Notes

Accessed2026-09-21; 1332 completed bars June2021-Sep18 2026, adjustment=all; ATR simple mean TR20; P90 endpoints within5 calendar years of Sep18, N1255. Planned not executed. {"symbol":"XLV","bars":1332,"date":"2026-09-18T04:00:00Z","close":167.75,"r21":-0.041483343808925155,"r63":0.13206910514239434,"r126":0.15841447413852627,"r252":0.2487902925630907,"avg":0.12444763200877154,"sma200":154.58825000000002,"atr20":2.1585000000000036,"high20":175.15,"p90":0.10626814878798006,"p90_n":1255,"worstgap":-0.026399635867091376,"eligible":true,"rank":3,"size":86.66,"stressgap":0.1,"stop_distance_frac":0.025734724292101385,"stressloss":11.106454086438156}; basis sensitivity=[{"symbol":"XLV","basis":"all","close":167.75,"avg":0.12444763200877154,"sma200":154.58825000000002,"eligible":true,"r252":0.2487902925630907},{"symbol":"XLV","basis":"split","close":168.39,"avg":0.11537557269695292,"sma200":155.91875000000002,"eligible":true,"r252":0.22733236151603498},{"symbol":"XLV","basis":"raw","close":168.39,"avg":0.11537557269695292,"sma200":155.91875000000002,"eligible":true,"r252":0.22733236151603498}] https://runway.adityaperswal.workers.dev/data/stock-bars

Accessed2026-09-21; 1332 completed bars June2021-Sep18 2026, adjustment=all; ATR simple mean TR20; P90 endpoints within5 calendar years of Sep18, N1255. Planned not executed. {"symbol":"XLE","bars":1332,"date":"2026-09-18T04:00:00Z","close":63.93,"r21":0.011550632911392356,"r63":0.20463538722442065,"r126":0.09826490293763945,"r252":0.47372060857538023,"avg":0.19704288291220817,"sma200":54.98775,"atr20":1.2579999999999998,"high20":65.78,"p90":0.20623380761303578,"p90_n":1255,"worstgap":-0.0579319636241159,"eligible":true,"rank":2,"size":86.66,"stressgap":0.1158639272482318,"stop_distance_frac":0.039355545127483176,"stressloss":13.489459580485923}; basis sensitivity=[{"symbol":"XLE","basis":"all","close":63.93,"avg":0.19704288291220817,"sma200":54.98775,"eligible":true,"r252":0.47372060857538023},{"symbol":"XLE","basis":"split","close":64.31,"avg":0.18000057062952063,"sma200":55.72789999999999,"eligible":true,"r252":0.4291111111111112},{"symbol":"XLE","basis":"raw","close":64.31,"avg":0.001381532711727279,"sma200":56.413349999999994,"eligible":true,"r252":-0.2853650405600622}] https://runway.adityaperswal.workers.dev/data/stock-bars

Accessed2026-09-21; 1332 completed bars June2021-Sep18 2026, adjustment=all; ATR simple mean TR20; P90 endpoints within5 calendar years of Sep18, N1255. Planned not executed. {"symbol":"XLK","bars":1332,"date":"2026-09-18T04:00:00Z","close":189.38,"r21":0.0324374420759963,"r63":-0.008429760720456647,"r126":0.37301529761473207,"r252":0.4043752317389693,"avg":0.20034955267731025,"sma200":162.04685,"atr20":3.140499999999997,"high20":189.59,"p90":0.18371503840112063,"p90_n":1255,"worstgap":-0.06256806256806269,"eligible":true,"rank":1,"size":86.66,"stressgap":0.12513612513612538,"stop_distance_frac":0.033166121026507525,"stressloss":13.792109398828321}; basis sensitivity=[{"symbol":"XLK","basis":"all","close":189.38,"avg":0.20034955267731025,"sma200":162.04685,"eligible":true,"r252":0.4043752317389693},{"symbol":"XLK","basis":"split","close":189.6,"avg":0.19737063881861935,"sma200":162.4417,"eligible":true,"r252":0.3969938107869142},{"symbol":"XLK","basis":"raw","close":189.6,"avg":0.02275284596052321,"sma200":164.61754999999997,"eligible":true,"r252":-0.30147736064547037}] https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLRE","date":"2026-09-18T04:00:00Z","close":42.53,"adjusted":42.18,"sma200":42.77239478425795,"atr20":0.5022400000000001,"high20":45.465,"p90":0.1085945166440135,"r21":-5.447209145931408,"r63":-2.1799628942485993,"r126":3.0539946249694694,"r252":4.690990320178701,"score":0.02945322624204061,"rank":8,"above":false,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLU","date":"2026-09-18T04:00:00Z","close":41.1,"adjusted":40.8,"sma200":44.221534926470596,"atr20":0.6355299999999993,"high20":43.96,"p90":0.10248819951417007,"r21":-6.636155606407335,"r63":-7.5877689694224255,"r126":-10.506690063610458,"r252":0.1718634912840633,"score":-6.139687787039039,"rank":11,"above":false,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLE","date":"2026-09-18T04:00:00Z","close":64.31,"adjusted":63.93,"sma200":55.31459725480995,"atr20":1.2647249999999997,"high20":66.17,"p90":0.20623380761303578,"r21":1.1550632911392356,"r63":20.463538722442067,"r126":9.826490293763946,"r252":47.372060857538024,"score":19.70428829122082,"rank":2,"above":true,"size":1}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLB","date":"2026-09-18T04:00:00Z","close":49.99,"adjusted":49.76,"sma200":50.175302562299045,"atr20":0.7882599999999993,"high20":54.19,"p90":0.10242204395726381,"r21":-4.820198928844688,"r63":-3.152977812378366,"r126":5.580309781455539,"r252":12.021611886537586,"score":2.407186231692518,"rank":5,"above":false,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLI","date":"2026-09-18T04:00:00Z","close":169.75,"adjusted":169.3,"sma200":171.13893199940935,"atr20":2.3982499999999987,"high20":181.24,"p90":0.12088482077368641,"r21":-6.701201366692377,"r63":-5.933992665851751,"r126":4.018186286556902,"r252":13.76159118398066,"score":1.2861458594983581,"rank":6,"above":false,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLF","date":"2026-09-18T04:00:00Z","close":55.86,"adjusted":55.66,"sma200":53.45483860941429,"atr20":0.7088450000000005,"high20":58.6,"p90":0.11839449899401085,"r21":-2.828212290502796,"r63":4.62406015037593,"r126":14.999999999999991,"r252":4.880346711889949,"score":5.419048642940768,"rank":4,"above":true,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLV","date":"2026-09-18T04:00:00Z","close":168.39,"adjusted":167.75,"sma200":155.1780352757079,"atr20":2.1654699999999965,"high20":175.82,"p90":0.10626814878798006,"r21":-4.148334380892516,"r63":13.206910514239434,"r126":15.841447413852627,"r252":24.87902925630907,"score":12.444763200877155,"rank":3,"above":true,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLP","date":"2026-09-18T04:00:00Z","close":82.8,"adjusted":82.26,"sma200":82.96744201312909,"atr20":0.89176,"high20":87.465,"p90":0.0765089488016883,"r21":-4.3154588810049965,"r63":0.08516851198443476,"r126":2.287988062670987,"r252":6.059824651882417,"score":1.0293805863832106,"rank":7,"above":false,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLY","date":"2026-09-18T04:00:00Z","close":111.03,"adjusted":110.79,"sma200":116.57298158678584,"atr20":1.5072499999999984,"high20":118.79,"p90":0.14890879842478497,"r21":-6.372010479168422,"r63":-5.039856004114163,"r126":1.6235553109521295,"r252":-7.358474788861946,"score":-4.2866964902981,"rank":10,"above":false,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLC","date":"2026-09-18T04:00:00Z","close":110.81,"adjusted":110.45,"sma200":113.6230390131281,"atr20":1.607,"high20":115.26,"p90":0.13793319496275078,"r21":-0.45065344749887215,"r63":1.5072144104402163,"r126":-1.4894755618979683,"r252":-5.574078823629991,"score":-1.5017483556466538,"rank":9,"above":false,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"XLK","date":"2026-09-18T04:00:00Z","close":189.6,"adjusted":189.38,"sma200":162.23509747597421,"atr20":3.1444999999999963,"high20":189.81,"p90":0.18371503840112063,"r21":3.2437442075996303,"r63":-0.8429760720456647,"r126":37.301529761473205,"r252":40.43752317389693,"score":20.034955267731025,"rank":1,"above":true,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"TLT","date":"2026-09-18T04:00:00Z","close":81.25,"adjusted":81.25,"sma200":84.36059999999999,"atr20":0.6725500000000004,"high20":83.5987,"p90":0.06150557763249668,"r21":-1.7533252720677184,"r63":-5.258861940298509,"r126":-4.959644402854124,"r252":-5.709643727515379,"score":-5.709643727515379,"rank":7,"above":false,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"GLD","date":"2026-09-18T04:00:00Z","close":401.17,"adjusted":401.17,"sma200":416.22065,"atr20":7.923445000000004,"high20":429.42,"p90":0.16781703911009302,"r21":-3.061569688768595,"r63":3.629365571399057,"r126":-5.919185760183865,"r252":19.05214114016085,"score":19.05214114016085,"rank":4,"above":false,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"EEM","date":"2026-09-18T04:00:00Z","close":67.03,"adjusted":67.03,"sma200":62.091550000000005,"atr20":0.9432499999999997,"high20":69.125,"p90":0.10717963493264468,"r21":1.3916200272273471,"r63":-5.311484672976419,"r126":16.939986043265876,"r252":28.311638591117916,"score":28.311638591117916,"rank":1,"above":true,"size":1}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"EFA","date":"2026-09-18T04:00:00Z","close":104.97,"adjusted":104.97,"sma200":101.03105,"atr20":1.0289949999999997,"high20":108.83,"p90":0.09630282889112697,"r21":-2.498606724874608,"r63":0.5363470931903036,"r126":10.471479688486628,"r252":16.737099644128108,"score":16.737099644128108,"rank":6,"above":true,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"IWM","date":"2026-09-18T04:00:00Z","close":284.1,"adjusted":284.1,"sma200":273.51065,"atr20":3.25925,"high20":300.39,"p90":0.12821050854556687,"r21":-5.592662745488974,"r63":-3.6361169527169057,"r126":15.300324675324672,"r252":20.131929468476486,"score":20.131929468476486,"rank":3,"above":true,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"QQQ","date":"2026-09-18T04:00:00Z","close":721.45,"adjusted":721.45,"sma200":661.77265,"atr20":8.27367999999999,"high20":724.125,"p90":0.1616958533244174,"r21":0.7499162104792845,"r63":-2.481718279017575,"r126":21.94482945133702,"r252":22.86901578759135,"score":22.86901578759135,"rank":2,"above":true,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"SPY","date":"2026-09-18T04:00:00Z","close":761.69,"adjusted":761.69,"sma200":712.4730999999999,"atr20":6.047064999999992,"high20":775.3,"p90":0.10841930825440019,"r21":-0.7130194483549568,"r63":2.2553665641906973,"r126":16.34894449026978,"r252":17.127216250711207,"score":17.127216250711207,"rank":5,"above":true,"size":0}; fetched Sep21 04UTC, completed Sep18. SIP all-adjusted returns; split OHLC simple ATR20; all-adjusted SMA200 rescaled to latest split close; P90 60-session returns with warmup and endpoints last5years. Size1 means EEM pending or XLE held, not new order. https://runway.adityaperswal.workers.dev/data/stock-bars

{"paths":20000,"horizon":20,"n":1254,"q95":10.014484810783912,"q99":14.835991082595553,"maximum":14.835991082595553,"joint_stress":77.94269465148403}; IID synchronized daily gaps, worst one-day basket loss in20days; no stops/drift/costs, not strategy performance or maximum loss guarantee. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=raw

Equity999.26,3% ceiling29.9778,fund280. Previous gap assumptions retained, not recalibrated to milder current sample. {"symbol":"IWM","raw_atr20":3.25925,"adjusted_atr20":3.2170000000000045,"atr_difference":0.04224999999999568,"size":93.33,"stop":277.666,"target":320.542353437563,"rr":5.6640275781105,"stress":28.421384363225883,"normal_stop_loss":2.1136403379091897,"sep15_raw_gap":-0.004480566843805378,"sep15_adjusted_gap":-0.0018804847471793895} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip

Equity999.26,3% ceiling29.9778,fund280. Previous gap assumptions retained, not recalibrated to milder current sample. {"symbol":"QQQ","raw_atr20":8.27367999999999,"adjusted_atr20":8.27367999999999,"atr_difference":0,"size":93.33,"stop":704.90264,"target":838.105554290121,"rr":7.049798535241943,"stress":23.108077650841185,"normal_stop_loss":2.1406405278259037,"sep15_raw_gap":-0.0005358301136524357,"sep15_adjusted_gap":-0.0005358301136524357} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip

Equity999.26,3% ceiling29.9778,fund280. Previous gap assumptions retained, not recalibrated to milder current sample. {"symbol":"EEM","raw_atr20":0.9432499999999997,"adjusted_atr20":0.9432499999999997,"atr_difference":0,"size":93.33,"stop":65.1435,"target":74.21621874551062,"rr":3.809286374508678,"stress":26.413232637416957,"normal_stop_loss":2.626690213337311,"sep15_raw_gap":0.0019699954538567876,"sep15_adjusted_gap":0.0019699954538567876} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip