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Symbol NameCategory Return% Trend Accel R² Sharpe Sortino Stability Mom MR
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Symbol NameSector Return% Trend Accel R² Sharpe Sortino Stability Mom MR
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Stock Headline Sentiment Source Time

MOM Stocks

Top 10 Stocks
--%
Hit Rate
--%
Avg Return

MOM ETFs

Top 10 ETFs
--%
Hit Rate
--%
Avg Return

MR Stocks

Top 10 Stocks
--%
Hit Rate
--%
Avg Return

MR ETFs

Top 10 ETFs
--%
Hit Rate
--%
Avg Return

MOMENTUM RANKINGS

Top 10 StocksSCORE

    Top 10 ETFsSCORE

      Top CommoditiesSCORE

        MEAN REVERSION RANKINGS

        Top 10 StocksSCORE

          Top 10 ETFsSCORE

            Top CommoditiesSCORE

              SCORING METHODOLOGY

              🚀 Momentum
              MetricsR50/T50
              Periods1W=60%, 2W=30%, 1M=10%
              DefenseVIX Spike +8%, 2d
              ↩️ Mean Reversion
              MetricsR50/S50
              Periods1W=50%, 2W=25%, 1M=15%, 3M=10%
              Sigma Filter-1.5σ (MA10d)
              DefenseVIX>30 OR Spike+10%

              Momentum Filters: Sector 2W, Downside Vol 20%, MA Stack (2W>1M>3M), DD 1M>3%, R²<0.2, Sigma 2σ

              Mean Reversion Filters: Volatility Top 20%, Sigma -1.5σ (MA10d) → Only truly oversold

              4W Performance: Based on last 4 completed weeks backtest (40 trades)

              Backtested performance is not indicative of future results. These are statistical rankings based on quantitative metrics only. Not financial advice.

              NORMAL

              Apply standard strategy
              0
              Leading
              0
              Lagging
              0
              Total

              Hit Rate

              52 Weeks
              --%

              Total Return

              52 Weeks
              --%

              Positive Weeks

              52 Weeks
              --/52

              Defense Mode

              52 Weeks
              CASH: 0 | HALF: 0
              Score Date--
              Entry (Monday)--
              Exit (Friday)--

              Sector Rankings - Next Week Prediction

              Rank Sector Prob 1W 2W 1M

              Weekly Performance Last 4 Weeks

              SECTOR PREDICTION MODEL

              🤖 ML Model
              AlgorithmXGBoost Classifier
              Features25 Technical Indicators
              Training3.5 Years of Data
              PredictionWeekly (Mon-Fri)
              TargetTop 3 Sector Selection
              🛡️ Defense Mechanism
              Leading Signals (2x weight):
              • VIX Momentum: Daily +8% spike = danger
              • VIX Term: Backwardation = panic mode
              • Sector Rotation: Flight to defensives
              • High Beta: Risky stocks collapsing
              Lagging Signals (1x weight):
              • VIX Level: >25 elevated, >30 panic
              • SPY vs MA: Below 20/50MA = downtrend
              • Breadth: <50% sectors positive = weak
              • Prev Week: <-3% return = caution
              Modes:
              ✅ NORMAL: Full position size
              ⚠️ HALF_SIZE: 50% position size
              🛑 CASH: Skip trading this week
              Backtested performance is not indicative of future results. Model predictions are based on historical patterns. Not financial advice. Defense mechanism may not prevent all losses.

              Consensus Acc

              3-Model Agreement
              --%

              ALL_LONG Acc

              3/3 Models LONG
              --%
              -- weeks

              ALL_SHORT Acc

              3/3 Models SHORT
              --%
              -- weeks

              Coverage

              Consensus / Total
              -- / --
              F7

              Fwd-7

              7 Features
              --%
              F6

              Fwd-6

              6 Features
              --%
              BL

              Baseline

              25 Features
              --%

              Test Results 52 Weeks

              WEEK BREADTH VIX SPY F7 F6 BL CONSENSUS RESULT

              SPY WEEKLY RISK MODEL v4 — 3-Model Consensus

              🤖 Fwd-7 (7 Features)
              TLT Return 1WBond signal
              Breadth Change 2WMomentum
              Breadth Std 4WVolatility
              VIX/RV RatioFear premium
              Pct Near 52W LowStress
              Credit-Equity Div.HYG vs SPY
              Risk-On CompositeMulti-asset
              📊 Baseline-25 (25 Features)
              Market Breadth1W, 2W, 1M %
              Breadth TiersWeak/Neutral/Strong
              VIX IndicatorsLevel, Change, MA
              SPY MomentumReturns, vs MA
              MA Position% Above 20/50/200
              Sector DispersionCross-sector spread
              📈 Consensus Signal Logic
              🟢 3/3 LONG (ALL_LONG):
              • Action: LONG SPY (100%)
              🟡 2/3 LONG (LEAN LONG):
              • Action: 70% Long / 30% Cash
              🟠 1/3 LONG (LEAN SHORT):
              • Action: 30% Long / 70% Cash
              🔴 0/3 LONG (ALL_SHORT):
              • Action: 100% Cash (no short)
              3 independent models (Fwd-7, Fwd-6, Baseline-25) with different feature sets vote on direction. Consensus (3/3 agreement) provides highest accuracy. Past performance does not guarantee future results.

              Bullish SentimentSCORE

                Bearish SentimentSCORE

                  SENTIMENT SCORING METHODOLOGY

                  Sentiment Scale
                  +70 to +100Very Bullish
                  +30 to +69Bullish
                  -9 to +9Neutral
                  -30 to -69Bearish
                  -70 to -100Very Bearish
                  Bullish Catalysts
                  M&A Target+80
                  Earnings Beat + Guidance Up+70
                  FDA Approval / Regulatory Win+65
                  Analyst Upgrade+50
                  Contract Win / Partnership+40
                  Bearish Catalysts
                  Fraud / SEC Probe-85
                  Bankruptcy Risk-80
                  Earnings Miss + Guidance Cut-65
                  Analyst Downgrade-50
                  Product Delay / Layoffs-40

                  AI Model: GPT-5-mini analyzes news headlines for short-term price impact

                  Aggregation: Total sentiment score = Sum of all news scores per stock (last 5 days, max 3 news/stock)

                  M&A Rule: Target company = Bullish (+70-100), Acquirer = Neutral/Bearish (cash outlay)

                  Noise Filter: "Stock up 5%" without catalyst = 0 (focus on reason, not movement)

                  Sentiment scores are AI-generated from news headlines and may not reflect actual market impact. Use as supplementary signal only. Always verify with fundamental analysis.