Institutional signal review across the Bull-Bear deck universe, using the original volume-confirmed VAMS rule: week-over-week flips, signal persistence, buy/sell regime shading, and backtested capture behavior.
Current signal posture, weekly flips, and the highest-value capture reads.
The VAMS tape is 37% Buy across the ETF universe with an average current score of -0.13. Week over week, 7 ETFs flipped to Buy and 3 flipped to Sell.
The model is intentionally binary: Buy means the volatility-adjusted momentum impulse has crossed the positive trigger and remains active until a negative trigger appears. Sell means risk is withheld until the next positive trigger.
SPY, DIA, XLK, XLC, XHB, KWEB, ACWX
SLV, TLT, CL=F
SLV, GDX, GLD, XLE, KWEB
SHY, HYG, VO, XLB, IAK
QQQ, SMH, XLK, SPY, XLC, BTC-USD, XHB, XLV
XLU, HYG, IAK, TLT, ARGT, LQD, XLRE, XLE
Basic calculations behind the institutional diagnostics used in the highlights and backtest tables.
A proprietary volatility-adjusted momentum framework used to identify improving or deteriorating asset trends.
A proprietary participation filter used to confirm signal changes.
Persistent model state. Neutral conditions retain the prior signal until a confirmed change occurs.
Cross-sectional 1-10 score based on absolute current VAMS magnitude.
ETF daily return when prior-day signal is Buy; 0% return when prior-day signal is Sell.
Annualized strategy return divided by annualized strategy volatility.
Annualized strategy return divided by annualized downside volatility.
Annualized strategy return divided by absolute max drawdown.
Annualized strategy return divided by average drawdown depth while underwater.
Root mean square of strategy drawdowns; penalizes deep and persistent drawdowns.
Sum of positive strategy returns divided by absolute sum of negative strategy returns.
Strategy return on ETF up days divided by ETF return on ETF up days.
Strategy return on ETF down days divided by ETF return on ETF down days; lower is better.
Upside capture minus downside capture.
Max drawdown of the VAMS strategy equity curve over the trailing 252 trading days.
Max drawdown of buy-and-hold ETF equity curve over the trailing 252 trading days.
ETF Drawdown 52W minus Signal Drawdown 52W. Positive means VAMS reduced trailing drawdown.
1 minus strategy loss / ETF loss on the ETF's worst 10% daily-return observations.
Strategy gain / ETF gain on the ETF's best 10% daily-return observations.
Annualized ETF return observed during periods classified as VAMS Buy.
Annualized ETF return observed during periods classified as VAMS Sell. Negative values mean the ETF tended to fall while the model was risk-off.
ETF Ann Return While Buy minus ETF Ann Return While Sell. A large positive spread means the signal separated favorable and unfavorable return regimes.
Percent of days the model is in Buy state.
Signal state changes per year.
Annualized strategy return divided by trades per year.
Average number of calendar observations spent in each signal state per episode.
Share of signal flips that reverse again within 21 calendar days.
Cross-asset median statistics and rolling model hit-rate across the Bull-Bear universe.
Best and worst signals, improving and deteriorating names, Sharpe extremes, and 52-week drawdown defense.
| Ticker | Name | Current Signal | Current VAMS | VAMS 5D Change | Signal Strength | Signal Since | 1M Return | 3M Return |
|---|---|---|---|---|---|---|---|---|
| QQQ | Nasdaq 100 | Buy | 0.63 | 0.16 | 6.26 | 2026-09-19 | 3.6% | 8.8% |
| SMH | Semiconductors | Buy | 0.55 | 0.02 | 5.54 | 2026-09-19 | 7.0% | 8.1% |
| XLK | Technology | Buy | 0.48 | 0.05 | 5.01 | 2026-09-21 | 4.8% | 11.6% |
| SPY | S&P 500 | Buy | 0.42 | 0.24 | 4.48 | 2026-09-23 | 0.2% | 4.4% |
| XLC | Communications | Buy | 0.37 | 0.90 | 4.10 | 2026-09-21 | 0.8% | 6.3% |
| BTC-USD | Bitcoin | Buy | 0.31 | -0.36 | 3.61 | 2026-09-18 | 5.3% | 30.9% |
| XHB | Homebuilders | Buy | 0.30 | 0.51 | 3.51 | 2026-09-25 | -4.8% | -9.3% |
| XLV | Healthcare | Buy | 0.30 | 0.21 | 3.49 | 2026-09-18 | -0.4% | 5.0% |
| EZU | Europe | Sell | 0.26 | 0.33 | 3.17 | 2026-08-19 | -2.5% | 1.1% |
| EEM | Emerging Markets | Buy | 0.24 | -0.07 | 3.00 | 2026-09-20 | -1.0% | 7.3% |
| ACWX | World Ex. U.S. | Buy | 0.23 | 0.11 | 2.88 | 2026-09-22 | -2.1% | 3.7% |
| EWJ | Japan | Sell | 0.19 | 0.17 | 2.56 | 2026-08-18 | -0.4% | 7.4% |
| Ticker | Name | Current Signal | Current VAMS | VAMS 5D Change | Signal Strength | Signal Since | 1M Return | 3M Return |
|---|---|---|---|---|---|---|---|---|
| XLU | Utilities | Sell | -1.08 | -0.95 | 10.00 | 2026-09-10 | -8.3% | -14.6% |
| HYG | High Yield Corporate Bonds | Sell | -0.80 | -1.01 | 7.66 | 2026-09-23 | -1.6% | -1.7% |
| IAK | Insurance | Sell | -0.80 | -0.43 | 7.63 | 2026-09-08 | -5.1% | -6.8% |
| TLT | 20+ Year Treasury Bonds | Sell | -0.79 | -1.04 | 7.59 | 2026-09-23 | -3.5% | -4.7% |
| ARGT | Argentina | Sell | -0.79 | -0.40 | 7.58 | 2026-09-15 | -8.1% | -4.9% |
| LQD | Investment Grade Corporate Bonds | Sell | -0.79 | -1.05 | 7.58 | 2026-08-30 | -2.2% | -2.8% |
| XLRE | Real Estate | Sell | -0.77 | -0.38 | 7.42 | 2026-07-30 | -5.4% | -9.6% |
| XLE | Energy | Sell | -0.59 | -0.16 | 5.88 | 2026-09-14 | -3.2% | 4.1% |
| CL=F | Oil | Sell | -0.57 | -0.20 | 5.73 | 2026-09-22 | 1.0% | 3.5% |
| XLF | Financials | Sell | -0.53 | 0.01 | 5.41 | 2026-09-01 | -5.6% | -2.6% |
| KRE | Regional Banks | Sell | -0.44 | 0.02 | 4.66 | 2026-09-12 | -4.9% | -5.5% |
| EWZ | Brazil | Sell | -0.30 | -0.18 | 3.45 | 2026-09-24 | -2.7% | 3.1% |
| Ticker | Name | Current Signal | Current VAMS | VAMS 5D Change | Signal Strength | Signal Since | 1M Return | 3M Return |
|---|---|---|---|---|---|---|---|---|
| XLC | Communications | Buy | 0.37 | 0.90 | 4.10 | 2026-09-21 | 0.8% | 6.3% |
| XHB | Homebuilders | Buy | 0.30 | 0.51 | 3.51 | 2026-09-25 | -4.8% | -9.3% |
| DIA | Dow Jones | Buy | 0.09 | 0.40 | 1.77 | 2026-09-21 | -3.1% | -0.2% |
| EZU | Europe | Sell | 0.26 | 0.33 | 3.17 | 2026-08-19 | -2.5% | 1.1% |
| DAX | Germany | Sell | 0.05 | 0.31 | 1.39 | 2026-09-10 | -3.9% | 2.1% |
| XLB | Materials | Sell | -0.08 | 0.24 | 1.62 | 2026-09-01 | -5.0% | -2.8% |
| SPY | S&P 500 | Buy | 0.42 | 0.24 | 4.48 | 2026-09-23 | 0.2% | 4.4% |
| XLV | Healthcare | Buy | 0.30 | 0.21 | 3.49 | 2026-09-18 | -0.4% | 5.0% |
| EWJ | Japan | Sell | 0.19 | 0.17 | 2.56 | 2026-08-18 | -0.4% | 7.4% |
| QQQ | Nasdaq 100 | Buy | 0.63 | 0.16 | 6.26 | 2026-09-19 | 3.6% | 8.8% |
| SHY | 1-3 Year Treasury Notes | Sell | -0.07 | 0.11 | 1.60 | 2026-08-28 | -0.6% | -0.8% |
| ACWX | World Ex. U.S. | Buy | 0.23 | 0.11 | 2.88 | 2026-09-22 | -2.1% | 3.7% |
| Ticker | Name | Current Signal | Current VAMS | VAMS 5D Change | Signal Strength | Signal Since | 1M Return | 3M Return |
|---|---|---|---|---|---|---|---|---|
| LQD | Investment Grade Corporate Bonds | Sell | -0.79 | -1.05 | 7.58 | 2026-08-30 | -2.2% | -2.8% |
| TLT | 20+ Year Treasury Bonds | Sell | -0.79 | -1.04 | 7.59 | 2026-09-23 | -3.5% | -4.7% |
| HYG | High Yield Corporate Bonds | Sell | -0.80 | -1.01 | 7.66 | 2026-09-23 | -1.6% | -1.7% |
| XLU | Utilities | Sell | -1.08 | -0.95 | 10.00 | 2026-09-10 | -8.3% | -14.6% |
| SLV | Silver | Sell | -0.28 | -0.68 | 3.34 | 2026-09-23 | -2.8% | 10.6% |
| GLD | Gold | Sell | -0.29 | -0.56 | 3.44 | 2026-08-28 | -3.3% | 5.8% |
| ETH-USD | Ethereum | Buy | 0.11 | -0.52 | 1.91 | 2026-09-18 | 9.3% | 44.3% |
| SIL | Silver Miners | Sell | -0.26 | -0.46 | 3.18 | 2026-09-10 | -7.8% | 21.4% |
| CPER | Copper | Buy | 0.17 | -0.44 | 2.40 | 2026-09-19 | 1.7% | 5.9% |
| IAK | Insurance | Sell | -0.80 | -0.43 | 7.63 | 2026-09-08 | -5.1% | -6.8% |
| ARGT | Argentina | Sell | -0.79 | -0.40 | 7.58 | 2026-09-15 | -8.1% | -4.9% |
| KWEB | China Tech | Buy | -0.15 | -0.39 | 2.26 | 2026-09-21 | -5.6% | -6.5% |
| Ticker | Name | Current Signal | Strategy Sharpe | Calmar Ratio | Strategy Max DD | Signal Drawdown 52W | ETF Drawdown 52W | Drawdown Saved 52W |
|---|---|---|---|---|---|---|---|---|
| GDX | Gold Miners | Sell | 5.33 | 14.69 | -8.6% | -8.6% | -38.9% | -30.3% |
| SIL | Silver Miners | Sell | 4.13 | 7.75 | -14.2% | -14.2% | -39.5% | -25.3% |
| SLV | Silver | Sell | 3.98 | 7.52 | -13.3% | -13.3% | -52.3% | -39.0% |
| XLE | Energy | Sell | 3.38 | 6.69 | -6.5% | -6.1% | -15.6% | -9.5% |
| SMH | Semiconductors | Buy | 3.31 | 10.39 | -5.0% | -4.6% | -24.6% | -20.0% |
| XLK | Technology | Buy | 3.18 | 8.04 | -5.4% | -3.6% | -16.0% | -12.4% |
| EWZ | Brazil | Sell | 2.99 | 5.69 | -6.9% | -6.9% | -19.3% | -12.4% |
| CL=F | Oil | Sell | 2.95 | 6.37 | -11.9% | -11.9% | -39.3% | -27.4% |
| ETH-USD | Ethereum | Buy | 2.93 | 6.47 | -17.7% | -17.7% | -52.7% | -35.0% |
| QQQ | Nasdaq 100 | Buy | 2.86 | 7.33 | -4.3% | -2.1% | -11.8% | -9.7% |
| XLI | Industrials | Sell | 2.83 | 5.28 | -5.4% | -3.7% | -12.5% | -8.7% |
| EWJ | Japan | Sell | 2.66 | 8.64 | -3.5% | -2.2% | -13.6% | -11.4% |
| Ticker | Name | Current Signal | Strategy Sharpe | Calmar Ratio | Strategy Max DD | Signal Drawdown 52W | ETF Drawdown 52W | Drawdown Saved 52W |
|---|---|---|---|---|---|---|---|---|
| XLP | Consumer Staples | Sell | 1.48 | 3.53 | -3.1% | -3.1% | -9.9% | -6.9% |
| SHY | 1-3 Year Treasury Notes | Sell | 1.60 | 2.13 | -0.6% | -0.4% | -2.5% | -2.2% |
| XLV | Healthcare | Buy | 1.61 | 3.60 | -4.2% | -2.8% | -10.8% | -8.0% |
| TLT | 20+ Year Treasury Bonds | Sell | 1.70 | 3.20 | -3.2% | -2.5% | -12.7% | -10.1% |
| HYG | High Yield Corporate Bonds | Sell | 1.74 | 2.86 | -1.4% | -1.4% | -4.1% | -2.7% |
| EZU | Europe | Sell | 1.75 | 3.53 | -4.3% | -3.4% | -13.1% | -9.6% |
| INDA | India | Buy | 1.79 | 2.67 | -5.2% | -5.2% | -15.5% | -10.3% |
| LQD | Investment Grade Corporate Bonds | Sell | 1.80 | 3.63 | -1.6% | -1.4% | -7.7% | -6.3% |
| DAX | Germany | Sell | 1.94 | 3.14 | -6.2% | -6.2% | -14.8% | -8.6% |
| VO | Midcaps | Sell | 1.99 | 4.59 | -3.7% | -3.7% | -8.5% | -4.8% |
| IAK | Insurance | Sell | 2.05 | 5.31 | -3.3% | -3.3% | -9.5% | -6.2% |
| XLU | Utilities | Sell | 2.05 | 2.73 | -5.8% | -5.8% | -17.5% | -11.7% |
| Ticker | Name | Current Signal | Strategy Sharpe | Calmar Ratio | Strategy Max DD | Signal Drawdown 52W | ETF Drawdown 52W | Drawdown Saved 52W |
|---|---|---|---|---|---|---|---|---|
| SHY | 1-3 Year Treasury Notes | Sell | 1.60 | 2.13 | -0.6% | -0.4% | -2.5% | -2.2% |
| HYG | High Yield Corporate Bonds | Sell | 1.74 | 2.86 | -1.4% | -1.4% | -4.1% | -2.7% |
| VO | Midcaps | Sell | 1.99 | 4.59 | -3.7% | -3.7% | -8.5% | -4.8% |
| XLB | Materials | Sell | 2.08 | 3.20 | -6.9% | -6.9% | -12.4% | -5.4% |
| IAK | Insurance | Sell | 2.05 | 5.31 | -3.3% | -3.3% | -9.5% | -6.2% |
| EEM | Emerging Markets | Buy | 2.61 | 3.83 | -8.0% | -8.0% | -14.2% | -6.2% |
| LQD | Investment Grade Corporate Bonds | Sell | 1.80 | 3.63 | -1.6% | -1.4% | -7.7% | -6.3% |
| ACWX | World Ex. U.S. | Buy | 2.61 | 5.46 | -4.7% | -4.7% | -11.4% | -6.7% |
| XLP | Consumer Staples | Sell | 1.48 | 3.53 | -3.1% | -3.1% | -9.9% | -6.9% |
| SPY | S&P 500 | Buy | 2.21 | 4.47 | -4.4% | -2.2% | -9.1% | -7.0% |
| DIA | Dow Jones | Buy | 2.22 | 6.30 | -3.0% | -3.0% | -10.1% | -7.0% |
| XLRE | Real Estate | Sell | 2.20 | 6.01 | -2.4% | -1.9% | -9.7% | -7.7% |
| Ticker | Name | Current Signal | Strategy Sharpe | Calmar Ratio | Strategy Max DD | Signal Drawdown 52W | ETF Drawdown 52W | Drawdown Saved 52W |
|---|---|---|---|---|---|---|---|---|
| SLV | Silver | Sell | 3.98 | 7.52 | -13.3% | -13.3% | -52.3% | -39.0% |
| ETH-USD | Ethereum | Buy | 2.93 | 6.47 | -17.7% | -17.7% | -52.7% | -35.0% |
| GDX | Gold Miners | Sell | 5.33 | 14.69 | -8.6% | -8.6% | -38.9% | -30.3% |
| CL=F | Oil | Sell | 2.95 | 6.37 | -11.9% | -11.9% | -39.3% | -27.4% |
| KWEB | China Tech | Buy | 2.37 | 5.73 | -9.0% | -8.0% | -34.9% | -26.9% |
| SIL | Silver Miners | Sell | 4.13 | 7.75 | -14.2% | -14.2% | -39.5% | -25.3% |
| BTC-USD | Bitcoin | Buy | 2.13 | 3.30 | -15.9% | -15.1% | -38.4% | -23.3% |
| SMH | Semiconductors | Buy | 3.31 | 10.39 | -5.0% | -4.6% | -24.6% | -20.0% |
| XHB | Homebuilders | Buy | 2.40 | 7.23 | -5.0% | -4.5% | -21.8% | -17.3% |
| XLK | Technology | Buy | 3.18 | 8.04 | -5.4% | -3.6% | -16.0% | -12.4% |
| EWZ | Brazil | Sell | 2.99 | 5.69 | -6.9% | -6.9% | -19.3% | -12.4% |
| XLY | Consumer Discretionary | Sell | 2.23 | 5.75 | -4.3% | -2.1% | -14.2% | -12.1% |
| Ticker | Name | Current Signal | Upside Capture | Downside Capture | Capture Spread | Calmar Ratio | Excess Ann Return |
|---|---|---|---|---|---|---|---|
| GDX | Gold Miners | Sell | 68.7% | 30.2% | 38.5% | 14.69 | 93.0% |
| XLE | Energy | Sell | 62.8% | 29.3% | 33.6% | 6.69 | 32.9% |
| KWEB | China Tech | Buy | 67.3% | 35.3% | 32.0% | 5.73 | 53.2% |
| SLV | Silver | Sell | 66.2% | 34.5% | 31.7% | 7.52 | 69.9% |
| XLI | Industrials | Sell | 59.6% | 29.0% | 30.6% | 5.28 | 19.7% |
| CL=F | Oil | Sell | 59.4% | 28.8% | 30.6% | 6.37 | 68.2% |
| SIL | Silver Miners | Sell | 65.1% | 35.8% | 29.3% | 7.75 | 69.4% |
| EWZ | Brazil | Sell | 60.5% | 31.2% | 29.2% | 5.69 | 32.1% |
| XLF | Financials | Sell | 61.2% | 32.1% | 29.2% | 7.13 | 18.2% |
| XHB | Homebuilders | Buy | 55.2% | 26.0% | 29.2% | 7.23 | 42.1% |
| XLK | Technology | Buy | 50.8% | 23.0% | 27.8% | 8.04 | 22.2% |
| XLC | Communications | Buy | 60.5% | 33.2% | 27.3% | 5.78 | 16.4% |
| Ticker | Name | Current Signal | Upside Capture | Downside Capture | Capture Spread | Calmar Ratio | Excess Ann Return |
|---|---|---|---|---|---|---|---|
| EZU | Europe | Sell | 45.1% | 30.5% | 14.7% | 3.53 | 5.1% |
| DAX | Germany | Sell | 55.9% | 38.3% | 17.6% | 3.14 | 9.7% |
| XLP | Consumer Staples | Sell | 51.5% | 33.7% | 17.8% | 3.53 | 11.0% |
| BTC-USD | Bitcoin | Buy | 51.7% | 33.8% | 17.9% | 3.30 | 39.9% |
| XLV | Healthcare | Buy | 58.8% | 39.5% | 19.3% | 3.60 | 12.4% |
| SMH | Semiconductors | Buy | 42.4% | 21.5% | 20.9% | 10.39 | 16.5% |
| IAK | Insurance | Sell | 47.0% | 26.0% | 21.0% | 5.31 | 15.0% |
| SHY | 1-3 Year Treasury Notes | Sell | 47.2% | 26.2% | 21.0% | 2.13 | 1.9% |
| IWM | Russell 2000 | Sell | 45.4% | 24.3% | 21.1% | 4.62 | 14.3% |
| HYG | High Yield Corporate Bonds | Sell | 48.0% | 26.7% | 21.3% | 2.86 | 4.6% |
| XLU | Utilities | Sell | 48.4% | 27.0% | 21.4% | 2.73 | 14.7% |
| VO | Midcaps | Sell | 56.9% | 35.5% | 21.4% | 4.59 | 9.6% |
| Ticker | Name | Current Signal | Strategy Sortino | Pain Ratio | Gain To Pain | Worst Decile Defense | Best Decile Participation | Buy Minus Sell Return Spread |
|---|---|---|---|---|---|---|---|---|
| GDX | Gold Miners | Sell | 6.55 | 47.99 | 2.79 | 76.9% | 69.1% | 264.9% |
| ETH-USD | Ethereum | Buy | 4.72 | 18.34 | 1.76 | 79.5% | 67.1% | 298.0% |
| SIL | Silver Miners | Sell | 4.28 | 26.89 | 2.26 | 72.1% | 65.9% | 221.9% |
| SLV | Silver | Sell | 3.78 | 34.25 | 2.34 | 74.9% | 74.2% | 216.7% |
| XLK | Technology | Buy | 3.57 | 28.95 | 2.72 | 86.0% | 52.6% | 109.6% |
| EWZ | Brazil | Sell | 3.53 | 17.65 | 2.12 | 78.2% | 65.1% | 118.5% |
| EWJ | Japan | Sell | 3.44 | 23.41 | 2.19 | 79.5% | 60.6% | 82.2% |
| XLI | Industrials | Sell | 3.42 | 27.47 | 2.36 | 77.1% | 60.9% | 86.7% |
| SMH | Semiconductors | Buy | 3.36 | 23.88 | 2.49 | 86.4% | 39.2% | 117.3% |
| QQQ | Nasdaq 100 | Buy | 3.32 | 40.68 | 2.95 | 89.5% | 45.4% | 86.9% |
| XLF | Financials | Sell | 3.15 | 22.38 | 2.13 | 75.8% | 65.4% | 74.8% |
| XLE | Energy | Sell | 2.91 | 24.45 | 2.45 | 73.3% | 70.9% | 126.3% |
| Ticker | Name | Current Signal | Strategy Sortino | Pain Ratio | Gain To Pain | Worst Decile Defense | Best Decile Participation | Buy Minus Sell Return Spread |
|---|---|---|---|---|---|---|---|---|
| SHY | 1-3 Year Treasury Notes | Sell | 1.20 | 6.73 | 1.65 | 82.7% | 43.3% | 6.3% |
| XLP | Consumer Staples | Sell | 1.46 | 9.90 | 1.54 | 68.3% | 58.0% | 42.9% |
| HYG | High Yield Corporate Bonds | Sell | 1.47 | 10.88 | 1.75 | 80.0% | 46.0% | 16.8% |
| GLD | Gold | Sell | 1.74 | 7.03 | 1.86 | 63.2% | 61.8% | 78.7% |
| TLT | 20+ Year Treasury Bonds | Sell | 1.78 | 9.55 | 1.65 | 78.2% | 59.9% | 51.2% |
| LQD | Investment Grade Corporate Bonds | Sell | 1.79 | 10.12 | 1.70 | 81.9% | 52.8% | 26.7% |
| EZU | Europe | Sell | 1.92 | 8.50 | 1.72 | 80.2% | 47.2% | 40.3% |
| XLRE | Real Estate | Sell | 1.92 | 16.49 | 2.03 | 85.9% | 41.9% | 62.0% |
| XLV | Healthcare | Buy | 1.94 | 9.72 | 1.57 | 68.5% | 62.6% | 48.5% |
| IAK | Insurance | Sell | 1.97 | 13.38 | 1.90 | 77.4% | 52.5% | 63.4% |
| XLU | Utilities | Sell | 2.12 | 9.38 | 1.85 | 80.9% | 51.9% | 59.4% |
| SPY | S&P 500 | Buy | 2.12 | 26.09 | 2.48 | 83.3% | 46.5% | 52.6% |
| Ticker | Name | Current Signal | Return Per Trade | Trades / Year | Avg Buy Hold Days | Avg Sell Hold Days | Whipsaw Rate | Exposure |
|---|---|---|---|---|---|---|---|---|
| XHB | Homebuilders | Buy | 2.7% | 13.67 | 14 | 23 | 67.5% | 39.8% |
| KWEB | China Tech | Buy | 3.7% | 14.00 | 17 | 19 | 68.3% | 44.8% |
| ETH-USD | Ethereum | Buy | 7.2% | 16.00 | 16 | 15 | 70.2% | 51.6% |
| XLY | Consumer Discretionary | Sell | 1.7% | 15.00 | 12 | 21 | 70.5% | 35.8% |
| XLF | Financials | Sell | 1.5% | 16.67 | 15 | 15 | 71.4% | 48.1% |
| ACWX | World Ex. U.S. | Buy | 1.6% | 15.67 | 19 | 14 | 73.9% | 58.1% |
| INDA | India | Buy | 0.8% | 17.00 | 12 | 17 | 76.0% | 42.2% |
| DAX | Germany | Sell | 1.1% | 17.33 | 15 | 14 | 76.5% | 51.7% |
| EEM | Emerging Markets | Buy | 1.9% | 16.00 | 15 | 16 | 76.6% | 48.3% |
| HYG | High Yield Corporate Bonds | Sell | 0.2% | 19.33 | 11 | 15 | 77.2% | 43.4% |
| SIL | Silver Miners | Sell | 6.4% | 17.33 | 16 | 13 | 78.4% | 54.5% |
| GLD | Gold | Sell | 2.2% | 16.00 | 19 | 13 | 78.7% | 59.8% |
| Ticker | Name | Current Signal | Return Per Trade | Trades / Year | Avg Buy Hold Days | Avg Sell Hold Days | Whipsaw Rate | Exposure |
|---|---|---|---|---|---|---|---|---|
| XLU | Utilities | Sell | 0.7% | 21.33 | 10 | 14 | 88.9% | 40.9% |
| XLV | Healthcare | Buy | 0.7% | 20.33 | 13 | 12 | 88.3% | 50.8% |
| LQD | Investment Grade Corporate Bonds | Sell | 0.3% | 18.33 | 12 | 15 | 87.0% | 43.4% |
| CL=F | Oil | Sell | 3.9% | 19.67 | 11 | 15 | 86.2% | 41.5% |
| GDX | Gold Miners | Sell | 6.5% | 19.67 | 14 | 12 | 86.2% | 53.2% |
| SHY | 1-3 Year Treasury Notes | Sell | 0.1% | 19.33 | 12 | 14 | 86.0% | 45.5% |
| XLE | Energy | Sell | 2.3% | 19.00 | 13 | 14 | 85.7% | 46.7% |
| KRE | Regional Banks | Sell | 1.7% | 20.00 | 13 | 12 | 84.7% | 50.4% |
| XLRE | Real Estate | Sell | 0.8% | 17.33 | 10 | 19 | 84.3% | 34.3% |
| XLB | Materials | Sell | 1.1% | 19.33 | 13 | 13 | 84.2% | 48.0% |
| BTC-USD | Bitcoin | Buy | 2.7% | 19.33 | 12 | 15 | 84.2% | 44.3% |
| EWZ | Brazil | Sell | 1.9% | 21.00 | 12 | 12 | 83.9% | 48.9% |
Current signal, VAMS impulse, one-month price action, Calmar, and capture ratios. Colors are direction-aware percentile scores within each column.
Buy-rate, new-buy, and new-sell counts across the full universe.
Sleeve-level signal breadth and backtest quality.
| Group | Constituents | Buy % | New Buys | New Sells | Avg VAMS | Avg 1M Return | Avg Calmar | Avg Upside Capture | Avg Downside Capture | Avg Capture Spread | Tickers |
|---|---|---|---|---|---|---|---|---|---|---|---|
| US Index / Size ETFs | SPY, QQQ, DIA, VO, IWM | 60.0% | 2 | 0 | 0.19 | -1.4% | 2.55 | 48.0% | 27.7% | 20.3% | 5 |
| Industry ETFs | KRE, IAK, SMH, XHB | 50.0% | 1 | 0 | -0.10 | -2.0% | 2.14 | 52.8% | 31.7% | 21.1% | 4 |
| International Equity ETFs | DAX, EWJ, ARGT, EWZ, INDA, EZU, EEM, KWEB, ACWX | 44.4% | 2 | 0 | -0.04 | -3.4% | 2.30 | 53.6% | 32.1% | 21.5% | 9 |
| Metals / Miners / Crypto / Oil | GLD, GDX, SLV, SIL, CPER, BTC-USD, ETH-USD, CL=F | 37.5% | 0 | 2 | -0.13 | -0.4% | 2.55 | 59.3% | 33.6% | 25.7% | 8 |
| US Sector ETFs | XLK, XLY, XLC, XLF, XLE, XLI, XLB, XLU, XLRE, XLV, XLP | 27.3% | 2 | 0 | -0.19 | -2.9% | 2.38 | 52.6% | 30.6% | 22.0% | 11 |
| Bond / Credit ETFs | SHY, TLT, LQD, HYG | 0.0% | 0 | 1 | -0.61 | -2.0% | 1.53 | 54.4% | 33.1% | 21.3% | 4 |
ETFs where the current VAMS state changed versus one week ago.
| Ticker | Name | Group | Current Signal | Prior Week Signal | WoW Signal Change | Signal Strength | Current VAMS | VAMS 5D Change | Signal Since | Last Buy Date | Last Sell Date | 5D Return | 1M Return | 3M Return | 30D Vol |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| XLK | Technology | US Sector | Buy | Sell | New Buy | 5.01 | 0.48 | 0.05 | 2026-09-21 | 2026-09-21 | 2026-09-01 | 3.5% | 4.8% | 11.6% | 18.0% |
| SPY | S&P 500 | US Index / Size | Buy | Sell | New Buy | 4.48 | 0.42 | 0.24 | 2026-09-23 | 2026-09-23 | 2026-08-18 | 1.3% | 0.2% | 4.4% | 8.9% |
| XLC | Communications | US Sector | Buy | Sell | New Buy | 4.10 | 0.37 | 0.90 | 2026-09-21 | 2026-09-21 | 2026-09-18 | 1.9% | 0.8% | 6.3% | 17.9% |
| XHB | Homebuilders | Industries | Buy | Sell | New Buy | 3.51 | 0.30 | 0.51 | 2026-09-25 | 2026-09-25 | 2026-08-18 | 2.0% | -4.8% | -9.3% | 19.4% |
| ACWX | World Ex. U.S. | International Equity | Buy | Sell | New Buy | 2.88 | 0.23 | 0.11 | 2026-09-22 | 2026-09-22 | 2026-09-10 | 0.8% | -2.1% | 3.7% | 11.7% |
| DIA | Dow Jones | US Index / Size | Buy | Sell | New Buy | 1.77 | 0.09 | 0.40 | 2026-09-21 | 2026-09-21 | 2026-08-10 | 0.3% | -3.1% | -0.2% | 9.5% |
| KWEB | China Tech | International Equity | Buy | Sell | New Buy | 2.26 | -0.15 | -0.39 | 2026-09-21 | 2026-09-21 | 2026-08-12 | -1.0% | -5.6% | -6.5% | 17.7% |
| Ticker | Name | Group | Current Signal | Prior Week Signal | WoW Signal Change | Signal Strength | Current VAMS | VAMS 5D Change | Signal Since | Last Buy Date | Last Sell Date | 5D Return | 1M Return | 3M Return | 30D Vol |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TLT | 20+ Year Treasury Bonds | Bonds / Credit | Sell | Buy | New Sell | 7.59 | -0.79 | -1.04 | 2026-09-23 | 2026-09-17 | 2026-09-23 | -2.4% | -3.5% | -4.7% | 8.5% |
| CL=F | Oil | Metals / Miners / Crypto / Oil | Sell | Buy | New Sell | 5.73 | -0.57 | -0.20 | 2026-09-22 | 2026-08-31 | 2026-09-22 | -7.8% | 1.0% | 3.5% | 45.2% |
| SLV | Silver | Metals / Miners / Crypto / Oil | Sell | Buy | New Sell | 3.34 | -0.28 | -0.68 | 2026-09-23 | 2026-09-18 | 2026-09-23 | -3.0% | -2.8% | 10.6% | 33.1% |
Colored table for every ETF in the model universe.
| Ticker | Name | Group | Current Signal | Prior Week Signal | WoW Signal Change | Signal Strength | Current VAMS | VAMS 5D Change | Signal Since | Last Buy Date | Last Sell Date | 5D Return | 1M Return | 3M Return | 30D Vol |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| QQQ | Nasdaq 100 | US Index / Size | Buy | Buy | No Change | 6.26 | 0.63 | 0.16 | 2026-09-19 | 2026-09-19 | 2026-09-10 | 3.2% | 3.6% | 8.8% | 13.3% |
| SMH | Semiconductors | Industries | Buy | Buy | No Change | 5.54 | 0.55 | 0.02 | 2026-09-19 | 2026-09-19 | 2026-09-14 | 5.9% | 7.0% | 8.1% | 29.2% |
| XLK | Technology | US Sector | Buy | Sell | New Buy | 5.01 | 0.48 | 0.05 | 2026-09-21 | 2026-09-21 | 2026-09-01 | 3.5% | 4.8% | 11.6% | 18.0% |
| SPY | S&P 500 | US Index / Size | Buy | Sell | New Buy | 4.48 | 0.42 | 0.24 | 2026-09-23 | 2026-09-23 | 2026-08-18 | 1.3% | 0.2% | 4.4% | 8.9% |
| XLC | Communications | US Sector | Buy | Sell | New Buy | 4.10 | 0.37 | 0.90 | 2026-09-21 | 2026-09-21 | 2026-09-18 | 1.9% | 0.8% | 6.3% | 17.9% |
| BTC-USD | Bitcoin | Metals / Miners / Crypto / Oil | Buy | Buy | No Change | 3.61 | 0.31 | -0.36 | 2026-09-18 | 2026-09-18 | 2026-09-08 | 3.4% | 5.3% | 30.9% | 36.8% |
| XHB | Homebuilders | Industries | Buy | Sell | New Buy | 3.51 | 0.30 | 0.51 | 2026-09-25 | 2026-09-25 | 2026-08-18 | 2.0% | -4.8% | -9.3% | 19.4% |
| XLV | Healthcare | US Sector | Buy | Buy | No Change | 3.49 | 0.30 | 0.21 | 2026-09-18 | 2026-09-18 | 2026-08-27 | 1.4% | -0.4% | 5.0% | 11.1% |
| EEM | Emerging Markets | International Equity | Buy | Buy | No Change | 3.00 | 0.24 | -0.07 | 2026-09-20 | 2026-09-20 | 2026-09-10 | 1.4% | -1.0% | 7.3% | 17.5% |
| ACWX | World Ex. U.S. | International Equity | Buy | Sell | New Buy | 2.88 | 0.23 | 0.11 | 2026-09-22 | 2026-09-22 | 2026-09-10 | 0.8% | -2.1% | 3.7% | 11.7% |
| CPER | Copper | Metals / Miners / Crypto / Oil | Buy | Buy | No Change | 2.40 | 0.17 | -0.44 | 2026-09-19 | 2026-09-19 | 2026-09-10 | 0.9% | 1.7% | 5.9% | 23.2% |
| ETH-USD | Ethereum | Metals / Miners / Crypto / Oil | Buy | Buy | No Change | 1.91 | 0.11 | -0.52 | 2026-09-18 | 2026-09-18 | 2026-09-01 | 1.6% | 9.3% | 44.3% | 38.8% |
| DIA | Dow Jones | US Index / Size | Buy | Sell | New Buy | 1.77 | 0.09 | 0.40 | 2026-09-21 | 2026-09-21 | 2026-08-10 | 0.3% | -3.1% | -0.2% | 9.5% |
| INDA | India | International Equity | Buy | Buy | No Change | 1.71 | -0.09 | -0.35 | 2026-09-20 | 2026-09-20 | 2026-09-08 | -0.3% | -4.1% | -0.3% | 10.8% |
| KWEB | China Tech | International Equity | Buy | Sell | New Buy | 2.26 | -0.15 | -0.39 | 2026-09-21 | 2026-09-21 | 2026-08-12 | -1.0% | -5.6% | -6.5% | 17.7% |
| EZU | Europe | International Equity | Sell | Sell | No Change | 3.17 | 0.26 | 0.33 | 2026-08-19 | 2026-07-30 | 2026-08-19 | 0.8% | -2.5% | 1.1% | 10.8% |
| EWJ | Japan | International Equity | Sell | Sell | No Change | 2.56 | 0.19 | 0.17 | 2026-08-18 | 2026-07-30 | 2026-08-18 | 1.0% | -0.4% | 7.4% | 15.0% |
| XLI | Industrials | US Sector | Sell | Sell | No Change | 1.81 | 0.10 | -0.03 | 2026-08-18 | 2026-08-03 | 2026-08-18 | 0.4% | -2.8% | -6.7% | 10.7% |
| DAX | Germany | International Equity | Sell | Sell | No Change | 1.39 | 0.05 | 0.31 | 2026-09-10 | 2026-09-06 | 2026-09-10 | 0.1% | -3.9% | 2.1% | 11.7% |
| VO | Midcaps | US Index / Size | Sell | Sell | No Change | 1.00 | 0.00 | 0.03 | 2026-08-18 | 2026-07-28 | 2026-08-18 | -0.0% | -2.8% | -0.7% | 8.2% |
| SHY | 1-3 Year Treasury Notes | Bonds / Credit | Sell | Sell | No Change | 1.60 | -0.07 | 0.11 | 2026-08-28 | 2026-08-16 | 2026-08-28 | -0.0% | -0.6% | -0.8% | 1.8% |
| XLB | Materials | US Sector | Sell | Sell | No Change | 1.62 | -0.08 | 0.24 | 2026-09-01 | 2026-08-21 | 2026-09-01 | -0.4% | -5.0% | -2.8% | 12.1% |
| XLY | Consumer Discretionary | US Sector | Sell | Sell | No Change | 1.65 | -0.08 | -0.10 | 2026-08-13 | 2026-07-29 | 2026-08-13 | -0.4% | -3.8% | 1.1% | 13.2% |
| IWM | Russell 2000 | US Index / Size | Sell | Sell | No Change | 2.48 | -0.18 | -0.08 | 2026-08-18 | 2026-08-08 | 2026-08-18 | -0.7% | -4.7% | -3.2% | 10.7% |
| GDX | Gold Miners | Metals / Miners / Crypto / Oil | Sell | Sell | No Change | 2.57 | -0.19 | -0.30 | 2026-08-28 | 2026-07-21 | 2026-08-28 | -2.7% | -6.4% | 23.4% | 34.1% |
| XLP | Consumer Staples | US Sector | Sell | Sell | No Change | 2.84 | -0.22 | 0.06 | 2026-09-04 | 2026-08-22 | 2026-09-04 | -0.9% | -3.0% | -2.5% | 9.7% |
| SIL | Silver Miners | Metals / Miners / Crypto / Oil | Sell | Sell | No Change | 3.18 | -0.26 | -0.46 | 2026-09-10 | 2026-09-06 | 2026-09-10 | -3.8% | -7.8% | 21.4% | 38.3% |
| SLV | Silver | Metals / Miners / Crypto / Oil | Sell | Buy | New Sell | 3.34 | -0.28 | -0.68 | 2026-09-23 | 2026-09-18 | 2026-09-23 | -3.0% | -2.8% | 10.6% | 33.1% |
| GLD | Gold | Metals / Miners / Crypto / Oil | Sell | Sell | No Change | 3.44 | -0.29 | -0.56 | 2026-08-28 | 2026-07-21 | 2026-08-28 | -1.9% | -3.3% | 5.8% | 18.9% |
| EWZ | Brazil | International Equity | Sell | Sell | No Change | 3.45 | -0.30 | -0.18 | 2026-09-24 | 2026-09-21 | 2026-09-24 | -1.9% | -2.7% | 3.1% | 19.3% |
| KRE | Regional Banks | Industries | Sell | Sell | No Change | 4.66 | -0.44 | 0.02 | 2026-09-12 | 2026-09-06 | 2026-09-12 | -1.6% | -4.9% | -5.5% | 13.0% |
| XLF | Financials | US Sector | Sell | Sell | No Change | 5.41 | -0.53 | 0.01 | 2026-09-01 | 2026-08-24 | 2026-09-01 | -1.8% | -5.6% | -2.6% | 11.1% |
| CL=F | Oil | Metals / Miners / Crypto / Oil | Sell | Buy | New Sell | 5.73 | -0.57 | -0.20 | 2026-09-22 | 2026-08-31 | 2026-09-22 | -7.8% | 1.0% | 3.5% | 45.2% |
| XLE | Energy | US Sector | Sell | Sell | No Change | 5.88 | -0.59 | -0.16 | 2026-09-14 | 2026-09-11 | 2026-09-14 | -3.5% | -3.2% | 4.1% | 17.7% |
| XLRE | Real Estate | US Sector | Sell | Sell | No Change | 7.42 | -0.77 | -0.38 | 2026-07-30 | 2026-07-25 | 2026-07-30 | -2.3% | -5.4% | -9.6% | 9.0% |
| LQD | Investment Grade Corporate Bonds | Bonds / Credit | Sell | Sell | No Change | 7.58 | -0.79 | -1.05 | 2026-08-30 | 2026-08-19 | 2026-08-30 | -1.4% | -2.2% | -2.8% | 6.0% |
| ARGT | Argentina | International Equity | Sell | Sell | No Change | 7.58 | -0.79 | -0.40 | 2026-09-15 | 2026-08-21 | 2026-09-15 | -4.1% | -8.1% | -4.9% | 14.6% |
| TLT | 20+ Year Treasury Bonds | Bonds / Credit | Sell | Buy | New Sell | 7.59 | -0.79 | -1.04 | 2026-09-23 | 2026-09-17 | 2026-09-23 | -2.4% | -3.5% | -4.7% | 8.5% |
| IAK | Insurance | Industries | Sell | Sell | No Change | 7.63 | -0.80 | -0.43 | 2026-09-08 | 2026-09-06 | 2026-09-08 | -3.2% | -5.1% | -6.8% | 12.4% |
| HYG | High Yield Corporate Bonds | Bonds / Credit | Sell | Sell | No Change | 7.66 | -0.80 | -1.01 | 2026-09-23 | 2026-09-21 | 2026-09-23 | -0.9% | -1.6% | -1.7% | 3.9% |
| XLU | Utilities | US Sector | Sell | Sell | No Change | 10.00 | -1.08 | -0.95 | 2026-09-10 | 2026-09-08 | 2026-09-10 | -3.9% | -8.3% | -14.6% | 12.0% |
Same metrics, reorganized into smaller institutional blocks. Strategy metrics are paired next to ETF buy-and-hold comparisons where applicable.
| Ticker | Current Signal | Strategy Ann Return | Buy Hold Ann Return | Excess Ann Return | Strategy Ann Vol |
|---|---|---|---|---|---|
| ETH-USD | Buy | 77.0% | 10.1% | 66.9% | 34.2% |
| BTC-USD | Buy | 90.0% | 26.6% | 63.4% | 33.2% |
| GDX | Sell | 64.1% | 3.1% | 61.0% | 22.5% |
| SIL | Sell | 55.2% | 3.3% | 51.8% | 23.4% |
| SLV | Sell | 53.4% | 5.7% | 47.7% | 18.0% |
| CL=F | Sell | 46.8% | 0.6% | 46.2% | 21.0% |
| EWZ | Sell | 37.4% | -3.3% | 40.7% | 16.0% |
| KWEB | Buy | 37.7% | -0.3% | 38.0% | 20.1% |
| XLE | Sell | 36.0% | 3.4% | 32.6% | 14.7% |
| KRE | Sell | 35.8% | 5.3% | 30.5% | 15.9% |
| ARGT | Sell | 33.2% | 5.0% | 28.3% | 16.2% |
| XHB | Buy | 33.0% | 8.8% | 24.2% | 14.0% |
| SMH | Buy | 42.3% | 18.5% | 23.8% | 15.2% |
| EEM | Buy | 23.8% | 2.1% | 21.6% | 10.9% |
| CPER | Buy | 22.7% | 2.2% | 20.5% | 17.7% |
| GLD | Sell | 26.0% | 5.9% | 20.0% | 10.0% |
| XLF | Sell | 26.4% | 7.1% | 19.3% | 11.0% |
| IWM | Sell | 25.8% | 6.9% | 18.9% | 11.1% |
| XLB | Sell | 23.0% | 5.0% | 18.1% | 10.6% |
| INDA | Buy | 20.6% | 2.7% | 17.9% | 10.6% |
| XLU | Sell | 21.8% | 4.3% | 17.5% | 10.0% |
| EWJ | Sell | 21.5% | 4.1% | 17.4% | 9.5% |
| EZU | Sell | 19.3% | 2.7% | 16.6% | 11.4% |
| TLT | Sell | 15.6% | -0.6% | 16.2% | 8.9% |
| XLI | Sell | 23.3% | 8.4% | 14.9% | 9.9% |
| XLK | Buy | 28.0% | 13.6% | 14.4% | 10.6% |
| XLY | Sell | 23.5% | 9.4% | 14.1% | 10.2% |
| ACWX | Buy | 15.7% | 2.8% | 13.0% | 9.7% |
| DAX | Sell | 15.2% | 2.6% | 12.6% | 9.8% |
| XLRE | Sell | 13.8% | 1.5% | 12.3% | 7.9% |
| XLV | Buy | 20.1% | 7.9% | 12.1% | 8.1% |
| IAK | Sell | 19.2% | 7.6% | 11.5% | 10.9% |
| QQQ | Buy | 24.7% | 13.4% | 11.3% | 9.6% |
| DIA | Buy | 18.1% | 7.4% | 10.7% | 7.9% |
| VO | Sell | 17.9% | 7.8% | 10.1% | 9.4% |
| SPY | Buy | 19.1% | 9.1% | 10.1% | 7.9% |
| XLP | Sell | 14.1% | 5.2% | 8.9% | 7.3% |
| XLC | Buy | 11.4% | 3.8% | 7.6% | 8.2% |
| HYG | Sell | 6.9% | -0.6% | 7.4% | 4.1% |
| LQD | Sell | 7.3% | -0.1% | 7.4% | 4.3% |
| SHY | Sell | 1.0% | -0.1% | 1.1% | 0.9% |
| Ticker | Current Signal | Strategy Sharpe | Strategy Sortino | Calmar Ratio | Pain Ratio | Gain To Pain |
|---|---|---|---|---|---|---|
| SLV | Sell | 2.97 | 2.99 | 4.01 | 18.41 | 2.16 |
| GDX | Sell | 2.84 | 3.01 | 2.49 | 22.83 | 1.97 |
| SMH | Buy | 2.79 | 2.93 | 2.61 | 20.44 | 2.06 |
| BTC-USD | Buy | 2.71 | 2.83 | 2.59 | 14.77 | 1.94 |
| XLK | Buy | 2.64 | 2.83 | 3.92 | 19.55 | 2.08 |
| GLD | Sell | 2.59 | 2.41 | 1.81 | 14.55 | 1.97 |
| QQQ | Buy | 2.57 | 2.45 | 3.22 | 21.23 | 2.16 |
| XLV | Buy | 2.48 | 2.64 | 2.91 | 16.55 | 1.98 |
| XLE | Sell | 2.44 | 2.53 | 3.38 | 18.41 | 1.96 |
| SPY | Buy | 2.42 | 2.26 | 2.23 | 19.04 | 2.12 |
| XLF | Sell | 2.40 | 2.33 | 2.70 | 18.63 | 2.00 |
| XHB | Buy | 2.36 | 2.45 | 1.87 | 14.17 | 1.90 |
| SIL | Sell | 2.36 | 2.52 | 2.90 | 11.97 | 1.77 |
| XLI | Sell | 2.36 | 2.31 | 2.49 | 16.15 | 1.95 |
| EWZ | Sell | 2.34 | 2.29 | 2.71 | 13.61 | 1.89 |
| IWM | Sell | 2.33 | 2.35 | 3.13 | 16.98 | 2.01 |
| XLY | Sell | 2.30 | 2.23 | 2.19 | 13.92 | 1.89 |
| DIA | Buy | 2.28 | 2.14 | 2.56 | 16.08 | 1.97 |
| EWJ | Sell | 2.26 | 2.40 | 2.59 | 15.97 | 1.87 |
| KRE | Sell | 2.25 | 2.55 | 2.67 | 15.72 | 1.88 |
| ETH-USD | Buy | 2.25 | 2.33 | 3.20 | 11.12 | 1.90 |
| CL=F | Sell | 2.23 | 2.16 | 2.82 | 13.22 | 1.86 |
| XLU | Sell | 2.18 | 2.24 | 2.11 | 15.27 | 1.83 |
| EEM | Buy | 2.18 | 2.14 | 2.31 | 13.24 | 1.86 |
| XLB | Sell | 2.17 | 2.14 | 2.50 | 15.43 | 1.82 |
| ARGT | Sell | 2.05 | 2.19 | 3.35 | 10.34 | 1.77 |
| INDA | Buy | 1.94 | 1.87 | 2.23 | 11.49 | 1.76 |
| XLP | Sell | 1.93 | 1.79 | 1.19 | 12.44 | 1.71 |
| VO | Sell | 1.91 | 1.77 | 1.59 | 10.74 | 1.69 |
| KWEB | Buy | 1.88 | 2.01 | 2.89 | 11.85 | 1.85 |
| IAK | Sell | 1.76 | 1.59 | 1.40 | 9.57 | 1.64 |
| TLT | Sell | 1.75 | 1.60 | 1.46 | 8.12 | 1.63 |
| XLRE | Sell | 1.74 | 1.41 | 1.59 | 9.73 | 1.93 |
| EZU | Sell | 1.69 | 1.57 | 1.19 | 9.04 | 1.63 |
| LQD | Sell | 1.68 | 1.79 | 1.53 | 8.63 | 1.70 |
| HYG | Sell | 1.66 | 1.56 | 1.72 | 11.75 | 1.75 |
| ACWX | Buy | 1.61 | 1.52 | 1.91 | 8.53 | 1.54 |
| DAX | Sell | 1.56 | 1.28 | 1.51 | 7.64 | 1.69 |
| XLC | Buy | 1.38 | 0.93 | 1.14 | 5.75 | 1.77 |
| CPER | Buy | 1.28 | 1.02 | 0.55 | 7.90 | 1.65 |
| SHY | Sell | 1.12 | 0.92 | 1.40 | 4.43 | 1.48 |
| Ticker | Current Signal | Strategy Max DD | Buy Hold Max DD | Signal Drawdown 52W | ETF Drawdown 52W | Drawdown Saved 52W | Ulcer Index |
|---|---|---|---|---|---|---|---|
| SHY | Sell | -0.7% | -7.2% | -0.4% | -2.5% | -2.2% | 0.00 |
| HYG | Sell | -4.0% | -28.7% | -1.4% | -4.1% | -2.7% | 0.01 |
| VO | Sell | -11.3% | -39.7% | -3.7% | -8.5% | -4.8% | 0.02 |
| XLB | Sell | -9.2% | -40.2% | -6.9% | -12.4% | -5.4% | 0.02 |
| IAK | Sell | -13.7% | -44.9% | -3.3% | -9.5% | -6.2% | 0.03 |
| EEM | Buy | -10.3% | -43.7% | -8.0% | -14.2% | -6.2% | 0.02 |
| LQD | Sell | -4.8% | -29.4% | -1.4% | -7.7% | -6.3% | 0.01 |
| ACWX | Buy | -8.2% | -39.0% | -4.7% | -11.4% | -6.7% | 0.02 |
| XLP | Sell | -11.9% | -24.9% | -3.1% | -9.9% | -6.9% | 0.01 |
| SPY | Buy | -8.6% | -34.1% | -2.2% | -9.1% | -7.0% | 0.01 |
| DIA | Buy | -7.1% | -37.1% | -3.0% | -10.1% | -7.0% | 0.01 |
| XLRE | Sell | -8.6% | -39.3% | -1.9% | -9.7% | -7.7% | 0.01 |
| ARGT | Sell | -9.9% | -62.6% | -9.0% | -16.9% | -7.9% | 0.03 |
| XLV | Buy | -6.9% | -28.8% | -2.8% | -10.8% | -8.0% | 0.01 |
| DAX | Sell | -10.1% | -48.6% | -6.2% | -14.8% | -8.6% | 0.02 |
| XLI | Sell | -9.4% | -42.8% | -3.7% | -12.5% | -8.7% | 0.02 |
| XLC | Buy | -10.0% | -47.2% | -3.4% | -12.2% | -8.8% | 0.02 |
| CPER | Buy | -41.1% | -57.8% | -7.3% | -16.4% | -9.1% | 0.03 |
| IWM | Sell | -8.2% | -42.3% | -1.8% | -11.2% | -9.4% | 0.02 |
| XLE | Sell | -10.6% | -76.7% | -6.1% | -15.6% | -9.5% | 0.02 |
| XLF | Sell | -9.8% | -43.3% | -2.6% | -12.2% | -9.6% | 0.02 |
| EZU | Sell | -16.2% | -44.8% | -3.4% | -13.1% | -9.6% | 0.03 |
| QQQ | Buy | -7.7% | -35.6% | -2.1% | -11.8% | -9.7% | 0.01 |
| TLT | Sell | -10.7% | -53.8% | -2.5% | -12.7% | -10.1% | 0.03 |
| INDA | Buy | -9.2% | -46.1% | -5.2% | -15.5% | -10.3% | 0.02 |
| EWJ | Sell | -8.3% | -34.6% | -2.2% | -13.6% | -11.4% | 0.02 |
| KRE | Sell | -13.4% | -57.2% | -3.5% | -15.0% | -11.4% | 0.03 |
| XLU | Sell | -10.3% | -36.7% | -5.8% | -17.5% | -11.7% | 0.02 |
| GLD | Sell | -14.3% | -45.6% | -14.3% | -26.4% | -12.1% | 0.03 |
| XLY | Sell | -10.7% | -40.3% | -2.1% | -14.2% | -12.1% | 0.02 |
| EWZ | Sell | -13.8% | -78.8% | -6.9% | -19.3% | -12.4% | 0.03 |
| XLK | Buy | -7.1% | -34.0% | -3.6% | -16.0% | -12.4% | 0.02 |
| XHB | Buy | -17.7% | -49.8% | -4.5% | -21.8% | -17.3% | 0.03 |
| SMH | Buy | -16.2% | -45.3% | -4.6% | -24.6% | -20.0% | 0.02 |
| BTC-USD | Buy | -34.8% | -83.4% | -15.1% | -38.4% | -23.3% | 0.06 |
| SIL | Sell | -19.0% | -83.4% | -14.2% | -39.5% | -25.3% | 0.05 |
| KWEB | Buy | -13.1% | -82.2% | -8.0% | -34.9% | -26.9% | 0.03 |
| CL=F | Sell | -16.6% | -133.0% | -11.9% | -39.3% | -27.4% | 0.04 |
| GDX | Sell | -25.8% | -81.3% | -8.6% | -38.9% | -30.3% | 0.03 |
| ETH-USD | Buy | -24.1% | -94.0% | -17.7% | -52.7% | -35.0% | 0.06 |
| SLV | Sell | -13.3% | -76.3% | -13.3% | -52.3% | -39.0% | 0.03 |
| Ticker | Current Signal | Upside Capture | Downside Capture | Capture Spread | Worst Decile Defense | Best Decile Participation |
|---|---|---|---|---|---|---|
| SLV | Sell | 62.3% | 31.1% | 31.2% | 74.8% | 69.2% |
| GDX | Sell | 61.3% | 32.7% | 28.6% | 75.1% | 67.9% |
| GLD | Sell | 64.1% | 35.8% | 28.3% | 70.8% | 69.8% |
| XLE | Sell | 56.6% | 30.6% | 26.1% | 76.1% | 59.3% |
| KWEB | Buy | 58.7% | 32.8% | 25.9% | 74.7% | 63.0% |
| CL=F | Sell | 51.9% | 26.4% | 25.5% | 80.1% | 53.3% |
| XLU | Sell | 59.0% | 34.7% | 24.3% | 72.4% | 62.0% |
| SIL | Sell | 58.7% | 35.0% | 23.8% | 70.3% | 62.4% |
| ETH-USD | Buy | 57.2% | 33.6% | 23.6% | 78.3% | 62.0% |
| BTC-USD | Buy | 59.0% | 35.6% | 23.4% | 69.5% | 66.0% |
| KRE | Sell | 54.2% | 30.8% | 23.3% | 77.9% | 57.5% |
| XLF | Sell | 52.1% | 28.8% | 23.3% | 80.3% | 50.6% |
| EWZ | Sell | 49.5% | 26.3% | 23.2% | 81.3% | 52.5% |
| LQD | Sell | 56.7% | 33.5% | 23.2% | 73.3% | 57.9% |
| EWJ | Sell | 53.1% | 30.3% | 22.7% | 78.8% | 53.7% |
| XLRE | Sell | 49.4% | 26.7% | 22.7% | 80.3% | 47.1% |
| ARGT | Sell | 57.2% | 34.7% | 22.6% | 71.1% | 59.0% |
| SMH | Buy | 51.8% | 29.6% | 22.2% | 77.8% | 50.3% |
| INDA | Buy | 55.1% | 33.0% | 22.1% | 74.3% | 54.5% |
| XHB | Buy | 52.6% | 30.6% | 22.0% | 76.3% | 54.2% |
| XLV | Buy | 51.5% | 29.5% | 22.0% | 79.2% | 49.0% |
| XLI | Sell | 51.9% | 29.9% | 22.0% | 77.2% | 50.5% |
| TLT | Sell | 56.9% | 35.0% | 21.9% | 69.9% | 64.1% |
| EEM | Buy | 49.4% | 27.6% | 21.8% | 80.3% | 50.3% |
| HYG | Sell | 50.3% | 28.5% | 21.8% | 78.6% | 50.6% |
| XLK | Buy | 49.3% | 27.8% | 21.5% | 82.3% | 44.1% |
| IWM | Sell | 47.1% | 25.6% | 21.5% | 82.6% | 46.9% |
| CPER | Buy | 59.6% | 38.3% | 21.3% | 66.7% | 63.5% |
| DIA | Buy | 50.0% | 28.8% | 21.3% | 78.8% | 45.4% |
| XLB | Sell | 51.5% | 30.5% | 21.1% | 78.2% | 50.0% |
| SPY | Buy | 46.0% | 25.0% | 21.0% | 83.5% | 40.4% |
| DAX | Sell | 55.2% | 34.6% | 20.6% | 72.4% | 56.8% |
| QQQ | Buy | 45.1% | 24.7% | 20.4% | 83.2% | 39.6% |
| XLY | Sell | 50.6% | 30.4% | 20.3% | 77.1% | 48.0% |
| XLC | Buy | 53.3% | 33.4% | 20.0% | 73.6% | 51.1% |
| XLP | Sell | 53.5% | 34.7% | 18.9% | 73.6% | 52.3% |
| SHY | Sell | 53.6% | 35.5% | 18.1% | 67.5% | 57.5% |
| EZU | Sell | 49.3% | 31.7% | 17.6% | 75.8% | 46.0% |
| VO | Sell | 51.9% | 34.5% | 17.4% | 73.1% | 45.7% |
| ACWX | Buy | 54.8% | 37.5% | 17.3% | 71.4% | 50.4% |
| IAK | Sell | 52.6% | 35.8% | 16.8% | 71.2% | 51.8% |
| Ticker | Current Signal | ETF Ann Return While Buy | ETF Ann Return While Sell | Buy Minus Sell Return Spread | Exposure |
|---|---|---|---|---|---|
| ETH-USD | Buy | 234.0% | -157.2% | 391.2% | 28.3% |
| BTC-USD | Buy | 179.0% | -82.3% | 261.3% | 37.2% |
| GDX | Sell | 104.5% | -86.7% | 191.2% | 48.7% |
| CL=F | Sell | 89.2% | -93.5% | 182.7% | 44.7% |
| SIL | Sell | 96.4% | -74.2% | 170.6% | 47.3% |
| SLV | Sell | 92.1% | -68.3% | 160.4% | 47.2% |
| KWEB | Buy | 82.5% | -73.6% | 156.1% | 40.9% |
| EWZ | Sell | 75.9% | -56.9% | 132.8% | 42.1% |
| XLE | Sell | 65.9% | -49.9% | 115.8% | 47.3% |
| KRE | Sell | 69.0% | -46.4% | 115.4% | 46.4% |
| ARGT | Sell | 61.1% | -47.2% | 108.4% | 47.5% |
| SMH | Buy | 73.7% | -32.3% | 106.1% | 48.4% |
| XHB | Buy | 63.1% | -36.1% | 99.1% | 46.4% |
| CPER | Buy | 47.9% | -37.9% | 85.7% | 45.6% |
| EEM | Buy | 49.3% | -32.9% | 82.2% | 43.5% |
| IWM | Sell | 54.5% | -27.6% | 82.1% | 42.9% |
| XLF | Sell | 50.1% | -31.2% | 81.3% | 48.0% |
| GLD | Sell | 44.2% | -36.2% | 80.4% | 52.3% |
| XLB | Sell | 43.8% | -29.3% | 73.2% | 47.8% |
| INDA | Buy | 39.4% | -32.8% | 72.2% | 45.8% |
| XLK | Buy | 48.9% | -22.2% | 71.2% | 50.5% |
| EWJ | Sell | 41.4% | -29.4% | 70.8% | 47.7% |
| XLU | Sell | 38.9% | -30.5% | 69.5% | 50.6% |
| XLI | Sell | 45.0% | -24.5% | 69.5% | 47.7% |
| XLY | Sell | 44.6% | -22.9% | 67.5% | 48.4% |
| XLRE | Sell | 38.8% | -28.4% | 67.2% | 32.8% |
| DAX | Sell | 36.9% | -29.0% | 65.9% | 38.8% |
| QQQ | Buy | 47.5% | -16.6% | 64.1% | 46.8% |
| XLC | Buy | 38.0% | -25.4% | 63.5% | 27.8% |
| EZU | Sell | 36.5% | -26.7% | 63.2% | 48.2% |
| TLT | Sell | 31.9% | -27.4% | 59.3% | 45.4% |
| XLV | Buy | 37.8% | -19.9% | 57.6% | 48.2% |
| IAK | Sell | 36.6% | -20.0% | 56.6% | 50.0% |
| SPY | Buy | 37.1% | -16.0% | 53.1% | 47.4% |
| ACWX | Buy | 27.3% | -25.2% | 52.5% | 54.4% |
| DIA | Buy | 33.4% | -18.4% | 51.8% | 50.1% |
| VO | Sell | 32.4% | -18.5% | 50.9% | 52.5% |
| XLP | Sell | 26.9% | -16.2% | 43.1% | 49.8% |
| LQD | Sell | 14.3% | -14.2% | 28.4% | 49.1% |
| HYG | Sell | 14.3% | -13.3% | 27.6% | 45.7% |
| SHY | Sell | 2.2% | -1.9% | 4.1% | 44.0% |
| Ticker | Current Signal | Trades / Year | Return Per Trade | Avg Buy Hold Days | Avg Sell Hold Days | Whipsaw Rate |
|---|---|---|---|---|---|---|
| ETH-USD | Buy | 9.90 | 7.8% | 14 | 15 | 76.6% |
| BTC-USD | Buy | 12.70 | 7.1% | 15 | 16 | 76.4% |
| GDX | Sell | 17.44 | 3.7% | 14 | 14 | 78.2% |
| SLV | Sell | 15.64 | 3.4% | 15 | 17 | 72.8% |
| SIL | Sell | 16.63 | 3.3% | 14 | 15 | 76.6% |
| KWEB | Buy | 13.33 | 2.8% | 15 | 16 | 75.2% |
| CL=F | Sell | 16.54 | 2.8% | 14 | 16 | 74.2% |
| SMH | Buy | 17.49 | 2.4% | 14 | 15 | 74.9% |
| EWZ | Sell | 16.63 | 2.2% | 13 | 17 | 76.3% |
| ARGT | Sell | 15.09 | 2.2% | 16 | 15 | 73.6% |
| XLE | Sell | 16.63 | 2.2% | 14 | 16 | 74.9% |
| KRE | Sell | 17.81 | 2.0% | 13 | 15 | 78.9% |
| XHB | Buy | 17.31 | 1.9% | 13 | 15 | 76.2% |
| XLK | Buy | 16.04 | 1.7% | 16 | 15 | 73.7% |
| XLF | Sell | 16.18 | 1.6% | 15 | 16 | 72.8% |
| IWM | Sell | 15.91 | 1.6% | 14 | 18 | 73.5% |
| CPER | Buy | 14.01 | 1.6% | 16 | 16 | 75.7% |
| GLD | Sell | 16.27 | 1.6% | 16 | 14 | 73.5% |
| EEM | Buy | 16.13 | 1.5% | 14 | 17 | 72.5% |
| QQQ | Buy | 16.77 | 1.5% | 14 | 16 | 77.0% |
| XLY | Sell | 16.27 | 1.4% | 15 | 16 | 72.1% |
| XLI | Sell | 16.36 | 1.4% | 15 | 16 | 73.7% |
| INDA | Buy | 14.69 | 1.4% | 16 | 15 | 75.9% |
| EWJ | Sell | 16.00 | 1.3% | 15 | 16 | 75.4% |
| XLB | Sell | 17.54 | 1.3% | 14 | 15 | 77.0% |
| XLV | Buy | 16.22 | 1.2% | 15 | 16 | 76.5% |
| XLU | Sell | 17.90 | 1.2% | 14 | 14 | 79.5% |
| XLC | Buy | 9.36 | 1.2% | 15 | 14 | 82.5% |
| SPY | Buy | 16.13 | 1.2% | 15 | 16 | 73.6% |
| DAX | Sell | 12.93 | 1.2% | 15 | 15 | 77.9% |
| EZU | Sell | 16.72 | 1.2% | 15 | 15 | 77.0% |
| IAK | Sell | 16.81 | 1.1% | 15 | 15 | 73.6% |
| XLRE | Sell | 12.20 | 1.1% | 14 | 16 | 77.7% |
| VO | Sell | 16.00 | 1.1% | 17 | 15 | 75.1% |
| DIA | Buy | 16.50 | 1.1% | 15 | 15 | 75.3% |
| ACWX | Buy | 16.04 | 1.0% | 17 | 14 | 74.3% |
| XLP | Sell | 16.27 | 0.9% | 15 | 15 | 75.8% |
| TLT | Sell | 18.08 | 0.9% | 13 | 15 | 78.7% |
| HYG | Sell | 16.27 | 0.4% | 14 | 16 | 73.0% |
| LQD | Sell | 17.44 | 0.4% | 14 | 14 | 78.7% |
| SHY | Sell | 17.26 | 0.1% | 13 | 16 | 76.1% |
Each price and backtest chart starts at the selected chart date and is shaded green while VAMS is Buy and red while VAMS is Sell.
Signal definition and calculation guardrails.
Proprietary volatility-adjusted momentum process with confirmation logic. The deck reports the resulting Buy/Sell state and historical performance, not the underlying trigger recipe.
Buy is modeled as 100% ETF exposure. Sell is modeled as cash exposure. Strategy returns use prior-day signal to avoid look-ahead bias.
Upside capture is strategy return summed on ETF up days divided by ETF return summed on ETF up days. Downside capture uses ETF down days, so lower downside capture is better.