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 56% Buy across the ETF universe with an average current score of 0.13. Week over week, 13 ETFs flipped to Buy and 5 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.
QQQ, VO, XLK, XLY, XLI, XLB, SMH, EWJ, ARGT, ACWX, SHY, TLT, LQD
XLF, XLE, XLV, XLP, IAK
SLV, GDX, GLD, KWEB, XLE
SHY, HYG, LQD, VO, IWM
ARGT, XLK, EEM, LQD, QQQ, TLT, XLY, IWM
IAK, XLE, BTC-USD, CL=F, ETH-USD, XLU, XLF, XLP
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 while the prior-day VAMS state is Buy.
Annualized ETF return observed while the prior-day VAMS state is Sell.
Buy Regime Ann Return minus Sell Regime Ann Return.
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 |
|---|---|---|---|---|---|---|---|---|
| ARGT | Argentina | Buy | 0.83 | 0.47 | 9.05 | 2026-05-27 | 7.3% | 9.9% |
| XLK | Technology | Buy | 0.56 | -0.03 | 6.37 | 2026-05-26 | 6.5% | 43.8% |
| EEM | Emerging Markets | Buy | 0.55 | 0.23 | 6.32 | 2026-05-24 | 1.0% | 24.3% |
| LQD | Investment Grade Corporate Bonds | Buy | 0.54 | -0.17 | 6.23 | 2026-05-26 | 0.1% | 1.5% |
| QQQ | Nasdaq 100 | Buy | 0.53 | 0.10 | 6.09 | 2026-05-26 | 3.4% | 30.8% |
| TLT | 20+ Year Treasury Bonds | Buy | 0.53 | -0.26 | 6.08 | 2026-05-25 | -0.4% | 0.1% |
| XLY | Consumer Discretionary | Buy | 0.48 | -0.16 | 5.58 | 2026-05-27 | 1.5% | 15.5% |
| IWM | Russell 2000 | Buy | 0.46 | -0.32 | 5.40 | 2026-05-21 | 2.8% | 20.1% |
| XLB | Materials | Buy | 0.45 | -0.06 | 5.30 | 2026-05-26 | -0.4% | 5.0% |
| SMH | Semiconductors | Buy | 0.41 | -0.15 | 4.90 | 2026-05-26 | 5.9% | 60.3% |
| SHY | 1-3 Year Treasury Notes | Buy | 0.38 | 0.19 | 4.67 | 2026-05-28 | -0.0% | -0.2% |
| SPY | S&P 500 | Buy | 0.35 | -0.06 | 4.35 | 2026-04-08 | 2.3% | 19.0% |
| Ticker | Name | Current Signal | Current VAMS | VAMS 5D Change | Signal Strength | Signal Since | 1M Return | 3M Return |
|---|---|---|---|---|---|---|---|---|
| IAK | Insurance | Sell | -0.93 | -0.93 | 10.00 | 2026-05-26 | -0.5% | 3.2% |
| XLE | Energy | Sell | -0.62 | -0.20 | 6.94 | 2026-05-27 | 2.2% | -9.0% |
| BTC-USD | Bitcoin | Sell | -0.56 | -0.59 | 6.40 | 2026-05-15 | -8.5% | 10.6% |
| CL=F | Oil | Sell | -0.46 | 0.01 | 5.40 | 2026-05-20 | -8.2% | -12.1% |
| ETH-USD | Ethereum | Sell | -0.39 | -0.35 | 4.73 | 2026-05-15 | -13.1% | 0.7% |
| XLU | Utilities | Sell | -0.38 | -0.91 | 4.60 | 2026-05-05 | -0.2% | -2.1% |
| XLF | Financials | Sell | -0.37 | -0.79 | 4.51 | 2026-05-27 | 0.1% | 7.2% |
| XLP | Consumer Staples | Sell | -0.12 | 0.30 | 2.10 | 2026-05-26 | 0.3% | 3.2% |
| KWEB | China Tech | Sell | -0.11 | 0.47 | 2.02 | 2026-05-15 | -9.8% | -4.5% |
| EWZ | Brazil | Sell | -0.10 | -0.26 | 1.93 | 2026-04-23 | -7.7% | -1.4% |
| XLRE | Real Estate | Buy | -0.09 | -0.47 | 1.82 | 2026-05-24 | 0.0% | 11.0% |
| GLD | Gold | Sell | -0.04 | -0.12 | 1.34 | 2026-04-21 | -4.8% | -0.5% |
| Ticker | Name | Current Signal | Current VAMS | VAMS 5D Change | Signal Strength | Signal Since | 1M Return | 3M Return |
|---|---|---|---|---|---|---|---|---|
| KWEB | China Tech | Sell | -0.11 | 0.47 | 2.02 | 2026-05-15 | -9.8% | -4.5% |
| ARGT | Argentina | Buy | 0.83 | 0.47 | 9.05 | 2026-05-27 | 7.3% | 9.9% |
| XLC | Communications | Sell | 0.29 | 0.38 | 3.81 | 2026-04-21 | -0.2% | 9.0% |
| XLP | Consumer Staples | Sell | -0.12 | 0.30 | 2.10 | 2026-05-26 | 0.3% | 3.2% |
| EEM | Emerging Markets | Buy | 0.55 | 0.23 | 6.32 | 2026-05-24 | 1.0% | 24.3% |
| SHY | 1-3 Year Treasury Notes | Buy | 0.38 | 0.19 | 4.67 | 2026-05-28 | -0.0% | -0.2% |
| SIL | Silver Miners | Sell | 0.24 | 0.11 | 3.28 | 2026-05-15 | -6.4% | 8.1% |
| GDX | Gold Miners | Sell | 0.21 | 0.10 | 3.00 | 2026-05-15 | -7.8% | 1.6% |
| QQQ | Nasdaq 100 | Buy | 0.53 | 0.10 | 6.09 | 2026-05-26 | 3.4% | 30.8% |
| DAX | Germany | Buy | 0.30 | 0.08 | 3.90 | 2026-05-06 | 1.7% | 14.2% |
| CL=F | Oil | Sell | -0.46 | 0.01 | 5.40 | 2026-05-20 | -8.2% | -12.1% |
| EWJ | Japan | Buy | 0.21 | -0.02 | 2.96 | 2026-05-26 | 0.5% | 13.8% |
| Ticker | Name | Current Signal | Current VAMS | VAMS 5D Change | Signal Strength | Signal Since | 1M Return | 3M Return |
|---|---|---|---|---|---|---|---|---|
| IAK | Insurance | Sell | -0.93 | -0.93 | 10.00 | 2026-05-26 | -0.5% | 3.2% |
| XLU | Utilities | Sell | -0.38 | -0.91 | 4.60 | 2026-05-05 | -0.2% | -2.1% |
| XLF | Financials | Sell | -0.37 | -0.79 | 4.51 | 2026-05-27 | 0.1% | 7.2% |
| BTC-USD | Bitcoin | Sell | -0.56 | -0.59 | 6.40 | 2026-05-15 | -8.5% | 10.6% |
| DIA | Dow Jones | Buy | 0.05 | -0.58 | 1.44 | 2026-05-21 | 2.2% | 12.3% |
| XLRE | Real Estate | Buy | -0.09 | -0.47 | 1.82 | 2026-05-24 | 0.0% | 11.0% |
| KRE | Regional Banks | Buy | 0.06 | -0.45 | 1.46 | 2026-05-20 | -0.4% | 9.8% |
| CPER | Copper | Buy | 0.05 | -0.40 | 1.43 | 2026-05-22 | 2.1% | 16.8% |
| VO | Midcaps | Buy | 0.27 | -0.39 | 3.58 | 2026-05-26 | 2.1% | 11.5% |
| ETH-USD | Ethereum | Sell | -0.39 | -0.35 | 4.73 | 2026-05-15 | -13.1% | 0.7% |
| IWM | Russell 2000 | Buy | 0.46 | -0.32 | 5.40 | 2026-05-21 | 2.8% | 20.1% |
| XHB | Homebuilders | Buy | 0.31 | -0.28 | 3.99 | 2026-05-20 | 0.3% | 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 | 5.53 | 17.78 | -6.8% | -0.07 | -0.31 | -0.24 |
| SIL | Silver Miners | Sell | 4.06 | 7.26 | -14.2% | -0.14 | -0.33 | -0.19 |
| SLV | Silver | Sell | 4.02 | 7.86 | -13.3% | -0.13 | -0.42 | -0.29 |
| SMH | Semiconductors | Buy | 3.45 | 11.43 | -5.0% | -0.05 | -0.15 | -0.10 |
| XLK | Technology | Buy | 3.37 | 8.49 | -5.4% | -0.04 | -0.16 | -0.12 |
| QQQ | Nasdaq 100 | Buy | 3.07 | 8.02 | -4.3% | -0.02 | -0.12 | -0.10 |
| EWZ | Brazil | Sell | 3.04 | 5.34 | -6.9% | -0.07 | -0.14 | -0.07 |
| XLE | Energy | Sell | 3.01 | 5.73 | -6.5% | -0.06 | -0.12 | -0.06 |
| ACWX | World Ex. U.S. | Buy | 3.00 | 6.96 | -4.1% | -0.03 | -0.11 | -0.09 |
| EEM | Emerging Markets | Buy | 2.98 | 9.94 | -3.1% | -0.03 | -0.14 | -0.10 |
| CPER | Copper | Buy | 2.85 | 6.58 | -7.3% | -0.07 | -0.16 | -0.09 |
| XHB | Homebuilders | Buy | 2.79 | 7.57 | -5.8% | -0.05 | -0.22 | -0.17 |
| Ticker | Name | Current Signal | Strategy Sharpe | Calmar Ratio | Strategy Max DD | Signal Drawdown 52W | ETF Drawdown 52W | Drawdown Saved 52W |
|---|---|---|---|---|---|---|---|---|
| XLV | Healthcare | Sell | 1.67 | 3.40 | -4.2% | -0.03 | -0.11 | -0.08 |
| INDA | India | Sell | 1.72 | 2.45 | -6.1% | -0.05 | -0.18 | -0.13 |
| BTC-USD | Bitcoin | Sell | 1.74 | 2.68 | -15.9% | -0.16 | -0.50 | -0.34 |
| EZU | Europe | Sell | 1.78 | 3.49 | -4.3% | -0.03 | -0.13 | -0.10 |
| SHY | 1-3 Year Treasury Notes | Buy | 1.82 | 2.82 | -0.6% | -0.01 | -0.01 | -0.01 |
| TLT | 20+ Year Treasury Bonds | Buy | 1.85 | 3.52 | -3.5% | -0.02 | -0.10 | -0.08 |
| XLP | Consumer Staples | Sell | 1.90 | 4.80 | -2.7% | -0.03 | -0.10 | -0.07 |
| VO | Midcaps | Buy | 1.93 | 2.82 | -6.2% | -0.04 | -0.09 | -0.05 |
| LQD | Investment Grade Corporate Bonds | Buy | 2.08 | 4.57 | -1.6% | -0.02 | -0.05 | -0.04 |
| HYG | High Yield Corporate Bonds | Buy | 2.11 | 3.67 | -1.4% | -0.01 | -0.03 | -0.02 |
| IAK | Insurance | Sell | 2.14 | 5.45 | -3.2% | -0.03 | -0.09 | -0.07 |
| DAX | Germany | Buy | 2.29 | 3.68 | -6.2% | -0.06 | -0.15 | -0.09 |
| 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 | Buy | 1.82 | 2.82 | -0.6% | -0.01 | -0.01 | -0.01 |
| HYG | High Yield Corporate Bonds | Buy | 2.11 | 3.67 | -1.4% | -0.01 | -0.03 | -0.02 |
| LQD | Investment Grade Corporate Bonds | Buy | 2.08 | 4.57 | -1.6% | -0.02 | -0.05 | -0.04 |
| VO | Midcaps | Buy | 1.93 | 2.82 | -6.2% | -0.04 | -0.09 | -0.05 |
| IWM | Russell 2000 | Buy | 2.43 | 5.75 | -5.0% | -0.05 | -0.11 | -0.06 |
| XLE | Energy | Sell | 3.01 | 5.73 | -6.5% | -0.06 | -0.12 | -0.06 |
| IAK | Insurance | Sell | 2.14 | 5.45 | -3.2% | -0.03 | -0.09 | -0.07 |
| XLU | Utilities | Sell | 2.53 | 5.56 | -3.8% | -0.03 | -0.10 | -0.07 |
| XLRE | Real Estate | Buy | 2.54 | 7.55 | -2.4% | -0.02 | -0.09 | -0.07 |
| EWZ | Brazil | Sell | 3.04 | 5.34 | -6.9% | -0.07 | -0.14 | -0.07 |
| DIA | Dow Jones | Buy | 2.55 | 7.48 | -2.9% | -0.03 | -0.10 | -0.07 |
| SPY | S&P 500 | Buy | 2.41 | 4.96 | -4.4% | -0.02 | -0.09 | -0.07 |
| Ticker | Name | Current Signal | Strategy Sharpe | Calmar Ratio | Strategy Max DD | Signal Drawdown 52W | ETF Drawdown 52W | Drawdown Saved 52W |
|---|---|---|---|---|---|---|---|---|
| ETH-USD | Ethereum | Sell | 2.55 | 5.59 | -17.7% | -0.18 | -0.61 | -0.43 |
| BTC-USD | Bitcoin | Sell | 1.74 | 2.68 | -15.9% | -0.16 | -0.50 | -0.34 |
| KWEB | China Tech | Sell | 2.38 | 5.72 | -9.0% | -0.06 | -0.38 | -0.32 |
| SLV | Silver | Sell | 4.02 | 7.86 | -13.3% | -0.13 | -0.42 | -0.29 |
| GDX | Gold Miners | Sell | 5.53 | 17.78 | -6.8% | -0.07 | -0.31 | -0.24 |
| SIL | Silver Miners | Sell | 4.06 | 7.26 | -14.2% | -0.14 | -0.33 | -0.19 |
| XHB | Homebuilders | Buy | 2.79 | 7.57 | -5.8% | -0.05 | -0.22 | -0.17 |
| CL=F | Oil | Sell | 2.42 | 4.68 | -11.9% | -0.12 | -0.26 | -0.14 |
| INDA | India | Sell | 1.72 | 2.45 | -6.1% | -0.05 | -0.18 | -0.13 |
| XLF | Financials | Sell | 2.41 | 6.72 | -3.4% | -0.03 | -0.15 | -0.13 |
| XLK | Technology | Buy | 3.37 | 8.49 | -5.4% | -0.04 | -0.16 | -0.12 |
| XLY | Consumer Discretionary | Buy | 2.34 | 6.26 | -4.3% | -0.03 | -0.15 | -0.12 |
| Ticker | Name | Current Signal | Upside Capture | Downside Capture | Capture Spread | Calmar Ratio | Excess Ann Return |
|---|---|---|---|---|---|---|---|
| GDX | Gold Miners | Sell | 69.5% | 30.5% | 39.0% | 17.78 | 82.6% |
| KWEB | China Tech | Sell | 67.2% | 34.2% | 33.0% | 5.72 | 56.2% |
| XHB | Homebuilders | Buy | 58.2% | 26.2% | 32.0% | 7.57 | 44.6% |
| XLE | Energy | Sell | 62.0% | 30.2% | 31.8% | 5.73 | 30.3% |
| SLV | Silver | Sell | 71.3% | 40.7% | 30.6% | 7.86 | 63.3% |
| XLK | Technology | Buy | 55.5% | 25.7% | 29.8% | 8.49 | 23.2% |
| XLB | Materials | Buy | 59.7% | 30.0% | 29.6% | 6.11 | 21.3% |
| CPER | Copper | Buy | 65.5% | 35.9% | 29.6% | 6.58 | 36.9% |
| EWZ | Brazil | Sell | 55.0% | 25.5% | 29.6% | 5.34 | 33.1% |
| ACWX | World Ex. U.S. | Buy | 67.4% | 38.0% | 29.4% | 6.96 | 15.5% |
| KRE | Regional Banks | Buy | 61.9% | 32.6% | 29.3% | 5.28 | 31.0% |
| QQQ | Nasdaq 100 | Buy | 51.3% | 22.1% | 29.3% | 8.02 | 15.0% |
| Ticker | Name | Current Signal | Upside Capture | Downside Capture | Capture Spread | Calmar Ratio | Excess Ann Return |
|---|---|---|---|---|---|---|---|
| EZU | Europe | Sell | 44.6% | 30.8% | 13.8% | 3.49 | 4.0% |
| BTC-USD | Bitcoin | Sell | 48.0% | 32.5% | 15.6% | 2.68 | 37.8% |
| XLP | Consumer Staples | Sell | 53.7% | 34.0% | 19.7% | 4.80 | 9.3% |
| VO | Midcaps | Buy | 58.9% | 39.1% | 19.8% | 2.82 | 8.0% |
| DAX | Germany | Buy | 56.8% | 37.0% | 19.9% | 3.68 | 10.3% |
| GLD | Gold | Sell | 66.2% | 46.3% | 19.9% | 3.05 | 10.0% |
| XLV | Healthcare | Sell | 60.4% | 40.4% | 20.0% | 3.40 | 12.0% |
| IAK | Insurance | Sell | 49.1% | 28.4% | 20.7% | 5.45 | 13.0% |
| SHY | 1-3 Year Treasury Notes | Buy | 54.0% | 32.8% | 21.2% | 2.82 | 1.3% |
| SMH | Semiconductors | Buy | 49.3% | 27.2% | 22.1% | 11.43 | 17.1% |
| HYG | High Yield Corporate Bonds | Buy | 52.3% | 30.1% | 22.2% | 3.67 | 3.7% |
| XLRE | Real Estate | Buy | 47.8% | 25.5% | 22.3% | 7.55 | 11.6% |
| Ticker | Name | Current Signal | Strategy Sortino | Pain Ratio | Gain To Pain | Worst Decile Defense | Best Decile Participation | Regime Return Spread |
|---|---|---|---|---|---|---|---|---|
| GDX | Gold Miners | Sell | 6.96 | 52.65 | 2.88 | 79.5% | 75.1% | 245.5% |
| SIL | Silver Miners | Sell | 4.13 | 26.97 | 2.25 | 72.2% | 71.0% | 208.0% |
| SLV | Silver | Sell | 4.06 | 37.11 | 2.26 | 67.0% | 79.3% | 211.1% |
| ETH-USD | Ethereum | Sell | 4.04 | 15.87 | 1.71 | 81.6% | 64.5% | 301.5% |
| ACWX | World Ex. U.S. | Buy | 3.87 | 23.71 | 2.18 | 72.6% | 69.1% | 74.0% |
| ARGT | Argentina | Buy | 3.75 | 16.93 | 2.13 | 76.7% | 61.6% | 142.0% |
| XLK | Technology | Buy | 3.63 | 32.57 | 2.72 | 81.9% | 57.7% | 109.5% |
| XHB | Homebuilders | Buy | 3.55 | 22.67 | 2.26 | 80.3% | 68.1% | 152.6% |
| SMH | Semiconductors | Buy | 3.55 | 24.85 | 2.37 | 79.1% | 45.7% | 115.7% |
| KRE | Regional Banks | Buy | 3.34 | 19.17 | 2.17 | 76.3% | 70.6% | 121.0% |
| XLI | Industrials | Buy | 3.34 | 27.04 | 2.33 | 75.0% | 60.5% | 79.0% |
| QQQ | Nasdaq 100 | Buy | 3.33 | 39.18 | 2.97 | 86.7% | 53.6% | 89.4% |
| Ticker | Name | Current Signal | Strategy Sortino | Pain Ratio | Gain To Pain | Worst Decile Defense | Best Decile Participation | Regime Return Spread |
|---|---|---|---|---|---|---|---|---|
| INDA | India | Sell | 1.34 | 11.71 | 1.78 | 76.6% | 60.7% | 59.5% |
| SHY | 1-3 Year Treasury Notes | Buy | 1.57 | 9.03 | 1.74 | 76.4% | 54.5% | 5.9% |
| GLD | Gold | Sell | 1.83 | 9.66 | 1.88 | 58.2% | 65.0% | 68.0% |
| XLV | Healthcare | Sell | 1.83 | 8.72 | 1.57 | 65.9% | 60.0% | 52.0% |
| TLT | 20+ Year Treasury Bonds | Buy | 1.91 | 11.90 | 1.69 | 74.3% | 59.0% | 51.5% |
| XLP | Consumer Staples | Sell | 1.94 | 13.68 | 1.71 | 74.3% | 59.0% | 42.1% |
| IAK | Insurance | Sell | 1.95 | 14.45 | 1.87 | 75.3% | 52.2% | 61.5% |
| EZU | Europe | Sell | 1.98 | 7.89 | 1.70 | 81.1% | 45.4% | 39.7% |
| BTC-USD | Bitcoin | Sell | 2.00 | 8.38 | 1.56 | 72.7% | 54.8% | 134.0% |
| HYG | High Yield Corporate Bonds | Buy | 2.02 | 13.29 | 1.87 | 79.4% | 50.3% | 17.0% |
| VO | Midcaps | Buy | 2.05 | 15.01 | 1.78 | 67.7% | 60.2% | 48.3% |
| CL=F | Oil | Sell | 2.12 | 18.85 | 2.07 | 73.2% | 66.8% | 180.6% |
| Ticker | Name | Current Signal | Return Per Trade | Trades / Year | Avg Buy Hold Days | Avg Sell Hold Days | Whipsaw Rate | Exposure |
|---|---|---|---|---|---|---|---|---|
| KWEB | China Tech | Sell | 3.7% | 14.00 | 17 | 19 | 70.7% | 45.6% |
| ETH-USD | Ethereum | Sell | 6.1% | 16.33 | 15 | 16 | 70.8% | 48.0% |
| XLY | Consumer Discretionary | Buy | 1.7% | 15.67 | 14 | 19 | 71.7% | 41.1% |
| XHB | Homebuilders | Buy | 3.0% | 14.67 | 14 | 20 | 72.1% | 40.6% |
| HYG | High Yield Corporate Bonds | Buy | 0.3% | 18.67 | 13 | 14 | 74.5% | 49.6% |
| EEM | Emerging Markets | Buy | 1.9% | 16.33 | 15 | 16 | 75.0% | 48.9% |
| XLF | Financials | Sell | 1.3% | 17.67 | 13 | 15 | 75.0% | 45.9% |
| ACWX | World Ex. U.S. | Buy | 1.7% | 16.67 | 18 | 12 | 75.5% | 60.1% |
| INDA | India | Sell | 0.9% | 16.67 | 13 | 17 | 75.5% | 43.0% |
| SIL | Silver Miners | Sell | 6.5% | 16.00 | 18 | 14 | 76.6% | 55.8% |
| VO | Midcaps | Buy | 1.1% | 16.00 | 16 | 15 | 76.6% | 50.3% |
| IAK | Insurance | Sell | 1.0% | 18.00 | 12 | 16 | 77.4% | 42.2% |
| Ticker | Name | Current Signal | Return Per Trade | Trades / Year | Avg Buy Hold Days | Avg Sell Hold Days | Whipsaw Rate | Exposure |
|---|---|---|---|---|---|---|---|---|
| XLE | Energy | Sell | 1.9% | 19.67 | 12 | 14 | 89.7% | 46.0% |
| LQD | Investment Grade Corporate Bonds | Buy | 0.4% | 19.67 | 12 | 13 | 87.9% | 48.1% |
| CL=F | Oil | Sell | 2.7% | 21.00 | 10 | 14 | 87.1% | 39.6% |
| GDX | Gold Miners | Sell | 5.9% | 20.33 | 14 | 11 | 86.7% | 55.4% |
| XLU | Utilities | Sell | 1.1% | 20.00 | 12 | 13 | 86.4% | 47.5% |
| BTC-USD | Bitcoin | Sell | 2.2% | 19.67 | 11 | 14 | 86.2% | 42.3% |
| ARGT | Argentina | Buy | 2.8% | 18.33 | 13 | 15 | 85.2% | 47.4% |
| SLV | Silver | Sell | 5.7% | 18.33 | 17 | 11 | 85.2% | 60.2% |
| SPY | S&P 500 | Buy | 1.3% | 17.33 | 13 | 16 | 84.3% | 43.4% |
| EWJ | Japan | Buy | 1.9% | 15.67 | 17 | 15 | 82.6% | 53.0% |
| XLV | Healthcare | Sell | 0.7% | 19.33 | 15 | 11 | 82.5% | 55.2% |
| EWZ | Brazil | Sell | 1.9% | 19.33 | 12 | 14 | 82.5% | 43.8% |
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 | Buy % | New Buys | New Sells | Avg VAMS | Avg 1M Return | Avg Calmar | Avg Upside Capture | Avg Downside Capture | Avg Capture Spread | Tickers |
|---|---|---|---|---|---|---|---|---|---|---|
| Bonds / Credit | 100.0% | 3 | 0 | 0.44 | -0.1% | 1.55 | 54.6% | 33.5% | 21.1% | 4 |
| US Index / Size | 100.0% | 2 | 0 | 0.33 | 2.6% | 2.57 | 48.2% | 27.8% | 20.4% | 5 |
| Industries | 75.0% | 1 | 1 | -0.04 | 1.3% | 2.15 | 53.1% | 31.9% | 21.2% | 4 |
| International Equity | 55.6% | 3 | 0 | 0.26 | -0.8% | 2.32 | 53.6% | 32.0% | 21.6% | 9 |
| US Sector | 45.5% | 4 | 4 | 0.05 | 1.4% | 2.38 | 52.7% | 30.7% | 22.0% | 11 |
| Metals / Miners / Crypto / Oil | 12.5% | 0 | 0 | -0.12 | -6.7% | 2.57 | 59.2% | 33.6% | 25.6% | 8 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ARGT | Argentina | International Equity | Buy | Sell | New Buy | 9.05 | 0.83 | 0.47 | 2026-05-27 | 2026-05-27 | 2026-04-23 | 6.3% | 7.3% | 9.9% | 28.2% |
| XLK | Technology | US Sector | Buy | Sell | New Buy | 6.37 | 0.56 | -0.03 | 2026-05-26 | 2026-05-26 | 2026-05-18 | 3.6% | 6.5% | 43.8% | 19.7% |
| LQD | Investment Grade Corporate Bonds | Bonds / Credit | Buy | Sell | New Buy | 6.23 | 0.54 | -0.17 | 2026-05-26 | 2026-05-26 | 2026-04-24 | 0.8% | 0.1% | 1.5% | 4.8% |
| QQQ | Nasdaq 100 | US Index / Size | Buy | Sell | New Buy | 6.09 | 0.53 | 0.10 | 2026-05-26 | 2026-05-26 | 2026-05-18 | 2.5% | 3.4% | 30.8% | 13.7% |
| TLT | 20+ Year Treasury Bonds | Bonds / Credit | Buy | Sell | New Buy | 6.08 | 0.53 | -0.26 | 2026-05-25 | 2026-05-25 | 2026-05-12 | 1.3% | -0.4% | 0.1% | 8.1% |
| XLY | Consumer Discretionary | US Sector | Buy | Sell | New Buy | 5.58 | 0.48 | -0.16 | 2026-05-27 | 2026-05-27 | 2026-04-23 | 2.4% | 1.5% | 15.5% | 13.3% |
| XLB | Materials | US Sector | Buy | Sell | New Buy | 5.30 | 0.45 | -0.06 | 2026-05-26 | 2026-05-26 | 2026-05-15 | 2.1% | -0.4% | 5.0% | 16.8% |
| SMH | Semiconductors | Industries | Buy | Sell | New Buy | 4.90 | 0.41 | -0.15 | 2026-05-26 | 2026-05-26 | 2026-05-16 | 4.1% | 5.9% | 60.3% | 33.1% |
| SHY | 1-3 Year Treasury Notes | Bonds / Credit | Buy | Sell | New Buy | 4.67 | 0.38 | 0.19 | 2026-05-28 | 2026-05-28 | 2026-04-23 | 0.2% | -0.0% | -0.2% | 1.4% |
| ACWX | World Ex. U.S. | International Equity | Buy | Sell | New Buy | 4.06 | 0.32 | -0.03 | 2026-05-26 | 2026-05-26 | 2026-04-23 | 1.8% | 0.9% | 15.3% | 17.5% |
| VO | Midcaps | US Index / Size | Buy | Sell | New Buy | 3.58 | 0.27 | -0.39 | 2026-05-26 | 2026-05-26 | 2026-05-11 | 0.9% | 2.1% | 11.5% | 9.8% |
| XLI | Industrials | US Sector | Buy | Sell | New Buy | 3.00 | 0.21 | -0.09 | 2026-05-27 | 2026-05-27 | 2026-05-16 | 1.2% | 0.3% | 9.2% | 16.2% |
| EWJ | Japan | International Equity | Buy | Sell | New Buy | 2.96 | 0.21 | -0.02 | 2026-05-26 | 2026-05-26 | 2026-05-18 | 1.2% | 0.5% | 13.8% | 14.9% |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IAK | Insurance | Industries | Sell | Buy | New Sell | 10.00 | -0.93 | -0.93 | 2026-05-26 | 2026-05-18 | 2026-05-26 | -3.4% | -0.5% | 3.2% | 10.6% |
| XLE | Energy | US Sector | Sell | Buy | New Sell | 6.94 | -0.62 | -0.20 | 2026-05-27 | 2026-05-12 | 2026-05-27 | -4.3% | 2.2% | -9.0% | 22.8% |
| XLF | Financials | US Sector | Sell | Buy | New Sell | 4.51 | -0.37 | -0.79 | 2026-05-27 | 2026-04-30 | 2026-05-27 | -1.3% | 0.1% | 7.2% | 9.0% |
| XLP | Consumer Staples | US Sector | Sell | Buy | New Sell | 2.10 | -0.12 | 0.30 | 2026-05-26 | 2026-05-16 | 2026-05-26 | -0.4% | 0.3% | 3.2% | 10.9% |
| XLV | Healthcare | US Sector | Sell | Buy | New Sell | 2.53 | 0.16 | -0.27 | 2026-05-27 | 2026-05-13 | 2026-05-27 | 0.7% | 5.2% | 5.3% | 12.1% |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ARGT | Argentina | International Equity | Buy | Sell | New Buy | 9.05 | 0.83 | 0.47 | 2026-05-27 | 2026-05-27 | 2026-04-23 | 6.3% | 7.3% | 9.9% | 28.2% |
| XLK | Technology | US Sector | Buy | Sell | New Buy | 6.37 | 0.56 | -0.03 | 2026-05-26 | 2026-05-26 | 2026-05-18 | 3.6% | 6.5% | 43.8% | 19.7% |
| EEM | Emerging Markets | International Equity | Buy | Buy | No Change | 6.32 | 0.55 | 0.23 | 2026-05-24 | 2026-05-24 | 2026-05-15 | 4.1% | 1.0% | 24.3% | 24.2% |
| LQD | Investment Grade Corporate Bonds | Bonds / Credit | Buy | Sell | New Buy | 6.23 | 0.54 | -0.17 | 2026-05-26 | 2026-05-26 | 2026-04-24 | 0.8% | 0.1% | 1.5% | 4.8% |
| QQQ | Nasdaq 100 | US Index / Size | Buy | Sell | New Buy | 6.09 | 0.53 | 0.10 | 2026-05-26 | 2026-05-26 | 2026-05-18 | 2.5% | 3.4% | 30.8% | 13.7% |
| TLT | 20+ Year Treasury Bonds | Bonds / Credit | Buy | Sell | New Buy | 6.08 | 0.53 | -0.26 | 2026-05-25 | 2026-05-25 | 2026-05-12 | 1.3% | -0.4% | 0.1% | 8.1% |
| XLY | Consumer Discretionary | US Sector | Buy | Sell | New Buy | 5.58 | 0.48 | -0.16 | 2026-05-27 | 2026-05-27 | 2026-04-23 | 2.4% | 1.5% | 15.5% | 13.3% |
| IWM | Russell 2000 | US Index / Size | Buy | Buy | No Change | 5.40 | 0.46 | -0.32 | 2026-05-21 | 2026-05-21 | 2026-04-29 | 2.4% | 2.8% | 20.1% | 16.7% |
| XLB | Materials | US Sector | Buy | Sell | New Buy | 5.30 | 0.45 | -0.06 | 2026-05-26 | 2026-05-26 | 2026-05-15 | 2.1% | -0.4% | 5.0% | 16.8% |
| SMH | Semiconductors | Industries | Buy | Sell | New Buy | 4.90 | 0.41 | -0.15 | 2026-05-26 | 2026-05-26 | 2026-05-16 | 4.1% | 5.9% | 60.3% | 33.1% |
| SHY | 1-3 Year Treasury Notes | Bonds / Credit | Buy | Sell | New Buy | 4.67 | 0.38 | 0.19 | 2026-05-28 | 2026-05-28 | 2026-04-23 | 0.2% | -0.0% | -0.2% | 1.4% |
| SPY | S&P 500 | US Index / Size | Buy | Buy | No Change | 4.35 | 0.35 | -0.06 | 2026-04-08 | 2026-04-08 | 2026-02-23 | 1.2% | 2.3% | 19.0% | 8.5% |
| ACWX | World Ex. U.S. | International Equity | Buy | Sell | New Buy | 4.06 | 0.32 | -0.03 | 2026-05-26 | 2026-05-26 | 2026-04-23 | 1.8% | 0.9% | 15.3% | 17.5% |
| HYG | High Yield Corporate Bonds | Bonds / Credit | Buy | Buy | No Change | 3.99 | 0.31 | -0.18 | 2026-05-20 | 2026-05-20 | 2026-04-23 | 0.4% | 0.1% | 1.9% | 3.8% |
| XHB | Homebuilders | Industries | Buy | Buy | No Change | 3.99 | 0.31 | -0.28 | 2026-05-20 | 2026-05-20 | 2026-04-29 | 2.8% | 0.3% | 6.5% | 26.9% |
| DAX | Germany | International Equity | Buy | Buy | No Change | 3.90 | 0.30 | 0.08 | 2026-05-06 | 2026-05-06 | 2026-04-29 | 1.9% | 1.7% | 14.2% | 19.4% |
| VO | Midcaps | US Index / Size | Buy | Sell | New Buy | 3.58 | 0.27 | -0.39 | 2026-05-26 | 2026-05-26 | 2026-05-11 | 0.9% | 2.1% | 11.5% | 9.8% |
| XLI | Industrials | US Sector | Buy | Sell | New Buy | 3.00 | 0.21 | -0.09 | 2026-05-27 | 2026-05-27 | 2026-05-16 | 1.2% | 0.3% | 9.2% | 16.2% |
| EWJ | Japan | International Equity | Buy | Sell | New Buy | 2.96 | 0.21 | -0.02 | 2026-05-26 | 2026-05-26 | 2026-05-18 | 1.2% | 0.5% | 13.8% | 14.9% |
| KRE | Regional Banks | Industries | Buy | Buy | No Change | 1.46 | 0.06 | -0.45 | 2026-05-20 | 2026-05-20 | 2026-05-11 | 0.3% | -0.4% | 9.8% | 15.1% |
| DIA | Dow Jones | US Index / Size | Buy | Buy | No Change | 1.44 | 0.05 | -0.58 | 2026-05-21 | 2026-05-21 | 2026-05-19 | 0.2% | 2.2% | 12.3% | 9.6% |
| CPER | Copper | Metals / Miners / Crypto / Oil | Buy | Buy | No Change | 1.43 | 0.05 | -0.40 | 2026-05-22 | 2026-05-22 | 2026-05-16 | 0.4% | 2.1% | 16.8% | 26.3% |
| XLRE | Real Estate | US Sector | Buy | Buy | No Change | 1.82 | -0.09 | -0.47 | 2026-05-24 | 2026-05-24 | 2026-05-14 | -0.3% | 0.0% | 11.0% | 10.4% |
| XLC | Communications | US Sector | Sell | Sell | No Change | 3.81 | 0.29 | 0.38 | 2026-04-21 | 2026-03-31 | 2026-04-21 | 1.0% | -0.2% | 9.0% | 8.9% |
| SIL | Silver Miners | Metals / Miners / Crypto / Oil | Sell | Sell | No Change | 3.28 | 0.24 | 0.11 | 2026-05-15 | 2026-05-06 | 2026-05-15 | 3.3% | -6.4% | 8.1% | 48.3% |
| GDX | Gold Miners | Metals / Miners / Crypto / Oil | Sell | Sell | No Change | 3.00 | 0.21 | 0.10 | 2026-05-15 | 2026-05-06 | 2026-05-15 | 2.5% | -7.8% | 1.6% | 42.2% |
| EZU | Europe | International Equity | Sell | Sell | No Change | 2.72 | 0.18 | -0.21 | 2026-05-11 | 2026-05-06 | 2026-05-11 | 1.2% | 1.4% | 14.2% | 20.6% |
| XLV | Healthcare | US Sector | Sell | Buy | New Sell | 2.53 | 0.16 | -0.27 | 2026-05-27 | 2026-05-13 | 2026-05-27 | 0.7% | 5.2% | 5.3% | 12.1% |
| INDA | India | International Equity | Sell | Sell | No Change | 2.06 | 0.12 | -0.27 | 2026-05-11 | 2026-04-01 | 2026-05-11 | 0.6% | -2.3% | 6.3% | 14.7% |
| SLV | Silver | Metals / Miners / Crypto / Oil | Sell | Sell | No Change | 1.00 | 0.01 | -0.14 | 2026-05-15 | 2026-05-07 | 2026-05-15 | 0.0% | -6.4% | 7.8% | 48.1% |
| GLD | Gold | Metals / Miners / Crypto / Oil | Sell | Sell | No Change | 1.34 | -0.04 | -0.12 | 2026-04-21 | 2026-04-18 | 2026-04-21 | -0.3% | -4.8% | -0.5% | 16.5% |
| EWZ | Brazil | International Equity | Sell | Sell | No Change | 1.93 | -0.10 | -0.26 | 2026-04-23 | 2026-03-31 | 2026-04-23 | -0.7% | -7.7% | -1.4% | 22.9% |
| KWEB | China Tech | International Equity | Sell | Sell | No Change | 2.02 | -0.11 | 0.47 | 2026-05-15 | 2026-05-04 | 2026-05-15 | -0.9% | -9.8% | -4.5% | 29.7% |
| XLP | Consumer Staples | US Sector | Sell | Buy | New Sell | 2.10 | -0.12 | 0.30 | 2026-05-26 | 2026-05-16 | 2026-05-26 | -0.4% | 0.3% | 3.2% | 10.9% |
| XLF | Financials | US Sector | Sell | Buy | New Sell | 4.51 | -0.37 | -0.79 | 2026-05-27 | 2026-04-30 | 2026-05-27 | -1.3% | 0.1% | 7.2% | 9.0% |
| XLU | Utilities | US Sector | Sell | Sell | No Change | 4.60 | -0.38 | -0.91 | 2026-05-05 | 2026-04-26 | 2026-05-05 | -1.6% | -0.2% | -2.1% | 14.3% |
| ETH-USD | Ethereum | Metals / Miners / Crypto / Oil | Sell | Sell | No Change | 4.73 | -0.39 | -0.35 | 2026-05-15 | 2026-04-01 | 2026-05-15 | -4.5% | -13.1% | 0.7% | 24.2% |
| CL=F | Oil | Metals / Miners / Crypto / Oil | Sell | Sell | No Change | 5.40 | -0.46 | 0.01 | 2026-05-20 | 2026-05-18 | 2026-05-20 | -9.3% | -8.2% | -12.1% | 47.7% |
| BTC-USD | Bitcoin | Metals / Miners / Crypto / Oil | Sell | Sell | No Change | 6.40 | -0.56 | -0.59 | 2026-05-15 | 2026-05-04 | 2026-05-15 | -4.7% | -8.5% | 10.6% | 22.1% |
| XLE | Energy | US Sector | Sell | Buy | New Sell | 6.94 | -0.62 | -0.20 | 2026-05-27 | 2026-05-12 | 2026-05-27 | -4.3% | 2.2% | -9.0% | 22.8% |
| IAK | Insurance | Industries | Sell | Buy | New Sell | 10.00 | -0.93 | -0.93 | 2026-05-26 | 2026-05-18 | 2026-05-26 | -3.4% | -0.5% | 3.2% | 10.6% |
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 | Sell | 75.0% | 8.8% | 66.1% | 34.1% |
| BTC-USD | Sell | 89.4% | 26.4% | 63.0% | 33.4% |
| GDX | Sell | 63.1% | 2.8% | 60.2% | 22.3% |
| SIL | Sell | 54.3% | 3.4% | 50.9% | 23.2% |
| SLV | Sell | 53.5% | 6.6% | 46.9% | 18.0% |
| CL=F | Sell | 45.5% | 0.3% | 45.1% | 20.7% |
| EWZ | Sell | 37.3% | -3.4% | 40.7% | 16.0% |
| KWEB | Sell | 38.4% | 0.1% | 38.3% | 20.2% |
| XLE | Sell | 35.6% | 3.1% | 32.5% | 14.8% |
| KRE | Buy | 36.2% | 5.3% | 30.9% | 16.0% |
| ARGT | Buy | 34.0% | 5.5% | 28.5% | 16.2% |
| XHB | Buy | 33.3% | 9.2% | 24.1% | 13.9% |
| SMH | Buy | 42.3% | 18.9% | 23.4% | 15.2% |
| EEM | Buy | 23.9% | 2.2% | 21.7% | 10.8% |
| CPER | Buy | 22.7% | 2.0% | 20.7% | 17.8% |
| GLD | Sell | 25.9% | 6.3% | 19.6% | 9.9% |
| XLF | Sell | 26.2% | 7.0% | 19.3% | 11.0% |
| IWM | Buy | 26.2% | 7.3% | 19.0% | 11.2% |
| XLB | Buy | 23.7% | 5.2% | 18.5% | 10.7% |
| INDA | Sell | 20.8% | 2.8% | 18.0% | 10.7% |
| XLU | Sell | 22.4% | 5.0% | 17.4% | 10.0% |
| EWJ | Buy | 21.3% | 4.0% | 17.3% | 9.5% |
| EZU | Sell | 19.3% | 2.7% | 16.6% | 11.4% |
| TLT | Buy | 15.8% | -0.2% | 16.0% | 9.0% |
| XLI | Buy | 23.4% | 8.7% | 14.7% | 9.9% |
| XLK | Buy | 27.8% | 13.7% | 14.1% | 10.6% |
| XLY | Buy | 23.7% | 10.2% | 13.5% | 10.3% |
| ACWX | Buy | 15.9% | 2.8% | 13.1% | 9.7% |
| DAX | Buy | 15.4% | 2.8% | 12.6% | 9.8% |
| XLV | Sell | 20.0% | 7.5% | 12.5% | 8.0% |
| XLRE | Buy | 13.8% | 1.8% | 12.0% | 7.9% |
| IAK | Sell | 19.2% | 7.5% | 11.7% | 10.9% |
| QQQ | Buy | 24.7% | 13.6% | 11.1% | 9.6% |
| DIA | Buy | 18.3% | 7.5% | 10.8% | 8.0% |
| VO | Buy | 18.1% | 7.9% | 10.2% | 9.4% |
| SPY | Buy | 19.4% | 9.1% | 10.2% | 8.0% |
| XLP | Sell | 14.3% | 5.5% | 8.9% | 7.3% |
| HYG | Buy | 7.0% | -0.5% | 7.5% | 4.2% |
| XLC | Sell | 11.2% | 4.0% | 7.2% | 8.1% |
| LQD | Buy | 7.4% | 0.2% | 7.2% | 4.4% |
| SHY | Buy | 1.0% | -0.0% | 1.0% | 0.9% |
| Ticker | Current Signal | Strategy Sharpe | Strategy Sortino | Calmar Ratio | Pain Ratio | Gain To Pain |
|---|---|---|---|---|---|---|
| SLV | Sell | 2.97 | 3.00 | 4.02 | 18.65 | 2.15 |
| GDX | Sell | 2.82 | 2.97 | 2.45 | 22.69 | 1.97 |
| SMH | Buy | 2.78 | 2.93 | 2.61 | 20.36 | 2.04 |
| BTC-USD | Sell | 2.68 | 2.78 | 2.57 | 14.43 | 1.93 |
| XLK | Buy | 2.63 | 2.81 | 3.89 | 19.54 | 2.07 |
| GLD | Sell | 2.61 | 2.42 | 2.28 | 16.16 | 1.98 |
| QQQ | Buy | 2.57 | 2.44 | 3.23 | 20.93 | 2.14 |
| XLV | Sell | 2.50 | 2.64 | 2.89 | 16.59 | 1.99 |
| SPY | Buy | 2.43 | 2.28 | 2.26 | 19.14 | 2.13 |
| XLE | Sell | 2.41 | 2.50 | 3.35 | 18.47 | 1.94 |
| XHB | Buy | 2.39 | 2.48 | 1.88 | 14.42 | 1.91 |
| XLF | Sell | 2.37 | 2.29 | 2.68 | 18.32 | 1.99 |
| XLI | Buy | 2.36 | 2.31 | 2.50 | 16.16 | 1.95 |
| IWM | Buy | 2.34 | 2.38 | 3.18 | 17.04 | 2.01 |
| SIL | Sell | 2.34 | 2.49 | 2.85 | 11.79 | 1.77 |
| EWZ | Sell | 2.33 | 2.27 | 2.70 | 13.44 | 1.89 |
| XLY | Buy | 2.31 | 2.24 | 2.21 | 13.93 | 1.88 |
| DIA | Buy | 2.30 | 2.18 | 2.59 | 16.28 | 1.99 |
| KRE | Buy | 2.26 | 2.56 | 2.70 | 15.78 | 1.89 |
| XLU | Sell | 2.23 | 2.30 | 2.18 | 16.37 | 1.85 |
| EWJ | Buy | 2.23 | 2.36 | 2.56 | 15.63 | 1.85 |
| XLB | Buy | 2.22 | 2.20 | 2.57 | 16.40 | 1.85 |
| EEM | Buy | 2.22 | 2.24 | 2.33 | 14.04 | 1.88 |
| CL=F | Sell | 2.20 | 2.14 | 2.74 | 12.89 | 1.85 |
| ETH-USD | Sell | 2.20 | 2.23 | 3.11 | 10.67 | 1.89 |
| ARGT | Buy | 2.10 | 2.24 | 3.43 | 10.62 | 1.79 |
| XLP | Sell | 1.97 | 1.82 | 1.20 | 12.76 | 1.73 |
| INDA | Sell | 1.95 | 1.88 | 2.26 | 11.58 | 1.77 |
| VO | Buy | 1.92 | 1.78 | 1.61 | 10.74 | 1.70 |
| KWEB | Sell | 1.90 | 2.04 | 2.93 | 12.17 | 1.86 |
| IAK | Sell | 1.76 | 1.59 | 1.40 | 9.59 | 1.63 |
| TLT | Buy | 1.76 | 1.61 | 1.48 | 8.16 | 1.64 |
| XLRE | Buy | 1.74 | 1.41 | 1.60 | 9.59 | 1.93 |
| EZU | Sell | 1.70 | 1.57 | 1.19 | 9.00 | 1.63 |
| LQD | Buy | 1.69 | 1.81 | 1.55 | 8.67 | 1.70 |
| HYG | Buy | 1.67 | 1.59 | 1.75 | 11.79 | 1.75 |
| ACWX | Buy | 1.63 | 1.54 | 1.93 | 8.58 | 1.55 |
| DAX | Buy | 1.57 | 1.29 | 1.53 | 7.75 | 1.71 |
| XLC | Sell | 1.38 | 0.90 | 1.13 | 5.53 | 1.78 |
| CPER | Buy | 1.27 | 1.01 | 0.55 | 7.88 | 1.66 |
| SHY | Buy | 1.12 | 0.92 | 1.41 | 4.43 | 1.49 |
| Ticker | Current Signal | Strategy Max DD | Buy Hold Max DD | Signal Drawdown 52W | ETF Drawdown 52W | Drawdown Saved 52W | Ulcer Index |
|---|---|---|---|---|---|---|---|
| SHY | Buy | -0.7% | -7.2% | -0.01 | -0.01 | -0.01 | 0.00 |
| HYG | Buy | -4.0% | -28.7% | -0.01 | -0.03 | -0.02 | 0.01 |
| LQD | Buy | -4.8% | -29.4% | -0.02 | -0.05 | -0.04 | 0.01 |
| VO | Buy | -11.3% | -39.7% | -0.04 | -0.09 | -0.05 | 0.02 |
| IWM | Buy | -8.2% | -42.3% | -0.05 | -0.11 | -0.06 | 0.02 |
| XLE | Sell | -10.6% | -76.7% | -0.06 | -0.12 | -0.06 | 0.02 |
| IAK | Sell | -13.7% | -44.9% | -0.03 | -0.09 | -0.07 | 0.03 |
| XLU | Sell | -10.3% | -36.7% | -0.03 | -0.10 | -0.07 | 0.02 |
| XLRE | Buy | -8.6% | -39.3% | -0.02 | -0.09 | -0.07 | 0.01 |
| EWZ | Sell | -13.8% | -78.8% | -0.07 | -0.14 | -0.07 | 0.03 |
| DIA | Buy | -7.1% | -37.1% | -0.03 | -0.10 | -0.07 | 0.01 |
| SPY | Buy | -8.6% | -34.1% | -0.02 | -0.09 | -0.07 | 0.01 |
| XLP | Sell | -11.9% | -24.9% | -0.03 | -0.10 | -0.07 | 0.01 |
| TLT | Buy | -10.7% | -51.8% | -0.02 | -0.10 | -0.08 | 0.03 |
| GLD | Sell | -11.4% | -45.6% | -0.11 | -0.19 | -0.08 | 0.02 |
| ARGT | Buy | -9.9% | -62.6% | -0.09 | -0.17 | -0.08 | 0.03 |
| KRE | Buy | -13.4% | -57.2% | -0.07 | -0.15 | -0.08 | 0.03 |
| XLV | Sell | -6.9% | -28.8% | -0.03 | -0.11 | -0.08 | 0.01 |
| DAX | Buy | -10.1% | -48.6% | -0.06 | -0.15 | -0.09 | 0.02 |
| ACWX | Buy | -8.2% | -39.0% | -0.03 | -0.11 | -0.09 | 0.02 |
| XLC | Sell | -10.0% | -47.2% | -0.02 | -0.11 | -0.09 | 0.02 |
| XLI | Buy | -9.4% | -42.8% | -0.03 | -0.12 | -0.09 | 0.02 |
| CPER | Buy | -41.1% | -57.8% | -0.07 | -0.16 | -0.09 | 0.03 |
| EZU | Sell | -16.2% | -44.8% | -0.03 | -0.13 | -0.10 | 0.03 |
| XLB | Buy | -9.2% | -40.2% | -0.03 | -0.12 | -0.10 | 0.02 |
| QQQ | Buy | -7.7% | -35.6% | -0.02 | -0.12 | -0.10 | 0.01 |
| SMH | Buy | -16.2% | -45.3% | -0.05 | -0.15 | -0.10 | 0.02 |
| EEM | Buy | -10.3% | -43.7% | -0.03 | -0.14 | -0.10 | 0.02 |
| EWJ | Buy | -8.3% | -34.6% | -0.03 | -0.14 | -0.11 | 0.02 |
| XLY | Buy | -10.7% | -40.3% | -0.03 | -0.15 | -0.12 | 0.02 |
| XLK | Buy | -7.1% | -34.0% | -0.04 | -0.16 | -0.12 | 0.02 |
| XLF | Sell | -9.8% | -43.3% | -0.03 | -0.15 | -0.13 | 0.02 |
| INDA | Sell | -9.2% | -46.1% | -0.05 | -0.18 | -0.13 | 0.02 |
| CL=F | Sell | -16.6% | -133.0% | -0.12 | -0.26 | -0.14 | 0.04 |
| XHB | Buy | -17.7% | -49.8% | -0.05 | -0.22 | -0.17 | 0.03 |
| SIL | Sell | -19.0% | -83.4% | -0.14 | -0.33 | -0.19 | 0.05 |
| GDX | Sell | -25.8% | -81.3% | -0.07 | -0.31 | -0.24 | 0.03 |
| SLV | Sell | -13.3% | -76.3% | -0.13 | -0.42 | -0.29 | 0.03 |
| KWEB | Sell | -13.1% | -82.2% | -0.06 | -0.38 | -0.32 | 0.03 |
| BTC-USD | Sell | -34.8% | -83.4% | -0.16 | -0.50 | -0.34 | 0.07 |
| ETH-USD | Sell | -24.1% | -94.0% | -0.18 | -0.61 | -0.43 | 0.06 |
| Ticker | Current Signal | Upside Capture | Downside Capture | Capture Spread | Worst Decile Defense | Best Decile Participation |
|---|---|---|---|---|---|---|
| SLV | Sell | 62.9% | 31.7% | 31.2% | 73.7% | 70.1% |
| GDX | Sell | 61.1% | 32.7% | 28.4% | 75.3% | 68.1% |
| GLD | Sell | 64.3% | 35.9% | 28.4% | 70.6% | 70.0% |
| KWEB | Sell | 58.7% | 32.6% | 26.1% | 75.1% | 63.0% |
| XLE | Sell | 56.5% | 30.7% | 25.9% | 76.0% | 59.1% |
| CL=F | Sell | 51.4% | 26.1% | 25.2% | 80.5% | 52.4% |
| XLU | Sell | 59.6% | 35.1% | 24.6% | 72.0% | 62.6% |
| SIL | Sell | 58.7% | 35.1% | 23.6% | 70.5% | 62.6% |
| KRE | Buy | 54.2% | 30.7% | 23.4% | 77.9% | 57.6% |
| ETH-USD | Sell | 56.7% | 33.4% | 23.4% | 78.6% | 61.4% |
| BTC-USD | Sell | 58.8% | 35.6% | 23.2% | 69.5% | 65.6% |
| XLF | Sell | 51.8% | 28.7% | 23.1% | 80.2% | 50.2% |
| EWZ | Sell | 49.1% | 26.1% | 23.0% | 81.2% | 51.9% |
| LQD | Buy | 56.9% | 33.9% | 23.0% | 72.9% | 58.1% |
| ARGT | Buy | 57.2% | 34.4% | 22.8% | 71.4% | 58.9% |
| XLRE | Buy | 49.8% | 27.2% | 22.6% | 79.8% | 47.4% |
| EWJ | Buy | 53.5% | 30.9% | 22.6% | 78.3% | 54.2% |
| SMH | Buy | 52.9% | 30.5% | 22.3% | 76.5% | 51.9% |
| INDA | Sell | 55.1% | 32.9% | 22.2% | 74.2% | 54.4% |
| XLV | Sell | 51.4% | 29.1% | 22.2% | 79.6% | 48.6% |
| XHB | Buy | 52.5% | 30.4% | 22.1% | 76.8% | 54.1% |
| EEM | Buy | 49.5% | 27.4% | 22.1% | 80.5% | 50.1% |
| XLI | Buy | 52.0% | 30.1% | 21.9% | 77.1% | 50.5% |
| HYG | Buy | 50.4% | 28.6% | 21.8% | 78.6% | 50.4% |
| TLT | Buy | 56.8% | 35.1% | 21.7% | 69.9% | 64.1% |
| IWM | Buy | 47.4% | 25.8% | 21.6% | 82.5% | 47.2% |
| CPER | Buy | 59.9% | 38.3% | 21.5% | 66.7% | 63.9% |
| XLB | Buy | 51.7% | 30.2% | 21.5% | 78.7% | 50.2% |
| XLK | Buy | 49.8% | 28.3% | 21.5% | 81.8% | 44.6% |
| DIA | Buy | 50.1% | 28.6% | 21.4% | 79.3% | 45.3% |
| SPY | Buy | 46.1% | 25.0% | 21.1% | 83.4% | 40.7% |
| DAX | Buy | 55.3% | 34.6% | 20.8% | 72.5% | 56.9% |
| QQQ | Buy | 45.4% | 25.1% | 20.4% | 82.8% | 40.1% |
| XLY | Buy | 51.0% | 30.9% | 20.1% | 76.5% | 48.2% |
| XLC | Sell | 52.9% | 33.0% | 19.9% | 73.9% | 49.9% |
| XLP | Sell | 53.5% | 34.3% | 19.1% | 73.8% | 52.1% |
| SHY | Buy | 54.1% | 36.2% | 17.9% | 66.4% | 58.3% |
| EZU | Sell | 49.3% | 31.7% | 17.5% | 75.9% | 45.7% |
| ACWX | Buy | 54.9% | 37.4% | 17.5% | 71.6% | 50.4% |
| VO | Buy | 51.8% | 34.4% | 17.4% | 73.3% | 45.6% |
| IAK | Sell | 52.8% | 35.9% | 16.9% | 71.3% | 51.7% |
| Ticker | Current Signal | Buy Regime Ann Return | Sell Regime Ann Return | Regime Return Spread | Exposure |
|---|---|---|---|---|---|
| ETH-USD | Sell | 222.4% | -129.6% | 352.0% | 27.5% |
| BTC-USD | Sell | 187.0% | -81.0% | 268.0% | 36.9% |
| GDX | Sell | 105.4% | -84.2% | 189.6% | 48.8% |
| CL=F | Sell | 88.6% | -90.3% | 179.0% | 44.7% |
| SIL | Sell | 97.4% | -71.9% | 169.3% | 47.4% |
| SLV | Sell | 93.5% | -65.6% | 159.1% | 47.6% |
| KWEB | Sell | 84.2% | -71.0% | 155.2% | 40.9% |
| EWZ | Sell | 78.4% | -55.7% | 134.1% | 41.9% |
| XLE | Sell | 66.7% | -48.8% | 115.4% | 47.3% |
| KRE | Buy | 69.5% | -44.2% | 113.7% | 46.3% |
| ARGT | Buy | 64.4% | -46.7% | 111.0% | 47.4% |
| SMH | Buy | 74.4% | -31.5% | 105.9% | 48.9% |
| XHB | Buy | 63.8% | -33.9% | 97.7% | 46.4% |
| CPER | Buy | 48.4% | -36.5% | 84.9% | 45.5% |
| EEM | Buy | 50.5% | -32.1% | 82.7% | 43.5% |
| IWM | Buy | 55.2% | -26.5% | 81.7% | 43.3% |
| XLF | Sell | 50.2% | -29.3% | 79.5% | 47.6% |
| GLD | Sell | 44.9% | -34.5% | 79.4% | 52.5% |
| INDA | Sell | 42.6% | -33.9% | 76.5% | 45.8% |
| XLB | Buy | 45.8% | -28.8% | 74.6% | 47.7% |
| XLU | Sell | 40.6% | -30.1% | 70.7% | 51.1% |
| XLK | Buy | 49.1% | -21.5% | 70.6% | 51.1% |
| EWJ | Buy | 41.0% | -28.4% | 69.3% | 48.2% |
| XLI | Buy | 44.9% | -22.7% | 67.6% | 48.0% |
| XLRE | Buy | 40.0% | -27.4% | 67.4% | 33.1% |
| DAX | Buy | 37.9% | -27.7% | 65.6% | 38.7% |
| XLY | Buy | 44.5% | -20.7% | 65.1% | 49.0% |
| EZU | Sell | 37.7% | -26.6% | 64.4% | 48.4% |
| XLC | Sell | 39.9% | -23.7% | 63.6% | 27.4% |
| QQQ | Buy | 47.9% | -15.6% | 63.5% | 47.2% |
| TLT | Buy | 33.3% | -26.7% | 59.9% | 45.4% |
| XLV | Sell | 38.2% | -19.9% | 58.1% | 48.2% |
| IAK | Sell | 35.9% | -18.7% | 54.6% | 50.4% |
| SPY | Buy | 37.8% | -15.5% | 53.3% | 47.6% |
| ACWX | Buy | 27.9% | -24.6% | 52.5% | 54.5% |
| DIA | Buy | 33.9% | -18.0% | 51.9% | 50.5% |
| VO | Buy | 32.5% | -17.3% | 49.8% | 52.5% |
| XLP | Sell | 27.4% | -15.2% | 42.7% | 49.7% |
| LQD | Buy | 14.6% | -13.6% | 28.2% | 49.6% |
| HYG | Buy | 14.9% | -13.1% | 28.0% | 46.1% |
| SHY | Buy | 2.2% | -1.8% | 4.0% | 44.2% |
| Ticker | Current Signal | Trades / Year | Return Per Trade | Avg Buy Hold Days | Avg Sell Hold Days | Whipsaw Rate |
|---|---|---|---|---|---|---|
| ETH-USD | Sell | 9.88 | 7.6% | 14 | 15 | 77.0% |
| BTC-USD | Sell | 12.47 | 7.2% | 15 | 16 | 76.2% |
| GDX | Sell | 17.46 | 3.6% | 14 | 14 | 78.0% |
| SLV | Sell | 15.61 | 3.4% | 15 | 17 | 73.0% |
| SIL | Sell | 16.53 | 3.3% | 14 | 15 | 76.5% |
| KWEB | Sell | 13.30 | 2.9% | 16 | 16 | 75.6% |
| CL=F | Sell | 16.62 | 2.7% | 14 | 16 | 74.4% |
| SMH | Buy | 17.59 | 2.4% | 14 | 14 | 74.7% |
| ARGT | Buy | 15.01 | 2.3% | 16 | 16 | 73.1% |
| EWZ | Sell | 16.53 | 2.3% | 13 | 17 | 76.5% |
| XLE | Sell | 16.53 | 2.2% | 14 | 16 | 74.8% |
| KRE | Buy | 17.69 | 2.0% | 13 | 15 | 78.3% |
| XHB | Buy | 17.41 | 1.9% | 13 | 15 | 76.3% |
| XLK | Buy | 16.12 | 1.7% | 16 | 15 | 73.6% |
| CPER | Buy | 13.76 | 1.7% | 17 | 16 | 75.4% |
| IWM | Buy | 15.93 | 1.6% | 14 | 18 | 73.3% |
| XLF | Sell | 16.26 | 1.6% | 15 | 16 | 72.9% |
| GLD | Sell | 16.35 | 1.6% | 16 | 14 | 73.7% |
| EEM | Buy | 16.21 | 1.5% | 14 | 17 | 72.3% |
| QQQ | Buy | 16.76 | 1.5% | 14 | 16 | 76.8% |
| XLY | Buy | 16.39 | 1.4% | 15 | 15 | 72.0% |
| XLI | Buy | 16.30 | 1.4% | 15 | 16 | 73.0% |
| INDA | Sell | 14.59 | 1.4% | 16 | 15 | 75.6% |
| XLB | Buy | 17.41 | 1.4% | 14 | 15 | 76.3% |
| EWJ | Buy | 16.12 | 1.3% | 15 | 16 | 75.3% |
| XLU | Sell | 17.83 | 1.3% | 14 | 13 | 79.2% |
| XLV | Sell | 16.16 | 1.2% | 15 | 16 | 76.2% |
| XLC | Sell | 9.14 | 1.2% | 15 | 14 | 82.2% |
| SPY | Buy | 16.12 | 1.2% | 15 | 16 | 73.6% |
| DAX | Buy | 12.88 | 1.2% | 15 | 15 | 78.4% |
| EZU | Sell | 16.81 | 1.2% | 15 | 15 | 76.9% |
| XLRE | Buy | 12.05 | 1.1% | 14 | 16 | 76.9% |
| IAK | Sell | 16.72 | 1.1% | 15 | 15 | 73.1% |
| VO | Buy | 16.12 | 1.1% | 16 | 15 | 75.0% |
| DIA | Buy | 16.58 | 1.1% | 15 | 15 | 75.4% |
| ACWX | Buy | 16.12 | 1.0% | 17 | 14 | 74.4% |
| TLT | Buy | 17.78 | 0.9% | 13 | 15 | 77.9% |
| XLP | Sell | 16.26 | 0.9% | 15 | 15 | 75.5% |
| HYG | Buy | 16.21 | 0.4% | 14 | 16 | 72.9% |
| LQD | Buy | 17.59 | 0.4% | 14 | 14 | 78.7% |
| SHY | Buy | 17.22 | 0.1% | 13 | 16 | 75.5% |
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.