Notes

A news scan found the report for XLE, which completed its full signal and risk metrics on September 18, 2026, at 08UTC. The report is based on data from the primary venue SIP, with a conditional issuer split repair, and returns are given in decimals. The target sample covers the last 5 years. The details include the symbol XLE, date September 18, 2026, with 1332 bars and a close price of 64.31. Other metrics are r21 at 0.011481597986788383, r63 at 0.20453268402322533, r126 at 0.09837745516652441, and r252 at 0.47381689011114947. The average is 0.1970521568219219, sma200 is 55.314825, and atr20 is 1.2647249999999997. Additional data points are p90 at 0.20627946697730823, windows at 1255, gap at -0.0579273396952954, stress_gap at 0.1158546793905908, risk at 0.15563000797425539, split_ratio at 0.49789356984478933, high20 at 66.17, rank at 2, size at 86.66, stop at 61.780550000000005, target at 77.5758325213107, stress at 13.486896491048972, stop_loss at 3.4085233556212087, and target_gain at 17.87617860825353. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'XLK 08UTC completed Sep18 full signal and risk metrics'. Measured on 2026-09-20, the primary venue is SIP with a conditional issuer split repair, using decimal returns and targeting the last 5 years. The data for the symbol XLK on 2026-09-18 includes 1332 bars, a close of 189.6, and various risk metrics: r21 is 0.032454802875190536, r63 is -0.008420061712253624, and r126 is 0.3730175972192047. The average return is 0.2003611920730362, the simple moving average over 200 days is 162.235625, and the average true range over 20 days is 3.1444999999999963. Other metrics include a 90th percentile of 0.18362192237650138, 1255 windows, a gap of -0.06259270246217741, a stress gap of 0.12518540492435482, and a risk of 0.15920285739498102. The split ratio is 0.5036561810154525, the high over 20 days is 189.81, the rank is 1, the size is 86.66, the stop is 183.311, and the target is 224.41471648258465. The stress is 13.796519621849056, the stop loss is 2.8744975738396588, and the target gain is 15.912675793147608. https://runway.adityaperswal.workers.dev/data/stock-bars

Stitch Fix, the issuer, reported its third quarter results, which ended on May 2, with revenue of $340.3 million, a 4.7% increase from the same time last year. The company had 2.309 million clients, which is a 0.9% increase from the previous quarter, but a 1.9% decrease from the same time last year. Free cash flow, which is the amount of money left over after paying for business operations, was $6.5 million. The company also spent $15.1 million on buying back its own shares and had $229.4 million in cash and investments, with no debt. On September 2, Stitch Fix confirmed that it will announce its fourth quarter and full year financial results on September 23, with a conference call at 17:00 ET. This information is based on the company's primary management claims, not independent expectations, and can be found on the Stitch Fix investor website. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Third-Quarter-of-Fiscal-2026-Financial-Results/default.aspx

The issuer has a convertible note that matures on September 17, 2026, with a value of $1.3 billion and a maturity date of 2033, and this note has capped call hedges. The flow of money from this financing is confusing the volume of trades when the stock price breaks out. This breakout is excluded under the convex liquidity mandate, which means it does not claim to be related to a clinical catalyst or predict the direction of the stock price. https://www.sec.gov/Archives/edgar/data/1159036/000115903626000126/ex-991xhaloxpricingpressre.htm

A news scan found the headline 'KALU R92006 mandated CLI RSI diagnostic'. The symbol KALU was analyzed with 1375 bars of data. The return percentage was 64.80387605281646, compared to a buy and hold percentage of 35.89183283255941. The maximum drawdown percentage was 23.135230420011744. The win rate was 72.09302325581395, with an average trade percentage of 1.3086354870343437, based on a sample of 43 trades. This analysis used a strategy called CLI with a diagnostic tool called RSI, which stands for Relative Strength Index, a way to measure stock performance. The analysis was done over 2000 days, using default RSI settings of 14, 30, and 70, with no fees or slippage, and same close execution, using data from IEX, with no explicit adjustment, and no held apart window. This analysis is not comparable to other models, such as SIP/RSI2/next open costed model, and does not include trade validation. The source code was audited in a file called engine/bars.js. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex

A news scan found the headline 'CSTM R92006 mandated CLI RSI diagnostic'. The symbol CSTM was analyzed with the following results: it had 1372 bars, a return percentage of 77.12, and a buy and hold percentage of 73.73. The maximum drawdown percentage was 25.22, the win rate was 68.29, and the average trade percentage was 1.53. This analysis was based on a sample of 41 trades. The analysis used a strategy called Relative Strength Index, or RSI, which is a way to measure stock performance, with settings of 14, 30, and 70 over 2000 days. The analysis did not include fees or slippage, which are costs of buying and selling, and it used the same closing price for execution. It also used data from IEX, a stock exchange, and did not adjust for any held apart window, which is a period of time when trades are not made. This analysis is not comparable to other models, such as SIP/RSI2/next open costed model, and did not include trade validation, which is a way to check if trades are correct. The source code for the analysis was audited in a file called engine/bars.js. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex

A news scan found the headline 'CENX R92006 mandated CLI RSI diagnostic'. The symbol CENX was analyzed with the following results: it had 1375 bars of data, a return percentage of -37.26664061837659, and a buy and hold percentage of 126.00637127135825. The maximum drawdown percentage was 63.73420657949548, the win rate was 62.857142857142854, and the average trade percentage was -0.8042348342885773, based on a sample of 35 trades. This analysis used a strategy called CLI, which is a type of trading strategy, with an RSI, or Relative Strength Index, diagnostic. The RSI is a tool used to measure the strength of a stock. The analysis was done over 2000 days, using a default RSI setting of 14, 30, and 70, with no fees or slippage, and same close execution, using data from IEX, with no explicit adjustment, and no held apart window. This analysis is not comparable to other models, such as SIP/RSI2/next open costed model, and does not include trade validation. The source code for the analysis was audited using the engine/bars.js code. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex

A news scan found the headline 'AA R92006 mandated CLI RSI diagnostic'. The results of a trading strategy for the stock symbol AA are as follows: the strategy had 1373 trades, with a return percentage of 7.770770983978892, compared to a buy and hold return percentage of 34.71927162367221. The maximum drawdown percentage was 31.55825010044823. The win rate was 66.66666666666, and the average trade percentage was 0.5041038314435492, based on a sample of 33 trades. The strategy used a Relative Strength Index, or RSI, which is a measure of stock price movement, with settings of 14, 30, and 70, over 2000 days, with no fees or slippage, and same close execution, using data from IEX, with no explicit adjustment, and no held apart window. This strategy is not comparable to other models, such as SIP/RSI2/next open costed model, and does not include trade validation. The source code was audited in the engine/bars.js file. https://runway.adityaperswal.workers.dev/data/stock-bars?feed=iex

A news scan found the data line for SFIX R92006 training-only indicator correlations and conditional moves. The correlations are as follows: the correlation between absolute move and RSI is 0.22625812397165812, and the correlation between absolute move and RV20 is 0.27716023490693226. The correlation between RSI above 50 is 0.9129324502799223. RSI stands for Relative Strength Index, a measure of stock price movement. RV20 refers to a 20-day realized volatility measure. The data is divided into two groups: one with RSI above 50 being false, which has 3 samples and a median absolute move of 0.21036585365853655, and one with RSI above 50 being true, which has 5 samples and a median absolute move of 0.16489361702127658. The data is from small selected samples and shows exploratory correlations, not independent confirmations or causal effects. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data: train_n is 9, corr_abs_move_rsi is -0.602751507468519, corr_abs_move_rv20 is 0.1697676240171824, and corr_rsi_above50 is 0.6818555050161711. This data includes groups with the following information: one group has above50 set to false, with n equal to 5, and median_abs equal to 0.1937084344980472, and another group has above50 set to true, with n equal to 4, and median_abs equal to 0.02324894514767939. The data is from small selected samples and shows exploratory correlations, which are not independent confirmations or causal effects. https://runway.adityaperswal.workers.dev/data/stock-bars

A simulation was run with the following assumptions: it used 50000 paths, a seed of 92006, a normal sigma of 0.261624053795222, a calibrated total variance of 0.01990933599906272, an event variance of 0.01465859606843569, an initial mid of 0.405, an entry ask of 0.48, a halfspread of 0.075, a daily non event sample of 247, a sample daily mean of 0.0007411294664850282, and a rate assumption of 0.04. The terminal results were a payout multiple mean of 3.2241962118365612, a profit count of 4, a total of 11, a zero intrinsic count of 7, a holdout mean pnl dollars of -50, and a gross p80 downside payoff of 2.7141827956989246. The October timing results were a move of 0.02571196094385675, a median abs of 0.10017371163867983, and a p80 abs of 0.2010752688172044. https://runway.adityaperswal.workers.dev/data/stock-bars

A research diagnostic was done on September 20, 2026, to measure the performance of a trading strategy. The results are based on a simulated event that occurred on July 24, 2026. According to the data, the strategy resulted in a stop exit with a profit and loss of -26.809986769299226. https://runway.adityaperswal.workers.dev/data/stock-bars

A research diagnostic was done on September 20, 2026, to measure the performance of a trading strategy. This diagnostic is not based on actual trades or portfolio returns. On December 19, 2025, a trading event occurred, which was set to exit based on time, and it resulted in a profit and loss of -10.555877154105158. This is a hypothetical scenario, not an actual trading result. https://runway.adityaperswal.workers.dev/data/stock-bars

A research diagnostic was done on September 20, 2026, to measure the performance of a trading strategy, but it does not reflect actual trades or portfolio returns. On September 30, 2025, a trading event occurred with a stop exit and a profit and loss of -26.17982322472921, which is a measure of profit or loss, also known as pnl, or profit and loss. https://runway.adityaperswal.workers.dev/data/stock-bars

A research diagnostic was done on September 20, 2026, to measure the performance of a trading strategy, but it did not involve actual trades or portfolio returns. On December 19, 2024, a trading event occurred, which was an exit due to a stop, resulting in a profit and loss of -26.033092373476556. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'LW R92006 event-conditioned repricing 2024-07-24'. Measured on 2026-09-20, this was a research diagnostic, not actual fills or portfolio return. The data showed that on 2024-07-24, the exit was time-based, and the profit and loss, or pnl, was -17.59418647845317. https://runway.adityaperswal.workers.dev/data/stock-bars

A research diagnostic was done on September 20, 2026, to measure the results of a trading event that occurred on April 4, 2024. The event was for a trade with the identifier LW R92006. On April 4, 2024, the trade was stopped, which means it was closed because it reached a certain price limit, and the profit and loss, or pnl, was -33.584811177345955. This is a diagnostic test, not an actual trade or portfolio return. https://runway.adityaperswal.workers.dev/data/stock-bars

A research diagnostic was done on September 20, 2026, which is not based on actual trades or portfolio returns. The simulation used a constant volatility assumption, also known as constant_iv, which means the volatility is kept the same throughout the simulation. The settings for this simulation were as follows: the variance multiplier was 1.25, the stop loss was set at 86.196 percent, the target gain was 1.986 percent, and the time exit was set at 11.818 percent. The simulation also showed a win percentage of 7.188 percent. The average profit and loss in dollars was -24.766189840104435, with the 5th percentile being -40.180673815637434 and the 95th percentile being 15.88958022702653. The half Kelly fraction, a measure used to determine the optimal bet size, was 0, and integer contracts, which means trading whole contracts, was also set to 0. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'Measured 2026-09-20'. This is a research diagnostic, not actual fills or portfolio return. The simulation used a constant volatility, or constant_iv, mode. The settings were: variance multiplier of 1, stop percentage of 93.716, target percentage of 1.022, time exit percentage of 5.262, and win percentage of 3.638. The results showed a mean profit and loss of -28.38 dollars, with 5 percent of results at -39.77 dollars and 95 percent at -14.85 dollars. The half Kelly fraction was 0 and integer contracts were 0. https://runway.adityaperswal.workers.dev/data/stock-bars

A research diagnostic was done on September 20, 2026, for LW R92006. This is not based on actual trades or portfolio returns. The simulation used a constant volatility, or iv, which is a measure of how much prices vary. The settings for the simulation were: a variance multiplier of 0.75, a stop loss at 99.066 percent, a target at 0.244 percent, and a time exit at 0.69 percent. The simulation showed a win rate of 0.63 percent. The average profit and loss was a loss of 37.016 dollars. The lowest 5 percent of results had a loss of 46.507 dollars, and the top 5 percent had a loss of 27.378 dollars. The half Kelly fraction and integer contracts were both set to 0. https://runway.adityaperswal.workers.dev/data/stock-bars