2026-03-02 → 2026-03-06 | Generated 2026-03-08 07:00
No ES data available for this week
| Status | Signal | Weight | IC 60d | IC Trend | Hit Rate | Sharpe 60d |
|---|---|---|---|---|---|---|
| 🟡 CAUTION | VIXDecomp | 25% | 0.318 | +0.168 | 45.0% | 2.59 |
| 🟢 STRONG | DOW | 25% | 0.129 | +0.015 | 60.0% | 1.92 |
| 🟢 STRONG | CorrDiv | 0% | 0.198 | +0.057 | 53.3% | 1.68 |
| 🔴 WEAK | RORO | 0% | -0.070 | +0.114 | 50.0% | 1.36 |
| 🟡 CAUTION | VIX_TS | 15% | 0.078 | -0.076 | 53.3% | 1.26 |
| 🟢 STRONG | FOMC | 0% | 0.097 | +0.070 | 51.7% | 1.20 |
| 🟡 CAUTION | OVN | 0% | 0.160 | -0.086 | 58.3% | 0.98 |
| ⚪ NEUTRAL | PC_OI | 5% | -0.014 | +0.028 | 51.7% | -0.29 |
| 🔴 WEAK | VPOC | 0% | -0.077 | +0.270 | 48.3% | -0.55 |
| ⚪ NEUTRAL | DeltaDiv | 30% | 0.032 | +0.038 | 53.3% | -0.79 |
| 🔴 WEAK | GapFade | 0% | -0.424 | +0.026 | 36.7% | -4.95 |