FIIJ Core Forecast
2026-02-04 · v1.0
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
| Asset | Price | Z-Score | Window | Level | Direction |
|---|---|---|---|---|---|
| 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%