Stats

A news scan found the source https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all, which provides daily stock bars, and the semantics https://docs.alpaca.markets/us/reference/stockbars, which explains the stock bars reference. Each ETF, which stands for Exchange-Traded Fund, has daily bars from June 1, 2021, to September 17, 2026, with unique sessions. The selected OHLC, which stands for Open, High, Low, Close, checks pass. Returns are calculated as the adjusted close divided by the lag close at 21, 63, 126, and 252 sessions, with a mean of equal horizons. The SMA200, which stands for Simple Moving Average, includes the latest bar, and the ATR20, which stands for Average True Range, is the arithmetic mean of the true range. The table columns show the symbol, returns at 21, 63, 126, and 252 sessions, mean return, close, SMA200, ATR20, eligibility rank, and proposed dollars. The table is as follows: XLE, XLK, and XLV have the following data: XLE has returns of 1.25628%, 18.79145%, 11.86676%, and 48.12773%, with a mean return of 20.01056%, close of 64.48, SMA200 of 55.2166, ATR20 of 1.28822, eligible rank of 1, and proposed dollars of 39.66. XLK has returns of 1.31451%, 1.33635%, 36.64172%, and 38.8204%, with a mean return of 19.52825%, close of 188.06, SMA200 of 162.00065, ATR20 of 3.1325, eligible rank of 2, and proposed dollars of 39.66. XLV has returns of -0.54204%, 12.5025%, 15.71047%, and 25.43469%, with a mean return of 13.2764%, close of 168.81, SMA200 of 155.1048, ATR20 of 2.26847, eligible rank of 3, and proposed dollars of 39.66. The other ETFs have the following data: XLF, XLB, XLP, XLRE, XLI, XLC, XLY, and XLU. P90 uses 1254 overlapping 60-session adjusted returns ending within the last 5 years. XLE has a return of 20.653340%, XLK has a return of 18.369738%, and XLV has a return of 10.632192%. The indicative close-based stops and targets are XLE 61.90355/77.79727, XLK 181.795/222.60613, and XLV 164.27306/186.75820. At actual entry, the stop is E-2ATR, and the target is E*(1+P90) for 1-3 months. The profitable ratchet is the maximum of the existing, SMA200, and high 20-2ATR, and it never loosens. The initial deployment is followed by a rerank on the first trading run each month or stop. There is no repeated backtesting of a validated mandate.