FIIJ Core Forecast

2026-02-04 · v1.0
MEDIUM CONFIDENCE

Situation

Interest Rates
easing policy supportive but long-end rising
Financial
tech weakness, small-cap underperformance suggests risk-off rotation
Commodity
energy strength vs industrial metals weakness
Currency
dollar mixed, yen weakness continues
Crypto
broad crypto weakness, risk-off sentiment
Direction ratio 67% bullish:moderate long bias but declining (-17pp weekly)
Breadth momentum +0 stable:sideways consolidation phase likely
Sigma intensity 1.58 moderate:mixed signal environment, not extreme
Dispersion index 2.03 high:individual stock selection critical, avoid broad bets
Signal distribution 8% critical, 42% alert, 50% watch:moderate conviction environment
Yield curve normal +0.67% spread:supportive credit conditions, no inversion stress
Active signals 12 unchanged:stable breakout environment

Signal

AssetPriceZ-ScoreWindowLevelDirection
MSFT $411.21 -3.36σ 60d critical down
ETH-USD $2227.56 -3.28σ 60d critical down
BTC-USD $75633.55 -3.22σ 60d critical down
SOL-USD $97.56 -3.05σ 60d critical down
LINK-USD $9.45 -2.82σ 60d alert down
XRP-USD $1.57 -2.49σ 60d alert down
CNY=X $6.95 -2.33σ 252d alert down
HG=F $6.06 +2.20σ 252d alert up
ALB $170.64 +2.04σ 252d alert up
NVDA $180.34 -1.87σ 30d watch down
^TNX $4.27 +1.85σ 60d watch up
URA $56.28 +1.82σ 252d watch up
REMX $90.20 +1.81σ 252d watch up
GOOGL $339.71 +1.68σ 252d watch up
TSM $335.75 +1.67σ 252d watch up
IWM $262.78 +1.58σ 252d watch up

Opportunity

PRIMARY
Natural Gas: Long position with 62% continuation probability [n=226] over 6 days
66%
PRIMARY
AMD: Mean reversion opportunity with 76% probability [n=265] within 6 days
66%
PRIMARY
Small Cap Russell 2000: Contrarian long with 50-60% [uncalibrated] probability of outperformance
66%
SECONDARY
Tech Sector Correction: NASDAQ -2.26% with AMD -17.15%, NVIDIA -3.90%. Alert-level signals show 49% accuracy [n=170] for continuation
56%
SECONDARY
Energy Complex Strength: Natgas +71 momentum with +5.04% move. Trend continuation probability 62% [n=226] for 6-day hold
56%
SECONDARY
Federal Reserve Policy Pivot: Fed funds -2.2% to 3.64% supports risk assets. Consumer sentiment +3.7% confirms policy effectiveness
65%

Domain Weights

Economist: 7% | Data Scientist: 40% | Critical Thinker: 33% | Forecaster: 5% | Psychologist: 14%