FIIJ Core Forecast
2026-02-09 06:46 · v1.0
Situation
Interest Rates→
easing cycle continues but long-end resistance
Financial→
small-cap outperformance amid broad market stability
Commodity↗
industrial metals strength, energy weakness
Currency↗
dollar weakness, yuan strength
Crypto→
extended decline suggesting mean reversion opportunity
Direction ratio 62% bullish:moderate long bias despite recent bearish shift (-22pp)
Breadth momentum +0 (stable):sideways consolidation phase likely
Sigma intensity 1.50 (moderate):mixed signal environment, selective opportunities
Dispersion index 2.08 (high):elevated volatility, smaller position sizing warranted
Signal distribution:12% critical, 25% alert, 62% watch → few extreme moves, mostly range-bound
Yield curve normal (0.67% spread):supportive credit conditions, no inversion stress
Signal
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| MSFT | $401.14 | -3.18σ | 252d | critical | LONG |
| BTC-USD | $70264.73 | -2.63σ | 252d | alert | SHORT |
| CNY=X | $6.94 | -2.36σ | 252d | alert | SHORT |
| TSM | $348.85 | +1.92σ | 252d | watch | LONG |
| ALB | $163.37 | +1.76σ | 252d | watch | LONG |
| HG=F | $5.86 | +1.69σ | 252d | watch | LONG |
| IWM | $265.02 | +1.67σ | 252d | watch | LONG |
| REMX | $86.63 | +1.54σ | 252d | watch | LONG |
Opportunity
PRIMARY
Bitcoin: Mean reversion trade with 76% historical success rate on 2σ+ moves
76%
PRIMARY
Microsoft: Contrarian long position targeting mean reversion within 6 days
76%
PRIMARY
Small Cap Russell 2000: Continued small-cap outperformance trend
58%
SECONDARY
Fed Policy Normalization: Continued rate cuts with 3.64% fed funds (-2.2% monthly) supporting risk assets, though 10Y yield resistance at 4.21% may limit duration rally
49%
SECONDARY
Industrial Metals Momentum: Copper at +1.69σ and lithium at +1.76σ suggest continued industrial demand strength, supporting cyclical sectors
49%
SECONDARY
Dollar Weakness Trend: USD/CNY at -2.36σ DOWN with broad dollar weakness supporting emerging markets and commodities
65%
Performance Scorecard
Backtest (46d):111/240, 46%, +137.6%
Recent (7d):21/56, 38%, +61.8%