FIIJ Core Forecast
2026-02-06 · v1.0
Situation
Interest Rates→
suggests a moderately restrictive monetary policy with potential for further tightening.
Financial→
indicates mixed risk appetite with tech sector showing potential mean reversion.
Commodity→
suggests increasing demand for industrial and energy commodities.
Currency→
indicates relatively stable currency valuations with minor fluctuations.
Crypto↘
indicates extreme bearish conditions for Bitcoin, suggesting a potential mean reversion opportunity.
Direction ratio:67% bullish → suggests a moderate bullish bias in the market.
Breadth momentum:-1 → indicates contracting market breadth, suggesting weakening trend.
Sigma intensity:1.58 → reflects a moderate signal environment, not yet at high conviction levels.
Dispersion index:2.03 → indicates high dispersion among assets, requiring careful sizing.
Signal level distribution:8% critical, 42% alert, 50% watch → indicates a mix of extreme and moderate signals.
Yield curve:Normal (0.67%) → suggests stable credit conditions and moderate growth expectations.
Signal
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| BTC-USD | $62702.10 | -4.47σ | 60d | critical | LONG |
| MSFT | $393.67 | -3.42σ | 60d | critical | LONG |
| QQQ | $597.03 | -3.15σ | 30d | critical | LONG |
| NVDA | $171.88 | -3.00σ | 30d | critical | LONG |
| SPY | $677.62 | -2.49σ | 30d | alert | SHORT |
| CNY=X | $6.94 | -2.38σ | 252d | alert | SHORT |
| AMD | $192.50 | -1.82σ | 60d | watch | SHORT |
| ALB | $156.48 | +1.61σ | 252d | watch | LONG |
| HG=F | $5.80 | +1.59σ | 252d | watch | LONG |
| TSM | $330.73 | +1.54σ | 252d | watch | LONG |
| GOOGL | $331.25 | +1.51σ | 252d | watch | LONG |
Opportunity
PRIMARY
BTC-USD: Long position with 76% probability [n=271] of mean reversion.
76%
SECONDARY
Mean Reversion in Overbought Tech: The CRITICAL DOWN signals in NVDA, MSFT, and QQQ suggest a high probability of mean reversion within the next 30 days, offering potential upside. Mean reversion occurs 76% of the time [n=271] within 6 days.
65%
SECONDARY
Commodity Price Strength: The recent strength in commodities like lithium, copper, and uranium could drive inflation expectations higher, potentially impacting interest rate policy. Long signals have a 51% hit rate [n=317] on 2-day holds.
43%
SECONDARY
Weakening Market Breadth: The contracting breadth momentum (-1) suggests that fewer assets are participating in the market's gains, potentially signaling a correction. WATCH level signals show 54% accuracy [n=160].
46%
Domain Weights
Economist: 7% | Data Scientist: 40% | Critical Thinker: 33% | Forecaster: 5% | Psychologist: 14%