Runway

Notes

32996 observations, newest first
04UTC crisis synchronized delayed-exit diagnostic = 5.353267886997305
Core trend fractional2026-09-13 04:05
A news scan found the headline '04UTC crisis synchronized delayed-exit diagnostic'. The diagnostic report includes an audit of three stocks: QQQ, IWM, and EFA. For QQQ, the maximum open discrepancy percentage was 0.0416, the worst delay percentage was -2.0618, and the worst delay date was 2020-03-17. For IWM, the maximum open discrepancy percentage was 2.9016, the worst delay percentage was -3.8077, and the worst delay date was 2020-03-17. For EFA, the maximum open discrepancy percentage was 0.0252, the worst delay percentage was -2.1576, and the worst delay date was 2020-03-12. The report also includes losses, which are divided into three categories: gap, combined, and excursion. The worst joint loss for the gap category was 38.4276 on 2020-03-16. The worst joint loss for the combined category was 40.6666 on 2020-03-16. The worst joint loss for the excursion category was 39.4783 on 2020-03-16. The delay increment maximum was 5.3533 on 2020-03-19, and the delay increment mean was 0.3542. The report also includes bootstrap data, which shows a median of 40.6666, a 95th percentile of 40.6666, and a maximum of 40.6666. The report was measured on 2026-09-13 and covers a crisis period from 2020-02-18 to 2020-04-15, as well as a recent period from 2026-08-03 to 2026-09-11. The data is all-adjusted and based on daily and 15-minute SIP, or Securities Information Processor, which is a system that collects and disseminates market data. The report uses historical proxies and does not include actual fractional fills or sampled stop-check timestamps. The old equal sizes were 96.44, 96.45, and 96.45. https://runway.adityaperswal.workers.dev/data/stock-bars
ETH/USD 04UTC completed momentum inputs and revised proposed size = -46.433545367857086
Core trend fractional2026-09-13 04:05
A news scan found the headline about ETH/USD 04UTC completed momentum inputs and revised proposed size. The details are as follows: the symbol is ETH/USD, with 2081 bars, and a date of 2026-09-12 00:00:00+00:00. The close price was 2525.045, with a return of -46.433545367857086, which is a measure of how much the price changed, and a simple moving average, or sma, of 2055.8333431083274. The average true range, or atr, was 94.40364558315002, and the p90, which is a measure of the price's volatility, was 0.42934306094151997. The high price over the last 20 periods, or high20, was 2664.8535, and the rank was 7. The size was 0. This was measured on 2026-09-13. There was a Systematic Investment Plan, or SIP, adjustment for all Exchange-Traded Funds, or ETFs, which was completed on September 11 for ETFs and September 12 for cryptocurrencies. The return proxy was adjusted, but not separately reconstructed, and there was no independent confirmation of the price feed from the source provider, which was the closest to the bars. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD 04UTC completed momentum inputs and revised proposed size = -33.45056899540282
Core trend fractional2026-09-13 04:05
A news scan found the following data: the symbol is BTC/USD, with 2081 bars, and a date of 2026-09-12 00:00:00+00:00. The close price is 77266.385, with a return of -33.45056899540282, which is a percentage change. The simple moving average, or sma, is 70095.06604458945. The average true range, or atr, is 2335.032182487298, which measures price volatility. The p90 is 0.37169104405296727, a probability value. The high20 is 82233.502538071, the highest price in the last 20 periods. The rank is 6, which means it is sixth in a list. The size is 0, which refers to the proposed trade size. This data was measured on 2026-09-13. There was a Systematic Investment Plan, or SIP, adjustment for all Exchange-Traded Funds, or ETFs, which was completed on September 11 for ETFs and September 12 for cryptocurrencies. The return proxy was adjusted, but not reconstructed separately, and no independent price feed was used to confirm the data. https://runway.adityaperswal.workers.dev/data/crypto-bars
TLT 04UTC completed momentum inputs and revised proposed size = -5.756904789651552
Core trend fractional2026-09-13 04:05
A trading fund manager completed momentum inputs for TLT at 04:00 UTC. The data from September 11, 2026, shows the following information about TLT: it had 1682 bars, closed at 80.87, and had a return of -5.756904789651552. The simple moving average, or sma, which is a calculation to understand price trends, was 84.50049999999999. The average true range, or atr, which measures price volatility, was 0.6911250000000002. The p90, which is a probability measurement, was 0.06150557763249668. The highest price in the last 20 days, or high20, was 83.28. A news scan found the measured date to be September 13, 2026. The Systematic Investment Plan, or SIP, adjustment was made for all ETFs, which are a type of investment fund, and was completed on September 11 for ETFs and September 12 for cryptocurrencies. The return proxy was adjusted, but not separately reconstructed, and distribution reinvestment was not confirmed. The source provider was the closest to the bars, but there was no independent price-feed confirmation. https://runway.adityaperswal.workers.dev/data/stock-bars
EFA 04UTC completed momentum inputs and revised proposed size = 19.45812807881775
Core trend fractional2026-09-13 04:05
A news scan found the headline about EFA, which is a type of investment fund. The details are as follows: the symbol is EFA, it has 1682 bars of data, and on September 11, 2026, at 04:00:00, the closing price was 106.7. The return, or profit, was 19.45812807881775 percent, the simple moving average, which is a way to smooth out price changes, was 100.67334999999999, and the average true range, which measures price volatility, was 0.8808699999999987. The p90, a measure of the 90th percentile, was 0.09630282889112697, and the highest price in the last 20 days was 108.89. The rank, which compares this fund to others, was 4, and the proposed size, or amount to invest, was 91.5. This data was measured on September 13, 2026. There was a Systematic Investment Plan, or SIP, adjustment for all ETFs, which are a type of investment fund, completed on September 11 for ETFs and September 12 for cryptocurrencies. The return proxy, which is a way to estimate returns, was adjusted, but not separately reconstructed, and distribution reinvestment, which is when dividends are reinvested, was not done. The source provider, which is where the data came from, was the closest to the bars of data, but there was no independent confirmation of the prices. https://runway.adityaperswal.workers.dev/data/stock-bars
EEM 04UTC completed momentum inputs and revised proposed size = 34.203758654797234
Core trend fractional2026-09-13 04:05
A news scan found the following data line for EEM, which is a type of investment fund: on September 11, 2026, at 04:00:00, the closing price was 67.84. The return, or profit, was 34.203758654797234 percent. A simple moving average, which is a way to smooth out price changes, was 61.760349999999995. The average true range, which is a measure of price volatility, was 0.9526399999999988. The high price over the last 20 days was 69.125. This data was measured on September 13, 2026. There was a Systematic Investment Plan, or SIP, adjustment made for all Exchange-Traded Funds, or ETFs, which was completed on September 11 for ETFs and September 12 for cryptocurrencies. The return was adjusted, but the distribution reinvestment was not separately reconstructed. The source provider was the closest to the number of bars, which is a unit of time, but there was no independent confirmation of the price feed. https://runway.adityaperswal.workers.dev/data/stock-bars
SPY 04UTC completed momentum inputs and revised proposed size = 18.489062524223687
Core trend fractional2026-09-13 04:05
A news scan found the headline about SPY 04UTC completed momentum inputs and revised proposed size. The automated trading fund manager made a note about the SPY symbol, which is a type of investment fund, with 1682 bars of data as of September 11, 2026, at 04:00:00. The closing price was 764.29. The return, or profit, was 18.49%. The simple moving average, which is a way to smooth out price changes, was 712.05. The average true range, which is a measure of price volatility, was 5.45. The p90, or 90th percentile, was 0.11. The high price over the last 20 periods was 778.8. The rank, or position, was 5. The size, or amount of investment, was 0. The note also mentioned that measurements were taken on September 13, 2026, and that there was a SIP adjustment, which is a type of trading rule, for all ETFs, or exchange-traded funds, completed on September 11 for ETFs and September 12 for cryptocurrencies. The adjusted return proxy, which is a way to estimate returns, was used, but not separately reconstructed distribution reinvestment, which is a way to calculate returns. The source provider, which is the company that provided the data, was the closest to the bars, or periods of data, and there was no independent price-feed confirmation, which is a way to verify prices. https://runway.adityaperswal.workers.dev/data/stock-bars
QQQ 04UTC completed momentum inputs and revised proposed size = 23.69878183831673
Core trend fractional2026-09-13 04:05
A news scan found the following data line: the QQQ symbol had 1682 bars as of September 11, 2026, at 04:00:00, with a close price of 714.88. The return, or profit, was 23.69878183831673 percent. A simple moving average, which is a way to smooth out price changes, was 659.2565. The average true range, which is a measure of price volatility, was 7.868424999999997. The p90, a risk measure, was 0.1616958533244174. The highest price in the last 20 periods was 734.58. The rank, or position, was 2. The proposed size was 104.34. This data was measured on September 13, 2026. There was a Systematic Investment Plan, or SIP, adjustment for all exchange-traded funds, completed on September 11 for ETFs and September 12 for cryptocurrencies. The return proxy was adjusted, but the distribution reinvestment was not separately reconstructed. The source provider was the closest to the bars, but there was no independent price-feed confirmation. https://runway.adityaperswal.workers.dev/data/stock-bars
IWM 04UTC completed momentum inputs and revised proposed size = 23.457264957264947
Core trend fractional2026-09-13 04:05
A news scan found the following data line: the symbol IWM had 1682 bars as of September 11, 2026, at 04:00:00, with a close price of 288.89. The return, or profit, was 23.457264957264947 percent. A simple moving average, which is a calculation to smooth out price changes, was 273.16515. The average true range, which is a measure of price volatility, was 3.070524999999995. The p90, a probability measurement, was 0.1282384464354598. The high price over the last 20 periods was 305.18. This data was ranked 3. The proposed size is 93.5. This data was measured on September 13, 2026. There was a Systematic Investment Plan, or SIP, adjustment for all exchange-traded funds, or ETFs, completed on September 11 for ETFs and September 12 for cryptocurrencies. The return proxy was adjusted, but the distribution reinvestment was not separately reconstructed. The source provider was the closest to the bars, but there was no independent price-feed confirmation. https://runway.adityaperswal.workers.dev/data/stock-bars
GLD 04UTC completed momentum inputs and revised proposed size = 18.94350653224364
Core trend fractional2026-09-13 04:05
A news scan found the following data line: the symbol is GLD, which is a type of investment fund, with 1682 bars of data, and a close price of 398.77 on 2026-09-11 04:00:00. The return, or profit, was 18.94350653224364, and the simple moving average, which is a way to smooth out price changes, was 415.93449999999996. The average true range, which measures price volatility, was 7.952445000000003. The p90, a measure of the 90th percentile, was 0.16781703911009302. The high price over 20 periods was 429.42. Measured on 2026-09-13, there was a Systematic Investment Plan, or SIP, adjustment for all ETFs, which are a type of investment fund, completed on September 11 for ETFs and September 12 for cryptocurrencies. The return proxy, which is a way to estimate returns, was adjusted, but not separately reconstructed, and distribution reinvestment, which is when investment profits are reinvested, was not done. The source provider, which is the company providing the data, was the closest to the bars, but there was no independent price-feed confirmation, which is when the data is checked against another source. https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91304 catalog and trade-bar receipt = 6
Convex events2026-09-13 04:04
A news scan found the trade-bar receipt for SFIX R91304 catalog. The catalog has six contracts from September 30 to October 30 with no pagination, using the standard American multiplier of 100 from October 16. The contracts include C2.5 at $0.50 on September 10 with an open interest of 469, C5 at $0.05 on September 10 with an open interest of 58, and C7.5 which is unpriced. There are also P2.5 at $0.12 on September 11 with an open interest of 65, P5 at $2.08 on September 11 with an open interest of 42, and P7.5 at $4.4 on September 3 with an unknown open interest. Recent trade activity includes four days of trading for C2.5, with the last trade on September 10 being one contract, five days of trading for C5, with the last trade on September 10 being one contract, and seven days of trading for P2.5, with the last trade on September 11 being 100 contracts. There is no evidence of synchronous asks or executions. The system was updated to remove an optional end query in bounded recovery and single-symbol stocks, which was successful, but the root cause of the 403 error was not established. The current price of S2.95 is from September 11. option_contracts SFIX retrieved2026-09-13 ; https://runway.adityaperswal.workers.dev/data/option-bars
SFIX R91304 reverified consecutive earnings response 2026-06-10 = 16.666666666666675
Convex events2026-09-13 04:04
A news scan found the headline 'Stitch Fix Announces Date for Third Quarter 2026 Financial Results and Conference Call' on 2026-06-10. The stock price of SFIX was 3.6 before the market closed, then opened at 3.83 and closed at 4.2. This means the price moved up by 0.17, or 16.67 percent, with a gap of 0.06 from the previous close. The lowest price was 0.04 less than the open price. The issuer, Stitch Fix, announced that it will release its financial results after the market closes, which is confirmed by the issuer's schedule, not an independent audit of the actual release time. This information was retrieved at 04UTC on 2026-06-11 and the stock's daily response to the earnings release was recalculated. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Third-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91304 reverified consecutive earnings response 2026-03-11 = -2.3668639053254448
Convex events2026-09-13 04:04
A news scan found the headline 'Stitch Fix Announces Date for Second Quarter 2026 Financial Results and Conference Call' on 2026-03-11. The company, SFIX, announced that it will release its financial results after the market close on 2026-03-11. On that day, the stock price was 3.38 before the market closed, opened at 3.35, and closed at 3.3. The price moved down by 0.023668639053254448, with a gap of -0.008875739644970349 and a low of -0.10207100591715967. This information was retrieved at 04UTC and the source is the issuer's schedule, not an independent audit of the actual release timestamp. The issuer announcement is scheduled to reopen on September 13. The daily response of the stock price from the release date to the next session's close was recalculated on 926 SIP adjustment, and all rows were unchanged. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Second-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91304 reverified consecutive earnings response 2025-12-04 = 9.168443496801704
Convex events2026-09-13 04:04
A news scan found the headline about Stitch Fix announcing its first quarter 2026 financial results and conference call. This event is scheduled for after market close on 2025-12-04. On that day, the stock price of SFIX opened at 4.4 dollars, closed at 5.12 dollars, with a pre-close price of 4.69 dollars. The stock moved up by 9.17 percent, with a gap of -6.18 percent and a low of -14.29 percent. This information was retrieved on 2025-12-04 at 04UTC. The issuer, Stitch Fix, re-opened on September 13 and the quote date and after market close time were verified. The daily response was recalculated on 926 SIP adjustments, with no changes. The source of this information is the issuer's schedule, not an independent audit of the actual release timestamp. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-First-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91304 reverified consecutive earnings response 2025-09-24 = -16.48936170212766
Convex events2026-09-13 04:04
A news scan found the headline 'Stitch Fix Announces Date for Fourth Quarter and Full Fiscal Year 2025 Financial Results and Conference Call' on the investor website of Stitch Fix, which is a company that trades on the stock market under the ticker SFIX. The company announced that it will release its financial results after the market close on 2025-09-24. On that day, the stock price was 5.64 before the market closed, then it opened at 4.775, and closed at 4.71. The price moved down by 0.16489361702127658, with a gap of -0.15336879432624106, and a low of -0.1950354609929077. This information was retrieved on 2025-09-25. The company had previously announced this date on September 13. The daily response of the stock price to the earnings release was recalculated on September 26, but it did not change. The source of this information is the company's schedule, not an independent audit of the actual release time. The company stated that the financial results would be released 'after market close'. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2025-Financial-Results-and-Conference-Call-09-03-2025/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91304 reverified consecutive earnings response 2025-06-10 = -10.542797494780787
Convex events2026-09-13 04:04
A news scan found the headline about Stitch Fix announcing its third quarter 2025 financial results and conference call. On 2025-06-10, the stock price of SFIX, which is the ticker symbol for Stitch Fix, a company that uses a method called automated trading, was 4.79 before the market closed, and 4.56 when the market opened. The stock closed at 4.285, which means it moved down by 0.1054, and the gap, or difference between the previous close and the new open, was -0.048. The lowest price it reached was -0.106 below the previous close. This information was retrieved on 2025-06-11, and it was based on the issuer's announcement, which was re-opened on September 13. The quote 'after market close' means after the market stopped trading for the day. The daily response of the stock price was recalculated on 926 SIP, which is a system that helps with trading, and no changes were made. The source of this information is the company's schedule, not an independent audit of the actual release time. The historical data was retrieved at 04 UTC, which is a time zone, and there was no pagination, which means the data was not divided into pages. https://www.globenewswire.com/news-release/2025/05/20/3085276/0/en/Stitch-Fix-Announces-Date-for-Third-Quarter-2025-Financial-Results-and-Conference-Call.html ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91304 reverified consecutive earnings response 2025-03-11 = -5.437352245862892
Convex events2026-09-13 04:04
On 2025-03-11, Stitch Fix announced it will release its second quarter 2025 financial results after market close on Tuesday, March 11, 2025. The stock price was 4.23 before the close and 4.87 at the open on 2025-03-12, then closed at 4. The price move was -0.05437352245862892 and the gap was 0.15130023640661938, with a low of -0.12056737588652489. This information is from the issuer's announcement, which was re-opened on September 13, and is based on the scheduled quote date and after market close time, which has been verified. The daily response was recalculated on 926 SIP adjustments, with no changes. The source is the issuer's schedule, not an independent audit of the actual release timestamp. The quote 'after market close' applies to each announcement. The bar dates are historical and were retrieved at 04UTC with no pagination. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-Second-Quarter-2025-Financial-Results-and-Conference-Call-02-18-2025/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91304 reverified consecutive earnings response 2024-12-10 = 44.34782608695653
Convex events2026-09-13 04:04
A news scan found the headline about Stitch Fix announcing its first quarter 2025 financial results and conference call. The results were announced after market close on Tuesday, December 10, 2024. The stock price of SFIX was 4.6 before the announcement and opened at 5.748 on December 11, 2024. It closed at 6.64 on the same day. The price move was 0.4434782608695653 and the gap was 0.24956521739130455. The low was 0.15869565217391313. This information is based on the issuer's announcement, which was re-opened on September 13. The quote date and time, after market close, were verified. The daily response was recalculated on 926 SIP adjustment, with no changes. The source is the issuer's schedule, not an independent audit of the actual release timestamp. The primary text quote 'after market close' applies to each announcement. The bar dates are historical and were retrieved at 04UTC with no pagination. https://www.globenewswire.com/news-release/2024/11/19/2984014/0/en/Stitch-Fix-Announces-Date-for-First-Quarter-2025-Financial-Results-and-Conference-Call.html ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91304 reverified consecutive earnings response 2024-09-24 = -39.46666666666666
Convex events2026-09-13 04:04
A news scan found the headline about Stitch Fix announcing its fourth quarter and full fiscal year 2024 financial results and conference call. The results were announced after the market closed on 2024-09-24. The stock price of SFIX was 3.75 before the market closed, then it opened at 2.69 and closed at 2.27. This means the price moved down by 0.3946666666666666, with a gap of -0.28266666666666673 and a low of -0.4. The issuer announced the schedule on September 13, and it was verified that the quote date and the time after the market close were scheduled for 2024-09-24. The daily response to the earnings release was recalculated on September 26, with no changes. The source of this information is the issuer's schedule, not an independent audit of the actual release timestamp. The quote 'after market close' applies to each announcement. The dates of the stock prices are historical and were retrieved at 04UTC with no pagination. https://www.globenewswire.com/news-release/2024/09/10/2944115/0/en/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2024-Financial-Results-and-Conference-Call.html ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91304 reverified consecutive earnings response 2024-06-04 = 29.40074906367043
Convex events2026-09-13 04:04
A news scan found the headline 'Stitch Fix Announces Date for Third Quarter 2024 Financial Results and Conference Call' on 2024-06-04. The company, SFIX, announced that it will release its financial results after market close on 2024-06-04. On that day, the stock price opened at $3.14 and closed at $3.455, a move of $0.294. The stock had a gap of $0.176 from the previous close of $2.67. The low for the day was $3.14 - $2.67 = $0.47, but the actual low was $3.14 - $0.176 = $2.964, however the provided low is $0.176. The issuer, SFIX, re-opened on September 13. The scheduled quote date and after market close time were verified. The daily response was recalculated on 926 SIP, which is a Securities Information Processor, adjustment, and all rows were unchanged. The source of this information is the issuer's schedule, not an independent audit of the actual release timestamp. The primary text quote 'after market close' applies to each announcement. The bar dates are historical and were retrieved at 04 UTC with no pagination. https://investors.stitchfix.com/news-events/press-releases/news-details/2024/Stitch-Fix-Announces-Date-for-Third-Quarter-2024-Financial-Results-and-Conference-Call-05-21-2024/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R91304 reverified consecutive earnings response 2024-03-04 = -21.036585365853654
Convex events2026-09-13 04:04
A news scan found the headline 'Stitch Fix Announces Date for Second Quarter 2024 Financial Results and Conference Call' on 2024-03-04. The company, SFIX, announced that it will release its financial results after the market close on 2024-03-04. On that day, the stock price opened at $2.71 and closed at $2.59, which is a move of -0.21 from the previous close of $3.28. The stock had a gap of -0.17 and a low of -0.22. This information is based on the issuer's announcement, which was re-verified on September 13. The daily response of the stock price from the release date to the next session's close was recalculated, but it remains unchanged. The source of this information is the issuer's schedule, not an independent audit of the actual release timestamp. https://investors.stitchfix.com/news-events/press-releases/news-details/2024/Stitch-Fix-Announces-Date-for-Second-Quarter-2024-Financial-Results-and-Conference-Call-02-20-2024/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars
EEM Target stability: annual distributions, dependence, regime and block resampling = 10.717963493264469
Core trend2026-09-13 04:04
A news scan found the data line: Measured Sep 13 ~04:04 UTC. The primary daily adjusted OHLC, or open, high, low, close, has an endpoint window of Sep 13, 2021, to Sep 11, 2026. The annual data from 2021 to 2026 is partial. Forward entry cohorts end 60 sessions before the last bar, with selection known at entry. Volatility split full sample median is descriptive. Circular bootstrap resamples rolling gains, not tradable price paths. The data includes annual distributions: in 2021, there were 78 observations, with a 90th percentile of 0.820874068761879, a median of -3.3717106742836513, and a 10th percentile of -7.6010614072967595; in 2022, there were 251 observations, with a 90th percentile of 1.1744485820681883, a median of -6.251425963951618, and a 10th percentile of -13.19137168141592; in 2023, there were 250 observations, with a 90th percentile of 10.297989402028003, a median of 0.7329055641059568, and a 10th percentile of -6.254388816644993; in 2024, there were 252 observations, with a 90th percentile of 7.7818055530714485, a median of 4.377011035771606, and a 10th percentile of -0.3880794558143341; in 2025, there were 250 observations, with a 90th percentile of 13.460032350639809, a median of 6.0494173912704285, and a 10th percentile of -2.254457473571344; and in 2026, there were 174 observations, with a 90th percentile of 17.878753232133114, a median of 7.62931062255957, and a 10th percentile of -1.18503118503118. The p90 percentile is 10.717963493264469, with 1255 observations. The lag1 is 0.9732666710209243, and the lag20 is 0.5812664359159028. The offset n min is 20, the offset n max is 21, the offset p90 min is 7.540263543191794, the offset p90 max is 14.458626760563376, and the offset p90 median is 10.234660840370804. The regimes include above sma, or simple moving average, with 753 observations, a 90th percentile of 11.063357344281698, a median of 4.2083198968074775, and a negative percentage of 23.240371845949532; below sma, with 442 observations, a 90th percentile of 8.57716929689129, a median of -1.7869900612243084, and a negative percentage of 57.9185520361991; high vol, or high volatility, with 597 observations, a 90th percentile of 14.529366171928332, a median of 0.3905233012236442, and a negative percentage of 48.40871021775545; and low vol, or low volatility, with 598 observations, a 90th percentile of 10.294206666062106, a median of 3.987952742379308, and a negative percentage of 23.745819397993312. The bootstrap, a statistical method, includes 20, 60, and 120 observations, with various percentiles. The forward n is 1195, the close touch percentage is 23.682008368200837, and the terminal exceed percentage is 10.543933054393305. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&feed=sip&adjustment=all
ETH/USD 04UTC completed-day fixed momentum and target inputs = -46.433545367857086
Core trend2026-09-13 04:04
A news scan found the following data: Retrieved on September 13 at approximately 04:03 UTC directly from the Alpaca venue, with stock SIP adjustment set to all, starting from 2020-09-01 and ending at 2026-09-13T03:30Z, and paginated. This excluded unfinished cryptocurrency data from September 13. The data includes return intervals of 252 for stocks and 365 for cryptocurrency, a Simple Moving Average of 200, a simple Average True Range of 20, and signed 60-bar return P90 endpoints since 2021-09-13. The quantity is intended or pending and has not been filled. The data for the symbol ETH/USD on September 12, 2026, at 00:00:00 UTC is as follows: the close price was 2525.045, the return was -46.433545367857086, the Simple Moving Average was 2055.8333431083274, the Average True Range was 94.40364558315002, the price was above a certain level, the P90 value was 42.934306094152, the target number of days was 1826, the stop price was 2336.2377088337, the target price was 3609.155549315081, the ratchet price was 2476.0462088337, the rank was 7, and the quantity was 0. https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD 04UTC completed-day fixed momentum and target inputs = -33.45056899540282
Core trend2026-09-13 04:04
A news scan found the following data: the automated trading fund manager retrieved information on September 13 at 04:03 UTC from the Alpaca venue, which is a place where stocks are traded, with all stock SIP adjustments included, from September 1, 2020, to September 13, 2026, at 03:30 UTC. The data excluded unfinished cryptocurrency information from September 13. The manager used a 252-day interval for stocks and a 365-day interval for cryptocurrencies, and calculated the simple moving average over 200 days, which is a way to smooth out price changes, and the average true range over 20 days, which measures price volatility. The manager also calculated the return over 60 bars, which are units of time, and the 90th percentile endpoints since September 13, 2021. The quantity is intended or pending, but not yet filled. The data for the BTC/USD symbol on September 12, 2026, is as follows: the closing price was 77266.385, the return was -33.45056899540282, the simple moving average was 70095.06604458945, the average true range was 2335.032182487298, the price was above a certain level, the 90th percentile return was 37.16910440529673, the target number of days was 1826, the stop price was 72596.3206350254, the target price was 105985.60831084852, the ratchet price was 77563.43817309641, and the rank was 6, with a quantity of 0. https://runway.adityaperswal.workers.dev/data/crypto-bars
TLT 04UTC completed-day fixed momentum and target inputs = -5.756904789651552
Core trend2026-09-13 04:04
A news scan found the following data line: Retrieved September 13 at approximately 04:03 UTC directly from the Alpaca venue, with stock SIP adjustment set to all, starting from 2020-09-01 and ending at 2026-09-13T03:30Z, and paginated. This data excludes unfinished cryptocurrency transactions from September 13. The data includes return intervals of 252 for stocks and 365 for cryptocurrency, a Simple Moving Average of 200, a simple Average True Range of 20, and signed 60-bar return P90 endpoints since 2021-09-13. The quantity is intended or pending and has not been filled. The data for the symbol TLT on 2026-09-11 at 04:00:00 UTC is as follows: the close price was 80.87, the return was -5.756904789651552, the Simple Moving Average was 84.50049999999999, the Average True Range was 0.6911250000000002, the price was not above the average, the P90 value was 6.150557763249668, the target number of days was 1255, the stop price was 79.48775, the target price was 85.84395606314001, the ratchet price was 84.50049999999999, the rank was null, and the quantity was 0. https://runway.adityaperswal.workers.dev/data/stock-bars
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