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Investor IQ US ETF Digest

US Market Summary

As of October 11, 2019

Summary

Category % Buys Average Trend Strength Average RS Score RS Spread Volatility Score Correlation to S&P 500
Crypto 0 54 99 0 100 0.01
Bonds 82 87 75 51 6 -0.32
Regional/Country Specialty Bonds 100 94 68 35 21 -0.36
Sectors 55 63 68 82 50 0.79
Factors Domestic 67 62 66 57 50 0.79
Credit 69 73 64 46 10 0.38
Bond Duration 57 71 64 76 13 -0.13
Covered Call and Put Write 33 62 63 25 53 0.61
Major Domestic 75 63 61 43 53 0.96
Factors International 60 60 58 41 65 0.34
Real Estate 80 78 57 87 48 0.46
Style Indices 50 55 56 44 47 0.93
Quant Screen 40 52 54 62 75 0.49
Alternatives 29 51 52 57 23 0.53
Major Global 40 48 52 30 36 0.88
Factor Market Neutral 50 55 49 82 39 -0.11
Industries 35 40 45 100 63 0.67
Currency 17 25 43 76 18 0.15
Commodities 25 35 42 96 72 0.13
Countries 23 31 41 96 51 0.6
Regions 11 21 40 52 48 0.68
Volatility 25 34 37 89 84 0
Yield Curve and Inflation 33 29 34 76 35 0.08
All Categories 40 46 50 100 50 47

Focus List Long

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
BDRY Shipping- Dry Bulk Buy 96 100 95 0 59.02
JJN Nickel Buy 92 100 95 0.01 55.33
GDX Gold Miners Buy 83 99 82 -0.12 30.23
GBTC Bitcoin Hold 54 99 100 0.01 28.16
SIL Silver Miners Buy 79 99 80 0.02 29.28
PALL Palladium Buy 100 98 80 0.29 69.67
ZROZ Long-Term Zero Coupon Buy 100 98 43 -0.5 31.47
TUR Turkey Buy 83 97 84 0.3 15.66
SLV Silver Buy 88 97 57 -0.01 38.72
TAN Solar Energy Buy 79 97 83 0.61 54
GLD Gold Buy 88 96 21 -0.18 31.54
TLT 20+ Year Treasurys Buy 100 96 20 -0.49 31.04
GREK Greece Buy 67 96 79 0.45 66.09
SPTL Long-Term Buy 100 95 19 -0.5 31.17
REZ Residential Real Estate Buy 100 95 35 0.31 55.69
ITB Homebuilders Buy 100 95 68 0.58 64
XLU Utilities Buy 100 94 28 0.35 43.66
ICLN Clean Energy Buy 92 94 45 0.76 55.95
INDS Industrial Office Real Estate Buy 100 94 89 0.02 44.29
IHI Medical Devices Buy 71 93 65 0.84 39.01
INR Indian Rupee Buy 83 93 76 -0.06
BTAL Betting Against Beta Buy 100 92 24 -0.63 43.42
YLCO YieldCos Buy 100 92 28 0.64 66.91
ITA Aerospace & Defense Buy 88 92 61 0.83 56.39
VIXM Long Volatility (Mid-Term) Buy 88 91 81 -0.85 38.84
VNQ US Real Estate Buy 100 91 33 0.58 56.81
SOXX Semiconductors Buy 92 91 83 0.79 65.65
IYR Real Estate Buy 100 90 31 0.59 58.47

Focus List Short

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
MJ Marijuana Sell 0 0 88 0.55 1.11
FCG Natural Gas Sell 0 0 86 0.65 18.39
XOP Oil & Gas Exploration & Production Sell 0 1 87 0.72 29.72
OIH Oil Equipment & Services Sell 0 1 87 0.71 34.39
FRAK Unconventional Oil & Natural Gas Sell 0 1 85 0.7 30.84
ARGT Argentina Sell 0 2 87 0.51 43.22
PAK Pakistan Sell 29 2 78 0.1 65.09
KOL Coal Sell 0 3 63 0.67 41.35
VIXY Long Volatility (Short-Term) Sell 12 3 89 -0.84 18.02
NGE Nigeria Sell 0 3 66 0.07 32.15
JJT Tin Sell 4 4 94 0.01 43.6
COPX Copper Miners Sell 0 4 79 0.67 41.46
TAO China Real Estate Sell 12 4 74 0.56 49.86
BAL Cotton Sell 25 5 90 0.02 57.14
COW Livestock Sell 21 5 93 0.01 51.71
KSA Saudia Arabia Sell 0 5 47 0.41 4.14
ZIV Short Volatility (Mid-Term) Sell 0 6 82 0.84 38.62
USO Oil Sell 4 6 86 0.44 43.74
SLX Steel Sell 0 6 80 0.69 47.69
EWH Hong Kong Sell 4 7 58 0.62 37.52
STPP Yield Steepener Sell 0 7 73 -0.05 39.49
BNO Brent Oil Sell 12 8 85 0.45 50.34
PJP Pharmaceutical Sell 0 8 56 0.8 41.02
LIT Lithium Sell 0 8 68 0.78 45.43
EZA South Africa Sell 4 9 81 0.53 53.49
UNG Natural Gas Sell 4 9 88 0 14.77
PICK Metals&Mining Sell 0 9 72 0.7 50.26
DBB Base Metals Sell 0 10 29 0.33 53.56

Major Domestic

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
DIA Dow Jones 30 Buy 79 75 41 0.97 57.96
SPY S&P 500 Buy 83 72 42 1 58.57
QQQ Nasdaq 100 Buy 79 65 70 0.96 62.42
IWM Russell 2000 Sell 8 31 62 0.91 43.76

Major Global

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
IOO Global 100 Buy 83 67 38 0.97 63.81
ACWI MSCI All World Buy 67 59 33 0.98 60.7
EFA EAFE Hold 46 50 28 0.89 62.89
ACWX MSCI All World Ex-US Sell 38 47 30 0.87 60.73
EEM Emerging Market Sell 8 36 50 0.71 58.23

Countries

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
TUR Turkey Buy 83 97 84 0.3 15.66
GREK Greece Buy 67 96 79 0.45 66.09
RSX Russia Buy 62 90 51 0.59 52.12
EWZ Brazil Hold 46 87 82 0.45 50.43
EWT Taiwan Buy 100 86 48 0.7 74.7
EWL Switzerland Buy 71 85 24 0.78 54.22
EWJ Japan Buy 96 85 32 0.84 70.16
EWA Australia Buy 62 76 34 0.81 54.31
EWN Netherlands Buy 88 75 39 0.85 64.49
EWK Belgium Buy 79 75 34 0.74 66.43
EWI Italy Buy 75 70 53 0.74 63.85
EWC Canada Buy 67 67 25 0.87 51.74
EIDO Indonesia Sell 12 66 72 0.48 38.52
EWQ France Hold 46 58 36 0.83 63.39
THD Thailand Sell 12 56 34 0.52 49.24
EGPT Egypt Sell 33 53 71 0.32 52.23
GXG Colombia Sell 38 52 63 0.67 51.92
QAT Qatar Sell 33 51 49 0.37 59.11
EPHE Phillipines Sell 12 42 51 0.34 55.71
EFNL Finland Sell 4 40 46 0.67 57.79
EDEN Denmark Sell 12 34 31 0.68 36.75
EIS Israel Sell 38 33 44 0.81 64.13
EWM Malaysia Sell 0 30 22 0.5 30.79
EWW Mexico Hold 46 29 75 0.44 68.43
VNM Vietnam Sell 38 29 52 0.68 53.01
EWS Signapore Sell 8 28 37 0.71 53.42
EWY South Korea Sell 25 27 66 0.62 63.61
EWG Germany Sell 17 26 46 0.78 60.87
EWO Austria Sell 0 23 48 0.76 54.01
FXI China Sell 8 22 64 0.64 60.36
EWU United Kingdom Sell 12 21 30 0.8 58.87
PGAL Portugal Sell 8 21 36 0.69 57.15
EIRL Ireland Sell 29 20 43 0.68 63.29
EWP Spain Sell 8 19 38 0.69 59.8
EWP Spain Sell 8 19 38 0.69 59.8
NORW Norway Sell 8 18 60 0.77 50.72
EPU Peru Sell 4 17 29 0.59 43.84
PIN India Sell 29 16 61 0.37 50.21
AFK Africa Sell 0 15 39 0.62 42.51
EPOL Poland Sell 0 13 65 0.56 47.03
ECH Chile Sell 17 13 48 0.58 59.37
EZA South Africa Sell 4 9 81 0.53 53.49
EWH Hong Kong Sell 4 7 58 0.62 37.52
KSA Saudia Arabia Sell 0 5 47 0.41 4.14
NGE Nigeria Sell 0 3 66 0.07 32.15
PAK Pakistan Sell 29 2 78 0.1 65.09
ARGT Argentina Sell 0 2 87 0.51 43.22

Style Indices

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
IVE S&P 500 Value Buy 88 80 35 0.97 61.69
DVY DJ Dividend Buy 83 73 27 0.91 57.6
IVW S&P 500 Growth Buy 67 66 49 0.98 53.49
RSP S&P 500 Equal Weight Buy 67 61 41 0.98 52.71
IJK Midcap 400 Growth Sell 33 48 47 0.94 48.19
IJS Smallcap 600 Value Hold 54 41 62 0.86 47.28
IJJ Midcap 400 Value Hold 42 40 52 0.9 51.51
IJT Smallcap 600 Growth Sell 4 36 59 0.91 42.29

Factors Domestic

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
USMV Volatility Buy 92 90 22 0.91 56
MTUM Momentum Buy 71 83 54 0.94 50.61
QUAL Quality Buy 83 69 44 0.99 62.14
VLUE Value Hold 54 64 49 0.93 54.85
SIZE Size Buy 67 57 40 0.96 51.02
DIVY Dividend Yield Sell 8 33 92 0.01 47.66

Factors International

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
EFAV International Volatility Buy 96 77 18 0.82 67.45
IMTM International Momentum Buy 62 70 96 0.03 55.36
IQLT International Quality Hold 58 54 96 0.03 56.31
ISZE International Size Buy 67 51 24 0.78 63.21
IVLU International Value Sell 17 37 92 0.03 59.12

Factor Market Neutral

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
BTAL Betting Against Beta Buy 100 92 24 -0.63 43.42
MOM Momentum Buy 88 71 85 -0.29 41.44
CHEP Value Sell 33 22 32 0.24 45.71
SIZ Size Sell 0 11 16 0.23 24.91

Sectors

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
XLU Utilities Buy 100 94 28 0.35 43.66
IYR Real Estate Buy 100 90 31 0.59 58.47
XLP Consumer Staples Buy 96 88 25 0.74 52.45
XLK Technology Buy 92 86 74 0.94 66.76
XLB Basic Materials Hold 46 82 56 0.83 52.97
XLY Consumer Cyclical Buy 71 71 58 0.93 58.39
XLF Financial Buy 75 62 55 0.87 53.73
XLI Industrial Hold 50 58 57 0.92 53.22
XLV Health Care Sell 17 57 42 0.85 43.87
VOX Telecom Hold 46 42 59 0.88 51.45
XLE Energy Sell 0 12 71 0.82 37.68

Bonds

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
TLT 20+ Year Treasurys Buy 100 96 20 -0.49 31.04
IEF 7-10 Year Treasurys Buy 100 87 10 -0.49 32.67
BNDX International Total Bond Buy 96 84 4 -0.26 25
BND Total Bond Market Buy 100 82 5 -0.36 35.17
AGG Aggregate Bond Buy 100 81 4 -0.33 34.42
BWX International Treasury Bond Buy 75 79 10 -0.06 33.51
TIP TIPS Buy 88 76 6 -0.19 25.61
IEI Treasury Bond 3-7 Year Buy 100 73 5 -0.48 36.29
MUB Municipal Bond Buy 96 65 3 -0.37 39.67
SHY 1-3 Year Treasurys Hold 50 54 1 -0.44 41.41
BIL 1-3 Month T-bill Hold 50 45 0 0 67.87

Credit

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
LQD Corporate Buy 100 89 8 -0.02 33.54
EMB Emerging Market Buy 79 84 13 0.46 34.83
PFF Preferred Shares Buy 100 78 9 0.53 68.23
EMLC Emerging Market Bond Local Currency Buy 62 73 16 0.45 66.92
HYD High Yield Munis Buy 100 72 4 -0.4 48.82
MBB Mortgage-Backed Securities Buy 96 68 2 -0.3 38.12
HYG High Yield Buy 88 66 11 0.84 59.92
JNK Junk Buy 79 64 11 0.83 57.2
IHY International High Yield Buy 79 60 8 0.57 68.19
FLOT Floating Rate Hold 54 47 1 0.31 70.57
IBND International Corporate Sell 12 47 14 0.16 48.63
CWB Convertibles Hold 58 46 21 0.92 54.94
BKLN Senior Loans Hold 46 43 6 0.57 18.4

Commodities

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
JJN Nickel Buy 92 100 95 0.01 55.33
PALL Palladium Buy 100 98 80 0.29 69.67
SLV Silver Buy 88 97 57 -0.01 38.72
GLD Gold Buy 88 96 21 -0.18 31.54
PPLT Platinum Buy 79 89 63 0.27 51.03
SOYB Soybean Hold 58 82 33 0.19 71.24
NIB Cocoa Buy 92 77 81 0.17 63.25
JO Coffee Sell 8 68 99 0.01 16.15
JJG Grains Sell 29 63 97 0.01 56.82
WEAT Wheat Sell 25 63 70 0.05 61.8
DBA Agriculture Sell 21 32 19 0.21 54.03
CORN Corn Sell 12 31 47 0.07 52.01
JJU Aluminum Sell 4 18 94 0.01
DBC Commodities Sell 0 18 35 0.43 52.73
SGG Sugar Sell 17 14 99 0.01 25.48
UGA Gasoline Hold 50 12 84 0.38 62.78
JJC Copper Sell 4 11 100 0.02 52.84
DBB Base Metals Sell 0 10 29 0.33 53.56
UNG Natural Gas Sell 4 9 88 0 14.77
BNO Brent Oil Sell 12 8 85 0.45 50.34
USO Oil Sell 4 6 86 0.44 43.74
COW Livestock Sell 21 5 93 0.01 51.71
BAL Cotton Sell 25 5 90 0.02 57.14
JJT Tin Sell 4 4 94 0.01 43.6

Currency

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
INR Indian Rupee Buy 83 93 76 -0.06
UUP US Dollar Buy 100 63 10 -0.12 32.12
FXY Yen Hold 58 59 14 -0.44 19.75
FXC Canadian Dollar Sell 29 53 11 0.42 63.64
FXF Swiss Franc Sell 0 51 13 -0.12 20.2
CEW Emerging Currency Sell 8 44 13 0.5 59.48
FXSG Signapore Dollar Sell 8 38 7 0.23 59.14
FXE Euro Sell 0 28 12 0.12 49.57
FXA Australian Dollar Sell 0 25 15 0.48 47.25
FXS Swedish Krona Sell 0 25 17 0.23 34.79
CYB Chinese Yuan Sell 0 23 15 0.32 52.4
FXB British Pound Sell 17 17 16 0.23 65.69

Regional/Country Specialty Bonds

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
BAB Build America Buy 100 89 9 -0.49 28.61
AGZ US Agency Bond Buy 100 71 3 -0.48 33.57
CMF California Municipal Bond Buy 96 65 3 -0.44 39.68
NYF New York Municipal Bond Buy 88 62 2 -0.42 41.05
KCCB China Bond Buy 88 53 91 0.01 58.43

Bond Duration

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
ZROZ Long-Term Zero Coupon Buy 100 98 43 -0.5 31.47
SPTL Long-Term Buy 100 95 19 -0.5 31.17
ITE Intermediate Buy 88 74 5 -0.47
BSV Short-Term Buy 100 61 1 -0.4 42.39
ICSH Ultra-Short Term Hold 54 49 0 -0.13 49.88
IGHG Zero Duration Hold 54 48 12 0.62 64.81
AGND Negative Duration Sell 4 22 8 0.49 50.1

Crypto

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
GBTC Bitcoin Hold 54 99 100 0.01 28.16

Industries

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
BDRY Shipping- Dry Bulk Buy 96 100 95 0 59.02
GDX Gold Miners Buy 83 99 82 -0.12 30.23
SIL Silver Miners Buy 79 99 80 0.02 29.28
TAN Solar Energy Buy 79 97 83 0.61 54
REZ Residential Real Estate Buy 100 95 35 0.31 55.69
ITB Homebuilders Buy 100 95 68 0.58 64
ICLN Clean Energy Buy 92 94 45 0.76 55.95
INDS Industrial Office Real Estate Buy 100 94 89 0.02 44.29
IHI Medical Devices Buy 71 93 65 0.84 39.01
YLCO YieldCos Buy 100 92 28 0.64 66.91
ITA Aerospace & Defense Buy 88 92 61 0.83 56.39
SOXX Semiconductors Buy 92 91 83 0.79 65.65
CGW Water Buy 88 87 25 0.88 66.61
KIE Insurance Buy 88 85 41 0.86 46.57
EVX Environmental Services Buy 71 81 46 0.81 46.2
MOO Agribusiness Hold 54 80 43 0.9 59.92
IGF Infrastructure Buy 96 79 19 0.78 68.25
IYK Consumer Goods Buy 96 78 26 0.87 57.03
PBJ Food and Beverage Buy 83 77 23 0.74 42.39
BIZD Business Development Company Buy 83 72 27 0.79 47.95
FAN Wind Energy Buy 71 70 30 0.77 55.21
IYG Financial Services Buy 71 68 61 0.89 54.26
IYC Consumer Services Hold 58 62 51 0.95 55.98
RTL Retail Real Estate Buy 92 61 94 0.02 54.57
PSP Private Equity Hold 54 57 37 0.87 53.45
IAI Broker Dealers Sell 25 56 53 0.83 43.28
BLOK Blockchain Sell 38 55 98 0.04 46.19
PZD Cleantech Buy 67 52 57 0.9 55.22
REM Mortgate REITs Buy 79 49 20 0.67 67.64
HAP Hard Assets Producers Sell 0 46 37 0.86 53.68
NLR Nuclear Energy Sell 29 43 22 0.52 17.84
SEA Shipping Buy 71 39 72 0.78 74.03
GUNR Natural Resources Sell 0 38 40 0.83 48.06
BJK Gaming Hold 42 38 69 0.74 61.71
IHF Healthcare Services Sell 0 35 67 0.72 39.04
IGV Software Hold 42 35 77 0.89 55.01
IGV Expanded Tech-Software Hold 42 35 77 0.89 55.01
QABA Community Banks Sell 29 34 70 0.7 49.95
SOCL Social Media Sell 29 34 75 0.8 36.19
KCE Capital Markets Sell 8 32 59 0.87 39.59
CARZ Automotive Sell 4 32 56 0.66 57.49
BOTZ Robotics Hold 54 30 99 0.04 49.63
KBE Banks Sell 29 30 73 0.75 50.85
WOOD Timber Sell 25 29 58 0.7 66.16
ENFR Energy Infrastructure Sell 12 27 54 0.73 29.92
IYT Transportation Sell 4 27 69 0.86 48.23
KRE Regional Banks Sell 12 26 76 0.72 50.17
CIBR Internet Architecture Sell 29 24 95 0.04 41.11
JETS Airlines Sell 4 23 97 0.04 48.38
IBB Biotechnology Sell 0 20 75 0.79 38.91
XRT Retail Sell 21 20 71 0.75 59.69
FLM Engineering and Construction Sell 8 19 45 0.82 56.38
SKYY Cloud Computing Sell 29 16 67 0.92 46.59
AMLP MLP Sell 0 15 62 0.69 12.54
URA Uranium Sell 12 15 65 0.67 52.17
SOIL Fertilizer Sell 0 14 52 0.76 48.34
IGN Networking Sell 4 14 73 0.86 33.91
ARKG Genomics Sell 4 13 86 0.79 22.43
FDN Internet Sell 12 11 78 0.92 38.8
PBS Media Sell 0 10 64 0.84 33.19
PICK Metals&Mining Sell 0 9 72 0.7 50.26
LIT Lithium Sell 0 8 68 0.78 45.43
PJP Pharmaceutical Sell 0 8 56 0.8 41.02
SLX Steel Sell 0 6 80 0.69 47.69
COPX Copper Miners Sell 0 4 79 0.67 41.46
KOL Coal Sell 0 3 63 0.67 41.35
FRAK Unconventional Oil & Natural Gas Sell 0 1 85 0.7 30.84
OIH Oil Equipment & Services Sell 0 1 87 0.71 34.39
XOP Oil & Gas Exploration & Production Sell 0 1 87 0.72 29.72
FCG Natural Gas Sell 0 0 86 0.65 18.39
MJ Marijuana Sell 0 0 88 0.55 1.11

Alternatives

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
HTUS Directional Buy 75 81 92 0.03 58.69
FTLS Long/Short Equity Buy 83 74 18 0.96 57.11
QAI Hedge Fund Diversified Hold 58 49 6 0.87 66.4
MNA Merger Arbitrage Hold 54 48 7 0.42 62.1
RLY Real Return Sell 38 46 18 0.81 59.67
MCRO Macro Hold 50 44 9 0.79 62.17
WTMF Managed Futures Sell 0 24 14 -0.2 11.1

Real Estate

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
VNQ US Real Estate Buy 100 91 33 0.58 56.81
REET Global Real Estate Buy 100 88 89 0.02 62.14
VNQI Global Real Estate ex US Buy 92 60 20 0.73 70.04
IFEU Europe Developed Real Estate Buy 83 43 26 0.41 73.64
TAO China Real Estate Sell 12 4 74 0.56 49.86

Regions

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
ITOT North America Buy 79 67 42 1 56.67
FM Frontier Markets Sell 25 54 23 0.53 47.99
VGK Europe Sell 29 42 32 0.85 62.01
ILF Latin America Sell 8 41 78 0.56 52.81
UAE Middle East Sell 0 39 54 0.41 64.25
EEM Emerging Markets Sell 8 36 50 0.71 58.23
AIA Asia Sell 29 33 60 0.7 62.15
AAXJ Asia ex Japan Sell 8 28 53 0.72 56.92
AFK Africa Sell 0 15 39 0.62 42.51

Yield Curve and Inflation

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
FLAT Yield Flattener Buy 88 84 15 -0.15 54.59
RINF Inflation Expectations Sell 0 10 17 0.44 38.29
STPP Yield Steepener Sell 0 7 73 -0.05 39.49

Volatility

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
VIXM Long Volatility (Mid-Term) Buy 88 91 81 -0.85 38.84
SVXY Short Volatility (Short-Term) Sell 38 50 84 0.84 55.64
ZIV Short Volatility (Mid-Term) Sell 0 6 82 0.84 38.62
VIXY Long Volatility (Short-Term) Sell 12 3 89 -0.84 18.02

Covered Call and Put Write

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
QYLD Nasdaq Covered Call Buy 83 78 44 0.9 67.02
PBP S&P500 Covered Call Hold 54 59 23 0.9 60.41
PUTW S&P500 Put Write Hold 50 52 90 0.02 54.85

Quant Screen

Symbol Name Signal Trend Strength RS Score Volatility Score Correlation to S&P 500 OB/OS Oscillator
XRLV ex-Rate Sensitive Low Vol Buy 88 86 29 0.95 54.74
ALFA Hedge Fund Top Holdings Buy 88 83 66 0.94 59.41
SPGP Growth at a Reasonable Price (GARP) Buy 75 80 68 0.96 58.07
OUSA Quality + Dividend Buy 83 76 93 0.03 53.73
LRGF US Multifactor Buy 71 69 90 0.03 54.43
TTAC US Free Cash Flow Hold 46 58 91 0.03 53.63
SPHD High Dividend Low Volatility Buy 75 56 27 0.85 46.77
VFLQ Liquidity Hold 42 55 98 0.03 45.08
ISCF Multifactor Small Cap Sell 38 45 97 0.03 56.33
QMOM Momentum Screen Sell 33 44 77 0.82 48.18
SYLD Shareholder Yield Hold 46 41 55 0.88 57.04
AIEQ AI ETF Sell 38 39 91 0.04 52.91
INTF International Multifactor Sell 21 37 96 0.03 55.05
QVAL Value screen Sell 17 25 67 0.84 57.47
FFTY Earnings Growth and Momentum Sell 17 24 76 0.89 46.39
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