Excess Score
+34.7
35 OB / 1 OS / 111 Neutri su 147
SCI
+16.2
NEUTRAL
HMM Regime
BULL
exp 100%
Spike attivi
4
Cruscotto Eccessi - Riepilogo Segnali
OB - Ipercomprato (35)
Indici (13)
| Ticker | RSI(14) | Ext EMA10 (ATR) | Dist 52W High | Ext EMA200 % | Ext EMA200 (ATR) |
|---|---|---|---|---|---|
| IWM | - | - | - | 14.24 (p95) | 7.85 (p93) |
| QQQ | 83.23 (p100) | 2.6 (p100) | 0.0 (p100) | 18.67 (p98) | - |
| QQQE | 78.39 (p99) | 2.1 (p99) | 0.0 (p100) | 12.42 (p92) | - |
| SPY | 76.14 (p98) | 1.73 (p96) | 0.0 (p100) | - | - |
Indici Weekly (22)
| Ticker | RSI(14) | Ext EMA10 (ATR) | Dist 52W High | Streak | Ext EMA40 % | Ext EMA40 (ATR) |
|---|---|---|---|---|---|---|
| DIA | - | - | - | 3.0 (p91) | - | - |
| IWM | 71.28 (p98) | 1.4 (p92) | 0.0 (p100) | 8.0 (p100) | 13.28 (p95) | 3.26 (p94) |
| QQQ | 74.65 (p94) | 2.43 (p99) | 0.0 (p100) | 7.0 (p99) | 17.34 (p97) | 4.39 (p93) |
| QQQE | 71.29 (p94) | 1.98 (p98) | 0.0 (p100) | 7.0 (p99) | 11.62 (p92) | - |
| SPY | 70.2 (p85) | 1.79 (p96) | 0.0 (p100) | 7.0 (p100) | - | - |
OS - Ipervenduto (1)
Sentiment (1)
- NAAIM Exposure 19.4 p4%
Non-Direzionali Estremi (1)
- [Volatilita'] ATR: 5.93 (p 93%) โ PANICO
SCI - Sirial Composite Index
SCI +16.2
Regime: NEUTRAL
Componenti
Breadth
+34.8
Volatility
+17.0
Trend
+17.7
Sentiment
-11.3
Momentum Health
-4.0
HMM Regime
State: BULL
Exposure: 100% | P(danger): 0.0000
Forward Stats
Trigger ATTIVI - segnali entro 3 giorni (32)
Combo (SPY) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 74.5% | 47 | -0.01% | BULL |
Combo (IWM) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+1 | 33.3% | 24 | -0.34% | BEAR |
| T+5 | 29.2% | 24 | -1.22% | BEAR |
| T+20 | 33.3% | 24 | -2.12% | BEAR |
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 | 66.1% | 239 | +0.47% | BULL |
Spike Ext EMA10 (ATR) (SPY) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 71.5% | 249 | +0.31% | BULL |
| T+20 | 68.3% | 243 | +0.57% | BULL |
Spike Dist 52W High (SPY) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 68.1% | 417 | +0.29% | 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 | 67.1% | 249 | +0.60% | BULL |
| T+10 | 77.6% | 246 | +1.13% | BULL |
| T+20 | 77.6% | 241 | +1.86% | BULL |
Spike RSI(14) (QQQ) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 68.0% | 244 | +0.26% | BULL |
Spike Ext EMA10 (ATR) (QQQ) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 66.3% | 246 | +0.56% | BULL |
Spike Dist 52W High (QQQ) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 65.6% | 395 | +0.40% | BULL |
| T+20 | 65.0% | 389 | +0.53% | BULL |
Spike RVOL (QQQ) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+5 | 67.7% | 251 | +0.75% | BULL |
| T+10 | 77.0% | 248 | +1.54% | BULL |
| T+20 | 75.0% | 244 | +2.61% | BULL |
Spike RSI(14) (QQQE) Daily
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+20 | 65.8% | 237 | +0.24% | BULL |
Spike Ext EMA10 (ATR) (SPY) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+5 | 66.7% | 33 | +0.11% | BULL |
| T+10 | 72.7% | 33 | -0.08% | BULL |
| T+20 | 75.8% | 33 | +4.89% | 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 | 72.2% | 115 | +3.58% | 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+10 | 33.3% | 36 | -3.29% | BEAR |
| T+20 | 86.1% | 36 | +4.96% | BULL |
Spike Ext EMA40 % (QQQ) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+10 | 66.7% | 36 | +2.82% | BULL |
| T+20 | 100.0% | 36 | +9.83% | BULL |
Spike Ext EMA40 (ATR) (QQQ) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+5 | 30.6% | 36 | -2.88% | BEAR |
| T+10 | 30.6% | 36 | -3.38% | BEAR |
| T+20 | 86.1% | 36 | +5.01% | BULL |
Spike Ext EMA10 (ATR) (QQQ) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+20 | 87.9% | 33 | +4.90% | 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 | 66.0% | 47 | +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 | 66.7% | 33 | +4.09% | 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+10 | 66.7% | 33 | +2.63% | BULL |
| T+20 | 75.0% | 32 | +4.86% | 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 Streak (DIA) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+5 | 73.5% | 49 | +1.46% | BULL |
| T+10 | 77.6% | 49 | +2.75% | BULL |
| T+20 | 79.6% | 49 | +3.35% | BULL |
Spike RSI(14) (QQQE) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+20 | 72.2% | 36 | +1.54% | BULL |
Spike Ext EMA40 (ATR) (QQQE) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+20 | 75.0% | 36 | +2.35% | BULL |
Spike Ext EMA10 (ATR) (QQQE) Weekly
ATTIVO Ultimo trigger: oggi| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+20 | 72.7% | 33 | +2.66% | 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: 42 giorni fa| Period | Win % | Count | Avg Ret | Direction |
|---|---|---|---|---|
| T+5 | 81.2% | 32 | +1.62% | BULL |
MW [Sentiment] NAAIM Exposure (OB)
STORICO Ultimo trigger: 5 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 | 104.74 | 100.46 | 32.61 |
| Utilities | XLU | Improving | 95.82 | 100.11 | -64.16 |
| Energy | XLE | Improving | 96.59 | 101.91 | -9.22 |
| Cons. Staples | XLP | Improving | 97.5 | 100.69 | -9.48 |
| Health Care | XLV | Improving | 95.12 | 100.19 | -9.02 |
| Cons. Discr. | XLY | Lagging | 98.77 | 99.46 | -34.73 |
| Materials | XLB | Lagging | 96.49 | 99.49 | -9.29 |
| Industrials | XLI | Lagging | 97.72 | 99.85 | -9.54 |
| Financials | XLF | Lagging | 97.01 | 99.39 | -64.39 |
| Communication | XLC | Lagging | 97.12 | 99.55 | -34.42 |
| Real Estate | XLRE | Lagging | 98.45 | 99.73 | -9.69 |
Macro Style (6 asset)
| Asset | Ticker | Quadrante | Ratio | Momentum | Score |
|---|---|---|---|---|---|
| Large Value | IVE | Improving | 98.23 | 100.21 | -9.64 |
| Large Growth | IVW | Weakening | 101.53 | 99.79 | -28.45 |
| Mid Growth | IJK | Lagging | 98.93 | 99.91 | -9.78 |
| Mid Value | IJJ | Lagging | 97.98 | 99.42 | -64.58 |
| Small Growth | IJT | Lagging | 99.69 | 99.56 | -64.89 |
| Small Value | IJS | Lagging | 98.99 | 99.47 | -64.77 |
Commodities Principali (10 asset)
| Asset | Ticker | Quadrante | Ratio | Momentum | Score |
|---|---|---|---|---|---|
| Crude Oil | CL=F | Improving | 98.11 | 101.81 | -54.48 |
| Silver | SI=F | Improving | 96.52 | 100.06 | 10.7 |
| Natural Gas | NG=F | Improving | 97.43 | 104.4 | -8.98 |
| Wheat | ZW=F | Improving | 99.12 | 100.68 | -54.78 |
| Corn | ZC=F | Improving | 98.1 | 101.19 | -9.55 |
| Soybeans | ZS=F | Improving | 97.5 | 101.02 | -9.46 |
| Gold | GC=F | Lagging | 94.85 | 99.43 | -8.96 |
| Copper | HG=F | Lagging | 98.18 | 99.58 | -9.63 |
| Platinum | PL=F | Lagging | 95.41 | 99.7 | -9.08 |
| Coffee | KC=F | Lagging | 96.3 | 99.85 | -104.26 |