๐ Morning briefing
๐ฆ SPY 100d-MA gate
๐งญ Market regime (3-state GaussianMixture on SPY)
Three regimes auto-discovered from 8 years of SPY 21d/60d return + vol. BULL = high-return high-vol breakout periods (~7% of history); CHOP = low-vol normal markets (~58%); BEAR = elevated vol with weaker returns (~35%). The simple SPY > 100d-MA gate and the regime classifier can disagree โ both are signals.
๐ผ Today's combo portfolio full positions โ
๐ฐ News sentiment (RSS)
Yahoo Finance per-symbol RSS + finance lexicon scoring. Net = pos words โ neg words across last ~20 headlines.
๐ Earnings within 14 days
Stocks reporting earnings soon. Consider sizing down positions or hedging โ stocks held in your combo basket are flagged.
| Symbol | Date | Days | In basket? |
|---|---|---|---|
๐ฏ High-conviction picks (signal agreement)
Stocks where multiple independent alpha streams agree. Higher signal count = higher conviction. "Smart-money + insider" combos are particularly potent โ institutions AND insiders both buying.
| Symbol | # Signals | Streams |
|---|---|---|
โ ๏ธ Tail-risk indicator
๐ฐ Macro snapshot โ from FRED, free official data
| Series | Description | Latest | 30d ฮ | YoY ฮ |
|---|---|---|---|---|
๐ Cross-asset trend
CTA-style trend across bonds, gold, dollar, commodities, REITs, international + US equities. Gives genuinely uncorrelated alpha to US-equity strategies. Standalone Sharpe ~0.7, MV weight 5%.
| Symbol | Trend | Price | SMA50/SMA200 |
|---|---|---|---|
โก Live insider buys (last 7 days) โ Form 4 Code P scraped from SEC EDGAR atom feed
Near-real-time (Form 4 must file within 2 business days of transaction). Top 20 by $ value.
| Filed | Symbol | Buyer | Title | $ Value | Shares | Price |
|---|---|---|---|---|---|---|
๐ Top insider cluster-buys (last 30d) full leaderboard โ
Stocks with 3+ insiders buying with own money in last 30 days. Form 4 Code P only.
| Symbol | #Buyers | Buy $ |
|---|---|---|
๐ Deployed strategy backtest
5-stream MV-LedoitWolf combo across overlap window where insider data is present.
| Variant | Sharpe | Sortino | CAGR | MaxDD |
|---|---|---|---|---|
๐ Holdout test (one-shot result)
| Window | Strategy | Sharpe | CAGR | MaxDD |
|---|---|---|---|---|