๐ฏ ETF PULLBACK SIGNAL (validated mechanical rule)
A pre-registered rule, not an ML prediction: an ETF closes above its 200-day average with 2-period RSI below 10 โ buy, hold 5 trading days. The only signal in this product that cleared pre-registered kill-tests on ~30 years of history.
Signal state (as of 2026-09-22 close):
- SPY โ no fire (last: 2026-09-10, 8 trading days ago)
- IWM โ no fire (last: 2026-09-10, 8 trading days ago)
- VTI โ no fire (last: 2026-09-10, 8 trading days ago)
- XLY โ no fire (last: 2026-06-02, 77 trading days ago)
No active fire โ the normal state. Fires average 8-10 per year per ETF.
Measured record (next-open entry, de-overlapped fires, full history):
- SPY โ 270 trades since 1993: 64.8% win vs 57.9% above-trend base ยท +0.57% avg per 5-day trade
- IWM โ 195 trades since 2000: 62.1% win vs 53.0% above-trend base ยท +0.68% avg per 5-day trade
- VTI โ 196 trades since 2001: 63.8% win vs 57.5% above-trend base ยท +0.47% avg per 5-day trade
- XLY โ 238 trades since 1998: 62.6% win vs 55.0% above-trend base ยท +0.69% avg per 5-day trade
โ ๏ธ Backtest statistics, not live trading results. These four ETFs are highly correlated โ simultaneous fires are closer to ONE bet than four. The 5-day hold is unprotected by design (stops and profit targets were tested paired on the same fires; every overlay cost expectancy, and the worst historical trade was โ8%). The 2005-2014 era did not clear the gate. Not financial advice.
๐ก Live state, per-timing splits and every caveat via the free API:
GET /api/v1/signals/etf-pullback โ included with the free key every subscriber already has.
๐ PUT/CALL RATIO ANALYSIS
Latest Options Activity: 2026-09-21
Market Sentiment Interpretation:
๐โ
Bullish - More call activity than put activity
Key Ratios:
- TOTAL PUT/CALL RATIO: 0.740
Overall market sentiment - ๐โ
Bullish (Call buying > Put buying - Moderate upside)
- EQUITY PUT/CALL RATIO: 0.530
Individual stock sentiment - ๐โ
Bullish (Call buying > Put buying - Moderate upside)
- INDEX PUT/CALL RATIO: 0.800
Index options sentiment - ๐โ
Bullish (Call buying > Put buying - Moderate upside)
- CBOE VOLATILITY INDEX (VIX) PUT/CALL RATIO: 0.590
Volatility sentiment - ๐ปโ ๏ธ Bearish (VIX Call buying > VIX Put buying - Volatility expected)
๐ก SECRET TIER ACCESS:
- Complete Put/Call ratio analysis
- All key market sentiment indicators
๐ฌ CAUSAL VALIDATION
Grade distribution across 14 validated models: D:1 | F:13
High-validity (A/B): 0 tickers (0%) โ predictions have statistically confirmed signal
โ ๏ธ 14 low-validity models (D/F): APH, FFIV, FICO, ICE, LUV, ODFL, PAYC, RCL, SWK, SWKS, USB, WAB, WDC, WTW
Trading engine applies 25% sizing (D) or skips (F) these tickers.
Ranked by composite backtest score. Direction from classifier, confidence from regressor.
๐ Legend
โก Score: Composite backtest performance (0-100 scale)
Weighted: Sharpe Ratio 40% + Win Rate 35% + IC 25%
๐ โ BULLISH - Model indicates upward momentum
๐ โ BEARISH - Model indicates downward momentum
Confidence: Direction accuracy from model backtesting
AUC: Area Under ROC Curve from classifier (classification quality metric)
Val: Causal validity grade (AโF) โ statistical confidence the model captures real signal rather than data-snooping artifacts.
A/B = confirmed signal | C = moderate | D = 25% size | F = skipped by trading engine
MR Q (Mean-Reversion Quintile): Cross-sectional rank among all predicted tickers
Q5 Most oversold โ potential bounce candidate |
Q4 Mildly oversold |
Q3 Neutral |
Q2 Mildly overbought |
Q1 Most overbought โ potential fade candidate
Regime: Ticker's own 50-day price trend
Bull / Bear / Neutral
Coverage: Number of timeframes with valid signals (Daily/Weekly/Monthly)
๐ข Green rows: High confidence (โฅ60%)
๐ด Red rows: Low confidence (<52%)
Historical accuracy: BEARISH 62% | BULLISH 41%
(calibrated confidence reflects this)
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โ ๏ธ IMPORTANT DISCLAIMERS
๐ MOMENTUM INDICATORS, NOT PREDICTIONS:
The signals in this report are momentum indicators, not predictive values.
They reflect current technical momentum and historical patterns, but do NOT predict future price movements with certainty. Markets are inherently unpredictable and past momentum does not guarantee future direction. Use these indicators as one input among many in your research process.
๐ฐ FINANCIAL DISCLAIMER:
This analysis is for informational and educational purposes only. It does not constitute investment advice, financial advice, trading advice, or any other sort of advice. The information provided is not intended to be used as the sole basis for any investment decisions. Past performance does not guarantee future results. All investments involve risk, including the potential loss of principal.
๐ซ NO INVESTMENT RECOMMENDATIONS:
We do not recommend, endorse, or suggest any specific investments, securities, or trading strategies. The analysis provided is based on historical data and statistical models that may not accurately predict future market movements. Market conditions change rapidly and unpredictably.
๐ค AUTOMATED ANALYSIS:
This report is generated by automated systems using machine learning models. These models have limitations and may produce inaccurate results. Always conduct your own research and consult with qualified financial professionals before making investment decisions.
๐ SCORE METHODOLOGY:
The Score column represents a composite backtest performance metric, combining Sharpe Ratio (40%), Win Rate (35%), and Information Coefficient (25%). Higher scores indicate models with better historical backtested performance, but this does NOT guarantee future results.
๐ DATA ACCURACY:
While we strive for accuracy, we do not guarantee the accuracy, completeness, or timeliness of any information provided. Data sources may have errors, delays, or other issues that could affect the analysis.
โ๏ธ LEGAL DISCLAIMER:
This service is provided 'as is' without warranties of any kind. We disclaim all warranties, express or implied, including but not limited to warranties of merchantability, fitness for a particular purpose, and non-infringement.
๐ค INDIVIDUAL RESPONSIBILITY:
You are solely responsible for your investment decisions and their outcomes. You should conduct your own research and due diligence before making any investment decisions. Never invest more than you can afford to lose.
By using this service, you acknowledge that you have read, understood, and agree to these disclaimers.
For questions or concerns, contact: dave@moneysignals.us