FIIJ Core Forecast

2026-02-11 05:29 · v1.0
MEDIUM CONFIDENCE

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

AssetPriceZ-ScoreWindowLevelTrade
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%