FIIJ Core Forecast
2026-02-11 05:29 · v1.0
Situation
Interest Rates→
policy easing priced but long-end resistance
Financial→
small-cap outperformance amid mixed large-cap signals
Commodity↗
industrial metals strength, energy weakness
Currency↘
dollar weakness across majors
Crypto→
extreme oversold conditions suggesting mean reversion opportunity
Direction ratio 67% bullish:moderate positive positioning bias
Breadth momentum +0 (stable):sideways consolidation phase
Sigma intensity 1.44 (low conviction):limited high-confidence signals
Dispersion index 1.96 (moderate):balanced position sizing appropriate
Signal distribution:0% critical, 44% alert, 56% watch → mixed signal environment
Yield curve normal (0.67% spread):supportive credit conditions
Active signals declined to 9 (-4 from week start):signal fatigue emerging
Mean reversion probability 75% [n=283] for 2σ+ signals:contrarian opportunities present
Signal
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| BTC-USD * | $68793.96 | -2.65σ | 252d | alert | SHORT |
| MSFT * | $413.27 | -2.63σ | 252d | alert | SHORT |
| CNY=X * | $6.92 | -2.48σ | 252d | alert | SHORT |
| TSM * | $361.91 | +2.24σ | 30d | alert | LONG |
| ALB * | $168.56 | +1.86σ | 252d | watch | LONG |
| EURUSD=X * | $1.19 | +1.75σ | 252d | watch | LONG |
| HG=F * | $5.90 | +1.72σ | 252d | watch | LONG |
| IWM * | $266.16 | +1.70σ | 252d | watch | LONG |
| REMX * | $88.74 | +1.64σ | 252d | watch | LONG |
Opportunity
PRIMARY
Bitcoin: Long position targeting mean reversion with 75% probability [n=283] within 6 days
75%
PRIMARY
Microsoft: Contrarian long with mean reversion probability 75% [n=283]
75%
PRIMARY
Taiwan Semiconductor: Profit-taking opportunity with ALERT signal accuracy 49% [n=184] for shorts
49%
SECONDARY
Dollar Weakness Continuation: USD/CNY at -2.48σ DOWN with mean reversion probability 75% [n=283] within 6 days
64%
SECONDARY
Industrial Metals Rally: Copper +1.72σ and Lithium +1.86σ with momentum continuation probability 58% [n=256]
49%
SECONDARY
Small-Cap Outperformance: IWM at +1.70σ UP with WATCH level accuracy 54% [n=160] on 2-day holds
46%
Performance Scorecard
Backtest (46d):111/240, 46%, +137.6%
Recent (7d):21/56, 38%, +61.8%