Next-two-session macro calendar
RetrievedSep20: Sep21 SCE Household Spending11ET; Sep22 Philadelphia nonmanufacturing08:30ET and Richmond manufacturing10ET. Agency calendar, dates tentative.
https://www.newyorkfed.org/research/calendars/i-sep26.html
Notes
32996 observations, newest first
XLV FDA two-session coverage limitation
AccessedSep20; parsed calendar returned tableheader but no meetingrows. Cannot infer noSep21/22 meetings or drug decisions. Advisory calendar not exhaustive PDUFA calendar; no new FDA catalyst used.
https://www.fda.gov/advisory-committees/advisory-committee-calendar
Sep21-22 Fed primary calendar
AccessedSep20: Sep22 Jefferson10:20ET speech Discount Window Modernization and Treasury Market Functioning; H6Sep22 13ET. CP13ET andH15 16:15ET bothsessions; H10Sep21 16:15ET. Dates not realized economic outcomes.
https://www.federalreserve.gov/newsevents/2026-september.htm
ABVX Sep21 H1 financial results date
Issuer page accessedSep20 listsSep21 date only; releasehour unknown. Broad healthcare context only.
https://ir.abivax.com/events/event-details/h1-2026-financial-results/
MLKN Sep22 earnings timing
Issuer datedAug25 accessedSep20: FY27Q1 resultsSep22 beforemarketopen; call08:30ET. Calendar context only, no sector holding/constituent inference.
https://news.millerknoll.com/2026-08-25-MillerKnoll-Schedules-First-Quarter-Fiscal-Year-2027-Conference-Call-and-Webcast
Sep21-22 macro calendar verified08UTC = 3
Accessed2026-09-20 primary NYFed calendar: Sep21 SCE Household Spending11:00ET(15UTC); Sep22 Philadelphia nonmanufacturing08:30ET(12:30UTC),Richmond manufacturing10ET(14UTC). Tentative dates; not measured outcomes or surprises.
https://www.newyorkfed.org/research/calendars/i-sep26.html
08UTC reference exits and retained gap stress including cost reserve = 77.94269465148402
[{"symbol":"QQQ","size":93.33,"stop":704.90264,"target":838.105473380901,"p90":0.1616958533244174,"rr":7.049793645687354,"stress":23.108077650841185},{"symbol":"IWM","size":93.33,"stop":277.666,"target":320.5246054777956,"p90":0.12821050854556687,"rr":5.661269113738809,"stress":28.421384363225883},{"symbol":"EEM","size":93.33,"stop":65.1435,"target":74.21425092953517,"p90":0.10717963493264468,"rr":3.8082432703605487,"stress":26.413232637416957}] Stress includes0.50 per lot reserve absent from prior76.442695 reported scenario; same sizes and gap assumptions. Not a loss bound.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
ETH/USD 08UTC completed daily momentum, SMA, ATR, rank and conditional size = -0.41123549014783833
{"symbol":"ETH/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"pages":1,"close":2632.425,"annual":-0.41123549014783833,"sma":2073.6830831083275,"atr":98.56906743532497,"p90":0.42328883963806774,"p90_n":1826,"high20":2665.72,"eligible":true,"rank":7,"size":0} Retrieved2026-09-20; primary provider bars, ETF throughSep18/cryptoSep19; size is unexecuted.
https://runway.adityaperswal.workers.dev/data/crypto-bars
BTC/USD 08UTC completed daily momentum, SMA, ATR, rank and conditional size = -0.29782168636543105
{"symbol":"BTC/USD","date":"2026-09-19 00:00:00+00:00","bars":2088,"pages":1,"close":81239.166,"annual":-0.29782168636543105,"sma":70464.58972958945,"atr":2233.81038940355,"p90":0.36718658848933106,"p90_n":1826,"high20":82233.502538071,"eligible":true,"rank":6,"size":0} Retrieved2026-09-20; primary provider bars, ETF throughSep18/cryptoSep19; size is unexecuted.
https://runway.adityaperswal.workers.dev/data/crypto-bars
TLT 08UTC completed daily momentum, SMA, ATR, rank and conditional size = -0.05709643727515379
{"symbol":"TLT","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":1,"close":81.25,"annual":-0.05709643727515379,"sma":84.36059999999999,"atr":0.6628700000000016,"p90":0.06150557763249668,"p90_n":1255,"high20":83.28,"eligible":false,"rank":null,"size":0} Retrieved2026-09-20; primary provider bars, ETF throughSep18/cryptoSep19; size is unexecuted.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
GLD 08UTC completed daily momentum, SMA, ATR, rank and conditional size = 0.1905214114016085
{"symbol":"GLD","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":1,"close":401.17,"annual":0.1905214114016085,"sma":416.22065,"atr":7.923445000000004,"p90":0.16781703911009302,"p90_n":1255,"high20":429.42,"eligible":false,"rank":null,"size":0} Retrieved2026-09-20; primary provider bars, ETF throughSep18/cryptoSep19; size is unexecuted.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EEM 08UTC completed daily momentum, SMA, ATR, rank and conditional size = 0.28311638591117916
{"symbol":"EEM","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":1,"close":67.03,"annual":0.28311638591117916,"sma":62.091550000000005,"atr":0.9432499999999997,"p90":0.10717963493264468,"p90_n":1255,"high20":69.125,"eligible":true,"rank":1,"size":93.33} Retrieved2026-09-20; primary provider bars, ETF throughSep18/cryptoSep19; size is unexecuted.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
EFA 08UTC completed daily momentum, SMA, ATR, rank and conditional size = 0.16737099644128106
{"symbol":"EFA","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":1,"close":104.97,"annual":0.16737099644128106,"sma":101.03105,"atr":1.0289949999999997,"p90":0.09630282889112697,"p90_n":1255,"high20":108.83,"eligible":true,"rank":5,"size":0} Retrieved2026-09-20; primary provider bars, ETF throughSep18/cryptoSep19; size is unexecuted.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
IWM 08UTC completed daily momentum, SMA, ATR, rank and conditional size = 0.20131929468476484
{"symbol":"IWM","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":1,"close":284.1,"annual":0.20131929468476484,"sma":273.51065,"atr":3.2170000000000045,"p90":0.12821050854556687,"p90_n":1255,"high20":299.61,"eligible":true,"rank":3,"size":93.33} Retrieved2026-09-20; primary provider bars, ETF throughSep18/cryptoSep19; size is unexecuted.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
QQQ 08UTC completed daily momentum, SMA, ATR, rank and conditional size = 0.2286901578759135
{"symbol":"QQQ","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":1,"close":721.45,"annual":0.2286901578759135,"sma":661.77265,"atr":8.27367999999999,"p90":0.1616958533244174,"p90_n":1255,"high20":724.125,"eligible":true,"rank":2,"size":93.33} Retrieved2026-09-20; primary provider bars, ETF throughSep18/cryptoSep19; size is unexecuted.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
SPY 08UTC completed daily momentum, SMA, ATR, rank and conditional size = 0.17127216250711208
{"symbol":"SPY","date":"2026-09-18 04:00:00+00:00","bars":1434,"pages":1,"close":761.69,"annual":0.17127216250711208,"sma":712.4730999999999,"atr":6.002450000000005,"p90":0.10841930825440019,"p90_n":1255,"high20":773.38,"eligible":true,"rank":4,"size":0} Retrieved2026-09-20; primary provider bars, ETF throughSep18/cryptoSep19; size is unexecuted.
https://runway.adityaperswal.workers.dev/data/stock-bars?feed=sip&adjustment=all
XLU 08UTC completed Sep18 full signal and risk metrics = -0.06139544536924166
Measured2026-09-20; primary venue SIP/all with conditional issuer split repair; returns decimals; target sample last5years. {"symbol":"XLU","date":"2026-09-18","bars":1332,"close":41.1,"r21":-0.06633348477964562,"r63":-0.07598920863309344,"r126":-0.10496515679442509,"r252":0.0017060687301975186,"avg":-0.06139544536924166,"sma200":44.222125,"atr20":0.6355299999999993,"p90":0.10239288498446239,"windows":1255,"gap":-0.020194072908471083,"stress_gap":0.1,"risk":0.1328334306569343,"split_ratio":0.4953281943471151,"high20":43.96,"rank":null,"size":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
XLY 08UTC completed Sep18 full signal and risk metrics = -0.04290933422531629
Measured2026-09-20; primary venue SIP/all with conditional issuer split repair; returns decimals; target sample last5years. {"symbol":"XLY","date":"2026-09-18","bars":1332,"close":111.03,"r21":-0.06374905135340247,"r63":-0.050457538698366555,"r126":0.016199890170236042,"r252":-0.07363063701973216,"avg":-0.04290933422531629,"sma200":116.57710000000002,"atr20":1.5072499999999984,"p90":0.14896551962962673,"windows":1255,"gap":-0.054244697233123085,"stress_gap":0.10848939446624617,"risk":0.13769419245220943,"split_ratio":0.5027881040892194,"high20":118.79,"rank":null,"size":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
XLC 08UTC completed Sep18 full signal and risk metrics = -0.015056081464132842
Measured2026-09-20; primary venue SIP/all with conditional issuer split repair; returns decimals; target sample last5years. {"symbol":"XLC","date":"2026-09-18","bars":1332,"close":110.81,"r21":-0.0045813869924541395,"r63":0.01502244206283776,"r126":-0.014934660858742954,"r252":-0.055730720068172035,"avg":-0.015056081464132842,"sma200":113.62755000000001,"atr20":1.607,"p90":0.13790962490769748,"windows":1255,"gap":-0.057623380204025465,"stress_gap":0.11524676040805093,"risk":0.14590867640884983,"split_ratio":null,"high20":115.26,"rank":null,"size":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
XLRE 08UTC completed Sep18 full signal and risk metrics = 0.0001291348666397074
Measured2026-09-20; primary venue SIP/all with conditional issuer split repair; returns decimals; target sample last5years. {"symbol":"XLRE","date":"2026-09-18","bars":1332,"close":42.53,"r21":-0.054678817515003364,"r63":-0.021849126034958477,"r126":0.030281007751937983,"r252":0.04676347526458269,"avg":0.0001291348666397074,"sma200":42.77705,"atr20":0.5022400000000001,"p90":0.10853497921567627,"windows":1255,"gap":-0.026175063326766113,"stress_gap":0.1,"risk":0.12625633670350342,"split_ratio":null,"high20":45.465,"rank":null,"size":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
XLP 08UTC completed Sep18 full signal and risk metrics = 0.010267345705447017
Measured2026-09-20; primary venue SIP/all with conditional issuer split repair; returns decimals; target sample last5years. {"symbol":"XLP","date":"2026-09-18","bars":1332,"close":82.8,"r21":-0.0432170094753872,"r63":0.0008461259518917075,"r126":0.02285361334156888,"r252":0.060586653003714686,"avg":0.010267345705447017,"sma200":82.96825000000001,"atr20":0.89176,"p90":0.07653027888248405,"windows":1255,"gap":-0.02374043787918756,"stress_gap":0.1,"risk":0.12438608695652174,"split_ratio":null,"high20":87.465,"rank":null,"size":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
XLI 08UTC completed Sep18 full signal and risk metrics = 0.012816263840419756
Measured2026-09-20; primary venue SIP/all with conditional issuer split repair; returns decimals; target sample last5years. {"symbol":"XLI","date":"2026-09-18","bars":1332,"close":169.75,"r21":-0.06705138774388564,"r63":-0.059400454369147204,"r126":0.04013480392156876,"r252":0.1375820935531431,"avg":0.012816263840419756,"sma200":171.1439,"atr20":2.3982499999999987,"p90":0.12087676778130486,"windows":1255,"gap":-0.03352168601099581,"stress_gap":0.1,"risk":0.13043063328424154,"split_ratio":null,"high20":181.24,"rank":null,"size":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
XLB 08UTC completed Sep18 full signal and risk metrics = 0.02408890044112494
Measured2026-09-20; primary venue SIP/all with conditional issuer split repair; returns decimals; target sample last5years. {"symbol":"XLB","date":"2026-09-18","bars":1332,"close":49.99,"r21":-0.048172124904798164,"r63":-0.03157690817512582,"r126":0.05575501583949305,"r252":0.12034961900493069,"avg":0.02408890044112494,"sma200":50.173925,"atr20":0.7882599999999993,"p90":0.10243167306427377,"windows":1255,"gap":-0.032110091743119185,"stress_gap":0.1,"risk":0.13338303660732145,"split_ratio":0.4983963344788087,"high20":54.19,"rank":null,"size":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
XLF 08UTC completed Sep18 full signal and risk metrics = 0.054345591571535234
Measured2026-09-20; primary venue SIP/all with conditional issuer split repair; returns decimals; target sample last5years. {"symbol":"XLF","date":"2026-09-18","bars":1332,"close":55.86,"r21":-0.028183716075156573,"r63":0.04645934807043828,"r126":0.1500926497838171,"r252":0.049014084507042144,"avg":0.054345591571535234,"sma200":53.4515,"atr20":0.7088450000000005,"p90":0.11838838877512908,"windows":1255,"gap":-0.03900853311661934,"stress_gap":0.1,"risk":0.12784140708915148,"split_ratio":null,"high20":58.6,"rank":4,"size":0}
https://runway.adityaperswal.workers.dev/data/stock-bars
XLV 08UTC completed Sep18 full signal and risk metrics = 0.12442229112273706
Measured2026-09-20; primary venue SIP/all with conditional issuer split repair; returns decimals; target sample last5years. {"symbol":"XLV","date":"2026-09-18","bars":1332,"close":168.39,"r21":-0.04149590163934436,"r63":0.13210972166196022,"r126":0.1583545435784548,"r252":0.24872080088987758,"avg":0.12442229112273706,"sma200":155.18015000000003,"atr20":2.1654699999999965,"p90":0.10628648222527133,"windows":1255,"gap":-0.02644902894279455,"stress_gap":0.1,"risk":0.12814772848743983,"split_ratio":null,"high20":175.82,"rank":3,"size":86.66,"stop":164.05906,"target":186.28758074191344,"stress":11.105282150721536,"stop_loss":2.2288690563572624,"target_gain":9.210786549642012}
https://runway.adityaperswal.workers.dev/data/stock-bars