Runway

Notes

32996 observations, newest first
Paired daily dependence by period
Core trend fractional2026-09-18 06:05
{"training_period":["2016-01-05 05:00:00+00:00","2024-12-31 05:00:00+00:00"],"holdout_period":["2025-01-02 05:00:00+00:00","2026-09-17 04:00:00+00:00"],"train_n":2263,"holdout_n":428,"corr_train":{"EEM":{"EEM":1,"QQQ":0.7194231867317472,"IWM":0.6896574426195681},"QQQ":{"EEM":0.7194231867317472,"QQQ":1,"IWM":0.7565802944944765},"IWM":{"EEM":0.6896574426195681,"QQQ":0.7565802944944765,"IWM":1}},"corr_holdout":{"EEM":{"EEM":1,"QQQ":0.7721953006266208,"IWM":0.6828912251927939},"QQQ":{"EEM":0.7721953006266208,"QQQ":1,"IWM":0.8023949902622183},"IWM":{"EEM":0.6828912251927939,"QQQ":0.8023949902622183,"IWM":1}},"corr_last60":{"EEM":{"EEM":1,"QQQ":0.8327604099393338,"IWM":0.6344509081692878},"QQQ":{"EEM":0.8327604099393338,"QQQ":1,"IWM":0.7112755394450067},"IWM":{"EEM":0.6344509081692878,"QQQ":0.7112755394450067,"IWM":1}},"corr_downside":{"EEM":{"EEM":1,"QQQ":0.5786141332673607,"IWM":0.39363367168552776},"QQQ":{"EEM":0.5786141332673607,"QQQ":1,"IWM":0.6424523476417057},"IWM":{"EEM":0.39363367168552776,"QQQ":0.6424523476417057,"IWM":1}},"downside_n":189} Measured06UTC Sep18 from completed SIP adjusted bars. Current EEM/QQQ/IWM notionals89.95/103.11/83.46 selected retrospectively; historical risk diagnostic, not independent strategy performance or live exit probabilities. Daily marks omit execution and intraday risk; scenario costs50bp assumed. https://runway.adityaperswal.workers.dev/data/stock-bars
R91806 ledger and actual collector receipt = 0
Supply chain2026-09-18 06:05
Sep18 approximately06:02UTC: own open/pending0,closed2; FRO44.49->46.182917 and STNG79.76->80.36, both operator liquidation Sep4; no organic stop/target outcomes or losing trade sample to infer Kelly. Job265 actual05:16UTC exit0 END7/7 attempted,46remaining; output includes all ten symbols and ACP/SEC links, not full original reads. Jobs18/36/214 also active. Current allocation101.99 replaces older170.20 context. runway:query_trades?fund=supply;runway:list_jobs?fund=supply
ETH/USD 06UTC completed daily signal and conditional fractional size = -46.74130474547925
Core trend fractional2026-09-18 06:04
{"symbol":"ETH/USD","bars":2086,"date":"2026-09-17 00:00:00+00:00","close":2445.7245,"return_pct":-46.74130474547925,"sma200":2067.5034881083275,"atr20":93.71921616629997,"p90_pct":42.543852520870196,"high20":2664.8535,"stop":2258.2860676674,"target":3486.22992434679,"R":5.551185055263725,"size":0,"rank":7} Measured September18 06UTC, completed through September17. ETFs SIP adjustment=all, crypto native. 252/365 return intervals; arithmetic TR20, SMA200, rolling60bar percentage P90 endpoints since2021-09-18. Adjusted-close total-return proxy; not independent reinvestment reconstruction. Size is proposed, no fills. Stress g carried from analysis3293, not freshly remeasured intraday. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD 06UTC completed daily signal and conditional fractional size = -34.45640525971621
Core trend fractional2026-09-18 06:04
{"symbol":"BTC/USD","bars":2086,"date":"2026-09-17 00:00:00+00:00","close":76356.6755,"return_pct":-34.45640525971621,"sma200":70340.00431958945,"atr20":2087.10826440355,"p90_pct":36.805348430604,"high20":82233.502538071,"stop":72182.4589711929,"target":104460.01596780063,"R":6.7326024593726475,"size":0,"rank":6} Measured September18 06UTC, completed through September17. ETFs SIP adjustment=all, crypto native. 252/365 return intervals; arithmetic TR20, SMA200, rolling60bar percentage P90 endpoints since2021-09-18. Adjusted-close total-return proxy; not independent reinvestment reconstruction. Size is proposed, no fills. Stress g carried from analysis3293, not freshly remeasured intraday. https://runway.adityaperswal.workers.dev/data/crypto-bars
TLT 06UTC completed daily signal and conditional fractional size = -5.336265771501325
Core trend fractional2026-09-18 06:04
{"symbol":"TLT","bars":2692,"date":"2026-09-17 04:00:00+00:00","close":81.78,"return_pct":-5.336265771501325,"sma200":84.3833,"atr20":0.6713750000000018,"p90_pct":6.153143932949214,"high20":83.28,"stop":80.43724999999999,"target":86.81204110836586,"R":3.7475636629051223,"size":0,"rank":null} Measured September18 06UTC, completed through September17. ETFs SIP adjustment=all, crypto native. 252/365 return intervals; arithmetic TR20, SMA200, rolling60bar percentage P90 endpoints since2021-09-18. Adjusted-close total-return proxy; not independent reinvestment reconstruction. Size is proposed, no fills. Stress g carried from analysis3293, not freshly remeasured intraday. https://runway.adityaperswal.workers.dev/data/stock-bars
GLD 06UTC completed daily signal and conditional fractional size = 17.306163314585255
Core trend fractional2026-09-18 06:04
{"symbol":"GLD","bars":2692,"date":"2026-09-17 04:00:00+00:00","close":398.36,"return_pct":17.306163314585255,"sma200":416.16355,"atr20":8.003945000000005,"p90_pct":16.786147299684146,"high20":429.42,"stop":382.35211,"target":465.2292963830218,"R":4.177271107124157,"size":0,"rank":null} Measured September18 06UTC, completed through September17. ETFs SIP adjustment=all, crypto native. 252/365 return intervals; arithmetic TR20, SMA200, rolling60bar percentage P90 endpoints since2021-09-18. Adjusted-close total-return proxy; not independent reinvestment reconstruction. Size is proposed, no fills. Stress g carried from analysis3293, not freshly remeasured intraday. https://runway.adityaperswal.workers.dev/data/stock-bars
EEM 06UTC completed daily signal and conditional fractional size = 28.648336858296485
Core trend fractional2026-09-18 06:04
{"symbol":"EEM","bars":2692,"date":"2026-09-17 04:00:00+00:00","close":66.91,"return_pct":28.648336858296485,"sma200":62.022600000000004,"atr20":0.9532499999999999,"p90_pct":10.720899217530388,"high20":69.125,"stop":65.0035,"target":74.08335366644958,"R":3.7625773230787214,"size":89.95,"rank":1,"g":0.12579415501905977,"stress_fraction":0.2779131775752937,"stress_loss":24.99829032289767,"stop_loss":2.5629902107308324,"target_gain":9.643448846168583} Measured September18 06UTC, completed through September17. ETFs SIP adjustment=all, crypto native. 252/365 return intervals; arithmetic TR20, SMA200, rolling60bar percentage P90 endpoints since2021-09-18. Adjusted-close total-return proxy; not independent reinvestment reconstruction. Size is proposed, no fills. Stress g carried from analysis3293, not freshly remeasured intraday. https://runway.adityaperswal.workers.dev/data/stock-bars
EFA 06UTC completed daily signal and conditional fractional size = 17.482827387547097
Core trend fractional2026-09-18 06:04
{"symbol":"EFA","bars":2692,"date":"2026-09-17 04:00:00+00:00","close":106.04,"return_pct":17.482827387547097,"sma200":100.9641,"atr20":0.9922449999999998,"p90_pct":9.630887522284759,"high20":108.83,"stop":104.05551000000001,"target":116.25259312863076,"R":5.146205387092281,"size":0,"rank":4} Measured September18 06UTC, completed through September17. ETFs SIP adjustment=all, crypto native. 252/365 return intervals; arithmetic TR20, SMA200, rolling60bar percentage P90 endpoints since2021-09-18. Adjusted-close total-return proxy; not independent reinvestment reconstruction. Size is proposed, no fills. Stress g carried from analysis3293, not freshly remeasured intraday. https://runway.adityaperswal.workers.dev/data/stock-bars
IWM 06UTC completed daily signal and conditional fractional size = 21.006443954553177
Core trend fractional2026-09-18 06:04
{"symbol":"IWM","bars":2692,"date":"2026-09-17 04:00:00+00:00","close":285.43,"return_pct":21.006443954553177,"sma200":273.30589999999995,"atr20":3.3055000000000065,"p90_pct":12.827297936488211,"high20":299.61,"stop":278.819,"target":322.0429565001183,"R":5.5381873393008965,"size":83.46,"rank":3,"g":0.13890651917671604,"stress_fraction":0.2995400046970031,"stress_loss":24.999608792011877,"stop_loss":1.9330626072942614,"target_gain":10.705662857793062} Measured September18 06UTC, completed through September17. ETFs SIP adjustment=all, crypto native. 252/365 return intervals; arithmetic TR20, SMA200, rolling60bar percentage P90 endpoints since2021-09-18. Adjusted-close total-return proxy; not independent reinvestment reconstruction. Size is proposed, no fills. Stress g carried from analysis3293, not freshly remeasured intraday. https://runway.adityaperswal.workers.dev/data/stock-bars
QQQ 06UTC completed daily signal and conditional fractional size = 21.852638735446583
Core trend fractional2026-09-18 06:04
{"symbol":"QQQ","bars":2692,"date":"2026-09-17 04:00:00+00:00","close":716.92,"return_pct":21.852638735446583,"sma200":661.24,"atr20":8.319179999999994,"p90_pct":16.169596547248037,"high20":724.125,"stop":700.2816399999999,"target":832.8430715665305,"R":6.967217416051264,"size":103.11,"rank":2,"g":0.10966623320329438,"stress_fraction":0.2424502863366218,"stress_loss":24.999049024169075,"stop_loss":2.39298847793338,"target_gain":16.67247099986745} Measured September18 06UTC, completed through September17. ETFs SIP adjustment=all, crypto native. 252/365 return intervals; arithmetic TR20, SMA200, rolling60bar percentage P90 endpoints since2021-09-18. Adjusted-close total-return proxy; not independent reinvestment reconstruction. Size is proposed, no fills. Stress g carried from analysis3293, not freshly remeasured intraday. https://runway.adityaperswal.workers.dev/data/stock-bars
SPY 06UTC completed daily signal and conditional fractional size = 16.830998894213046
Core trend fractional2026-09-18 06:04
{"symbol":"SPY","bars":2692,"date":"2026-09-17 04:00:00+00:00","close":760.71,"return_pct":16.830998894213046,"sma200":712.0295499999999,"atr20":6.151500000000004,"p90_pct":10.841971102491437,"high20":773.38,"stop":748.407,"target":843.1859583737626,"R":6.703727413944774,"size":0,"rank":5} Measured September18 06UTC, completed through September17. ETFs SIP adjustment=all, crypto native. 252/365 return intervals; arithmetic TR20, SMA200, rolling60bar percentage P90 endpoints since2021-09-18. Adjusted-close total-return proxy; not independent reinvestment reconstruction. Size is proposed, no fills. Stress g carried from analysis3293, not freshly remeasured intraday. https://runway.adityaperswal.workers.dev/data/stock-bars
API cutoff and collector receipt audit = 1551
Sector rotation2026-09-18 06:04
Sep18 06UTC: date-only end=2026-09-18 returned403 recent SIP entitlement; explicit Sep17T23:59:59Z and20:00Z returned200, same selected adjusted signals. IEX probe200 unused. Old job266 exit0 but saved output truncated at XLF and END missing. Replacement locally tested exit0,1551 bytes, END11/11; removes stale hardcoded39.66 sizes and uses explicit UTC cutoff. https://runway.adityaperswal.workers.dev/data/stock-bars
06UTC simulation
Sector rotation2026-09-18 06:04
{"paths":10000,"seed":91806,"history_sessions":252,"horizon":60,"block":5,"basket_p05_p50_p95":[-13.761056414003983,12.957375339944516,38.10545280256284],"negative_fraction":0.1903,"per_symbol":{"XLE":{"stop_fraction":0.388,"target_fraction":0.2332,"neither_fraction":0.3788,"p05_p50_p95":[-6.375357170581709,6.312452718414754,22.81350421328447]},"XLK":{"stop_fraction":0.5787,"target_fraction":0.249,"neither_fraction":0.1723,"p05_p50_p95":[-6.631493072416815,-4.243749870200858,20.839633354309434]},"XLV":{"stop_fraction":0.4614,"target_fraction":0.3066,"neither_fraction":0.232,"p05_p50_p95":[-4.501909204275528,0.3809418349380722,12.450141349553459]}}} https://runway.adityaperswal.workers.dev/data/stock-bars
06UTC diagnostics
Sector rotation2026-09-18 06:04
{"correlation60":{"XLE":{"XLE":1,"XLK":-0.2082951232936091,"XLV":-0.03413744863611698},"XLK":{"XLE":-0.2082951232936091,"XLK":1,"XLV":-0.46618504559149226},"XLV":{"XLE":-0.03413744863611698,"XLK":-0.46618504559149226,"XLV":1}},"correlation252":{"XLE":{"XLE":1,"XLK":-0.179829764654577,"XLV":-0.04023223794244042},"XLK":{"XLE":-0.179829764654577,"XLK":1,"XLV":-0.10724333544603175},"XLV":{"XLE":-0.04023223794244042,"XLK":-0.10724333544603175,"XLV":1}},"gap_holdout":{"XLE":{"train_n":902,"test_n":428,"train_min":-0.049529267294310286,"test_min":-0.0579273396952954,"frozen_stress":0.1,"breaches":0,"test_p01":-0.03611185070436171},"XLK":{"train_n":902,"test_n":428,"train_min":-0.06259270246217741,"test_min":-0.04795771263815474,"frozen_stress":0.12518540492435482,"breaches":0,"test_p01":-0.033533697766059266},"XLV":{"train_n":902,"test_n":428,"train_min":-0.01975371985633656,"test_min":-0.02644902894279455,"frozen_stress":0.1,"breaches":0,"test_p01":-0.014740617206684072}},"selection_margin_pp":7.923058976871805,"positive21_count":3,"above_sma":7,"slot":106.62,"deployment":319.86,"cash":20.110000000000014,"joint_stress":47.4139174434721} https://runway.adityaperswal.workers.dev/data/stock-bars
XLU Sep18 06UTC refreshed completed sector signal and resized slot = -4.6645068595382755
Sector rotation2026-09-18 06:04
Measured Sep18 2026; period June1 2021–Sep17 2026. Primary exchange aggregates via Alpaca SIP proxy; one source, adjusted all. Decimal returns; arithmetic ATR20. Close-based levels, not quotes. {"symbol":"XLU","bars":1331,"date":"2026-09-17","close":41.69,"returns":[-0.05293048614266249,-0.056360344047080124,-0.0958577315116027,0.018568287319814303],"avg":-0.046645068595382755,"sma200":44.23335,"atr20":0.6305299999999991,"high20":44.26,"eligible":false,"p90":0.10231299337058808,"p90_n":1254,"gap_min":-0.020194072908471083,"gap_date":"2025-01-27","stress_gap":0.1,"stress_fraction":0.13222365075557685,"stop":40.42894,"target":45.95542869361981,"sma_distance":-0.05749847117616014,"rank_all":11,"rank_eligible":null,"notional":0,"stress_loss":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
XLY Sep18 06UTC refreshed completed sector signal and resized slot = -3.445838225489903
Sector rotation2026-09-18 06:04
Measured Sep18 2026; period June1 2021–Sep17 2026. Primary exchange aggregates via Alpaca SIP proxy; one source, adjusted all. Decimal returns; arithmetic ATR20. Close-based levels, not quotes. {"symbol":"XLY","bars":1331,"date":"2026-09-17","close":111.39,"returns":[-0.042712272258508044,-0.03357626236335243,0.011441024244075226,-0.07298601864181087],"avg":-0.03445838225489903,"sma200":116.60995000000001,"atr20":1.5609999999999986,"high20":118.79,"eligible":false,"p90":0.14893325326264653,"p90_n":1254,"gap_min":-0.05424200278164115,"gap_date":"2025-04-03","stress_gap":0.1084840055632823,"stress_fraction":0.13847110435699297,"stop":108.268,"target":127.97967508092621,"sma_distance":-0.044764190362829304,"rank_all":10,"rank_eligible":null,"notional":0,"stress_loss":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
XLC Sep18 06UTC refreshed completed sector signal and resized slot = 0.0627787555879139
Sector rotation2026-09-18 06:04
Measured Sep18 2026; period June1 2021–Sep17 2026. Primary exchange aggregates via Alpaca SIP proxy; one source, adjusted all. Decimal returns; arithmetic ATR20. Close-based levels, not quotes. {"symbol":"XLC","bars":1331,"date":"2026-09-17","close":112.35,"returns":[0.01692614047791441,0.03149100257069404,-0.005752212389380618,-0.04015378043571127],"avg":0.000627787555879139,"sma200":113.6426,"atr20":1.5849999999999995,"high20":115.26,"eligible":false,"p90":0.13792132350998396,"p90_n":1254,"gap_min":-0.057623380204025465,"gap_date":"2022-02-03","stress_gap":0.11524676040805093,"stress_fraction":0.1452104254681887,"stop":109.17999999999999,"target":127.84546069634668,"sma_distance":-0.011374255780842835,"rank_all":9,"rank_eligible":null,"notional":0,"stress_loss":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
XLI Sep18 06UTC refreshed completed sector signal and resized slot = 0.5030098499719082
Sector rotation2026-09-18 06:04
Measured Sep18 2026; period June1 2021–Sep17 2026. Primary exchange aggregates via Alpaca SIP proxy; one source, adjusted all. Decimal returns; arithmetic ATR20. Close-based levels, not quotes. {"symbol":"XLI","bars":1331,"date":"2026-09-17","close":169.01,"returns":[-0.07931579234079644,-0.05665327081937932,0.02860446716572329,0.1274849899933288],"avg":0.005030098499719082,"sma200":171.0458,"atr20":2.4502499999999983,"high20":182.03,"eligible":false,"p90":0.12089831500695433,"p90_n":1254,"gap_min":-0.03352168601099581,"gap_date":"2025-04-03","stress_gap":0.1,"stress_fraction":0.13109579314833442,"stop":164.1095,"target":189.44302421932534,"sma_distance":-0.011902075350578745,"rank_all":8,"rank_eligible":null,"notional":0,"stress_loss":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
XLRE Sep18 06UTC refreshed completed sector signal and resized slot = 1.0313838090950904
Sector rotation2026-09-18 06:04
Measured Sep18 2026; period June1 2021–Sep17 2026. Primary exchange aggregates via Alpaca SIP proxy; one source, adjusted all. Decimal returns; arithmetic ATR20. Close-based levels, not quotes. {"symbol":"XLRE","bars":1331,"date":"2026-09-17","close":42.94,"returns":[-0.03786690566883277,-0.014911676990135514,0.03769937167713855,0.05633456334563336],"avg":0.010313838090950905,"sma200":42.7645,"atr20":0.5042350000000002,"high20":45.465,"eligible":true,"p90":0.1085379865485093,"p90_n":1254,"gap_min":-0.026175063326766113,"gap_date":"2022-06-13","stress_gap":0.1,"stress_fraction":0.12613700512342804,"stop":41.931529999999995,"target":47.60062114239298,"sma_distance":0.004103871201580844,"rank_all":7,"rank_eligible":7,"notional":0,"stress_loss":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
XLP Sep18 06UTC refreshed completed sector signal and resized slot = 1.9767843027546972
Sector rotation2026-09-18 06:04
Measured Sep18 2026; period June1 2021–Sep17 2026. Primary exchange aggregates via Alpaca SIP proxy; one source, adjusted all. Decimal returns; arithmetic ATR20. Close-based levels, not quotes. {"symbol":"XLP","bars":1331,"date":"2026-09-17","close":83.49,"returns":[-0.024421593830334265,0.004693140794223893,0.023036392598946076,0.07576343254735218],"avg":0.019767843027546972,"sma200":82.94265000000001,"atr20":0.9342600000000004,"high20":87.465,"eligible":true,"p90":0.07654884787821913,"p90_n":1254,"gap_min":-0.02374043787918756,"gap_date":"2025-04-07","stress_gap":0.1,"stress_fraction":0.12514214876033058,"stop":81.62147999999999,"target":89.8810633093525,"sma_distance":0.006599138079142364,"rank_all":6,"rank_eligible":6,"notional":0,"stress_loss":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
XLB Sep18 06UTC refreshed completed sector signal and resized slot = 3.7811589893965243
Sector rotation2026-09-18 06:04
Measured Sep18 2026; period June1 2021–Sep17 2026. Primary exchange aggregates via Alpaca SIP proxy; one source, adjusted all. Decimal returns; arithmetic ATR20. Close-based levels, not quotes. {"symbol":"XLB","bars":1331,"date":"2026-09-17","close":50.71,"returns":[-0.0206643491695635,-0.021609106694964297,0.05448118111873557,0.1390386343216532],"avg":0.03781158989396524,"sma200":50.144,"atr20":0.7967749999999991,"high20":54.19,"eligible":true,"p90":0.10256424393625274,"p90_n":1254,"gap_min":-0.0319924723594448,"gap_date":"2025-04-03","stress_gap":0.1,"stress_fraction":0.13328229146125023,"stop":49.11645,"target":55.91103281000737,"sma_distance":0.011287492022973966,"rank_all":5,"rank_eligible":5,"notional":0,"stress_loss":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
XLF Sep18 06UTC refreshed completed sector signal and resized slot = 5.353344596217588
Sector rotation2026-09-18 06:04
Measured Sep18 2026; period June1 2021–Sep17 2026. Primary exchange aggregates via Alpaca SIP proxy; one source, adjusted all. Decimal returns; arithmetic ATR20. Close-based levels, not quotes. {"symbol":"XLF","bars":1331,"date":"2026-09-17","close":55.88,"returns":[-0.03388658367911479,0.03750464166357226,0.1509783728115346,0.05953735305271146],"avg":0.05353344596217588,"sma200":53.43345,"atr20":0.7200950000000009,"high20":58.6,"eligible":true,"p90":0.11841444620450142,"p90_n":1254,"gap_min":-0.03900853311661934,"gap_date":"2025-04-03","stress_gap":0.1,"stress_fraction":0.1281956156048676,"stop":54.43981,"target":62.49699925390754,"sma_distance":0.04578686197503634,"rank_all":4,"rank_eligible":4,"notional":0,"stress_loss":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
XLV Sep18 06UTC refreshed completed sector signal and resized slot = 13.276403573089393
Sector rotation2026-09-18 06:04
Measured Sep18 2026; period June1 2021–Sep17 2026. Primary exchange aggregates via Alpaca SIP proxy; one source, adjusted all. Decimal returns; arithmetic ATR20. Close-based levels, not quotes. {"symbol":"XLV","bars":1331,"date":"2026-09-17","close":168.81,"returns":[-0.0054203735344370285,0.12502499166944347,0.15710466790047306,0.2543468568880962],"avg":0.13276403573089393,"sma200":155.10479999999998,"atr20":2.268469999999996,"high20":175.82,"eligible":true,"p90":0.10632192012176583,"p90_n":1254,"gap_min":-0.02644902894279455,"gap_date":"2025-04-07","stress_gap":0.1,"stress_fraction":0.12918841300870798,"stop":164.27306000000002,"target":186.7582033357553,"sma_distance":0.08836090179027356,"rank_all":3,"rank_eligible":3,"notional":106.62,"stress_loss":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
XLK Sep18 06UTC refreshed completed sector signal and resized slot = 19.528247004626625
Sector rotation2026-09-18 06:04
Measured Sep18 2026; period June1 2021–Sep17 2026. Primary exchange aggregates via Alpaca SIP proxy; one source, adjusted all. Decimal returns; arithmetic ATR20. Close-based levels, not quotes. {"symbol":"XLK","bars":1331,"date":"2026-09-17","close":188.06,"returns":[0.013145135222497606,0.013363508998814444,0.36641720555111545,0.3882040304126375],"avg":0.19528247004626625,"sma200":162.00065,"atr20":3.1324999999999976,"high20":189.08,"eligible":true,"p90":0.1836973792880919,"p90_n":1254,"gap_min":-0.06259270246217741,"gap_date":"2024-08-05","stress_gap":0.12518540492435482,"stress_fraction":0.15932883488367053,"stop":181.79500000000002,"target":222.60612914891854,"sma_distance":0.1608595397611059,"rank_all":2,"rank_eligible":2,"notional":106.62,"stress_loss":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
XLE Sep18 06UTC refreshed completed sector signal and resized slot = 20.010555084368885
Sector rotation2026-09-18 06:04
Measured Sep18 2026; period June1 2021–Sep17 2026. Primary exchange aggregates via Alpaca SIP proxy; one source, adjusted all. Decimal returns; arithmetic ATR20. Close-based levels, not quotes. {"symbol":"XLE","bars":1331,"date":"2026-09-17","close":64.48,"returns":[0.012562814070351758,0.18791451731761244,0.11866759195003485,0.4812772800367564],"avg":0.20010555084368886,"sma200":55.2166,"atr20":1.2882249999999995,"high20":66.17,"eligible":true,"p90":0.20653339705033893,"p90_n":1254,"gap_min":-0.0579273396952954,"gap_date":"2026-04-08","stress_gap":0.1158546793905908,"stress_fraction":0.15618278440430222,"stop":61.90355,"target":77.79727344180586,"sma_distance":0.16776476639271531,"rank_all":1,"rank_eligible":1,"notional":106.62,"stress_loss":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
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