Notes

The training period is from 2016-01-05 05:00:00+00:00 to 2024-12-31 05:00:00+00:00, and the holdout period is from 2025-01-02 05:00:00+00:00 to 2026-09-17 04:00:00+00:00. The training period has 2263 data points and the holdout period has 428 data points. The correlation between EEM, QQQ, and IWM during the training period is as follows: EEM and EEM have a correlation of 1, EEM and QQQ have a correlation of 0.7194231867317472, EEM and IWM have a correlation of 0.6896574426195681, QQQ and QQQ have a correlation of 1, QQQ and IWM have a correlation of 0.7565802944944765, and IWM and IWM have a correlation of 1. During the holdout period, the correlations are: EEM and EEM have a correlation of 1, EEM and QQQ have a correlation of 0.7721953006266208, EEM and IWM have a correlation of 0.6828912251927939, QQQ and QQQ have a correlation of 1, QQQ and IWM have a correlation of 0.8023949902622183, and IWM and IWM have a correlation of 1. Over the last 60 days, the correlations are: EEM and EEM have a correlation of 1, EEM and QQQ have a correlation of 0.8327604099393338, EEM and IWM have a correlation of 0.6344509081692878, QQQ and QQQ have a correlation of 1, QQQ and IWM have a correlation of 0.7112755394450067, and IWM and IWM have a correlation of 1. During downside periods, the correlations are: EEM and EEM have a correlation of 1, EEM and QQQ have a correlation of 0.5786141332673607, EEM and IWM have a correlation of 0.39363367168552776, QQQ and QQQ have a correlation of 1, QQQ and IWM have a correlation of 0.6424523476417057, and IWM and IWM have a correlation of 1, with 189 data points. These measurements were taken at 06UTC on Sep 18 from completed SIP adjusted bars. The current notionals for EEM, QQQ, and IWM are 89.95, 103.11, and 83.46 respectively, which were selected retrospectively for historical risk diagnostic purposes, not for independent strategy performance or live exit probabilities. Daily marks do not include execution and intraday risk, and scenario costs are assumed to be 50 basis points. https://runway.adityaperswal.workers.dev/data/stock-bars

On September 18 at approximately 06:02 UTC, the system had 0 open or pending trades and 2 closed trades. The price of FRO moved from 44.49 to 46.18 and the price of STNG moved from 79.76 to 80.36, both due to operator liquidation on September 4. There were no natural stops or target outcomes, and no losing trades to use for calculating the Kelly criterion, which is a formula to determine the optimal size of a trade. A job numbered 265 ended at 05:16 UTC with 0 exits out of 7 attempts and 46 remaining. The output includes data on all 10 symbols and links to ACP and SEC, but does not include the full original data. Jobs 18, 36, and 214 are also active. The current allocation of funds is 101.99, replacing the older allocation of 170.20. runway:query_trades?fund=supply;runway:list_jobs?fund=supply

A news scan found the data line for ETH/USD as of September 17, 2026, with a closing price of 2445.7245. The return percentage is -46.74130474547925, which means the value decreased by that amount. The simple moving average, or sma, over 200 days is 2067.5034881083275. The average true range, or atr, over 20 days is 93.71921616629997. The percentage of days with a price above a certain level, or p90 pct, is 42.543852520870196. The highest price in the last 20 days, or high20, is 2664.8535. A stop, or a price to sell at, is 2258.2860676674, and a target, or a desired price, is 3486.22992434679. The R value, a measure of risk, is 5.551185055263725. The proposed size, or amount to invest, is 0. This data was measured on September 18 at 06UTC and completed through September 17. The data is based on 252 out of 365 return intervals, using arithmetic calculations for the last 20 days, or TR20, and the simple moving average over 200 days, or SMA200. The percentage change over a 60-day period, or rolling60bar percentage, is also considered, with endpoints starting from September 18, 2021. The adjusted close is used as a proxy for total return, but it is not a reconstruction of independent reinvestment. The proposed size is just a suggestion and no actual investment has been made. The stress, or risk, carried forward from a previous analysis, number 3293, is used, rather than being remeasured on the same day. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline is not available, but a data line shows information about the BTC/USD symbol. The data includes the date 2026-09-17 00:00:00+00:00, close price of 76356.6755, and return percentage of -34.45640525971621. The simple moving average, or sma, over 200 periods is 70340.00431958945, and the average true range, or atr, over 20 periods is 2087.10826440355. Other data points include a high price over 20 periods of 82233.502538071, a stop price of 72182.4589711929, and a target price of 104460.01596780063. The R value is 6.7326024593726475, and the proposed size is 0. The rank is 6. This data was measured on September 18 at 06UTC and is based on information through September 17. The calculation uses a total-return proxy, which is a way to estimate the return on an investment, and includes adjustments for exchange-traded funds, or ETFs, and crypto native investments. The data also includes return intervals over 252 and 365 days, and uses arithmetic calculations for the true range over 20 periods, or TR20, and the simple moving average over 200 periods, or SMA200. The percentage of returns over 90, or P90, is also calculated over a rolling 60-bar period, starting from 2021-09-18. The size proposed is not a guaranteed fill, and the stress from a previous analysis, number 3293, is carried over and not remeasured during the day. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data line for TLT: the symbol is TLT, it has 2692 bars, the date is 2026-09-17 04:00:00+00:00, the close price is 81.78, the return percentage is -5.336265771501325, the simple moving average over 200 days, or sma200, is 84.3833, the average true range over 20 days, or atr20, is 0.6713750000000018, the percentage of days with a return above 90%, or p90_pct, is 6.153143932949214, the highest price over 20 days, or high20, is 83.28, the stop price is 80.43724999999999, the target price is 86.81204110836586, the ratio, referred to as R, is 3.7475636629051223, the proposed size is 0, and the rank is null. This data was measured on September 18 at 06UTC and is complete through September 17. The system uses a specific method to adjust for exchange-traded funds, or ETFs, and cryptocurrency. It looks at 252 out of 365 return intervals, uses an arithmetic method to calculate the total return over 20 days, or TR20, and the simple moving average over 200 days, or SMA200, and calculates the rolling 60-bar percentage of days with a return above 90%, or P90, since September 18, 2021. The system uses an adjusted close price as a proxy for total return, but this is not a reconstruction of independent reinvestment. The proposed size is based on analysis, but no trades have been executed. The stress, referred to as g, is carried over from a previous analysis, number 3293, and was not remeasured during the day. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for the GLD fund as of September 17, 2026, at 04:00:00 UTC. The data shows the symbol is GLD, with 2692 bars, a close price of 398.36, and a return percentage of 17.306163314585255. The simple moving average, or sma, over 200 days is 416.16355. The average true range, or atr, over 20 days is 8.003945000000005. The percentage of returns over 90 days, or p90 pct, is 16.786147299684146. The highest price over 20 days, or high20, is 429.42. The stop price is 382.35211 and the target price is 465.2292963830218. The risk-to-reward ratio, or R, is 4.177271107124157. The proposed size is 0. The data was measured on September 18 at 06:00 UTC and covers the period through September 17. The calculation method uses 252 out of 365 return intervals, with an arithmetic total return over 20 days, or TR20, and a simple moving average over 200 days, or SMA200. The rolling 60-bar percentage, or P90, endpoints have been used since September 18, 2021. The adjusted close is used as a proxy for total return, but this is not a reconstruction of independent reinvestment. The proposed size is based on analysis, but no actual trades have been made. The stress level, or g, is carried over from a previous analysis, number 3293, and has not been remeasured during the day. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for the EEM symbol, which is an ETF, or exchange-traded fund, a type of investment fund. The data shows that as of September 17, 2026, at 04:00:00, the closing price was 66.91. The return percentage was 28.65%. The simple moving average, or sma, over 200 days was 62.02. The average true range, or atr, over 20 days was 0.95. The percentage of days with a return above 90%, or p90, was 10.72%. The highest price over 20 days was 69.13. A stop, or stop-loss order, was set at 65.00, and a target price was set at 74.08. The risk-to-reward ratio, or R, was 3.76. The proposed size, or amount to invest, was 89.95. The rank, or position in a list, was 1. The stress fraction, a measure of risk, was 0.28, and the stress loss, a potential loss, was 25.00. The stop-loss percentage was 2.56, and the target gain percentage was 9.64. This data was measured on September 18 at 06:00:00, and covers the period up to September 17. The data uses a specific set of rules, including a 252/365 return interval, and an arithmetic total return, or TR, over 20 days. The simple moving average, or SMA, over 200 days is also used, as well as a rolling 60-bar percentage, and P90 endpoints, since September 18, 2021. The adjusted close total return proxy is used, which is not an independent reinvestment reconstruction. The proposed size is just a suggestion, and no actual investment has been made. The stress g, a measure of risk, was carried over from a previous analysis, number 3293, and was not remeasured on this day. https://runway.adityaperswal.workers.dev/data/stock-bars

A trading signal for the EFA symbol was completed at 06UTC. The signal is based on data from September 17, 2026, when the closing price was 106.04. This represents a 17.48% return. The simple moving average over 200 days, or sma200, is 100.96. The average true range over 20 days, or atr20, is 0.99. The 90th percentile, or p90_pct, is 9.63. The highest price over 20 days, or high20, is 108.83. The stop loss price is 104.06 and the target price is 116.25. The risk-to-reward ratio, or R, is 5.15. The proposed size of the trade is 0. The rank of the trade is 4. This signal was measured on September 18 at 06UTC and is based on data from September 17. The signal uses a specific set of rules, including a 252/365 return interval, which means the return is calculated over 252 out of 365 days. The signal also uses an arithmetic total return, or TR20, and a simple moving average, or SMA200, over a 60-bar period. The percentage change is calculated over a rolling 60-bar period, with the 90th percentile, or P90, as an endpoint. This method has been used since September 18, 2021. The adjusted close is used as a proxy for total return, but it is not a reconstruction of independent reinvestment. The proposed size of the trade is based on analysis, but no actual trades have been made. The stress from previous analysis, number 3293, is carried over, but it is not remeasured intraday. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for the IWM symbol: the daily signal was completed on September 17, 2026, at 04:00:00 UTC. The close price was 285.43, with a return percentage of 21.006443954553177. The simple moving average over 200 days, or sma200, was 273.30589999999995. The average true range over 20 days, or atr20, was 3.3055000000000065. The percentage of days with a return above 90%, or p90_pct, was 12.827297936488211. The highest price over 20 days, or high20, was 299.61. The stop loss price was 278.819 and the target price was 322.0429565001183. The risk-to-reward ratio, or R, was 5.5381873393008965. The proposed size of the trade was 83.46. This data was measured on September 18 at 06:00 UTC and covers the period up to September 17. The system uses a specific set of rules, including a 252/365 return interval, which means it looks at returns over 252 trading days out of a possible 365 days in a year. It also uses an arithmetic total return over 20 days, or TR20, and a simple moving average over 200 days, or SMA200. The system calculates the percentage of returns above 90% over a rolling 60-bar period, or P90, since September 18, 2021. The close prices are adjusted for dividends and splits, but do not include independent reinvestment of dividends. The proposed size of the trade is based on analysis, but no actual trades have been made. The stress level, or g, is carried over from a previous analysis, number 3293, and was not remeasured on this day. https://runway.adityaperswal.workers.dev/data/stock-bars

A daily signal for the QQQ symbol was completed on September 17, 2026, at 04:00:00 UTC. The signal had a close price of 716.92 and a return percentage of 21.85%. The simple moving average over 200 days, or sma200, was 661.24. The average true range over 20 days, or atr20, was 8.32. The percentage of days with a return above 90%, or p90_pct, was 16.17%. The highest price over 20 days, or high20, was 724.13. A stop loss was set at 700.28 and a target was set at 832.84. The risk-to-reward ratio, or R, was 6.97. A proposed size of 103.11 was determined. The rank was 2 and the g, or stress level, was 0.11. The stress fraction was 0.24 and the stress loss was 25.00. The stop loss percentage was 2.39 and the target gain percentage was 16.67. This signal was measured on September 18 at 06:00 UTC and was completed through September 17. The signal used an adjustment for exchange-traded funds, or ETFs, and native crypto data. The return intervals were calculated over 252 and 365 days, using an arithmetic true range over 20 days, or TR20, and a simple moving average over 200 days, or SMA200. The rolling 60-bar percentage used endpoints since September 18, 2021. The adjusted close total return proxy was used, which is not an independent reinvestment reconstruction. The proposed size is based on analysis and no fills have been made. The stress level, or g, was carried over from a previous analysis, number 3293, and was not remeasured intraday. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for the SPY symbol: the daily signal and conditional fractional size were completed at 06UTC. The data shows that as of September 17, 2026, at 04:00:00, the closing price was 760.71. The return percentage is 16.83. A simple moving average, which is a way to smooth out price changes, over 200 days, or sma200, is 712.03. The average true range, or atr20, which measures price volatility over 20 days, is 6.15. The percentage of price movements above a certain level, or p90_pct, is 10.84. The highest price over 20 days, or high20, is 773.38. The stop price, which is the price at which to sell, is 748.41. The target price, which is the desired price, is 843.19. The R value, which is a measure of the relationship between prices, is 6.70. The proposed size of the trade is 0. The rank of the trade is 5. This data was measured on September 18 at 06UTC and is complete through September 17. The data uses certain adjustments and calculations, including a 252/365 return interval, which is a way to measure returns over a specific period, and an arithmetic TR20, which is a way to calculate the average return over 20 days. The data also uses a rolling 60-bar percentage, which is a way to calculate the percentage change over a certain period, and a simple moving average over 200 days, or SMA200, since September 18, 2021. The data is based on an adjusted-close total-return proxy, which is a way to estimate returns, and is not an independent reinvestment reconstruction, which means it does not account for the effects of reinvesting returns. The proposed size of the trade is based on analysis and is not a guaranteed fill. The stress, or g, carried from analysis 3293, is not freshly remeasured intraday, which means it is based on previous analysis and not updated in real-time. https://runway.adityaperswal.workers.dev/data/stock-bars

On September 18 at 06UTC, a test was done to see if the system was working correctly. The test that only looked at the date and said the end date was September 18, 2026, did not work and gave a 403 error message, which means the system did not allow it. This is called a SIP entitlement issue, which refers to a system that helps manage and control access to certain information. However, when the test was done with specific times, September 17 at 23:59:59Z and September 20 at 00:00Z, it worked and gave a 200 message, which means the system allowed it and everything was okay. The system also checked the IEX, which is an exchange where stocks are traded, but it did not use the probe200, which is a test to see if the system is working. An old job, numbered 266, was stopped and its output was saved, but the output was cut off at the stock ticker XLF and was missing the end marker. A new job was tested locally and worked, with an exit code of 0, which means it was successful, and it had 1551 bytes of output and all 11 end markers were present. This new job also removed old, hardcoded sizes of 39.66 and used a specific cutoff time in UTC, which is a time standard used around the world. https://runway.adityaperswal.workers.dev/data/stock-bars

A simulation was run with the following parameters: it used 10000 paths, a seed of 91806, 252 history sessions, a horizon of 60, and a block of 5. The results for the basket were a range of -13.761056414003983 to 12.957375339944516 to 38.10545280256284. The negative fraction was 0.1903. The results were also broken down per symbol. For XLE, the stop fraction was 0.388, the target fraction was 0.2332, and the neither fraction was 0.3788, with a range of -6.375357170581709 to 6.312452718414754 to 22.81350421328447. For XLK, the stop fraction was 0.5787, the target fraction was 0.249, and the neither fraction was 0.1723, with a range of -6.631493072416815 to -4.243749870200858 to 20.839633354309434. For XLV, the stop fraction was 0.4614, the target fraction was 0.3066, and the neither fraction was 0.232, with a range of -4.501909204275528 to 0.3809418349380722 to 12.450141349553459. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following information: correlation60 is a measure of how closely two things move together over 60 days. The correlation60 for XLE, XLK, and XLV is as follows: XLE and XLE have a correlation of 1, XLE and XLK have a correlation of -0.2082951232936091, XLE and XLV have a correlation of -0.03413744863611698, XLK and XLE have a correlation of -0.2082951232936091, XLK and XLK have a correlation of 1, XLK and XLV have a correlation of -0.46618504559149226, XLV and XLE have a correlation of -0.03413744863611698, XLV and XLK have a correlation of -0.46618504559149226, XLV and XLV have a correlation of 1. Correlation252 is a measure of how closely two things move together over 252 days. The correlation252 for XLE, XLK, and XLV is as follows: XLE and XLE have a correlation of 1, XLE and XLK have a correlation of -0.179829764654577, XLE and XLV have a correlation of -0.04023223794244042, XLK and XLE have a correlation of -0.179829764654577, XLK and XLK have a correlation of 1, XLK and XLV have a correlation of -0.10724333544603175, XLV and XLE have a correlation of -0.04023223794244042, XLV and XLK have a correlation of -0.10724333544603175, XLV and XLV have a correlation of 1. Gap holdout is a test of a model, train_n is the number of training days, test_n is the number of testing days, train_min is the minimum value during training, test_min is the minimum value during testing, frozen_stress is a measure of risk, breaches is the number of times the model failed, test_p01 is a measure of the 1st percentile. The gap holdout results for XLE are: train_n is 902, test_n is 428, train_min is -0.049529267294310286, test_min is -0.0579273396952954, frozen_stress is 0.1, breaches is 0, test_p01 is -0.03611185070436171. The gap holdout results for XLK are: train_n is 902, test_n is 428, train_min is -0.06259270246217741, test_min is -0.04795771263815474, frozen_stress is 0.12518540492435482, breaches is 0, test_p01 is -0.033533697766059266. The gap holdout results for XLV are: train_n is 902, test_n is 428, train_min is -0.01975371985633656, test_min is -0.02644902894279455, frozen_stress is 0.1, breaches is 0, test_p01 is -0.014740617206684072. The selection margin pp is 7.923058976871805, the positive21 count is 3, the above sma, which is a moving average, is 7, the slot is 106.62, the deployment is 319.86, the cash is 20.110000000000014, the joint stress is 47.4139174434721. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLU Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates data via Alpaca SIP proxy, which is a service that provides stock market data, with one source and all data adjusted. The returns are given in decimal form and the average true range, a measure of volatility, over 20 days is arithmetic. The levels are based on closing prices, not quotes. The data for the symbol XLU includes 1331 bars, a close price of 41.69 on September 17, 2026, and returns of -0.0529, -0.0564, -0.0959, and 0.0186. The average return is -0.0466, the simple moving average over 200 days is 44.23335, and the average true range over 20 days is 0.6305. The highest price in the last 20 days is 44.26, and the symbol is not eligible. Other data points include a 90th percentile of 0.1023, a gap minimum of -0.0202 on January 27, 2025, a stress gap of 0.1, and a stress fraction of 0.1322. The stop price is 40.42894 and the target price is 45.95543, with a simple moving average distance of -0.0575 and a rank of 11 out of all symbols, but no rank among eligible symbols. The notional value is 0 and the stress loss is 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLU&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z

A news scan found the headline 'XLY Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates data via Alpaca SIP proxy, which is a service that provides stock market data, with one source and all data adjusted. The returns are calculated using decimal numbers and arithmetic average true range, which is a measure of stock volatility, over 20 days. The levels are based on closing prices, not quotes. The data for the symbol XLY includes 1331 bars, a close price of 111.39 on September 17, 2026, and returns of -0.0427, -0.0336, 0.0114, and -0.073. The average return is -0.0345, the simple moving average over 200 days is 116.61, and the average true range over 20 days is 1.56. The highest price in the last 20 days is 118.79, and the symbol is not eligible. Other data points include a 90th percentile value of 0.149, a gap minimum of -0.054 on April 3, 2025, a stress gap of 0.108, and a stress fraction of 0.138. The stop price is 108.27 and the target price is 127.98. The distance from the simple moving average is -0.0448, and the rank among all symbols is 10. The notional value is 0 and the stress loss is 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLY&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z

A news scan found the headline 'XLC Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates data via Alpaca SIP proxy, which is a system that helps get market data from one source, and all the data is adjusted. The returns are shown as decimal numbers, and the volatility is measured using arithmetic Average True Range, or ATR, over 20 days. The levels are based on closing prices, not quotes. The data for the symbol XLC includes 1331 bars, with a close price of 112.35 on September 17, 2026, and returns of 0.01692614047791441, 0.03149100257069404, -0.005752212389380618, and -0.04015378043571127. The average return is 0.000627787555879139, the simple moving average over 200 days is 113.6426, and the ATR20 is 1.5849999999999995. The highest price in the last 20 days is 115.26, and the symbol is not eligible. Other data points include a 90th percentile of 0.13792132350998396, a gap minimum of -0.057623380204025465 on February 3, 2022, a stress gap of 0.11524676040805093, and a stress fraction of 0.1452104254681887. The stop price is 109.17999999999999, and the target price is 127.84546069634668, with an SMA distance of -0.011374255780842835, and a rank of 9 among all symbols, but no rank among eligible symbols, with notional and stress loss values of 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLC&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z

A news scan found the headline 'XLI Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates data via Alpaca SIP proxy, which is a system that helps get market data from one source, and all the data is adjusted. The returns are shown as decimal numbers, and the volatility is measured using arithmetic Average True Range, or ATR, over 20 days. The levels are based on closing prices, not quotes. The data for the symbol XLI includes 1331 bars, with a close of 169.01 on September 17, 2026, and returns of -0.07931579234079644, -0.05665327081937932, 0.02860446716572329, and 0.1274849899933288. The average return is 0.005030098499719082, the simple moving average over 200 days is 171.0458, and the average true range over 20 days is 2.4502499999999983. The highest price in the last 20 days is 182.03, and the symbol is not eligible. Other data points include a p90 value of 0.12089831500695433, which is a measure of the 90th percentile of returns, p90_n of 1254, a gap minimum of -0.03352168601099581 on April 3, 2025, a stress gap of 0.1, and a stress fraction of 0.13109579314833442. The stop loss is 164.1095, and the target is 189.44302421932534, with an sma distance of -0.011902075350578745. The rank of all is 8, but the rank of eligible is null, notional is 0, and stress loss is 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLI&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z

A news scan found the headline 'XLRE Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates data via Alpaca SIP proxy, which is a system that helps get market data from one source, and all the data is adjusted. The returns are shown as decimal numbers, and the arithmetic Average True Range, or ATR, which measures how much a stock's price moves, over 20 days is used. The levels are based on the closing prices, not the quotes. The data for the symbol XLRE includes 1331 bars, or pieces of data, and the close price on September 17, 2026, was 42.94. The returns were -0.0379, -0.0149, 0.0377, and 0.0563. The average return is 0.0103, the simple moving average over 200 days is 42.7645, and the ATR over 20 days is 0.5042. The highest price over 20 days was 45.465, and the stock is eligible, meaning it meets certain criteria. The p90, which is the 90th percentile of returns, is 0.1085, and this value was calculated over 1254 data points. The minimum gap, or difference, in price is -0.0262, which happened on June 13, 2022. The stress gap, which is a measure of how much the price can move, is 0.1, and the stress fraction, which is a measure of how much stress the stock is under, is 0.1261. The stop price, which is the price at which to sell the stock, is 41.9315, and the target price, which is the price at which to buy the stock, is 47.6006. The distance from the simple moving average is 0.0041, and the rank of all stocks is 7, and the rank of eligible stocks is also 7. The notional value, which is the total value of the stock, is 0, and the stress loss, which is the loss due to stress, is 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLRE&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z

A news scan found the headline 'XLP Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates data via Alpaca SIP proxy, which is a system that helps get market data from one source, and all the data is adjusted. The returns are shown as decimal numbers, and the arithmetic Average True Range, or ATR20, which measures how much prices move, is used. The levels are based on closing prices, not quotes. The data for the symbol XLP includes 1331 bars, a close price of 83.49 on September 17, 2026, and returns of -0.0244, 0.0047, 0.0230, and 0.0758. The average return is 0.0198, the simple moving average over 200 days is 82.94, and the ATR20 is 0.93. The highest price in the last 20 days is 87.47, and the signal is eligible. Other data points include a 90th percentile value of 0.0765, a gap minimum of -0.0237 on April 7, 2025, a stress gap of 0.1, and a stress fraction of 0.125. The stop price is 81.62, the target price is 89.88, and the distance from the simple moving average is 0.0066. The rank of all signals is 6, the rank of eligible signals is 6, the notional value is 0, and the stress loss is 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLP&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z

A news scan found the headline 'XLB Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates data via Alpaca SIP proxy, which is a system that helps get market data from one source, and all data is adjusted. The returns are shown as decimal numbers, and the arithmetic Average True Range, or ATR, over 20 days is used. The levels are based on closing prices, not quotes. The data for the symbol XLB includes 1331 bars, a close price of 50.71 on September 17, 2026, and returns of -0.0206643491695635, -0.021609106694964297, 0.05448118111873557, and 0.1390386343216532. The average return is 0.03781158989396524, the simple moving average over 200 days is 50.144, and the ATR over 20 days is 0.7967749999999991. The highest price over 20 days is 54.19, and the symbol is eligible. Other data points include a 90th percentile value of 0.10256424393625274, which occurred 1254 times, a minimum gap of -0.0319924723594448 on April 3, 2025, a stress gap of 0.1, and a stress fraction of 0.13328229146125023. The stop price is 49.11645, and the target price is 55.91103281000737. The distance from the simple moving average is 0.011287492022973966, and the rank among all and eligible symbols is 5. The notional value is 0, and the stress loss is 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLB&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z

A news scan found the headline 'XLF Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates data via Alpaca SIP proxy, which is a system that helps get market data from one source, and all the data is adjusted. The returns are given as decimal numbers, and the arithmetic Average True Range, or ATR, over 20 days is used. The levels are based on closing prices, not quotes. The data for the symbol XLF includes 1331 bars, a close price of 55.88 on September 17, 2026, and returns of -0.0339, 0.0375, 0.151, and 0.0595. The average return is 0.0535, the simple moving average over 200 days is 53.43, and the ATR over 20 days is 0.72. The highest price in the last 20 days is 58.6, and the signal is eligible. Other data points include a 90th percentile of 0.1184, a gap minimum of -0.039 on April 3, 2025, a stress gap of 0.1, and a stress fraction of 0.128. The stop price is 54.44, and the target price is 62.50. The distance from the simple moving average is 0.0458, and the rank among all and eligible signals is 4. The notional value is 0, and the stress loss is 0. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z

A news scan found the headline 'XLV Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates data via Alpaca SIP proxy, which is a service that provides stock market data, with one source and all data adjusted. The returns are given as decimal values, and the average true range, or ATR20, which is a measure of stock volatility, is arithmetic. The levels are based on closing prices, not quotes. The data for the symbol XLV includes 1331 bars, with a close of 168.81 on September 17, 2026, and returns of -0.0054203735344370285, 0.12502499166944347, 0.15710466790047306, and 0.2543468568880962. The average return is 0.13276403573089393, and the simple moving average, or SMA200, which is a measure of the average price over 200 days, is 155.10479999999998. The ATR20 is 2.268469999999996, and the high price over 20 days is 175.82. The data also includes other values such as eligible, which means the stock is eligible for trading, p90, which is the 90th percentile of returns, p90_n, which is the number of days in the 90th percentile, gap_min, which is the minimum gap in price, gap_date, which is the date of the minimum gap, stress_gap, which is a measure of the stress or risk of the stock, stress_fraction, which is the fraction of stress, stop, which is the stop-loss price, target, which is the target price, sma_distance, which is the distance from the simple moving average, rank_all, which is the rank of the stock among all stocks, rank_eligible, which is the rank of the stock among eligible stocks, notional, which is the notional value of the stock, and stress_loss, which is the loss due to stress. The values are: eligible is true, p90 is 0.10632192012176583, p90_n is 1254, gap_min is -0.02644902894279455, gap_date is April 7, 2025, stress_gap is 0.1, stress_fraction is 0.12918841300870798, stop is 164.27306000000002, target is 186.7582033357553, sma_distance is 0.08836090179027356, rank_all is 3, rank_eligible is 3, notional is 106.62, and stress_loss is 13.774068594988446. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLV&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z

A news scan found the headline 'XLK Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates were taken via Alpaca SIP proxy, with one source and all data adjusted. The returns were calculated in decimal form and the arithmetic Average True Range over 20 periods was used. The levels were based on closing prices, not quotes. The data for the symbol XLK showed 1331 bars, with a close of 188.06 on September 17, 2026, and returns of 0.013145135222497606, 0.013363508998814444, 0.36641720555111545, and 0.3882040304126375. The average was 0.19528247004626625, the simple moving average over 200 periods was 162.00065, and the Average True Range over 20 periods was 3.1324999999999976. The highest price over 20 periods was 189.08, and the symbol was eligible. The 90th percentile was 0.1836973792880919, based on 1254 data points, the minimum gap was -0.06259270246217741 on August 5, 2024, the stress gap was 0.12518540492435482, and the stress fraction was 0.15932883488367053. The stop was 181.79500000000002 and the target was 222.60612914891854. The distance from the simple moving average was 0.1608595397611059, the rank among all symbols was 2, and the rank among eligible symbols was also 2. The notional value was 106.62 and the stress loss was 16.98764037529695. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLK&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z

A news scan found the headline 'XLE Sep18 06UTC refreshed completed sector signal and resized slot'. Measured from June 1, 2021, to September 17, 2026, the primary exchange aggregates were taken via Alpaca SIP proxy, with one source and all data adjusted. The returns were calculated using decimal returns and arithmetic Average True Range, which is a measure of volatility, over 20 days. Close-based levels, not quotes, were used. The data for the symbol XLE includes 1331 bars, with a close of 64.48 on September 17, 2026. The returns were 0.012562814070351758, 0.18791451731761244, 0.11866759195003485, and 0.4812772800367564. The average return was 0.20010555084368886, and the Simple Moving Average over 200 days was 55.2166. The Average True Range over 20 days was 1.2882249999999995, with a high of 66.17 over the same period. The data also shows that XLE is eligible, with a 90th percentile return of 0.20653339705033893, and a gap minimum of -0.0579273396952954 on April 8, 2026. The stress gap was 0.1158546793905908, and the stress fraction was 0.15618278440430222. The stop was 61.90355, and the target was 77.79727344180586. The distance from the Simple Moving Average was 0.16776476639271531, with a rank of 1 out of all and eligible options. The notional value was 106.62, and the stress loss was 16.652208473186704. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01T00:00:00Z&end=2026-09-17T23:59:59Z