Runway

Notes

32996 observations, newest first
GLD R92100 completed Sep18 momentum and executable-scale indicators = 19.0521411402
Whole-share momentum backstop2026-09-21 00:04
{"symbol":"GLD","close":401.17,"r21":-3.0615696888,"r63":3.6293655714,"r126":-5.9191857602,"r252":19.0521411402,"score":19.0521411402,"sma200":416.22065,"atr20":7.923445,"high20":429.42,"p90":16.781703911,"adjusted_last":401.17,"n":1584,"above":false,"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
EEM R92100 completed Sep18 momentum and executable-scale indicators = 28.3116385911
Whole-share momentum backstop2026-09-21 00:04
{"symbol":"EEM","close":67.03,"r21":1.3916200272,"r63":-5.311484673,"r126":16.9399860433,"r252":28.3116385911,"score":28.3116385911,"sma200":62.09155,"atr20":0.94325,"high20":69.125,"p90":10.7179634933,"adjusted_last":67.03,"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
EFA R92100 completed Sep18 momentum and executable-scale indicators = 16.7370996441
Whole-share momentum backstop2026-09-21 00:04
{"symbol":"EFA","close":104.97,"r21":-2.4986067249,"r63":0.5363470932,"r126":10.4714796885,"r252":16.7370996441,"score":16.7370996441,"sma200":101.03105,"atr20":1.028995,"high20":108.83,"p90":9.6302828891,"adjusted_last":104.97,"n":1584,"above":true,"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
IWM R92100 completed Sep18 momentum and executable-scale indicators = 20.1319294685
Whole-share momentum backstop2026-09-21 00:04
{"symbol":"IWM","close":284.1,"r21":-5.5926627455,"r63":-3.6361169527,"r126":15.3003246753,"r252":20.1319294685,"score":20.1319294685,"sma200":273.51065,"atr20":3.25925,"high20":300.39,"p90":12.8210508546,"adjusted_last":284.1,"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
TH R92100 secondary cash ownership and bear case reverified = 0
Convex tail2026-09-21 00:04
Issuer Sep10 release read Sep21:16.1m shares sold by selling shareholders at public18.50, company receives0 proceeds. Company bought1,693,599 shares at underwriter purchase price funded cash+ABL. Company cash outflow/borrowing accompanies liquidity change; no new corporate financing inflow from secondary. Actual repurchase dollar cost not established by public price. Completed Sep10, not future catalyst. https://investors.targethospitality.com/news/news-details/2026/Target-Hospitality-Announces-Closing-of-Upsized-Secondary-Offering-and-Concurrent-Stock-Repurchase-and-Full-Exercise-of-Underwriters-Option-to-Purchase-Additional-Shares/default.aspx
HALO R92100 financing-origin attack verified with issuer-authored release = 460
Convex tail2026-09-21 00:04
Sep17 23:20ET issuer release read Sep21; 1.3bn 1.5% notes, conditional expected Sep22 close. Net1275m less162.5m capped calls,217m and435.5m old-note repurchases leaves460m. Issuer specifically expects counterparties to buy shares/derivatives around pricing and modify hedges later; actual hedge quantities unknown. This supports a flow-confounding mechanism, not proof all Sep18 volume was hedging. Increment coupon16.92075m/year from prior calculation. https://www.prnewswire.com/news-releases/halozyme-therapeutics-inc-announces-pricing-of-upsized-private-offering-of-1-3-billion-of-convertible-senior-notes-due-2033--302882873.html
QQQ R92100 completed Sep18 momentum and executable-scale indicators = 22.8690157876
Whole-share momentum backstop2026-09-21 00:04
{"symbol":"QQQ","close":721.45,"r21":0.7499162105,"r63":-2.481718279,"r126":21.9448294513,"r252":22.8690157876,"score":22.8690157876,"sma200":661.77265,"atr20":8.27368,"high20":724.125,"p90":16.1695853324,"adjusted_last":721.45,"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
NKE R92100 index headline correction = 100
Convex tail2026-09-21 00:04
Issuer of index S&P DJI Sep4 announcement read Sep21 00UTC: NKE deletion is S&P100, effective before open Sep21,2026; table does not list NKE as S&P500 deletion. This corrects supplied Sep20 legacy-media headline. Known announcement 17 calendar days before effective date; flow size and actual auction trades not established. Not an unannounced negative business event. https://press.spglobal.com/2026-09-04-Bloom-Energy,-Illumina,-and-Everpure-Set-to-Join-S-P-500-Others-to-Join-S-P-100,-S-P-MidCap-400,-and-S-P-SmallCap-600
SPY R92100 completed Sep18 momentum and executable-scale indicators = 17.1272162507
Whole-share momentum backstop2026-09-21 00:04
{"symbol":"SPY","close":761.69,"r21":-0.7130194484,"r63":2.2553665642,"r126":16.3489444903,"r252":17.1272162507,"score":17.1272162507,"sma200":712.4731,"atr20":6.047065,"high20":775.3,"p90":10.8419308254,"adjusted_last":761.69,"n":1584,"above":true,"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
ETH/USD 00UTC completed daily momentum, SMA, ATR and P90 = -0.4103202632673566
Core trend fractional2026-09-21 00:04
Retrieved Sep21 00UTC; provider direct bars, not independent validation. {"symbol":"ETH/USD","date":"2026-09-20 00:00:00+00:00","bars":1938,"pages":1,"close":2643.9205,"annual":-0.4103202632673566,"sma":2076.261635608327,"atr":98.36391593532497,"high20":2665.72,"p90":0.4222824630051262,"p90_n":1826,"worst_gap":-0.015875006146848114,"source":"https://runway.adityaperswal.workers.dev/data/crypto-bars","rank":7,"size":0} https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD 00UTC completed daily momentum, SMA, ATR and P90 = -0.29849667570825167
Core trend fractional2026-09-21 00:04
Retrieved Sep21 00UTC; provider direct bars, not independent validation. {"symbol":"BTC/USD","date":"2026-09-20 00:00:00+00:00","bars":1938,"pages":1,"close":81164.345,"annual":-0.29849667570825167,"sma":70506.90950958944,"atr":2207.8615644035503,"high20":82233.502538071,"p90":0.36718658848933106,"p90_n":1826,"worst_gap":-0.016457402875454386,"source":"https://runway.adityaperswal.workers.dev/data/crypto-bars","rank":6,"size":0} https://runway.adityaperswal.workers.dev/data/crypto-bars
TLT 00UTC completed daily momentum, SMA, ATR and P90 = -0.05709643727515379
Core trend fractional2026-09-21 00:04
Retrieved Sep21 00UTC; provider direct bars, not independent validation. {"symbol":"TLT","date":"2026-09-18 04:00:00+00:00","bars":1332,"pages":1,"close":81.25,"annual":-0.05709643727515379,"sma":84.36059999999999,"atr":0.6628700000000016,"high20":83.28,"p90":0.061531439329492135,"p90_n":1254,"worst_gap":-0.0334463805402877,"source":"https://runway.adityaperswal.workers.dev/data/stock-bars","rank":null,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars
GLD 00UTC completed daily momentum, SMA, ATR and P90 = 0.1905214114016085
Core trend fractional2026-09-21 00:04
Retrieved Sep21 00UTC; provider direct bars, not independent validation. {"symbol":"GLD","date":"2026-09-18 04:00:00+00:00","bars":1332,"pages":1,"close":401.17,"annual":0.1905214114016085,"sma":416.22065,"atr":7.923445000000004,"high20":429.42,"p90":0.16786147299684145,"p90_n":1254,"worst_gap":-0.05980036297640645,"source":"https://runway.adityaperswal.workers.dev/data/stock-bars","rank":null,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars
EEM 00UTC completed daily momentum, SMA, ATR and P90 = 0.28311638591117916
Core trend fractional2026-09-21 00:04
Retrieved Sep21 00UTC; provider direct bars, not independent validation. {"symbol":"EEM","date":"2026-09-18 04:00:00+00:00","bars":1332,"pages":1,"close":67.03,"annual":0.28311638591117916,"sma":62.091550000000005,"atr":0.9432499999999997,"high20":69.125,"p90":0.10720899217530387,"p90_n":1254,"worst_gap":-0.05737169009480214,"source":"https://runway.adityaperswal.workers.dev/data/stock-bars","rank":1,"size":93.33} https://runway.adityaperswal.workers.dev/data/stock-bars
EFA 00UTC completed daily momentum, SMA, ATR and P90 = 0.16737099644128106
Core trend fractional2026-09-21 00:04
Retrieved Sep21 00UTC; provider direct bars, not independent validation. {"symbol":"EFA","date":"2026-09-18 04:00:00+00:00","bars":1332,"pages":1,"close":104.97,"annual":0.16737099644128106,"sma":101.03105,"atr":1.0289949999999997,"high20":108.83,"p90":0.09630887522284759,"p90_n":1254,"worst_gap":-0.04503884354410459,"source":"https://runway.adityaperswal.workers.dev/data/stock-bars","rank":5,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars
IWM 00UTC completed daily momentum, SMA, ATR and P90 = 0.20131929468476484
Core trend fractional2026-09-21 00:04
Retrieved Sep21 00UTC; provider direct bars, not independent validation. {"symbol":"IWM","date":"2026-09-18 04:00:00+00:00","bars":1332,"pages":1,"close":284.1,"annual":0.20131929468476484,"sma":273.51065,"atr":3.2170000000000045,"high20":299.61,"p90":0.1282729793648821,"p90_n":1254,"worst_gap":-0.0527219225110348,"source":"https://runway.adityaperswal.workers.dev/data/stock-bars","rank":3,"size":93.33} https://runway.adityaperswal.workers.dev/data/stock-bars
QQQ 00UTC completed daily momentum, SMA, ATR and P90 = 0.2286901578759135
Core trend fractional2026-09-21 00:04
Retrieved Sep21 00UTC; provider direct bars, not independent validation. {"symbol":"QQQ","date":"2026-09-18 04:00:00+00:00","bars":1332,"pages":1,"close":721.45,"annual":0.2286901578759135,"sma":661.77265,"atr":8.27367999999999,"high20":724.125,"p90":0.16169596547248039,"p90_n":1254,"worst_gap":-0.05357022225224606,"source":"https://runway.adityaperswal.workers.dev/data/stock-bars","rank":2,"size":93.33} https://runway.adityaperswal.workers.dev/data/stock-bars
SPY 00UTC completed daily momentum, SMA, ATR and P90 = 0.17127216250711208
Core trend fractional2026-09-21 00:04
Retrieved Sep21 00UTC; provider direct bars, not independent validation. {"symbol":"SPY","date":"2026-09-18 04:00:00+00:00","bars":1332,"pages":1,"close":761.69,"annual":0.17127216250711208,"sma":712.4730999999999,"atr":6.002450000000005,"high20":773.38,"p90":0.10841971102491436,"p90_n":1254,"worst_gap":-0.0398836806224242,"source":"https://runway.adityaperswal.workers.dev/data/stock-bars","rank":4,"size":0} https://runway.adityaperswal.workers.dev/data/stock-bars
XLE R92100 actual ledger and ex-date adjustment discrepancy = 64.31
Whole-share momentum backstop2026-09-21 00:03
Read Sep21 00UTC: order13 status open qty1 entry64.31 stop62.10 target77.97, openedAt Sep19 02:04UTC is also original order timestamp; actual execution timestamp/trade-date not separately supplied. Order12 EEM pending1 limit67.37 expirySep22 02:04UTC. XLE Sep18 raw close64.31 versus adjustment=all63.93, difference0.38; do not interpret as weekend loss or certified dividend. Fund committed131.68 residual8.32. N0 closed trades means no empirical win rate or Kelly estimate. venue query_trades; https://runway.adityaperswal.workers.dev/data/stock-bars
XLU Sep21 refreshed Sep18 completed adjusted signal and risk = -0.06139687787039039
Sector rotation2026-09-21 00:03
{"symbol":"XLU","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":40.8,"sma200":43.89875,"atr20":0.6305,"high20":43.64,"r21":-0.06636155606407335,"r63":-0.07587768969422426,"r126":-0.10506690063610458,"r252":0.001718634912840633,"avg":-0.06139687787039039,"p90":0.10248819951417007,"windows":1255,"worstgap":-0.02020202020202022,"sma_distance":-0.07058857028958687,"high_drawdown":-0.06507791017415221,"eligible":false,"rank":null,"size":0,"stop":39.538999999999994,"target":44.98151854017813,"g":0.1,"stress":0}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars
XLY Sep21 refreshed Sep18 completed adjusted signal and risk = -0.042866964902981
Sector rotation2026-09-21 00:03
{"symbol":"XLY","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":110.79,"sma200":116.32100000000003,"atr20":1.5020000000000018,"high20":118.53,"r21":-0.06372010479168422,"r63":-0.05039856004114163,"r126":0.016235553109521295,"r252":-0.07358474788861946,"avg":-0.042866964902981,"p90":0.14890879842478497,"windows":1255,"worstgap":-0.05426125049780972,"sma_distance":-0.0475494536670078,"high_drawdown":-0.06529992406985574,"eligible":false,"rank":null,"size":0,"stop":107.786,"target":127.28760577748194,"g":0.10852250099561944,"stress":0}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars
XLC Sep21 refreshed Sep18 completed adjusted signal and risk = -0.015017483556466538
Sector rotation2026-09-21 00:03
{"symbol":"XLC","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":110.45,"sma200":113.25389999999999,"atr20":1.600999999999999,"high20":114.88,"r21":-0.0045065344749887215,"r63":0.015072144104402163,"r126":-0.014894755618979683,"r252":-0.05574078823629991,"avg":-0.015017483556466538,"p90":0.13793319496275078,"windows":1255,"worstgap":-0.05753803596127238,"sma_distance":-0.02475764631504951,"high_drawdown":-0.03856197771587733,"eligible":false,"rank":null,"size":0,"stop":107.248,"target":125.68472138363582,"g":0.11507607192254476,"stress":0}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars
XLRE Sep21 refreshed Sep18 completed adjusted signal and risk = 0.000294532262420405
Sector rotation2026-09-21 00:03
{"symbol":"XLRE","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":42.18,"sma200":42.4204,"atr20":0.4990000000000002,"high20":45.09,"r21":-0.05447209145931409,"r63":-0.021799628942485993,"r126":0.030539946249694694,"r252":0.04690990320178701,"avg":0.000294532262420405,"p90":0.1085945166440135,"windows":1255,"worstgap":-0.02611836621283703,"sma_distance":-0.005667084704528924,"high_drawdown":-0.06453759148369931,"eligible":false,"rank":null,"size":0,"stop":41.182,"target":46.760516712044485,"g":0.1,"stress":0}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars
XLP Sep21 refreshed Sep18 completed adjusted signal and risk = 0.010293805863832106
Sector rotation2026-09-21 00:03
{"symbol":"XLP","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":82.26,"sma200":82.42635,"atr20":0.8854999999999983,"high20":86.89,"r21":-0.043154588810049965,"r63":0.0008516851198443476,"r126":0.02287988062670987,"r252":0.06059824651882417,"avg":0.010293805863832106,"p90":0.0765089488016883,"windows":1255,"worstgap":-0.02376211336784806,"sma_distance":-0.002018165307574482,"high_drawdown":-0.05328576360916093,"eligible":false,"rank":null,"size":0,"stop":80.489,"target":88.55362612842688,"g":0.1,"stress":0}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars
XLI Sep21 refreshed Sep18 completed adjusted signal and risk = 0.012861458594983582
Sector rotation2026-09-21 00:03
{"symbol":"XLI","bars":1332,"date":"2026-09-18 04:00:00+00:00","repair":false,"close":169.3,"sma200":170.68525000000002,"atr20":2.3920000000000003,"high20":180.75,"r21":-0.06701201366692378,"r63":-0.059339926658517506,"r126":0.04018186286556902,"r252":0.1376159118398066,"avg":0.012861458594983582,"p90":0.12088482077368641,"windows":1255,"worstgap":-0.03353495138197693,"sma_distance":-0.008115815514228797,"high_drawdown":-0.06334716459197776,"eligible":false,"rank":null,"size":0,"stop":164.51600000000002,"target":189.7658001569851,"g":0.1,"stress":0}; accessed Sep21 00UTC; SIP adjustment=all, provider primary market feed; adjusted close is NOT raw executable quote. No repair triggered in this vintage. https://runway.adityaperswal.workers.dev/data/stock-bars
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