Edge
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JL
Risk-On · High Vol regime
SPY +0.42% 593.81 VIX 18.4 elevated 10Y 4.28% +3bp DXY 104.2 −0.1%
This week: CPI Wed · FOMC mins Thu · NVDA earnings +6d
NV
NVDA NVIDIA Corp Semis · Mega-cap
$184.92 +3.18 (+1.75%) Yahoo
1D+1.8%5D+4.2%1M−2.1%YTD+38%
Bullish bias · 72 conviction
+ Watchlist Trade Plan →

Ranked Hypotheses

5 active sorted by information coefficient
Cross-validated · walk-forward research_report
01
Post-earnings drift continuation
#momentum#event model
LONG
IC +0.18
HIT
64%
EXCESS
+4.2%
02
Dealer gamma squeeze setup suspicious_sharpe
#options#flow CBOE
LONG
IC +0.14
HIT
59%
EXCESS
+3.1%
03
Dark-pool accumulation signal
#flow#smart-money FINRA
LONG
IC +0.11
HIT
57%
EXCESS
+2.4%
04
Rate-sensitivity factor drag
#macro FRED
SHORT
IC −0.09
HIT
54%
EXCESS
-1.8%
05
Insider-cluster mean reversion insufficient_history
#ownership SEC Form 4
NEUTRAL
IC +0.07
HIT
53%
EXCESS
+0.9%

Synthesis

Net bullish

Three independent LONG signals converge: post-earnings drift (IC 0.18) is reinforced by dealer-gamma positioning CBOE and persistent dark-pool accumulation FINRA . The lone bearish factor — rate sensitivity — is modest and partly priced. Conviction tempered by a suspicious_sharpe on the gamma setup and thin history on insider clusters.

Net conviction
72/100
Agreement
3 of 5long
Avg IC
+0.10top-5
Backtest excess
+1.8%blended

Backtest

2019–2025 walk-forward · net of costs
research_report
Strategy +182% Buy & hold +118%
Sharpe
1.84
Max DD
−14.2%
Hit rate
61%
Turnover
3.2×/yr
suspicious_sharpe flagged on 1 of 5 — shown, not hidden

20-Day Forecast

numeric + LLM ensemble
research_report
+6.3% point · 90% interval −4.1% to +14.8%
now +14.8% +6.3% −4.1%
Numeric
+5.1%
LLM
+8.0%
Spread
2.9pp

Market Regime

get_market_context
Risk-On High Vol
State persistence 12 sessions · 68% stable
68 stable
SPY trendUp · above 50/200d
VolatilityVIX 18.4 elevated
Breadth62% advancing
Macro this wkCPI · FOMC mins

Signal Decay

model
Stable — refit not required
IC half-life 18 sessions · 4 since last refit · drift 0.6σ
26 sessions agonow
Advisory only — not investment advice. Edge surfaces analysis and cites primary sources; it does not place orders. Backtests are hypothetical and net of estimated costs. Past performance ≠ future results.
Generated · model rev 2025.21