Runway

Notes

32996 observations, newest first
XLE R92104 measured adjustment events 14
Whole-share momentum backstop2026-09-21 04:05
A data scan found the following adjustment events for XLE: on 2025-03-24 at 04:00:00Z, the factor change was 0.007688979463127188, the price gap was -0.003242542153047978, and the adjusted gap was 0.004556846662109981, which was considered an event. On 2025-06-23 at 04:00:00Z, the factor change was 0.008157881104927656, the price gap was 0.0044953922229713505, and the adjusted gap was 0.012693935119887145, which was considered an event. On 2025-09-22 at 04:00:00Z, the factor change was 0.008397282488765256, the price gap was -0.011974694984184353, and the adjusted gap was -0.0035153503632527894, which was considered an event. On 2025-12-22 at 05:00:00Z, the factor change was 0.008425919575914653, the price gap was 0.00022660321776557524, and the adjusted gap was 0.008622698671638451, which was considered an event. On 2026-03-23 at 04:00:00Z, the factor change was 0.006433731301762169, the price gap was -0.02394199966278876, and the adjusted gap was -0.017537826685006808, which was considered an event. On 2026-06-22 at 04:00:00Z, the factor change was 0.007192700417802289, the price gap was -0.0044634554584340735, and the adjusted gap was 0.0026380252496702727, which was considered an event. https://runway.adityaperswal.workers.dev/data/stock-bars
XLE R92104 measured adjustment events 7
Whole-share momentum backstop2026-09-21 04:05
A data scan found the following list of measured adjustment events for XLE R92104: on 2023-06-20T04:00:00Z, the factor change was 0.008808087202405002, the price gap was -0.015335147167944485, and the adjusted gap was -0.006631666206134201, which was considered an event. On 2023-09-18T04:00:00Z, the factor change was 0.007330926921009562, the price gap was 0.0028254727233210097, and the adjusted gap was 0.010351468464131042, which was considered an event. On 2023-12-18T05:00:00Z, the factor change was 0.009783789190091374, the price gap was 0.008066429418742693, and the adjusted gap was 0.01773604590505995, which was considered an event. On 2024-03-18T04:00:00Z, the factor change was 0.00819276791469159, the price gap was -0.003931847968545177, and the adjusted gap was 0.004043767840152368, which was considered an event. On 2024-06-24T04:00:00Z, the factor change was 0.007961222184606154, the price gap was -0.002450980392156854, and the adjusted gap was 0.0055354993983154355, which was considered an event. On 2024-09-23T04:00:00Z, the factor change was 0.008223657120169259, the price gap was -0.006309148264984299, and the adjusted gap was 0.0019314340898115567, which was considered an event. On 2024-12-23T05:00:00Z, the factor change was 0.008206044286555692, the price gap was -0.009745661991918286, and the adjusted gap was -0.0017681232634503274, which was considered an event. https://runway.adityaperswal.workers.dev/data/stock-bars
XLE R92104 measured adjustment events 0
Whole-share momentum backstop2026-09-21 04:05
A data scan found a list of measured adjustment events for XLE, which is a stock ticker symbol, with the following details: on September 20, 2021, at 04:00:00Z, the factor change was 0.01185146091656697, the price gap was -0.03568532035685312, and the adjusted gap was -0.024461839530332652, which was considered an event. On December 20, 2021, at 05:00:00Z, the factor change was 0.0130549875253958, the price gap was -0.03935270319970574, and the adjusted gap was -0.02675438596491231, which was considered an event. On March 21, 2022, at 04:00:00Z, the factor change was 0.009266560408790703, the price gap was 0.010557661072008617, and the adjusted gap was 0.02007008601465432, which was considered an event. On June 21, 2022, at 04:00:00Z, the factor change was 0.010987516834144895, the price gap was 0.01551442569406647, and the adjusted gap was 0.026649746192893398, which was considered an event. On September 19, 2022, at 04:00:00Z, the factor change was 0.010897914097868, the price gap was -0.03799082100968898, and the adjusted gap was -0.027630805408583314, which was considered an event. On December 19, 2022, at 05:00:00Z, the factor change was 0.010026273487088844, the price gap was 0.0002370791844474862, and the adjusted gap was 0.010273046769396998, which was considered an event. On March 20, 2023, at 04:00:00Z, the factor change was 0.010786573356242002, the price gap was -0.01143154065991181, and the adjusted gap was -0.0008800234672925455, which was considered an event. https://runway.adityaperswal.workers.dev/data/stock-bars
XLE R92104 gap-basis summary and bootstrap = 0.38000000000000256
Whole-share momentum backstop2026-09-21 04:05
A data scan found the following information about XLE: through 2025, ordinary events had a mean price gap of 0.051016262037834936 percent and an adjusted gap of 0.051852394584880675 percent, with a mean difference of 0.08361325470457347 basis points and a minimum gap of -4.972375690607745 percent. Through 2025, factor jumps had a mean price gap of -0.7529296923089883 percent and an adjusted gap of 0.1712354495782917 percent, with a mean difference of 92.41651418872799 basis points and a minimum gap of -3.935270319970574 percent. For 2026, ordinary events had a mean price gap of 0.09721602712382049 percent and an adjusted gap of 0.0971884141233068 percent, with a mean difference of -0.0027613000513684607 basis points and a minimum gap of -5.784574468085102 percent. For 2026, factor jumps had a mean price gap of -1.4202727560611417 percent and an adjusted gap of -0.7449900717668267 percent, with a mean difference of 67.52826842943149 basis points and a minimum gap of -2.394199966278876 percent. The bootstrap mean difference basis points had a 2.5 percent value of 86.11676796670656 and a 97.5 percent value of 99.29301834522896. The latest factor was 0.9940911211320168 and the latest basis difference was 0.38000000000000256. https://runway.adityaperswal.workers.dev/data/stock-bars
EEM R92104 measured adjustment events 7
Whole-share momentum backstop2026-09-21 04:05
A news scan found the following data: on 2025-06-16T04:00:00Z, the factor change was 0.009665911052741505, the price gap was 0.0014858841010401136, and the adjusted gap was 0.011145104895105007, which was considered an event. On 2025-12-16T05:00:00Z, the factor change was 0.014411653676193126, the price gap was -0.020710059171597628, and the adjusted gap was -0.006598793363499222, which was also an event. On 2026-06-15T04:00:00Z, the factor change was 0.005182881682215257, the price gap was 0.02548615203299942, and the adjusted gap was 0.030801125425736764, which was another event. https://runway.adityaperswal.workers.dev/data/stock-bars
EEM R92104 measured adjustment events 0
Whole-share momentum backstop2026-09-21 04:05
A data scan found a list of measured adjustment events for EEM, which is a stock ticker symbol. The list includes the following events: a factor change of 0.014231510495824828 and a price gap of -0.02196485623003197 on 2021-12-13T05:00:00Z, with an adjusted gap of -0.008084437457893556, which was considered an event. Another event occurred on 2022-06-09T04:00:00Z with a factor change of 0.008689425074645207 and a price gap of -0.01722532588454384, resulting in an adjusted gap of -0.00877192982456132. Further events happened on 2022-12-13T05:00:00Z with a factor change of 0.015152047528486312 and a price gap of 0.005398457583547511, giving an adjusted gap of 0.02062146892655381, on 2023-06-07T04:00:00Z with a factor change of 0.008061475884191038 and a price gap of -0.008024072216649913, resulting in an adjusted gap of -0.00027144408251911223, on 2023-12-20T05:00:00Z with a factor change of 0.01906171840517845 and a price gap of -0.02506203473945401, giving an adjusted gap of -0.006663113006396548, on 2024-06-11T04:00:00Z with a factor change of 0.00699877195932519 and a price gap of -0.011586663513833084, resulting in an adjusted gap of -0.004735792622133528, and on 2024-12-17T05:00:00Z with a factor change of 0.016883481556766666 and a price gap of -0.024434802466316463, giving an adjusted gap of -0.007889074826679332. All of these were marked as events. https://runway.adityaperswal.workers.dev/data/stock-bars
EEM R92104 gap-basis summary and bootstrap = 0
Whole-share momentum backstop2026-09-21 04:05
A data scan found the following information about EEM, which is a type of investment fund. The summary includes two time periods, through 2025 and 2026, and two types of events, ordinary and factor jumps, which are large changes in the market. For the through 2025 ordinary events, there were 1067 occurrences, the average price gap was 0.00606673878746639 percent, the adjusted gap mean was 0.006777154181473935 percent, the mean difference in basis points was 0.07104153940075456, and the minimum gap percentage was -5.2644230769230855. For the through 2025 factor jumps, there were 9 occurrences, the average price gap was -1.3569274726426586 percent, the adjusted gap mean was -0.1249779040224867 percent, the mean difference in basis points was 123.19495686201721, and the minimum gap percentage was -2.506203473945401. For the 2026 seen ordinary events, there were 178 occurrences, the average price gap was 0.02287049614373046 percent, the adjusted gap mean was 0.022797494107450827 percent, the mean difference in basis points was -0.007300203627963152, and the minimum gap percentage was -5.739837398373981. For the 2026 seen factor jumps, there was 1 occurrence, the average price gap was 2.548615203299942 percent, the adjusted gap mean was 3.0801125425736764 percent, the mean difference in basis points was 53.14973392737343, and the minimum gap percentage was 2.548615203299942. The bootstrap mean difference in basis points was between 97.29506548087237 and 148.75768932242048. The latest factor was 1 and the latest basis difference was 0. https://runway.adityaperswal.workers.dev/data/stock-bars
04UTC sector ex-distribution calendar
Sector rotation2026-09-21 04:04
A news scan found the headline 'Accessed Sep 21'. The issuer schedule version 2026.09.02, page 3, groups all 11 sectors with an ex-date of September 21 and a record date of September 21, and a pay date of September 23. This means that any purchases made on or after the ex-date, which is a date when a stock no longer includes a recently declared distribution, do not receive the latest declared distribution. The schedule does not include any amounts. The issuer is the primary source of this information, but also publishes products related to it, however, it is not recommended to infer the next dividend amount from the difference between the raw and adjusted close prices. https://www.ssga.com/library-content/products/fund-data/etfs/us/distribution/SPDR_Dividend_Distribution_Schedule.pdf
04UTC provider corporate-action adjustment definitions
Sector rotation2026-09-21 04:04
A news scan found the headline 'Accessed Sep 21 2026 primary provider documentation'. This documentation explains how the provider handles corporate actions, which are events that affect a company's stock. The provider has different types of adjustments: raw unadjusted, which means no changes are made; split, which handles forward and reverse splits, meaning when a company divides or combines its shares; dividend, which handles cash dividends, or payments made to shareholders; and all, which includes splits, dividends, and spin-offs, which is when a company creates a new company from one of its divisions. The asof, or as of, mapping shows the identity of the ticker symbol, not the adjustment made at a specific point in time. This information is used in a cross-basis experiment, called experiment 33, which is a statistical analysis. https://docs.alpaca.markets/us/reference/stockbars
04UTC primary adjustment and distribution evidence
Core trend fractional2026-09-21 04:04
A news scan found the headline '04UTC primary adjustment and distribution evidence'. Provider documentation was retrieved on 2026-09-21. It stated that no adjustments are made in the raw data, but adjustments are made in the split data to account for changes in price and volume, and in the dividend data to account for cash dividends. All adjustments are combined. The Securities Information Processor, or SIP, which is a system that collects and distributes market data, is used for all US exchanges. The system requires a next_page_token for pagination, which means it requires a token to move to the next page of data. The asof, or 'as of', control determines the symbol identity, but it does not control the historical adjustment vintage, which refers to the version of the adjustment. https://docs.alpaca.markets/us/reference/stockbars
EEM 04UTC primary adjustment and distribution evidence = 0.748036
Core trend fractional2026-09-21 04:04
On September 21, 2026, at 04UTC, the primary adjustment for EEM was made. The issuer retrieved information from December 20, 2023, with a record date of December 21 and a payment date of December 27, showing an income of 0.748036 per share. This matches the date of the largest raw and all gap difference of 1.839892 percentage points. The latest listed distribution was on June 15, 2026, with a payment of 0.350802 made on June 18. https://www.ishares.com/us/products/239637/ishares-msci-emerging-markets-etf
IWM 04UTC primary adjustment and distribution evidence = 0.750436
Core trend fractional2026-09-21 04:04
A news scan found the headline 'IWM 04UTC primary adjustment and distribution evidence'. On September 21, 2026, a table showing the distribution of funds by the issuer was retrieved. It showed that the record date was September 15, 2026, and the payment date was September 18, 2026, with an income of 0.750436 dollars per share. The ledger, which is a record of transactions, was empty, meaning there were no entitlements, or rights to receive the distribution. The latest closing price was 284.10 dollars. On September 15, there was a difference of 26.0008 basis points, which is a unit of measurement for interest rates and other financial calculations, between the raw and adjusted closing prices, which is consistent with the effect of the distribution. A basis point is one hundredth of a percent. The exact formula used by the vendor to make the adjustment was not independently checked. https://www.ishares.com/us/products/239710/ishares-russell-2000-etf
DSX R92104 Genco investment monetization = 40713500
Convex liquid2026-09-21 04:04
A report filed on September 9, called a Schedule 13D/A, shows that on September 8, 1,522,000 shares of GNK were sold at a price of $26.75, which is a total of $40.7135 million. Another report filed on September 16 shows that on September 14, 75,000 shares were sold at $26.94, and on September 15, 130,000 shares were sold at $27.93, which is a total of $5.6514 million. After these sales, DSX owns 2,178,585 shares of GNK, which is about 4.9% of the company as of September 15. This means DSX is selling its shares of GNK, not the other way around. The amounts mentioned are before costs and taxes, and the current cash balance is not verified. A previous offer to buy GNK was withdrawn on August 14, and the statement that the issuer is the largest shareholder, made on August 14, is no longer current. https://www.sec.gov/Archives/edgar/data/1318885/000091957426006214/primary_doc.xml; https://www.sec.gov/Archives/edgar/data/1318885/000091957426006345/primary_doc.xml
DSX R92104 H1 cash and noncash earnings composition = 37.834
Convex liquid2026-09-21 04:04
A filing on August 4 for the period ending June 30, which was retrieved on September 21, reported that the company's cash earnings for the first half of the year were $37.834 million. This included $0.643 million from vessel construction or improvement, $1.822 million from other property, $8.539 million in investment outflows, and $31.095 million in principal repayment. The company had $48.678 million in cash, plus $51.25 million in restricted current assets and $18 million in restricted noncurrent assets, totaling $117.928 million, although not all of this cash is available for use. The company also reported an unrealized gain of $40.392 million from its investment in GKN, and its net income was $49.9 million. According to Note 10g, the company confirmed that each warrant can be exercised for 4 USD and 1.68852 shares, as per the terms in June. Additionally, the August dividend adjustment explained the current ratio of 1.69527, which is not a new exercise price of 1.69527 USD. https://www.sec.gov/Archives/edgar/data/1318885/000156276226000088/dsx-20260630.htm
DSX R92104 confirmed CEO and president warrant exercises = 7675336
Convex liquid2026-09-21 04:04
A news scan found the headline 'DSX R92104 confirmed CEO and president warrant exercises'. Filings from September 16, 2015, report that on September 11, the CEO exercised warrants, which means he used special rights to buy company shares, to get 1,369,120 shares via 4SD807612 warrants and 4,610,946 shares via Tuscany 2719889 warrants. On September 10, the president exercised warrants to get 1,695,270 shares from 1,000,000 warrants. In total, 7,675,336 shares and 4,527,501 warrants were exercised. With the addition of Coronis 207,621 shares and 122,471 warrants from September 17, the confirmed total is 7,882,957 shares and 4,649,972 warrants. The tables show that the acquired stock has the code M, which is a type of stock classification, and there is no evidence that these shares were bought or sold on the common market. It is also noted that transactions related to GNK should not be counted twice just because DSX is the company filing the report. https://www.sec.gov/Archives/edgar/data/1318885/000091957426006343/ownership.xml; https://www.sec.gov/Archives/edgar/data/1318885/000091957426006327/ownership.xml
XLE R92104 September distribution schedule
Whole-share momentum backstop2026-09-21 04:04
A news scan found the headline 'XLE R92104 September distribution schedule'. The issuer's schedule, dated September 2, 2026, was read on September 21, and on page 3, it includes XLE with an ex-date of September 21 and a pay date of September 23. The amount of the distribution is not given. The issuer's definitions of distribution terms, such as ex-date, record date, and pay date, can be found at https://www.ssga.com/us/en/individual/resources/documents/etf-dividend-distributions. Note that the query trades opened at date is not the actual execution trade date, and the entitlement has not been verified. https://www.ssga.com/library-content/products/fund-data/etfs/us/distribution/SPDR_Dividend_Distribution_Schedule.pdf
XLE R92104 issuer distribution workbook coverage = 111
Whole-share momentum backstop2026-09-21 04:04
A news scan found the headline 'XLE R92104 issuer distribution workbook coverage'. Retrieved on September 21 at 04 UTC, the data shows 111 XLE records. The latest record has an expiration date of June 22, 2026, and a payment date of June 24, with an amount of 0.384876. Another record from March 23 has an amount of 0.385178. There is no amount listed for September 21. All 20 detected XLE factor-jump dates from September 2021 to June 2026 match the issuer's expiration dates. Note that amounts before the split are not in current-share dollars. The XML ZIP was parsed after the openpyxl was found to be missing, indicating that the absence is due to missing disclosure in the retrieved workbook, not a zero dividend. https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLU 04UTC completed SIP sector signal and adjustment comparison = -0.06139687787039039
Sector rotation2026-09-21 04:04
A news scan found the report that on September 21, 2026, a system checked the utility sector, specifically the XLU symbol, which had 1332 completed bars from June 2021 to September 18, 2026. The system used a simple mean true range, or average of price changes, over 20 periods, known as ATR20, which was 0.6305. It also looked at the average price over 200 periods, known as sma200, which was 43.89875 for XLU. The system found that the close price on September 18, 2026, at 04:00 UTC was 40.8. The system calculated various returns, including r21 at -0.06636155606407335, r63 at -0.07587768969422426, r126 at -0.10506690063610458, and r252 at 0.001718634912840633. The average return was -0.06139687787039039. The system also calculated the p90, or 90th percentile, at 0.10248819951417007, with 1255 endpoints within 5 calendar years of September 18. The worst gap was -0.02020202020202022. The system decided the trade was not eligible. The system compared different adjustment methods, including all, split, and raw, with the following results: for all, close was 40.8, average return was -0.06139687787039039, and sma200 was 43.89875; for split, close was 41.1, average return was -0.07264904289789761, and sma200 was 44.5534; for raw, close was 41.1, average return was -0.19443403414128588, and sma200 was 45.21065000000001. The system did not execute a trade. https://runway.adityaperswal.workers.dev/data/stock-bars
XLY 04UTC completed SIP sector signal and adjustment comparison = -0.042866964902981
Sector rotation2026-09-21 04:04
A news scan found the headline 'XLY 04UTC completed SIP sector signal and adjustment comparison'. Accessed on 2026-09-21, 1332 completed bars from June 2021 to September 18, 2026, with an adjustment set to all, using a simple mean true range of 20, known as ATR. The 90th percentile endpoints are within 5 calendar years of September 18, with a planned but not executed number of 1255. The data shows the following information for the symbol XLY: it had 1332 bars, a date of 2026-09-18T04:00:00Z, a close price of 110.79, and various return rates, including -0.06372010479168422 for 21 days, -0.05039856004114163 for 63 days, 0.016235553109521295 for 126 days, and -0.07358474788861946 for 252 days. The average return rate was -0.042866964902981, the simple moving average for 200 days was 116.32100000000003, the average true range for 20 days was 1.5020000000000018, the highest price in 20 days was 118.53, the 90th percentile was 0.14890879842478497, and the worst gap was -0.05426125049780972. The data also includes basis sensitivity information for the symbol XLY, with three different bases: all, split, and raw, each with its own close price, average return rate, simple moving average for 200 days, eligibility, and 252-day return rate. https://runway.adityaperswal.workers.dev/data/stock-bars
XLC 04UTC completed SIP sector signal and adjustment comparison = -0.015017483556466538
Sector rotation2026-09-21 04:04
A news scan found the headline 'XLC 04UTC completed SIP sector signal and adjustment comparison'. Accessed on 2026-09-21, 1332 completed bars from June 2021 to September 18, 2026, with an adjustment set to all, using a simple mean true range of 20, referred to as ATR, which is a measure of price volatility. The 90th percentile endpoints were within 5 calendar years of September 18, with a planned but not executed action, and a value of N1255. The data provided includes the symbol XLC, with 1332 bars, a date of 2026-09-18T04:00:00Z, a close price of 110.45, and various return rates, including r21 of -0.0045065344749887215, r63 of 0.015072144104402163, r126 of -0.014894755618979683, and r252 of -0.05574078823629991. The average return was -0.015017483556466538, with a simple moving average of 200, or sma200, of 113.25389999999999, and an average true range of 20, or atr20, of 1.600999999999999. The highest price in the last 20 days, or high20, was 114.88, with a p90 value of 0.13793319496275078, and a p90_n value of 1255. The worst gap was -0.05753803596127238, and the eligible status was false, with a rank of null and a size of 0. Additionally, basis sensitivity data was provided, including all, split, and raw bases, with their respective close prices, average returns, sma200 values, eligible statuses, and r252 values. https://runway.adityaperswal.workers.dev/data/stock-bars
XLRE 04UTC completed SIP sector signal and adjustment comparison = 0.000294532262420405
Sector rotation2026-09-21 04:04
A news scan found the headline 'XLRE 04UTC completed SIP sector signal and adjustment comparison'. On September 21, 2026, an analysis of 1332 bars of data for the XLRE symbol from June 2021 to September 18, 2026, was completed. The analysis used a simple mean true range, or average of price movements, over 20 periods, known as ATR20, which was 0.499. The analysis also looked at the average price, or close, of 42.18, and the simple moving average over 200 periods, or SMA200, of 42.4204. The results showed a return over 252 periods, or r252, of 0.0469, and a return over 21 periods, or r21, of -0.054. The analysis also calculated a basis sensitivity, which is a measure of how much the results change when using different methods, and found that the symbol was not eligible for adjustment. The data included: a high price over 20 periods, or high20, of 45.09, a percentage change over 90 periods, or p90, of 0.109, and a worst gap, or worstgap, of -0.026. The analysis used three different methods: all, split, and raw, and found that the symbol was not eligible for adjustment under any of them. https://runway.adityaperswal.workers.dev/data/stock-bars
XLP 04UTC completed SIP sector signal and adjustment comparison = 0.010293805863832106
Sector rotation2026-09-21 04:04
A news scan found the headline 'XLP 04UTC completed SIP sector signal and adjustment comparison'. Accessed on 2026-09-21, 1332 completed bars from June 2021 to September 18, 2026, with an adjustment set to all, using a simple mean true range of 20, referred to as ATR. The 90th percentile endpoints were within 5 calendar years of September 18, with a planned but not executed action for N1255. The details include the symbol XLP, 1332 bars, a date of 2026-09-18 at 04:00:00Z, a close price of 82.26, and various return rates: r21 at -0.043154588810049965, r63 at 0.0008516851198443476, r126 at 0.02287988062670987, and r252 at 0.06059824651882417. The average return was 0.010293805863832106, the simple moving average of 200 at 82.42635, the average true range of 20 at 0.8854999999999983, the high of the last 20 at 86.89, the 90th percentile at 0.0765089488016883, and the worst gap at -0.02376211336784806. The eligibility was false, with a rank of null and a size of 0. Basis sensitivity comparisons were also made for all, split, and raw bases, with details including symbol, basis, close price, average return, simple moving average of 200, eligibility, and 252-day return rate. https://runway.adityaperswal.workers.dev/data/stock-bars
XLI 04UTC completed SIP sector signal and adjustment comparison = 0.012861458594983582
Sector rotation2026-09-21 04:04
A news scan found the headline 'XLI 04UTC completed SIP sector signal and adjustment comparison'. Accessed on 2026-09-21, 1332 completed bars from June 2021 to September 18, 2026, with an adjustment set to all and an Average True Range (ATR) simple mean of 20, referred to as TR20. The 90th percentile (P90) endpoints were within 5 calendar years of September 18, with a value of 1255. A planned action was not executed. The data included the symbol XLI, with 1332 bars, a date of September 18, 2026, at 04:00:00Z, a close price of 169.3, and various return rates, including -0.067 for 21 days, -0.059 for 63 days, 0.040 for 126 days, and 0.138 for 252 days. The average return was 0.013, the simple moving average for 200 days was 170.69, the ATR for 20 days was 2.39, and the highest price in 20 days was 180.75. The P90 value was 0.121, and the worst gap was -0.034. The data also included basis sensitivity for the symbol XLI, with three different bases: all, split, and raw, each with its own close price, average return, simple moving average for 200 days, eligibility, and 252-day return rate. https://runway.adityaperswal.workers.dev/data/stock-bars
XLB 04UTC completed SIP sector signal and adjustment comparison = 0.02407186231692518
Sector rotation2026-09-21 04:04
A news scan found the headline 'XLB 04UTC completed SIP sector signal and adjustment comparison'. Accessed on 2026-09-21, 1332 completed bars from June 2021 to September 18, 2026, with an adjustment set to all, using a simple mean true range of 20, referred to as ATR. The true range is a measure of volatility. The planned action was not executed. The data for the symbol XLB includes: 1332 bars, a date of 2026-09-18T04:00:00Z, a close price of 49.76, and various return rates, including -0.04820198928844688 for 21 days, -0.03152977812378366 for 63 days, 0.05580309781455539 for 126 days, and 0.12021611886537586 for 252 days. The average return is 0.02407186231692518, the simple moving average of 200 days is 49.94445, and the average true range of 20 days is 0.7849999999999995. The highest price in the last 20 days is 53.94, the 90th percentile is 0.10242204395726381, and the number of days to reach this percentile is 1255. The worst gap is -0.032136105860113395, and the symbol is not eligible. The rank and size are null and 0, respectively. Basis sensitivity comparisons are also provided for all, split, and raw bases, with their respective close prices, averages, simple moving averages, eligibility, and 252-day return rates. https://runway.adityaperswal.workers.dev/data/stock-bars
XLF 04UTC completed SIP sector signal and adjustment comparison = 0.054190486429407686
Sector rotation2026-09-21 04:04
A news scan found the headline about XLF 04UTC completed SIP sector signal and adjustment comparison. Accessed on 2021-09-21, 1332 completed bars from June 2021 to September 18, 2026, with an adjustment for all data. The average true range, or ATR, was calculated using a simple mean over 20 periods, referred to as TR20. The 90th percentile, or P90, endpoints were within 5 calendar years of September 18, with a value of 1255. A planned action was not executed. The data for the symbol XLF included 1332 bars, with a close price of 55.66 on September 18, 2026, at 04:00:00Z. The returns for 21, 63, 126, and 252 periods were -0.028282122905027962, 0.046240601503759304, 0.1499999999999999, and 0.04880346711889949, respectively. The average return was 0.054190486429407686, and the simple moving average over 200 periods, or sma200, was 53.26344999999999. The average true range over 20 periods, or atr20, was 0.7054999999999996, with a high of 58.39 over the same period. The P90 value was 0.11839449899401085, and the worst gap was -0.03914373088685008. The data also included basis sensitivity for the symbol XLF, with three different bases: all, split, and raw. The close prices for these bases were 55.66, 55.86, and 55.86, respectively. The average returns for these bases were 0.054190486429407686, 0.04692774806689609, and 0.04692774806689609, respectively. The sma200 values were 53.26344999999999, 53.6913, and 53.6913, respectively. The returns over 252 periods, or r252, were 0.04880346711889949, 0.032914201183432024, and 0.032914201183432024, respectively. https://runway.adityaperswal.workers.dev/data/stock-bars
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