FIIJ Core Forecast
2026-02-10 08:02 · v1.0
Situation
Interest Rates↗
policy easing with term premium rising
Financial→
small caps leading with statistical extension
Commodity→
industrial metals at statistical highs
Currency→
dollar weakening trend
Crypto→
extended decline suggesting mean reversion opportunity
Direction ratio 67% bullish:moderate long bias but declining from 86% (-19pp)
Breadth momentum +1 expanding:supportive for risk assets
Sigma intensity 1.44 low conviction:mixed signal environment with limited extremes
Dispersion index 1.92 moderate:balanced volatility across assets
Signal distribution:0% critical, 44% alert, 56% watch → alert-heavy environment
Yield curve normal 0.67% spread:supportive credit conditions
Active signals 9 (-5 from week start):signal environment contracting
Fed funds 3.64% (-2.2%):accommodative policy shift underway
Signal
| Asset | Price | Z-Score | Window | Level | Trade |
|---|---|---|---|---|---|
| MSFT | $413.60 | -2.67σ | 252d | alert | SHORT |
| BTC-USD | $70120.78 | -2.60σ | 252d | alert | SHORT |
| CNY=X | $6.94 | -2.31σ | 252d | alert | SHORT |
| TSM | $355.41 | +2.05σ | 60d | alert | LONG |
| HG=F | $5.95 | +1.84σ | 252d | watch | LONG |
| ALB | $165.76 | +1.81σ | 252d | watch | LONG |
| IWM | $266.88 | +1.75σ | 252d | watch | LONG |
| REMX | $88.74 | +1.65σ | 252d | watch | LONG |
| URA | $54.90 | +1.63σ | 252d | watch | LONG |
Opportunity
PRIMARY
Bitcoin: Mean reversion opportunity within 6 days
75%
PRIMARY
Microsoft: Contrarian long position on mean reversion
75%
PRIMARY
Small Cap Value: Profit-taking on extended positions
75%
SECONDARY
Fed Policy Pivot: Fed funds down 2.2% with consumer sentiment improving 3.7% supports risk assets
43%
SECONDARY
Small Cap Outperformance: Russell 2000 at +1.75σ with +2.9% 30d return shows domestic focus
64%
SECONDARY
Industrial Commodity Strength: Copper and lithium at alert levels suggest economic acceleration
42%
Performance Scorecard
Backtest (46d):111/240, 46%, +137.6%
Recent (7d):21/56, 38%, +61.8%