Market Early Warning Model
Current Score
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Trend History
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Historical Performance (10-Year Backtest)
| Metric | SPY (Buy & Hold) | Early Warning Model |
|---|---|---|
| Annual Return (CAGR) | 14.57% | 12.96% |
| Volatility (Risk) | 19.43% | 13.73% |
| Sharpe Ratio | 0.75 | 0.94 |
| Max Drawdown | -33.72% | -19.06% |
*Strategy uses Volatility Targeting (Target 15% Vol). Allocations are scaled based on Score:
• Score >= 60: 100% of Target Leverage
• Score 40-60: 50% of Target Leverage
• Score < 40: Cash
Composite Breakdown (Continuous)
Power Trend Rule Active: If Price > 50d SMA and Semis > 20w SMA, Minimum Score is floored at 60% (Invested).
| Metric | Weight | Strength (Z-Score) | Contribution | Values |
|---|
Strategic Allocation Rules
- 80-100% (Max Aggression): Leveraged ETFs, Tech, Growth.
- 60-80% (Standard Bull): SPY, QQQ.
- 40-60% (Caution): Low Volatility (USMV) or cash. Fuel or Engine broken.
- < 40% (Bear): Cash, Short, or Long Volatility.