Z. This uses annual intervals of 252 out of 365 days, which is a common trading year, and an arithmetic true-range average, also known as average true range or ATR, a measure of price movement. It also uses a simple moving average, or SMA, of 200 days and a five-year return at the 90th percentile, or P90. The data for the SPY symbol on 2026-09-18 at 04:00:00+00:00 is as follows: the closing price was 761.69, the annual return was 0.17127216250711208, the SMA was 712.4730999999999, the ATR was 6.002450000000005, the P90 return was 0.10841930825440019, the number of days for the P90 return was 1255, the high price over 20 days was 773.38, the price was above a certain level, the rank was 4, the size was 0, the stop loss was 749.6851, and the target price was 844.2719029042942. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline about a completed-bar mandate signal and conditional size for GLD. Measured on 2026-09-19, the endpoint cutoff was 2026-09-18T23:59:59Z. This uses annual intervals of 252 out of 365 days, which is a common trading year, and an arithmetic true-range average, also known as average true range or ATR, a measure of price movement. It also uses a simple moving average, or SMA, over 200 days and a five-year return at the 90th percentile, or P90. The data for GLD on 2026-09-18 at 04:00:00 was: symbol GLD, date 2026-09-18 04:00:00, 1332 bars, close price 401.17, annual return 0.1905214114016085, SMA 416.22065, ATR 7.923445000000004, P90 0.16781703911009302, P90 count 1255, high price over 20 days 429.42, not above, no rank, size 0, stop price 385.32311, target price 468.49316157979604. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline is not available, but a data line was found with the following information: Measured on 2026-09-19, the endpoint cutoff was 2026-09-18T23:59:59Z. This uses annual intervals of 252 out of 365 days, which is a common way to calculate years in trading, and an arithmetic method to calculate the true range, also known as the average true range or ATR, which measures price volatility. It also uses a simple moving average, or SMA, over 200 days and a five-year return with a 60-bar fractional return at the 90th percentile, or P90. For the symbol IWM, on 2026-09-18 at 04:00:00, the data was as follows: the close price was 284.1, the annual return was 0.20131929468476484, the SMA was 273.51065, the ATR was 3.2170000000000045, the P90 was 0.12821050854556687, the number of days for P90 was 1255, the high price over 20 days was 299.61, the price was above a certain level, the rank was 3, the size was 93.33, the stop loss was 277.666, and the target price was 320.5246054777956. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all