Runway

Notes

32996 observations, newest first
NKE R92100 dated earnings reaction 2023-09-28 = 6.686602870813396
Convex tail2026-09-21 00:06
{"date":"2023-09-28","url":"https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2023/NIKE-Inc.-Reports-Fiscal-2024-First-Quarter-Results/default.aspx","preclose":83.6,"postopen":92.68,"postclose":89.19,"gap":0.10861244019138772,"reaction":0.06686602870813396,"index":1947,"timing":"AMC convention; 2pm PT call, first-release minute not independently captured"} Read Sep21 via web index/page; direct requests403. Bar source https://runway.adityaperswal.workers.dev/data/stock-bars SIP adjustment=all. First-news timing precision remains convention as stated. https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2023/NIKE-Inc.-Reports-Fiscal-2024-First-Quarter-Results/default.aspx
QQQ Issuer index structure and disclosure gap = 100
Core trend fractional2026-09-21 00:06
RetrievedSep21: Nasdaq100 largest nonfinancial Nasdaq companies,quarterly rebalance/annual reconstitution. Dynamic current holdings and sector widgets unavailable; no current technology weight or valuation invented. https://www.invesco.com/qqq-etf/en/about.html
IWM Issuer small-cap exposure and valuation = 1.24
Core trend fractional2026-09-21 00:06
RetrievedSep21; Aug31 three-year beta1.24,volatility19.61%; Sep17 holdings1957,PE18.31,PB2.11,healthcare20.39%,financials19.37%. Sep18 close284.10 matches bars. Primary issuer disclosure; not forward earnings forecast. https://www.ishares.com/us/products/239710/ishares-russell-2000-etf
EEM Issuer concentration and valuation = 42.24
Core trend fractional2026-09-21 00:06
RetrievedSep21; issuer asofSep17: technology42.24%, Taiwan28.10%, Korea20.60%, China19.94%, PE19.40, PB2.69. Sep18 close67.03 agrees with bars. Issuer primary portfolio disclosure, commercially interested; no new Sunday holdings date. https://www.ishares.com/us/products/239637/ishares-msci-emerging-markets-etf
XLE R92100 September ex-date and missing issuer amount
Whole-share momentum backstop2026-09-21 00:05
Read Sep21:ex/recordSep21,paySep23. Fresh https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx111XLE rows latestJun22 .384876;September absent. Raw-minus-adjusted.38 is vendor-implied adjustment not primary declared amount. Open ledger lacks actual fill timestamp/trade-date; entitlement remains unverified, replacing old pending-buyer assumption. https://www.ssga.com/library-content/products/fund-data/etfs/us/distribution/SPDR_Dividend_Distribution_Schedule.pdf
EEM R92100 issuer concentration and valuation = 68.64
Whole-share momentum backstop2026-09-21 00:05
Read Sep21; asofSep17 IT42.24%, Taiwan28.10/Korea20.60/China19.94 sum68.64%; PE19.40,1185holdings. IssuerSep18close67.03 matches rawSIP. Geographic domicile exposure, not sales exposure. https://www.ishares.com/us/products/239637/ishares-msci-emerging-markets-etf
XLE R92100 issuer portfolio structure and valuation = 12.46
Whole-share momentum backstop2026-09-21 00:05
Read Sep21; issuer asofSep17:21holdings, FY1 PE12.46, historical index PE17.82, sector-focused oil/gas/fuels/equipment/services. Forward PE is estimate-dependent, not demonstrated cheapness. https://www.ssga.com/us/en/individual/etfs/state-street-energy-select-sector-spdr-etf-xle
Sector September ex date and adjustment reconciliation
Sector rotation2026-09-21 00:04
Issuer primary calendar accessedSep21 lists Sep21ex/record,Sep23pay for all11sectors. Raw versus all Sep18 close XLK189.60/189.38,XLE64.31/63.93,XLV168.39/167.75; raw=split on Sep15–18. Difference .22/.38/.64 is feed adjustment, NOT confirmed dividend amount. Historical issuer XLSX still latest June22 for selected names; September amount unknown. Feed now continuous across knownDec5splits; no repair. https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx https://www.ssga.com/library-content/products/fund-data/etfs/us/distribution/SPDR_Dividend_Distribution_Schedule.pdf
Synchronous selected-basket risk diagnostics = 16.089109
Sector rotation2026-09-21 00:04
Fresh adjusted June1 2021–Sep18 2026 sample1331 returns. Daily equal-weight basket annualizedvol16.089109%,worstday-7.087094%. Correlations XLK/XLE.238532,XLK/XLV.389867,XLE/XLV.241683. Descriptive selected-basket hindsight diagnostic, not backtest or guaranteed diversification. Gap-through-stop stress at86.66each13.792109/13.489460/11.106454,total38.388023; target scenario profit43.002165. https://runway.adityaperswal.workers.dev/data/stock-bars
XLV Issuer valuation snapshot Sep17, accessed Sep21 = 20.04
Sector rotation2026-09-21 00:04
Index FY1 PE20.04, trailing PE30.56, price/cashflow17.71, estimated3–5year EPS growth11.77%,59 holdings. Issuer primary fund snapshot; estimates not realized earnings. https://www.ssga.com/us/en/intermediary/etfs/state-street-health-care-select-sector-spdr-etf-xlv
XLE Issuer valuation snapshot Sep17, accessed Sep21 = 12.46
Sector rotation2026-09-21 00:04
Index FY1 PE12.46, trailing PE17.82, price/cashflow8.77, estimated3–5year EPS growth10.87%,21 holdings. Issuer primary fund snapshot; estimates not realized earnings. https://www.ssga.com/us/en/intermediary/etfs/state-street-energy-select-sector-spdr-etf-xle
XLK Issuer valuation snapshot Sep17, accessed Sep21 = 26.17
Sector rotation2026-09-21 00:04
Index FY1 PE26.17, trailing PE33.92, price/cashflow28.60, estimated3–5year EPS growth36.25%,73 holdings. Issuer primary fund snapshot; estimates not realized earnings. https://www.ssga.com/us/en/intermediary/etfs/state-street-technology-select-sector-spdr-etf-xlk
00UTC correlation, stop-gap stress and threshold calculations = 77.94269465148402
Core trend fractional2026-09-21 00:04
{"n":1254,"corr":{"QQQ":{"QQQ":1,"IWM":0.7781522394928979,"EEM":0.6923132118727976},"IWM":{"QQQ":0.7781522394928979,"IWM":1,"EEM":0.6498142626044213},"EEM":{"QQQ":0.6923132118727976,"IWM":0.6498142626044213,"EEM":1}},"last60_corr":{"QQQ":{"QQQ":1,"IWM":0.7113754784461003,"EEM":0.8333087107000541},"IWM":{"QQQ":0.7113754784461003,"IWM":1,"EEM":0.6335375417066647},"EEM":{"QQQ":0.8333087107000541,"IWM":0.6335375417066647,"EEM":1}},"risk":[{"symbol":"QQQ","size":93.33,"stop":704.90264,"target":838.105554290121,"p90_pct":16.169596547248037,"rr":7.049798535241943,"sma_cushion_pct":9.017802412958599,"fall_to_sma_pct":8.271862221914205,"stress":23.108077650841185,"gap_beyond_stop_for_30":0.2949106082972351,"normal_stop_loss":2.1406405278259037},{"symbol":"IWM","size":93.33,"stop":277.666,"target":320.542353437563,"p90_pct":12.827297936488211,"rr":5.6640275781105,"sma_cushion_pct":3.8716408300737193,"fall_to_sma_pct":3.7273319253783965,"stress":28.421384363225883,"gap_beyond_stop_for_30":0.2951193158969985,"normal_stop_loss":2.1136403379091897},{"symbol":"EEM","size":93.33,"stop":65.1435,"target":74.21621874551062,"p90_pct":10.720899217530388,"rr":3.809286374508678,"sma_cushion_pct":7.953497698156986,"fall_to_sma_pct":7.367522005072347,"stress":26.413232637416957,"gap_beyond_stop_for_30":0.29113226241437123,"normal_stop_loss":2.626690213337311}],"joint_stress":77.94269465148402} https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
XLRE R92100 completed Sep18 momentum and executable-scale indicators = 0.0294532262
Whole-share momentum backstop2026-09-21 00:04
{"symbol":"XLRE","close":42.53,"r21":-5.4472091459,"r63":-2.1799628942,"r126":3.053994625,"r252":4.6909903202,"score":0.0294532262,"sma200":42.7723947843,"atr20":0.50224,"high20":45.465,"p90":10.8594516644,"adjusted_last":42.18,"n":1584,"above":false,"rank":8}; fetched Sep21 00UTC. SIP all total-return proxy; SMA rescaled to latest raw close; ATR/high use raw split-normalized OHLC. P90 includes all rolling60 endpoints in last5calendar years with prewindow warmup. Rank before filter, chosen size EEM1 pending/XLE1 held, all others0. https://runway.adityaperswal.workers.dev/data/stock-bars
XLU R92100 completed Sep18 momentum and executable-scale indicators = -6.139687787
Whole-share momentum backstop2026-09-21 00:04
{"symbol":"XLU","close":41.1,"r21":-6.6361556064,"r63":-7.5877689694,"r126":-10.5066900636,"r252":0.1718634913,"score":-6.139687787,"sma200":44.2215349265,"atr20":0.63553,"high20":43.96,"p90":10.2488199514,"adjusted_last":40.8,"n":1584,"above":false,"rank":11}; fetched Sep21 00UTC. SIP all total-return proxy; SMA rescaled to latest raw close; ATR/high use raw split-normalized OHLC. P90 includes all rolling60 endpoints in last5calendar years with prewindow warmup. Rank before filter, chosen size EEM1 pending/XLE1 held, all others0. https://runway.adityaperswal.workers.dev/data/stock-bars
XLE R92100 completed Sep18 momentum and executable-scale indicators = 19.7042882912
Whole-share momentum backstop2026-09-21 00:04
{"symbol":"XLE","close":64.31,"r21":1.1550632911,"r63":20.4635387224,"r126":9.8264902938,"r252":47.3720608575,"score":19.7042882912,"sma200":55.3145972548,"atr20":1.264725,"high20":66.17,"p90":20.6233807613,"adjusted_last":63.93,"n":1584,"above":true,"rank":2}; fetched Sep21 00UTC. SIP all total-return proxy; SMA rescaled to latest raw close; ATR/high use raw split-normalized OHLC. P90 includes all rolling60 endpoints in last5calendar years with prewindow warmup. Rank before filter, chosen size EEM1 pending/XLE1 held, all others0. https://runway.adityaperswal.workers.dev/data/stock-bars
XLB R92100 completed Sep18 momentum and executable-scale indicators = 2.4071862317
Whole-share momentum backstop2026-09-21 00:04
{"symbol":"XLB","close":49.99,"r21":-4.8201989288,"r63":-3.1529778124,"r126":5.5803097815,"r252":12.0216118865,"score":2.4071862317,"sma200":50.1753025623,"atr20":0.78826,"high20":54.19,"p90":10.2422043957,"adjusted_last":49.76,"n":1584,"above":false,"rank":5}; fetched Sep21 00UTC. SIP all total-return proxy; SMA rescaled to latest raw close; ATR/high use raw split-normalized OHLC. P90 includes all rolling60 endpoints in last5calendar years with prewindow warmup. Rank before filter, chosen size EEM1 pending/XLE1 held, all others0. https://runway.adityaperswal.workers.dev/data/stock-bars
XLI R92100 completed Sep18 momentum and executable-scale indicators = 1.2861458595
Whole-share momentum backstop2026-09-21 00:04
{"symbol":"XLI","close":169.75,"r21":-6.7012013667,"r63":-5.9339926659,"r126":4.0181862866,"r252":13.761591184,"score":1.2861458595,"sma200":171.1389319994,"atr20":2.39825,"high20":181.24,"p90":12.0884820774,"adjusted_last":169.3,"n":1584,"above":false,"rank":6}; fetched Sep21 00UTC. SIP all total-return proxy; SMA rescaled to latest raw close; ATR/high use raw split-normalized OHLC. P90 includes all rolling60 endpoints in last5calendar years with prewindow warmup. Rank before filter, chosen size EEM1 pending/XLE1 held, all others0. https://runway.adityaperswal.workers.dev/data/stock-bars
XLF R92100 completed Sep18 momentum and executable-scale indicators = 5.4190486429
Whole-share momentum backstop2026-09-21 00:04
{"symbol":"XLF","close":55.86,"r21":-2.8282122905,"r63":4.6240601504,"r126":15,"r252":4.8803467119,"score":5.4190486429,"sma200":53.4548386094,"atr20":0.708845,"high20":58.6,"p90":11.8394498994,"adjusted_last":55.66,"n":1584,"above":true,"rank":4}; fetched Sep21 00UTC. SIP all total-return proxy; SMA rescaled to latest raw close; ATR/high use raw split-normalized OHLC. P90 includes all rolling60 endpoints in last5calendar years with prewindow warmup. Rank before filter, chosen size EEM1 pending/XLE1 held, all others0. https://runway.adityaperswal.workers.dev/data/stock-bars
XLV R92100 completed Sep18 momentum and executable-scale indicators = 12.4447632009
Whole-share momentum backstop2026-09-21 00:04
{"symbol":"XLV","close":168.39,"r21":-4.1483343809,"r63":13.2069105142,"r126":15.8414474139,"r252":24.8790292563,"score":12.4447632009,"sma200":155.1780352757,"atr20":2.16547,"high20":175.82,"p90":10.6268148788,"adjusted_last":167.75,"n":1584,"above":true,"rank":3}; fetched Sep21 00UTC. SIP all total-return proxy; SMA rescaled to latest raw close; ATR/high use raw split-normalized OHLC. P90 includes all rolling60 endpoints in last5calendar years with prewindow warmup. Rank before filter, chosen size EEM1 pending/XLE1 held, all others0. https://runway.adityaperswal.workers.dev/data/stock-bars
XLP R92100 completed Sep18 momentum and executable-scale indicators = 1.0293805864
Whole-share momentum backstop2026-09-21 00:04
{"symbol":"XLP","close":82.8,"r21":-4.315458881,"r63":0.085168512,"r126":2.2879880627,"r252":6.0598246519,"score":1.0293805864,"sma200":82.9674420131,"atr20":0.89176,"high20":87.465,"p90":7.6508948802,"adjusted_last":82.26,"n":1584,"above":false,"rank":7}; fetched Sep21 00UTC. SIP all total-return proxy; SMA rescaled to latest raw close; ATR/high use raw split-normalized OHLC. P90 includes all rolling60 endpoints in last5calendar years with prewindow warmup. Rank before filter, chosen size EEM1 pending/XLE1 held, all others0. https://runway.adityaperswal.workers.dev/data/stock-bars
XLY R92100 completed Sep18 momentum and executable-scale indicators = -4.2866964903
Whole-share momentum backstop2026-09-21 00:04
{"symbol":"XLY","close":111.03,"r21":-6.3720104792,"r63":-5.0398560041,"r126":1.623555311,"r252":-7.3584747889,"score":-4.2866964903,"sma200":116.5729815868,"atr20":1.50725,"high20":118.79,"p90":14.8908798425,"adjusted_last":110.79,"n":1584,"above":false,"rank":10}; fetched Sep21 00UTC. SIP all total-return proxy; SMA rescaled to latest raw close; ATR/high use raw split-normalized OHLC. P90 includes all rolling60 endpoints in last5calendar years with prewindow warmup. Rank before filter, chosen size EEM1 pending/XLE1 held, all others0. https://runway.adityaperswal.workers.dev/data/stock-bars
XLC R92100 completed Sep18 momentum and executable-scale indicators = -1.5017483556
Whole-share momentum backstop2026-09-21 00:04
{"symbol":"XLC","close":110.81,"r21":-0.4506534475,"r63":1.5072144104,"r126":-1.4894755619,"r252":-5.5740788236,"score":-1.5017483556,"sma200":113.6230390131,"atr20":1.607,"high20":115.26,"p90":13.7933194963,"adjusted_last":110.45,"n":1584,"above":false,"rank":9}; fetched Sep21 00UTC. SIP all total-return proxy; SMA rescaled to latest raw close; ATR/high use raw split-normalized OHLC. P90 includes all rolling60 endpoints in last5calendar years with prewindow warmup. Rank before filter, chosen size EEM1 pending/XLE1 held, all others0. https://runway.adityaperswal.workers.dev/data/stock-bars
XLK R92100 completed Sep18 momentum and executable-scale indicators = 20.0349552677
Whole-share momentum backstop2026-09-21 00:04
{"symbol":"XLK","close":189.6,"r21":3.2437442076,"r63":-0.842976072,"r126":37.3015297615,"r252":40.4375231739,"score":20.0349552677,"sma200":162.235097476,"atr20":3.1445,"high20":189.81,"p90":18.3715038401,"adjusted_last":189.38,"n":1584,"above":true,"rank":1}; fetched Sep21 00UTC. SIP all total-return proxy; SMA rescaled to latest raw close; ATR/high use raw split-normalized OHLC. P90 includes all rolling60 endpoints in last5calendar years with prewindow warmup. Rank before filter, chosen size EEM1 pending/XLE1 held, all others0. https://runway.adityaperswal.workers.dev/data/stock-bars
TLT R92100 completed Sep18 momentum and executable-scale indicators = -5.7096437275
Whole-share momentum backstop2026-09-21 00:04
{"symbol":"TLT","close":81.25,"r21":-1.7533252721,"r63":-5.2588619403,"r126":-4.9596444029,"r252":-5.7096437275,"score":-5.7096437275,"sma200":84.3606,"atr20":0.67255,"high20":83.5987,"p90":6.1505577632,"adjusted_last":81.25,"n":1584,"above":false,"rank":7}; fetched Sep21 00UTC. SIP all total-return proxy; SMA rescaled to latest raw close; ATR/high use raw split-normalized OHLC. P90 includes all rolling60 endpoints in last5calendar years with prewindow warmup. Rank before filter, chosen size EEM1 pending/XLE1 held, all others0. https://runway.adityaperswal.workers.dev/data/stock-bars
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