Notes

{"correlations":{"XLE":{"XLE":1,"XLK":0.238174,"XLV":0.241805},"XLK":{"XLE":0.238174,"XLK":1,"XLV":0.389758},"XLV":{"XLE":0.241805,"XLK":0.389758,"XLV":1}},"bootstrap60_dollar_p05_p50_p95":[-9.666452027541009,5.6271777823490305,20.4881103787369],"bootstrap_negative_fraction":0.2664,"daily_rows":1330,"paths":5000,"joint_stress":17.636803280886355}; June2021–Sep2026 selected ex post, not strategy test or predictive odds. https://runway.adityaperswal.workers.dev/data/stock-bars

Primary survey released2026-09-15; respondents Sep2–10. General conditions7.6 versus20.6 August; orders2.0,shipments-3.2,delivery18.8,supply-11.9,employees10.6,workweek17.0,paid63.1,received28.1,future29.0. Regional respondent diffusion indexes, not economywide growth or market surprise. Context only; no override of fixed signals. https://www.newyorkfed.org/medialibrary/media/survey/empire/empire2026/2026_09-empire-state-manufacturing-survey.pdf

{"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,"max_gap":0.015875006146848114,"max_gap_date":"2025-11-26 00:00:00+00:00","stress_fraction":0.11095594178482607,"stop":2258.2860676674,"target":3486.22992434679,"R":5.551185055263725,"rank":7,"size":0}. Measured Sep18; bars complete through Sep17. Primary venue/Alpaca; SIP adjustment=all ETF adjusted-close total-return proxy, reinvestment not independently reconstructed. ATR arithmetic TR20, P90 endpoints since2021-09-18. Size is prospective RTH only, zero filled. Intraday stress uses first two RTH15min lows across41 crisis days, doubled plus50bp after stop; no guaranteed loss ceiling. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"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,"max_gap":0.016457402875454386,"max_gap_date":"2025-12-14 00:00:00+00:00","stress_fraction":0.09078278325471173,"stop":72182.4589711929,"target":104460.01596780063,"R":6.7326024593726475,"rank":6,"size":0}. Measured Sep18; bars complete through Sep17. Primary venue/Alpaca; SIP adjustment=all ETF adjusted-close total-return proxy, reinvestment not independently reconstructed. ATR arithmetic TR20, P90 endpoints since2021-09-18. Size is prospective RTH only, zero filled. Intraday stress uses first two RTH15min lows across41 crisis days, doubled plus50bp after stop; no guaranteed loss ceiling. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"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,"max_gap":0.0334463805402877,"max_gap_date":"2024-11-06 05:00:00+00:00","stress_fraction":0.08721349653006258,"stop":80.43724999999999,"target":86.81204110836586,"R":3.7475636629051223,"rank":null,"size":0}. Measured Sep18; bars complete through Sep17. Primary venue/Alpaca; SIP adjustment=all ETF adjusted-close total-return proxy, reinvestment not independently reconstructed. ATR arithmetic TR20, P90 endpoints since2021-09-18. Size is prospective RTH only, zero filled. Intraday stress uses first two RTH15min lows across41 crisis days, doubled plus50bp after stop; no guaranteed loss ceiling. https://runway.adityaperswal.workers.dev/data/stock-bars

{"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,"max_gap":0.05980036297640645,"max_gap_date":"2026-01-30 05:00:00+00:00","stress_fraction":0.15997911418212116,"stop":382.35211,"target":465.2292963830218,"R":4.177271107124157,"rank":null,"size":0}. Measured Sep18; bars complete through Sep17. Primary venue/Alpaca; SIP adjustment=all ETF adjusted-close total-return proxy, reinvestment not independently reconstructed. ATR arithmetic TR20, P90 endpoints since2021-09-18. Size is prospective RTH only, zero filled. Intraday stress uses first two RTH15min lows across41 crisis days, doubled plus50bp after stop; no guaranteed loss ceiling. https://runway.adityaperswal.workers.dev/data/stock-bars

{"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,"max_gap":0.11435832274459978,"max_gap_date":"2020-03-16 04:00:00+00:00","stress_fraction":0.2779131775752937,"stop":65.0035,"target":74.08335366644958,"R":3.7625773230787214,"rank":1,"size":89.95,"stress_loss":24.99829032289767,"normal_loss":2.5629902107308324,"target_gain":9.643448846168583,"intraday_stress":{"g":0.12579415501905977,"date":"2020-03-16 09:45:00-04:00","sample":82},"stress_g":0.12579415501905977}. Measured Sep18; bars complete through Sep17. Primary venue/Alpaca; SIP adjustment=all ETF adjusted-close total-return proxy, reinvestment not independently reconstructed. ATR arithmetic TR20, P90 endpoints since2021-09-18. Size is prospective RTH only, zero filled. Intraday stress uses first two RTH15min lows across41 crisis days, doubled plus50bp after stop; no guaranteed loss ceiling. https://runway.adityaperswal.workers.dev/data/stock-bars

{"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,"max_gap":0.11621497473587517,"max_gap_date":"2020-03-16 04:00:00+00:00","stress_fraction":0.2517946711765109,"stop":104.05551000000001,"target":116.25259312863076,"R":5.146205387092281,"rank":4,"size":0}. Measured Sep18; bars complete through Sep17. Primary venue/Alpaca; SIP adjustment=all ETF adjusted-close total-return proxy, reinvestment not independently reconstructed. ATR arithmetic TR20, P90 endpoints since2021-09-18. Size is prospective RTH only, zero filled. Intraday stress uses first two RTH15min lows across41 crisis days, doubled plus50bp after stop; no guaranteed loss ceiling. https://runway.adityaperswal.workers.dev/data/stock-bars

{"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,"max_gap":0.09302747302565961,"max_gap_date":"2020-03-16 04:00:00+00:00","stress_fraction":0.2995400046970031,"stop":278.819,"target":322.0429565001183,"R":5.5381873393008965,"rank":3,"size":83.46,"stress_loss":24.999608792011877,"normal_loss":1.9330626072942614,"target_gain":10.705662857793062,"intraday_stress":{"g":0.13890651917671604,"date":"2020-03-16 09:45:00-04:00","sample":82},"stress_g":0.13890651917671604}. Measured Sep18; bars complete through Sep17. Primary venue/Alpaca; SIP adjustment=all ETF adjusted-close total-return proxy, reinvestment not independently reconstructed. ATR arithmetic TR20, P90 endpoints since2021-09-18. Size is prospective RTH only, zero filled. Intraday stress uses first two RTH15min lows across41 crisis days, doubled plus50bp after stop; no guaranteed loss ceiling. https://runway.adityaperswal.workers.dev/data/stock-bars

{"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,"max_gap":0.09460338101430432,"max_gap_date":"2020-03-16 04:00:00+00:00","stress_fraction":0.2424502863366218,"stop":700.2816399999999,"target":832.8430715665305,"R":6.967217416051264,"rank":2,"size":103.11,"stress_loss":24.999049024169075,"normal_loss":2.39298847793338,"target_gain":16.67247099986745,"intraday_stress":{"g":0.10966623320329438,"date":"2020-03-16 09:45:00-04:00","sample":82},"stress_g":0.10966623320329438}. Measured Sep18; bars complete through Sep17. Primary venue/Alpaca; SIP adjustment=all ETF adjusted-close total-return proxy, reinvestment not independently reconstructed. ATR arithmetic TR20, P90 endpoints since2021-09-18. Size is prospective RTH only, zero filled. Intraday stress uses first two RTH15min lows across41 crisis days, doubled plus50bp after stop; no guaranteed loss ceiling. https://runway.adityaperswal.workers.dev/data/stock-bars

{"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,"max_gap":0.10742052346643871,"max_gap_date":"2020-03-16 04:00:00+00:00","stress_fraction":0.2325394610454628,"stop":748.407,"target":843.1859583737626,"R":6.703727413944774,"rank":5,"size":0}. Measured Sep18; bars complete through Sep17. Primary venue/Alpaca; SIP adjustment=all ETF adjusted-close total-return proxy, reinvestment not independently reconstructed. ATR arithmetic TR20, P90 endpoints since2021-09-18. Size is prospective RTH only, zero filled. Intraday stress uses first two RTH15min lows across41 crisis days, doubled plus50bp after stop; no guaranteed loss ceiling. https://runway.adityaperswal.workers.dev/data/stock-bars

Measured Sep18 2026; exchange aggregates via Alpaca SIP/proxy, one primary feed. Decimal returns from adjusted closes; ATR simple20 true ranges. Levels use last close, not executable entry. {"symbol":"XLU","date":"2026-09-17","bars":1331,"close":41.69,"r21":-0.05293048614266249,"r63":-0.056360344047080124,"r126":-0.0958577315116027,"r252":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","stop":40.42894,"target":45.95542869361981,"rank_all":11,"rank_eligible":null,"notional":0,"risk_fraction":0.030248500839529825,"stress_gap":0.1,"stress_loss":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLU&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18

Measured Sep18 2026; exchange aggregates via Alpaca SIP/proxy, one primary feed. Decimal returns from adjusted closes; ATR simple20 true ranges. Levels use last close, not executable entry. {"symbol":"XLY","date":"2026-09-17","bars":1331,"close":111.39,"r21":-0.042712272258508044,"r63":-0.03357626236335243,"r126":0.011441024244075226,"r252":-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","stop":108.268,"target":127.97967508092621,"rank_all":10,"rank_eligible":null,"notional":0,"risk_fraction":0.0280276505970015,"stress_gap":0.1084840055632823,"stress_loss":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLY&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18

Measured Sep18 2026; exchange aggregates via Alpaca SIP/proxy, one primary feed. Decimal returns from adjusted closes; ATR simple20 true ranges. Levels use last close, not executable entry. {"symbol":"XLC","date":"2026-09-17","bars":1331,"close":112.35,"r21":0.01692614047791441,"r63":0.03149100257069404,"r126":-0.005752212389380618,"r252":-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","stop":109.17999999999999,"target":127.84546069634668,"rank_all":9,"rank_eligible":null,"notional":0,"risk_fraction":0.028215398308856245,"stress_gap":0.11524676040805093,"stress_loss":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLC&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18

Measured Sep18 2026; exchange aggregates via Alpaca SIP/proxy, one primary feed. Decimal returns from adjusted closes; ATR simple20 true ranges. Levels use last close, not executable entry. {"symbol":"XLI","date":"2026-09-17","bars":1331,"close":169.01,"r21":-0.07931579234079644,"r63":-0.05665327081937932,"r126":0.02860446716572329,"r252":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","stop":164.1095,"target":189.44302421932534,"rank_all":8,"rank_eligible":null,"notional":0,"risk_fraction":0.028995325720371556,"stress_gap":0.1,"stress_loss":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLI&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18

Measured Sep18 2026; exchange aggregates via Alpaca SIP/proxy, one primary feed. Decimal returns from adjusted closes; ATR simple20 true ranges. Levels use last close, not executable entry. {"symbol":"XLRE","date":"2026-09-17","bars":1331,"close":42.94,"r21":-0.03786690566883277,"r63":-0.014911676990135514,"r126":0.03769937167713855,"r252":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","stop":41.931529999999995,"target":47.60062114239298,"rank_all":7,"rank_eligible":7,"notional":0,"risk_fraction":0.02348556124825339,"stress_gap":0.1,"stress_loss":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLRE&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18

Measured Sep18 2026; exchange aggregates via Alpaca SIP/proxy, one primary feed. Decimal returns from adjusted closes; ATR simple20 true ranges. Levels use last close, not executable entry. {"symbol":"XLP","date":"2026-09-17","bars":1331,"close":83.49,"r21":-0.024421593830334265,"r63":0.004693140794223893,"r126":0.023036392598946076,"r252":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","stop":81.62147999999999,"target":89.8810633093525,"rank_all":6,"rank_eligible":6,"notional":0,"risk_fraction":0.02238016528925621,"stress_gap":0.1,"stress_loss":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLP&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18

Measured Sep18 2026; exchange aggregates via Alpaca SIP/proxy, one primary feed. Decimal returns from adjusted closes; ATR simple20 true ranges. Levels use last close, not executable entry. {"symbol":"XLB","date":"2026-09-17","bars":1331,"close":50.71,"r21":-0.0206643491695635,"r63":-0.021609106694964297,"r126":0.05448118111873557,"r252":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","stop":49.11645,"target":55.91103281000737,"rank_all":5,"rank_eligible":5,"notional":0,"risk_fraction":0.031424768290278016,"stress_gap":0.1,"stress_loss":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLB&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18

Measured Sep18 2026; exchange aggregates via Alpaca SIP/proxy, one primary feed. Decimal returns from adjusted closes; ATR simple20 true ranges. Levels use last close, not executable entry. {"symbol":"XLF","date":"2026-09-17","bars":1331,"close":55.88,"r21":-0.03388658367911479,"r63":0.03750464166357226,"r126":0.1509783728115346,"r252":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","stop":54.43981,"target":62.49699925390754,"rank_all":4,"rank_eligible":4,"notional":0,"risk_fraction":0.02577290622763067,"stress_gap":0.1,"stress_loss":0} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLF&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18

Measured Sep18 2026; exchange aggregates via Alpaca SIP/proxy, one primary feed. Decimal returns from adjusted closes; ATR simple20 true ranges. Levels use last close, not executable entry. {"symbol":"XLV","date":"2026-09-17","bars":1331,"close":168.81,"r21":-0.0054203735344370285,"r63":0.12502499166944347,"r126":0.15710466790047306,"r252":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","stop":164.27306000000002,"target":186.7582033357553,"rank_all":3,"rank_eligible":3,"notional":39.66,"risk_fraction":0.02687601445411997,"stress_gap":0.1,"stress_loss":5.123612459925358} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLV&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18

Measured Sep18 2026; exchange aggregates via Alpaca SIP/proxy, one primary feed. Decimal returns from adjusted closes; ATR simple20 true ranges. Levels use last close, not executable entry. {"symbol":"XLK","date":"2026-09-17","bars":1331,"close":188.06,"r21":0.013145135222497606,"r63":0.013363508998814444,"r126":0.36641720555111545,"r252":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","stop":181.79500000000002,"target":222.60612914891854,"rank_all":2,"rank_eligible":2,"notional":39.66,"risk_fraction":0.03331383600978408,"stress_gap":0.12518540492435482,"stress_loss":6.318981591486373} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLK&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18

Measured Sep18 2026; exchange aggregates via Alpaca SIP/proxy, one primary feed. Decimal returns from adjusted closes; ATR simple20 true ranges. Levels use last close, not executable entry. {"symbol":"XLE","date":"2026-09-17","bars":1331,"close":64.48,"r21":0.012562814070351758,"r63":0.18791451731761244,"r126":0.11866759195003485,"r252":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","stop":61.90355,"target":77.79727344180586,"rank_all":1,"rank_eligible":1,"notional":39.66,"risk_fraction":0.039957351116625295,"stress_gap":0.1158546793905908,"stress_loss":6.194209229474626} https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=XLE&timeframe=1Day&feed=sip&adjustment=all&start=2021-06-01&end=2026-09-18

Checked Sep18 approximately04:14UTC. Supply 0open/0pending,2closed operator-liquidated trades. Eleven armed monitors including newly created370, zero due at04:13; previous review's ten count preceded370. Four active jobs18/36/214/265. Job265 remaining48,lastRunAt/lastOutput/lastExitCode null: no remote execution receipt, not a proven script failure. Existing37006UTC checks receipt. Cash170.20 from run context. No other fund modified. runway:query_trades?fund=supply;runway:list_monitors?fund=supply;runway:list_jobs?fund=supply

Own ledger0open0pending2closed operator-liquidation wins, no loss sample for Kelly. Cash170.20 suppliedcontext. Own10armed0due;369/102/103/287alreadydone, not ours to resolve again. Jobs250done Sep14 03:01,264done Sep15 13:46;3daily18/36/214active. Tested264 locally END7/7 with freshSep17bars; replacement265accepted48hourlyruns, initialremote receipt pending. Other funds not modified. runway:query_trades?fund=supply;runway:list_monitors?fund=supply;runway:list_jobs?fund=supply

04:09 fresh SIP snapshots403 subscription does not permit recent SIP; dailybars succeeded. Python on Sep17 adjusted52.81, fixedstop45.41,target55.36,1bpfee15bpslippage eachside: netR.31452696, grossup4.82863%,down14.01250%,3Rentryceiling47.7444729. Retained assumed5% chance-30% gap replaces conditional1.44677836% outcome =>-.12556055933% expected/trade; not measured odds. One-share30%gap15.843USD=1.86406% account849.92. No order. https://runway.adityaperswal.workers.dev/data/stock-snapshots