Notes

A news scan found the report that on September 21, 2026, an automated trading fund manager completed a SIP sector signal and adjustment comparison for XLV. The analysis used 1332 completed bars from June 2021 to September 18, 2026, with an adjustment set to all, and a simple mean true range of 20, referred to as ATR, which is a measure of price volatility. The analysis also considered the 90th percentile, or P90, endpoints within 5 calendar years of September 18, with a value of 1255. Although planned, the trade was not executed. The data included the symbol XLV, 1332 bars, a date of September 18, 2026, a close price of 167.75, and various return rates, including -0.041483343808925155 for the 21-day period, 0.13206910514239434 for the 63-day period, 0.15841447413852627 for the 126-day period, and 0.2487902925630907 for the 252-day period. The average return was 0.12444763200877154, the simple moving average for 200 days was 154.58825000000002, and the average true range for 20 days was 2.1585000000000036. The highest price in the last 20 days was 175.15, the 90th percentile was 0.10626814878798006, and the worst gap was -0.026399635867091376. The trade was eligible, with a rank of 3, a size of 86.66, a stress gap of 0.1, and a stop distance fraction of 0.025734724292101385. The stress loss was 11.106454086438156. The basis sensitivity analysis included three scenarios: all, split, and raw, with their respective close prices, averages, simple moving averages, eligibility, and 252-day return rates. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about XLE 04UTC completed SIP sector signal and adjustment comparison. Accessed on 2021-09-21, 1332 completed bars from June 2021 to September 18, 2026, with adjustment set to all, using a simple mean true range of 20, or ATR20 for short, which is a measure of price volatility. The planned signal was not executed. The data includes the symbol XLE, 1332 bars, a date of September 18, 2026, a close price of 63.93, and various return rates, including 0.011550632911392356 for 21 days, 0.20463538722442065 for 63 days, 0.09826490293763945 for 126 days, and 0.47372060857538023 for 252 days. The average return rate is 0.19704288291220817, the simple moving average of 200 days is 54.98775, and the ATR20 is 1.2579999999999998. The highest price in the last 20 days is 65.78, the 90th percentile is 0.20623380761303578, and the number of days to reach this percentile is 1255. The worst gap is -0.0579319636241159, the position is eligible, the rank is 2, the size is 86.66, the stress gap is 0.1158639272482318, the stop distance fraction is 0.039355545127483176, and the stress loss is 13.489459580485923. The basis sensitivity comparison includes three scenarios: all, split, and raw, with their respective close prices, average return rates, simple moving averages, eligibility, and 252-day return rates. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLK 04UTC completed SIP sector signal and adjustment comparison'. On September 21, 2026, an analysis of 1332 bars of data from June 2021 to September 18, 2026, was completed. The analysis used a simple mean true range, also known as ATR, over 20 periods, which is a measure of price volatility. The results showed that the price of XLK, a technology sector exchange-traded fund, was 189.38 at the close on September 18, 2026. The returns over 21, 63, 126, and 252 trading days were 0.0324, -0.0084, 0.3730, and 0.4044, respectively. The average return was 0.2003. The simple moving average over 200 periods was 162.05. The ATR over 20 periods was 3.14. The highest price over 20 periods was 189.59. The 90th percentile of returns, also known as P90, was 0.1837, which occurred 1255 times. The worst gap, which is the largest price drop, was -0.0626. The analysis also showed that XLK was eligible for trading, with a rank of 1 and a size of 86.66. The stress gap, which is a measure of potential losses, was 0.1251. The stop distance fraction, which is a measure of the distance to a stop-loss, was 0.0332. The stress loss, which is a measure of potential losses, was 13.79. The analysis also compared the results using different bases, including all, split, and raw, which are methods of calculating returns. The results of the comparison were: for the all basis, the close was 189.38, the average return was 0.2003, the simple moving average over 200 periods was 162.05, and the return over 252 trading days was 0.4044; for the split basis, the close was 189.6, the average return was 0.1974, the simple moving average over 200 periods was 162.44, and the return over 252 trading days was 0.3970; for the raw basis, the close was 189.6, the average return was 0.0228, the simple moving average over 200 periods was 164.62, and the return over 252 trading days was -0.3015. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for XLRE: on September 18, 2026, at 04:00:00Z, the close price was 42.53 and the adjusted close price was 42.18. The simple moving average over 200 days, or sma200, was 42.77239478425795. The average true range over 20 days, or atr20, was 0.5022400000000001. The highest price over the last 20 days, or high20, was 45.465. The percentage of positive returns over 90 days, or p90, was 0.1085945166440135. The returns over 21 days, or r21, were -5.447209145931408, over 63 days, or r63, were -2.1799628942485993, over 126 days, or r126, were 3.0539946249694694, and over 252 days, or r252, were 4.690990320178701. The score was 0.02945322624204061 and the rank was 8. The data also showed that the price was not above a certain level, indicated by above being false, and the size was 0. This data was fetched on September 21 at 04:00 UTC and completed on September 18. The calculations included all-adjusted returns, a simple average true range over 20 days, and a rescaled simple moving average over 200 days. The percentage of positive returns over 90 days, or p90, was calculated over the last 5 years with a warmup period and included the last 5 endpoints. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLU R92104 completed daily momentum and price-basis indicators'. The data provided is about the stock symbol XLU, with a close price of 41.1 and an adjusted price of 40.8 on September 18, 2026. The simple moving average, or sma, over 200 days was 44.22. The average true range, or atr, over 20 days was 0.64. The highest price over 20 days was 43.96. Other indicators include p90 at 0.10, which is a measure of returns over 90 days, and r21, r63, and r126, which are returns over 21, 63, and 126 days, at -6.64, -7.59, and -10.51 respectively. The return over 252 days, or r252, was 0.17. The score is -6.14 and the rank is 11. The data also shows that the stock is not above a certain threshold, indicated by 'above' being false, and the size is 0, which means there is no new order, but may indicate that another stock, EEM, is pending or XLE is being held. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the report for XLE, which is a stock symbol. The report was completed on September 18, 2026, at 04:00:00Z and fetched on September 21 at 04:00 UTC. The stock closed at 64.31 and the adjusted close was 63.93. The simple moving average, or sma, over 200 days was 55.31. The average true range, or atr, over 20 days was 1.26. The highest price over 20 days was 66.17. The report also included other indicators, such as p90, which is the percentage of time the stock was above its average price over 90 days, and was 0.2062. Other indicators included r21, r63, r126, and r252, which represent returns over 21, 63, 126, and 252 days, and were 1.1551, 20.4635, 9.8265, and 47.3721, respectively. The score was 19.7043 and the rank was 2. The report also noted that the stock was above a certain threshold, and the size was 1, which means that the stock XLE was held, not a new order. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLB R92104 completed daily momentum and price-basis indicators'. The data line for XLB, which is a stock symbol, shows the following information as of September 18, 2026: the closing price was 49.99, the adjusted closing price was 49.76, the simple moving average over 200 days, or sma200, was 50.1753, and the average true range over 20 days, or atr20, was 0.7883. The highest price in the last 20 days, or high20, was 54.19. Other indicators include p90, which measures the percentage of time the stock was above a certain price over the last 90 days, at 0.1024, and various return rates, or r, over 21, 63, 126, and 252 days, at -4.8202, -3.1530, 5.5803, and 12.0216, respectively. The score is 2.4072 and the rank is 5. The data also shows that the stock is not currently above a certain threshold, indicated by 'above' being false, and the size is 0, which means there is no new order, but it may mean that another stock, EEM, is pending or XLE is being held. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLI R92104 completed daily momentum and price-basis indicators'. The symbol XLI had a close price of 169.75 and an adjusted price of 169.3 on September 18, 2026. The simple moving average, or SMA, over 200 days was 171.14. The average true range, or ATR, over 20 days was 2.40. The highest price over 20 days was 181.24. The percentage of positive returns over 90 days, or P90, was 0.12. The returns over 21, 63, and 126 days were -6.70, -5.93, and 4.02 percent, respectively. The return over 252 days was 13.76 percent. The score was 1.29 and the rank was 6. The size was 0, which means there was no new order, and it may indicate that EEM is pending or XLE is being held. The data was fetched on September 21 at 04:00 UTC and completed on September 18. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLF R92104 completed daily momentum and price-basis indicators'. The data provided is about the stock symbol XLF, with a close price of 55.86 and an adjusted close price of 55.66 on September 18, 2026. The simple moving average over 200 days, or sma200, is 53.45. The average true range over 20 days, or atr20, is 0.71. The highest price in the last 20 days, or high20, is 58.6. Other indicators include p90 at 0.12, r21 at -2.83, r63 at 4.62, r126 at 15.00, and r252 at 4.88. The score is 5.42 and the rank is 4. The stock is above a certain level, indicated by 'above' being true. The size is 0, which means there is no new order, and size 1 would mean either EEM is pending or XLE is being held. The data was fetched on September 21 at 04:00 UTC and completed on September 18. The returns are adjusted for splits, and the simple moving average is rescaled to the latest split close price. The p90 value is based on 60-session returns over the last 5 years. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLV R92104 completed daily momentum and price-basis indicators'. The symbol is XLV, which means a specific stock or fund, and the date is September 18, 2026. The closing price was 168.39 and the adjusted price was 167.75. The simple moving average, or sma, over 200 days was 155.18. The average true range, or atr, over 20 days was 2.17. The highest price over 20 days was 175.82. The percentage of positive returns over 90 days, or p90, was 0.11. The returns over 21, 63, 126, and 252 days were -4.15, 13.21, 15.84, and 24.88 percent respectively. The score was 12.44 and the rank was 3. The stock price was above a certain level, indicated by 'above' being true. The size was 0, which means there was no new order, and a size of 1 would mean either EEM was pending or XLE was held. This data was fetched on September 21 at 04:00 UTC and completed on September 18. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLP R92104 completed daily momentum and price-basis indicators'. The XLP symbol had a close price of 82.8 and an adjusted price of 82.26 on September 18, 2026. The simple moving average, or sma, over 200 days was 82.96744201312909. The average true range, or atr, over 20 days was 0.89176. The highest price over 20 days was 87.465. The percentage of positive returns over 90 days, or p90, was 0.0765089488016883. The returns over 21 days, or r21, were -4.3154588810049965, over 63 days, or r63, were 0.08516851198443476, over 126 days, or r126, were 2.287988062670987, and over 252 days, or r252, were 6.059824651882417. The score was 1.0293805863832106 and the rank was 7. The symbol was not above a certain threshold, indicated by above being false. The size was 0, which means there was no new order, and it can also mean that EEM is pending or XLE is held. This data was fetched on September 21 at 04:00 UTC and completed on September 18. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for XLY: the symbol XLY had a close price of 111.03 on September 18, 2026, at 04:00:00Z, with an adjusted price of 110.79. The simple moving average, or sma, over 200 days was 116.57. The average true range, or atr, over 20 days was 1.51. The highest price over 20 days was 118.79. Other indicators included p90, which measures the percentage of time the stock was above its average price over 90 days, at 0.15, and various return rates, including r21 at -6.37 percent, r63 at -5.04 percent, r126 at 1.62 percent, and r252 at -7.36 percent. The score was -4.29 and the rank was 10. The above indicator was false and the size was 0. This data was fetched on September 21 at 04:00 UTC and completed on September 18. The calculations used all-adjusted returns, a simple atr20, and an sma200 rescaled to the latest split close, with a 60-session return calculation that included a warmup period and endpoints over the last 5 years. A size of 1 means there is either a pending order for EEM or an existing holding of XLE, but does not indicate a new order. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for XLC, which is a stock symbol, on September 18, 2026: the stock closed at 110.81 and had an adjusted close of 110.45. The simple moving average, or SMA, over 200 days was 113.62. The average true range, or ATR, over 20 days was 1.607. The highest price over 20 days was 115.26. Other indicators included a 90-day percentage change of 0.138, and returns over 21, 63, 126, and 252 days of -0.451, 1.507, -1.489, and -5.574 respectively. The score was -1.502 and the rank was 9, with the stock not trading above a certain level, indicated by 'above' being false. The size was 0, which means there was no new order, and a size of 1 would mean either EEM was pending or XLE was held. This data was fetched on September 21 at 04:00 UTC. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the report for XLK, a technology exchange-traded fund, which completed daily momentum and price-basis indicators. The report, fetched on September 21 at 04:00 UTC, was for September 18. It showed the closing price was 189.6, with an adjusted close of 189.38. The simple moving average, or SMA, over 200 days was 162.23509747597421. The average true range, or ATR, over 20 days was 3.1444999999999963. The highest price over 20 days was 189.81. The report also included various return percentages, such as 0.18371503840112063 over 90 days, 3.2437442075996303 over 21 days, -0.8429760720456647 over 63 days, 37.301529761473205 over 126 days, and 40.43752317389693 over 252 days. The score was 20.034955267731025 and the rank was 1, with the price above a certain level. The size was 0, which means there was no new order, but rather a pending order for EEM or a held position in XLE. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'TLT R92104 completed daily momentum and price-basis indicators'. The trading fund manager's notes for the symbol TLT show the following information as of the date 2026-09-18T04:00:00Z: the closing price was 81.25, and the adjusted closing price was also 81.25. The simple moving average, or sma, over 200 days was 84.3606. The average true range, or atr, over 20 days was 0.6726. The highest price over 20 days was 83.5987. The notes also include various return calculations: p90 is the percentage of positive returns over 90 days, which was 0.0615, r21 is the return over 21 days, which was -1.7533, r63 is the return over 63 days, which was -5.2589, r126 is the return over 126 days, which was -4.9596, and r252 is the return over 252 days, which was -5.7096. The score is the return over 252 days, which was -5.7096, and the rank is 7. The notes also indicate that the price is not above a certain level, shown as above being false, and the size is 0. The data was fetched on September 21 at 04UTC and completed on September 18. The calculations are based on sip all-adjusted returns, split ohlc simple atr20, all-adjusted sma200 rescaled to latest split close, and p90 60-session returns with warmup and endpoints over the last 5 years. A size of 1 means that either EEM is pending or XLE is being held, but does not indicate a new order. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'GLD R92104 completed daily momentum and price-basis indicators'. The details are as follows: the symbol is GLD, the date is September 18, 2026, and the closing price was 401.17. The adjusted closing price was also 401.17. The simple moving average, or SMA, over 200 days was 416.22. The average true range, or ATR, over 20 days was 7.92. The highest price over 20 days was 429.42. The percentage of positive returns over 90 days, or P90, was 0.17. The returns over 21, 63, and 126 days were -3.06, 3.63, and -5.92 percent respectively. The return over 252 days was 19.05 percent. The score, which is a measure of performance, was 19.05, and the rank was 4. The fund was not above a certain threshold, indicated by 'above' being false, and the size was 0, meaning there was no new order, but possibly a pending order for EEM or a held position in XLE. The data was fetched on September 21 at 04:00 UTC and completed on September 18. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line for EEM, which is a type of investment fund: the symbol is EEM, the date is September 18, 2026, the close price is 67.03, and the adjusted price is also 67.03. The simple moving average, or sma, over 200 days is 62.09, the average true range, or atr, over 20 days is 0.94, and the highest price over 20 days is 69.13. Other calculations include p90, which is a percentage, at 0.11, r21 at 1.39, r63 at -5.31, r126 at 16.94, and r252 at 28.31. The score is 28.31 and the rank is 1, with the investment being above a certain point, and the size is 1, which means EEM is pending or XLE is held, and does not represent a new order. This data was fetched on September 21 at 04:00 UTC and completed on September 18. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'EFA R92104 completed daily momentum and price-basis indicators'. The EFA symbol was analyzed on September 18, 2026, at 04:00:00Z, with a closing price of 104.97. This is also the adjusted price. A simple moving average, or SMA, is a way to smooth out price changes over 200 days, which was 101.03105 for EFA. The average true range, or ATR, is a measure of price volatility over 20 days, which was 1.0289949999999997 for EFA. The highest price in the last 20 days was 108.83. Various return rates were calculated, including a 21-day return of -2.498606724874608, a 63-day return of 0.5363470931903036, a 126-day return of 10.471479688486628, and a 252-day return of 16.737099644128108. The score is the same as the 252-day return, which is 16.737099644128108. The rank is 6. The analysis shows that the price is above a certain threshold, indicated by 'above' being true. The size is 0, which means there is no new order, and a size of 1 would mean either EEM is pending or XLE is being held. The data was fetched on September 21 at 04:00 UTC and completed on September 18. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'IWM R92104 completed daily momentum and price-basis indicators'. The data for the symbol IWM, as of the date 2026-09-18, shows a close price of 284.1 and an adjusted price of 284.1. The simple moving average over 200 days, or sma200, is 273.51. The average true range over 20 days, or atr20, is 3.26. The highest price over 20 days, or high20, is 300.39. Other indicators include p90 at 0.13, r21 at -5.59, r63 at -3.64, and r126 at 15.30. The score is 20.13 and the rank is 3. The data also shows that the price is above a certain level, indicated by 'above' being true. The size is 0, which means there is no new order, and a size of 1 would mean that EEM is pending or XLE is held. The data was fetched on September 21 at 04:00 UTC and completed on September 18. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the report for QQQ on September 18, 2026, with a closing price of 721.45. The report included a simple moving average, or SMA, of 661.77 over 200 days, and an average true range, or ATR, of 8.27 over 20 days. The highest price in the last 20 days was 724.13. The report also showed returns over different time periods: 0.75% over 21 days, -2.48% over 63 days, 21.94% over 126 days, and 22.87% over 252 days. The score was 22.87, ranking 2, and the price was above a certain level, indicated by 'above' being true. The size was 0, meaning there was no new order, and it may have been related to pending or held positions in EEM or XLE. The report was fetched on September 21 at 04:00 UTC and completed on September 18. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'SPY R92104 completed daily momentum and price-basis indicators'. The symbol is SPY, which refers to an exchange-traded fund, and the date is September 18, 2026. The closing price was 761.69 and the adjusted closing price was also 761.69. The simple moving average, or sma, over 200 days was 712.47. The average true range, or atr, over 20 days was 6.05. The highest price over 20 days was 775.3. The p90, which is a measure of returns over 90 days, was 0.11. The returns over 21, 63, 126, and 252 days were -0.71, 2.26, 16.35, and 17.13 respectively. The score, which is a measure of performance, was 17.13, and the rank was 5. The fund was above a certain threshold, indicated by 'above' being true. The size was 0, which means there was no new order, but it could mean that EEM is pending or XLE is being held. The data was fetched on September 21 at 04:00 UTC and completed on September 18. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data line: {"paths":20000,"horizon":20,"n":1254,"q95":10.014484810783912,"q99":14.835991082595553,"maximum":14.835991082595553,"joint_stress":77.94269465148403}. This is information about independent and identically distributed, or IID, synchronized daily gaps, which are differences in prices. The worst one-day loss for a basket of investments in 20 days is noted. This data does not account for stops, drift, or costs, and it does not represent strategy performance or a maximum loss guarantee. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=raw

The fund has a ceiling of 29.9778 and an equity of 999.26, which is 3% of the fund's size of 280. The previous gap assumptions were retained and not recalibrated to the current milder sample. A news scan found the following data: the symbol is IWM, the raw average true range over 20 periods is 3.25925, and the adjusted average true range over 20 periods is 3.217, with a difference of 0.04225. The size is 93.33, the stop is 277.666, and the target is 320.542353437563. The risk to reward ratio is 5.6640275781105, and the stress is 28.421384363225883. The normal stop loss is 2.1136403379091897. The raw gap on September 15 was -0.004480566843805378, and the adjusted gap on September 15 was -0.0018804847471793895. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip

The fund has an equity of 999.26 and a 3% ceiling of 29.9778, with a fund size of 280. Previous gap assumptions were retained and not recalibrated to the milder current sample. A news scan found the data: QQQ has a raw atr20 of 8.27367999999999, an adjusted atr20 of 8.27367999999999, and an atr difference of 0. The size is 93.33, the stop is 704.90264, and the target is 838.105554290121, with a risk reward ratio, or rr, of 7.049798535241943, and stress of 23.108077650841185. The normal stop loss is 2.1406405278259037, and the sep15 raw gap and adjusted gap are both -0.0005358301136524357. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip

The fund has a value of 280 and an equity of 999.26 with a 3% ceiling of 29.9778. Previous gap assumptions were retained and not updated to reflect the current milder sample. The symbol EEM has a raw average true range of 0.9432499999999997 and an adjusted average true range of 0.9432499999999997, with no difference between the two. The size is 93.33, the stop is 65.1435, and the target is 74.21621874551062, with a risk reward ratio of 3.809286374508678. The stress is 26.413232637416957 and the normal stop loss is 2.626690213337311. The raw gap on September 15 was 0.0019699954538567876 and the adjusted gap on September 15 was also 0.0019699954538567876. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip