Excess Score
+37.5
35 OB / 1 OS / 111 Neutri su 147
SCI
+16.5
NEUTRAL
HMM Regime
BULL
exp 100%
Spike attivi
7
Cruscotto Eccessi - Riepilogo Segnali
OB - Ipercomprato (35)
Indici (13)
| Ticker | RSI(14) | Ext EMA10 (ATR) | Dist 52W High | Ext EMA200 % | Ext EMA200 (ATR) |
|---|---|---|---|---|---|
| IWM | - | - | - | 13.94 (p95) | 7.46 (p91) |
| QQQ | 82.84 (p100) | 2.88 (p100) | 0.0 (p100) | 18.55 (p98) | - |
| QQQE | 78.19 (p99) | 2.4 (p100) | 0.0 (p100) | 12.45 (p92) | - |
| SPY | 75.5 (p97) | 1.83 (p97) | 0.0 (p100) | - | - |
Indici Weekly (22)
| Ticker | Ext EMA40 % | Ext EMA10 (ATR) | Dist 52W High | Streak | RSI(14) | Ext EMA40 (ATR) |
|---|---|---|---|---|---|---|
| IWM | 13.6 (p95) | 1.52 (p96) | 0.0 (p100) | 7.0 (p99) | 70.77 (p98) | 3.14 (p93) |
| QQQ | 18.06 (p98) | 2.72 (p100) | 0.0 (p100) | 6.0 (p97) | 74.38 (p94) | 4.28 (p92) |
| QQQE | 12.18 (p94) | 2.25 (p100) | 0.0 (p100) | 6.0 (p98) | 71.16 (p94) | - |
| RSP | - | - | 0.0 (p100) | - | - | - |
| SPY | 10.64 (p90) | 1.98 (p99) | 0.0 (p100) | 6.0 (p99) | - | - |
OS - Ipervenduto (1)
Sentiment (1)
- NAAIM Exposure 19.4 p4%
Non-Direzionali Estremi (1)
- [Volatilita'] ATR: 5.88 (p 92%) โ PANICO
SCI - Sirial Composite Index
SCI +16.5
Regime: NEUTRAL
Componenti
Breadth
+39.5
Volatility
+17.5
Trend
+12.8
Sentiment
-12.6
Momentum Health
-1.5
HMM Regime
State: BULL
Exposure: 100% | P(danger): 0.0000
Forward Stats
Trigger ATTIVI - segnali entro 3 giorni (33)
Combo (SPY) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 67.9% | 56 | -0.23% | BULL |
Combo (IWM) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+1 | 33.3% | 48 | -0.29% | BEAR |
Combo (QQQE) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 68.0% | 25 | +0.36% | BULL |
Spike RSI(14) (SPY) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 70.2% | 245 | +0.20% | BULL |
| T+20 | 66.2% | 240 | +0.48% | BULL |
Spike Ext EMA10 (ATR) (SPY) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 71.2% | 250 | +0.31% | BULL |
| T+20 | 68.3% | 243 | +0.54% | BULL |
Spike Dist 52W High (SPY) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 68.0% | 416 | +0.28% | BULL |
| T+20 | 68.8% | 410 | +0.36% | BULL |
Spike RVOL (SPY) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+5 | 66.8% | 250 | +0.60% | BULL |
| T+10 | 77.6% | 246 | +1.12% | BULL |
| T+20 | 77.2% | 241 | +1.80% | BULL |
Spike RSI(14) (QQQ) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 68.0% | 244 | +0.24% | BULL |
Spike Ext EMA10 (ATR) (QQQ) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 66.3% | 246 | +0.54% | BULL |
Spike Dist 52W High (QQQ) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 65.5% | 394 | +0.39% | BULL |
| T+20 | 65.0% | 389 | +0.53% | BULL |
Spike RSI(14) (QQQE) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+20 | 65.5% | 238 | +0.19% | BULL |
Spike Ext EMA10 (ATR) (SPY) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+5 | 67.6% | 34 | +0.14% | BULL |
| T+10 | 73.5% | 34 | +0.08% | BULL |
| T+20 | 76.5% | 34 | +4.96% | BULL |
Spike Dist 52W High (SPY) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+5 | 66.4% | 116 | +0.49% | BULL |
| T+10 | 78.4% | 116 | +1.64% | BULL |
| T+20 | 71.9% | 114 | +3.55% | BULL |
Spike Streak (SPY) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+5 | 66.1% | 62 | +1.07% | BULL |
| T+10 | 80.6% | 62 | +2.47% | BULL |
| T+20 | 69.4% | 62 | +3.46% | BULL |
Spike RSI(14) (QQQ) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+20 | 86.5% | 37 | +5.25% | BULL |
Spike Ext EMA40 % (QQQ) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+20 | 100.0% | 37 | +9.69% | BULL |
Spike Ext EMA40 (ATR) (QQQ) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+5 | 32.4% | 37 | -2.68% | BEAR |
| T+10 | 32.4% | 37 | -3.09% | BEAR |
| T+20 | 86.5% | 37 | +5.15% | BULL |
Spike Ext EMA10 (ATR) (QQQ) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+20 | 88.2% | 34 | +5.13% | BULL |
Spike Dist 52W High (QQQ) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 69.1% | 94 | +2.53% | BULL |
| T+20 | 85.1% | 94 | +5.61% | BULL |
Spike Streak (QQQ) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+1 | 65.2% | 46 | +0.53% | BULL |
| T+5 | 70.5% | 44 | +1.53% | BULL |
| T+10 | 72.7% | 44 | +2.92% | BULL |
| T+20 | 75.0% | 44 | +4.81% | BULL |
Spike RSI(14) (IWM) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+20 | 66.7% | 30 | +3.05% | BULL |
Spike Ext EMA40 % (IWM) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+20 | 67.6% | 34 | +3.98% | BULL |
Spike Ext EMA40 (ATR) (IWM) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+20 | 70.0% | 30 | +4.42% | BULL |
Spike Ext EMA10 (ATR) (IWM) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+20 | 72.7% | 33 | +4.04% | BULL |
Spike Dist 52W High (IWM) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+20 | 65.8% | 38 | +1.33% | BULL |
Spike Streak (IWM) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 71.4% | 49 | +3.19% | BULL |
| T+20 | 67.3% | 49 | +2.93% | BULL |
Spike Dist 52W High (RSP) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 72.4% | 87 | +1.07% | BULL |
| T+20 | 71.2% | 80 | +1.58% | BULL |
Spike RSI(14) (QQQE) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+20 | 73.0% | 37 | +1.86% | BULL |
Spike Ext EMA40 % (QQQE) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 78.4% | 37 | +3.79% | BULL |
| T+20 | 97.3% | 37 | +10.92% | BULL |
Spike Ext EMA40 (ATR) (QQQE) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+20 | 75.7% | 37 | +2.36% | BULL |
Spike Ext EMA10 (ATR) (QQQE) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+20 | 73.5% | 34 | +2.74% | BULL |
Spike Dist 52W High (QQQE) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+20 | 72.4% | 87 | +3.04% | BULL |
Spike Streak (QQQE) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 66.7% | 66 | +1.38% | BULL |
| T+20 | 73.8% | 65 | +3.16% | BULL |
Storici - trigger NON attivi (solo backtest) (2)
โ Questi trigger non sono scattati di recente. Stats salvate come riferimento storico, NON sono setup operativi oggi.
Price Analysis (QQQ)
STORICO Ultimo trigger: 41 giorni fa| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+5 | 81.2% | 32 | +1.62% | BULL |
MW [Sentiment] NAAIM Exposure (OB)
STORICO Ultimo trigger: 4 giorni fa| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 66.3% | 89 | +0.42% | BULL |
| T+20 | 74.2% | 89 | +1.20% | BULL |
RRG (Relative Rotation Graphs)
Settori (11 SPDR) (11 asset)
| Asset | Ticker | Quadrante | Ratio | Momentum | Score |
|---|---|---|---|---|---|
| Technology | XLK | Leading | 104.57 | 100.4 | -12.66 |
| Utilities | XLU | Improving | 95.83 | 100.2 | -64.17 |
| Energy | XLE | Improving | 96.01 | 101.85 | -54.12 |
| Cons. Staples | XLP | Improving | 97.26 | 100.64 | -54.44 |
| Health Care | XLV | Improving | 94.97 | 100.04 | 11.01 |
| Cons. Discr. | XLY | Lagging | 98.87 | 99.39 | -34.74 |
| Materials | XLB | Lagging | 96.44 | 99.27 | -34.27 |
| Industrials | XLI | Lagging | 97.71 | 99.8 | -64.54 |
| Financials | XLF | Lagging | 97.17 | 99.39 | -34.42 |
| Communication | XLC | Lagging | 97.21 | 99.51 | -34.43 |
| Real Estate | XLRE | Lagging | 98.39 | 99.59 | -34.67 |
Macro Style (6 asset)
| Asset | Ticker | Quadrante | Ratio | Momentum | Score |
|---|---|---|---|---|---|
| Large Value | IVE | Improving | 98.11 | 100.14 | -9.62 |
| Large Growth | IVW | Weakening | 101.65 | 99.85 | -28.35 |
| Mid Growth | IJK | Lagging | 98.88 | 99.79 | -9.77 |
| Mid Value | IJJ | Lagging | 98.15 | 99.47 | -34.61 |
| Small Growth | IJT | Lagging | 99.82 | 99.58 | -64.91 |
| Small Value | IJS | Lagging | 99.18 | 99.56 | -64.81 |
Commodities Principali (10 asset)
| Asset | Ticker | Quadrante | Ratio | Momentum | Score |
|---|---|---|---|---|---|
| Crude Oil | CL=F | Improving | 97.68 | 102.13 | -54.37 |
| Natural Gas | NG=F | Improving | 95.69 | 103.52 | -8.89 |
| Wheat | ZW=F | Improving | 98.99 | 100.81 | -54.74 |
| Corn | ZC=F | Improving | 97.91 | 101.31 | -9.51 |
| Soybeans | ZS=F | Improving | 97.26 | 100.99 | -9.42 |
| Gold | GC=F | Lagging | 94.73 | 99.11 | -33.93 |
| Silver | SI=F | Lagging | 95.63 | 98.85 | -9.1 |
| Copper | HG=F | Lagging | 97.87 | 99.02 | -9.53 |
| Platinum | PL=F | Lagging | 94.93 | 98.93 | -33.96 |
| Coffee | KC=F | Lagging | 96.13 | 99.85 | -104.23 |