FIIJ Core Forecast
2026-02-08 · v1.0
Situation
Interest Rates→
suggests stable policy environment
Financial→
indicates mixed risk appetite with potential mean reversion
Commodity→
suggests industrial demand with inflationary pressures
Currency↗
indicates mixed dollar strength impacting trade
Crypto↘
suggests risk-off sentiment in crypto markets
Direction ratio 62% bullish:suggests a positive position bias
Breadth momentum +0:indicates stable momentum
Sigma intensity 1.50:suggests a moderate signal environment
Dispersion index 2.10:implies high volatility and potential for large moves
Signal level distribution:12% critical, 25% alert, 62% watch → indicates a diverse signal environment
Yield curve normal (spread:0.67%) → suggests stable credit conditions
Signal
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| MSFT | $401.14 | -3.14σ | 252d | critical | LONG |
| BTC-USD | $69281.97 | -2.78σ | 60d | alert | SHORT |
| CNY=X | $6.94 | -2.35σ | 252d | alert | SHORT |
| TSM | $348.85 | +1.92σ | 252d | watch | LONG |
| ALB | $163.37 | +1.77σ | 252d | watch | LONG |
| HG=F | $5.88 | +1.74σ | 252d | watch | LONG |
| IWM | $265.02 | +1.67σ | 252d | watch | LONG |
| REMX | $86.63 | +1.54σ | 252d | watch | LONG |
Opportunity
PRIMARY
MSFT: long position with calibrated probability [n=271]
76%
PRIMARY
BTC: short position with calibrated probability [n=128]
58%
SECONDARY
MSFT Mean Reversion: MSFT at statistical extremes suggests mean reversion opportunity
65%
SECONDARY
BTC Downtrend Continuation: BTC's extended decline suggests continuation of downtrend
49%
SECONDARY
TSMC Momentum: TSMC's positive signal suggests potential continuation of uptrend
49%
Performance Scorecard
Backtest (46d):111/240, 46%, +137.6%
Recent (7d):21/56, 38%, +61.8%