Ranked by %B ascending — which names are on sale — not by momentum. Measured on the AI complex over the 2023+ wave, forward 60 days: buying dips beat simply holding by +3.47 pts, while buying strength lost 2.65 pts and top-quartile 12-month momentum lost 3.01 pts. Owning the complex at all was worth +17.95%, which is roughly five times what the timing overlay adds. These are daily entries on the names as they stand today (in-sample, overlapping); the quarterly portfolio test further down did not confirm the dip rule.
Descriptive only. Nothing on this page was measured by regime, so it does not change a verdict. Broad risk-off = QQQ below its 200-day with VIX ≥ 25 or up 20% in 5 days; sector washout = SOXX below its 200-day or under 40% of the AI list above theirs.
Descriptive only; no verdict reads it. A theme leads for a few years and then hands over (the COVID winners kept dipping through late 2021 H2 and did not recover; a one-off analysis, not a committed result). "Breaking" = the theme's equal-weight basket is under its own 200-day while at least 40% of its names sit in the dip band at once; that threshold is a display choice, not a tested rule.
| Theme | Names | Basket vs 200d | Basket 20d | Names above 200d | In dip band | State |
|---|---|---|---|---|---|---|
| AI compute | 9 | +15.7% | -11.3% | 89% | 3/9 | leading |
| AI memory | 4 | +9.7% | -21.7% | 75% | 2/4 | leading |
| Chip equipment | 8 | -6.5% | -13.3% | 25% | 5/8 | breaking |
| AI networking | 3 | +3.6% | -6.7% | 67% | 2/3 | leading |
| AI power | 5 | -6.8% | -6.9% | 20% | 3/5 | breaking |
| AI platforms | 6 | +12.2% | +1.0% | 67% | 3/6 | leading |
| Humanoid supply chain | 16 (15 in basket) | -0.5% | -2.0% | 47% | 3/16 | weak |
| Magnets & materials | 4 | -22.6% | -14.5% | 25% | 4/4 | breaking |
%B says where price sits inside its normal trading channel. Below 0.20 means it has pulled back to the bottom of that channel — on sale. Above 1.00 is extended: too stretched to buy, and it returned 2.65 pts below simply holding.
Two studies disagree, so this is not a filter the verdict column applies. 46 large caps, 15y, fwd 60d: dips above the 200-day hit 71% vs 68% below — better odds, but below-200d averaged slightly more (+7.16% vs +6.96%). The AI complex, 2023+: dips below the 200-day were the best bucket of all, +7.49 pts vs the null. The Meta trade in the box below was 11.8% below its 200-day. Above = steadier; below = bigger and lumpier. Pick per your tolerance.
Both halves are gates, and 2y pos is often the binding one. p10 is the 10th-percentile outcome across past 2-year holds — your unlucky-but-realistic case; a −50% p10 means one in ten 2-year holds halved. These are the exact thresholds the verdict column applies, not a rule of thumb.
| %B < 0.20 dip rule | 2026-08-21 @ 549.47 | +35.4% | 18 days before the launch, and META was 11.8% below its 200-day |
| move + volume spike | 2026-09-09 @ 653.17 | +13.9% | the day after the launch |
| follow the analyst | 2026-09-21 @ 741.25 | +0.4% | the move was over |
The 3x pair moves with SOXX, so read SOXX's %B and size with SOXL/SOXS's ATR. SOXS is inverse: its %B means the opposite.
| Ticker | Close | 1d | %B | vs 20d | vs 200d | range | ATR | $vol/d | 2y pos | 2y p10 | 60d dips | size | msgs | Verdict |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SOXX semis ETF semis_etf |
510.36 | +2.07% | 0.18 | -7.3% | +8.6% | 63% | 3.5% | 4.0B | 95% 4w | +7.3% | 72% of 29 med +5% · CVaR -18% |
$1,013 14% | — | BUY ZONE |
| SOXL semis ETF semis_etfleveraged |
103.24 | +5.83% | 0.17 | -23.2% | -16.0% | 27% | 12.0% | 7.9B | 76% 4w | -52.2% | 62% of 29 med +5% · CVaR -57% |
— | — | leveraged · not rated |
| SOXS semis ETF semis_etfleveragedinverse |
44.29 | -6.03% | 0.80 | +20.6% | -73.4% | 2% | 9.1% | 2.5B | 0% 4w | -98.7% | 17% of 36 med -25% · CVaR -65% |
— | — | leveraged · not rated |
The ten holdings behind SOXX, their fund weight, and how much of the day each one contributed (fund weight × its move, so together they explain about 61% of the fund).
| Ticker | Fund wt | 1d | Contrib | Trend | vs 20d |
|---|---|---|---|---|---|
| NVDA | 9.43% | +2.54% | +0.240% | BELOW 20d | |
| MU | 8.91% | +1.96% | +0.175% | BELOW 20d | |
| AMD | 8.23% | +3.36% | +0.277% | BELOW 20d | |
| AVGO | 7.48% | +1.03% | +0.077% | BELOW 20d | |
| INTC earnings in 5 sessions | 5.09% | +1.39% | +0.071% | BELOW 20d | |
| MRVL | 4.66% | +1.81% | +0.084% | BELOW 20d | |
| TSM | 4.65% | +1.60% | +0.074% | BELOW 20d | |
| AMAT | 4.59% | +0.98% | +0.045% | BELOW 20d | |
| LRCX earnings reported last session | 4.27% | -1.00% | -0.043% | BELOW 20d | |
| KLAC earnings in 4 sessions | 4.12% | +1.04% | +0.043% | BELOW 20d |
Breadth is context, not a trigger. Reproduce every number here with scripts/soxx_breadth_study.py (8 years of SOXX, entry at the next open). Broad strength has no edge: top-10 weight above its 20-day > 80% was +0.04 pts vs the null at 20 days (n=727; +0.00 at 5d, −0.03 at 1d). Weakness in the holdings (breadth < 20%, or their composite %B < 0.20) pointed the same way as SOXX's own dip signal but smaller (about +0.7 to +0.9 pts vs +1.3) and rests on a few hundred overlapping observations, so treat it as noise-level: it adds nothing you cannot read off SOXX's own %B. Use this table to see why SOXX moved, broad or one name, and take the direction call from SOXX's %B. SOXL and SOXS are daily-reset products and are not rated on this page.
META, GOOGL, MSFT, AAPL, AMZN, NFLX — tracked every day whether or not they signal.
| Ticker | Close | 1d | %B | vs 20d | vs 200d | range | ATR | $vol/d | 2y pos | 2y p10 | 60d dips | size | msgs | Verdict |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| METAearnings reported last session platform ndx100ai_platformmegacap |
697.52 | +0.47% | 0.11 | -4.4% | +10.4% | 68% | 3.5% | 11.5B | 79% 4w | -28.1% | 57% of 30 med +3% · CVaR -25% |
$996 14% | 30 | DIP · FAILS HOLD |
| GOOGLearnings in 4 sessions platform ndx100ai_platformmegacap |
334.76 | -1.62% | -0.03 | -3.0% | -1.8% | 56% | 2.6% | 7.9B | 90% 4w | -0.1% | 71% of 31 med +5% · CVaR -9% |
$1,357 19% | 30 | BUY ZONE |
| MSFTearnings in 4 sessions platform ndx100ai_platformmegacap |
532.95 | +0.20% | 0.66 | +1.5% | +22.5% | 95% | 2.1% | 10.9B | 96% 4w | +10.0% | 70% of 27 med +7% · CVaR -13% |
$1,400 20% cap | — | neutral |
| AAPL megacap ndx100megacap |
343.99 | +1.32% | 0.84 | +1.8% | +17.3% | 100% | 1.9% | 12.4B | 99% 4w | +16.2% | 69% of 26 med +6% · CVaR -17% |
$1,400 20% cap | — | neutral |
| AMZNearnings in 5 sessions megacap ndx100megacap |
262.37 | -0.10% | 0.86 | +3.1% | +7.9% | 75% | 2.4% | 8.7B | 79% 4w | -25.5% | 72% of 29 med +6% · CVaR -22% |
$1,400 20% cap | — | neutral |
| NFLX megacap ndx100megacap |
65.04 | -5.31% | -0.16 | -6.6% | -21.2% | 0% | 3.2% | 2.4B | 76% 4w | -39.2% | 73% of 30 med +7% · CVaR -37% |
$1,085 15% | 30 | DIP · FAILS HOLD SPIKE -5.3% · 2.8x |
Any symbol, priced now. The browser cannot call Yahoo directly (no CORS), so this
goes through this site's own /api/quote and then applies the same formulas as the
nightly table, ported from the Python — so a live check and the tables cannot disagree.
Cached 10 minutes.
%B below 0.2, liquid, and passes the 1–3 year hold gate (≥80% of rolling 2-year windows positive with a 10th percentile above -10%).
| Ticker | Close | 1d | %B | vs 20d | vs 200d | range | ATR | $vol/d | 2y pos | 2y p10 | 60d dips | size | msgs | Verdict |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GOOGLearnings in 4 sessions platform ndx100ai_platformmegacap |
334.76 | -1.62% | -0.03 | -3.0% | -1.8% | 56% | 2.6% | 7.9B | 90% 4w | -0.1% | 71% of 31 med +5% · CVaR -9% |
$1,357 19% | 30 | BUY ZONE |
| PWRearnings in 5 sessions power ai_power |
601.14 | +0.86% | 0.06 | -8.9% | -3.1% | 51% | 4.4% | 604M | 93% 4w | +4.6% | 73% of 30 med +7% · CVaR -12% |
$795 11% | 0 | BUY ZONE |
| APHearnings in 4 sessions humanoid humanoid_association |
79.20 | -0.15% | 0.07 | -5.9% | +5.6% | 68% | 3.4% | 931M | 98% 4w | +14.3% | 72% of 29 med +7% · CVaR -16% |
$1,036 15% | 0 | BUY ZONE |
| LRCXearnings reported last session equipment ndx100ai_equipmentsoxx_top10 |
260.81 | -1.00% | 0.07 | -15.3% | -7.8% | 41% | 5.4% | 2.6B | 93% 4w | +7.4% | 64% of 28 med +6% · CVaR -18% |
$645 9% | 30 | BUY ZONE |
| KLACearnings in 4 sessions equipment ndx100ai_equipmentsoxx_top10 |
163.43 | +1.04% | 0.07 | -12.6% | -9.8% | 28% | 4.7% | 1.8B | 100% 4w | +31.3% | 80% of 30 med +8% · CVaR -13% |
$750 11% | 4 | BUY ZONE |
| PANW ndx100 |
347.25 | +2.05% | 0.10 | -10.0% | +32.0% | 74% | 5.2% | 2.0B | 97% 4w | +16.7% | 79% of 33 med +11% · CVaR -17% |
$677 10% | 5 | BUY ZONE |
| AMAT equipment ndx100ai_equipmentsoxx_top10 |
408.94 | +0.98% | 0.11 | -15.0% | -7.2% | 38% | 4.8% | 3.0B | 92% 4w | +1.6% | 68% of 31 med +14% · CVaR -17% |
$735 11% | 7 | BUY ZONE |
| ETN power ai_power |
393.94 | +3.13% | 0.13 | -6.6% | +0.0% | 55% | 3.8% | 780M | 99% 4w | +14.0% | 75% of 28 med +8% · CVaR -14% |
$929 13% | 1 | BUY ZONE |
| ORCL platform ai_platform |
129.13 | -1.53% | 0.13 | -5.4% | -18.3% | 9% | 5.3% | 3.7B | 97% 4w | +13.6% | 60% of 30 med +3% · CVaR -23% |
$665 10% | — | BUY ZONE |
| JBL humanoid humanoid_disclosed |
280.99 | +1.37% | 0.15 | -6.3% | -8.2% | 46% | 4.8% | 335M | 95% 4w | +8.4% | 61% of 31 med +6% · CVaR -14% |
$737 11% | — | BUY ZONE |
| SOXX semis ETF semis_etf |
510.36 | +2.07% | 0.18 | -7.3% | +8.6% | 63% | 3.5% | 4.0B | 95% 4w | +7.3% | 72% of 29 med +5% · CVaR -18% |
$1,013 14% | — | BUY ZONE |
| AMD compute ndx100ai_computesoxx_top10 |
552.72 | +3.36% | 0.19 | -7.7% | +38.5% | 79% | 4.8% | 10.7B | 89% 4w | -2.7% | 55% of 31 med +4% · CVaR -28% |
$729 10% | — | BUY ZONE |
| SMH index benchmark |
556.70 | +1.89% | 0.19 | -6.2% | +8.3% | 67% | 3.0% | 3.7B | 97% 4w | +11.3% | 71% of 28 med +6% · CVaR -15% |
$1,182 17% | — | BUY ZONE |
A move of 5%+ on 2×+ the 20-day average volume. This is a reaction, not a setup — something happened, and the rule does not know what or which direction it resolves.
| Ticker | Close | 1d | %B | vs 20d | vs 200d | range | ATR | $vol/d | 2y pos | 2y p10 | 60d dips | size | msgs | Verdict |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DXCMearnings in 5 sessions ndx100 |
80.26 | -6.39% | -0.26 | -6.1% | +8.1% | 68% | 3.3% | 315M | 64% 4w | -38.3% | 58% of 31 med +10% · CVaR -31% |
$1,069 15% | 1 | DIP · FAILS HOLD SPIKE -6.4% · 2.5x |
| NFLX megacap ndx100megacap |
65.04 | -5.31% | -0.16 | -6.6% | -21.2% | 0% | 3.2% | 2.4B | 76% 4w | -39.2% | 73% of 30 med +7% · CVaR -37% |
$1,085 15% | 30 | DIP · FAILS HOLD SPIKE -5.3% · 2.8x |
| SMCI compute ai_compute |
35.57 | +9.55% | 0.26 | -10.2% | +9.4% | 44% | 7.4% | 1.3B | 77% 4w | -40.1% | 55% of 31 med +6% · CVaR -34% |
$471 7% | 30 | neutral SPIKE +9.5% · 2.4x |
Dips that fail the hold gate, plus names with no measured edge either way.
| Ticker | Close | 1d | %B | vs 20d | vs 200d | range | ATR | $vol/d | 2y pos | 2y p10 | 60d dips | size | msgs | Verdict |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DXCMearnings in 5 sessions ndx100 |
80.26 | -6.39% | -0.26 | -6.1% | +8.1% | 68% | 3.3% | 315M | 64% 4w | -38.3% | 58% of 31 med +10% · CVaR -31% |
$1,069 15% | 1 | DIP · FAILS HOLD SPIKE -6.4% · 2.5x |
| NFLX megacap ndx100megacap |
65.04 | -5.31% | -0.16 | -6.6% | -21.2% | 0% | 3.2% | 2.4B | 76% 4w | -39.2% | 73% of 30 med +7% · CVaR -37% |
$1,085 15% | 30 | DIP · FAILS HOLD SPIKE -5.3% · 2.8x |
| METAearnings reported last session platform ndx100ai_platformmegacap |
697.52 | +0.47% | 0.11 | -4.4% | +10.4% | 68% | 3.5% | 11.5B | 79% 4w | -28.1% | 57% of 30 med +3% · CVaR -25% |
$996 14% | 30 | DIP · FAILS HOLD |
| ALB materials humanoid_materials |
94.47 | -1.36% | 0.12 | -7.3% | -37.7% | 6% | 4.0% | 262M | 48% 4w | -62.4% | 56% of 32 med +2% · CVaR -27% |
$868 12% | 4 | DIP · FAILS HOLD |
| FCXearnings in 3 sessions materials humanoid_materials |
68.90 | +0.04% | 0.13 | -3.0% | +6.6% | 74% | 3.7% | 825M | 71% 4w | -27.3% | 55% of 31 med +5% · CVaR -32% |
$943 13% | — | DIP · FAILS HOLD |
| COHR equipment ai_equipment |
237.53 | +2.47% | 0.15 | -17.4% | -19.5% | 39% | 8.8% | 1.9B | 68% 4w | -43.5% | 52% of 29 med +4% · CVaR -26% |
$397 6% | — | DIP · FAILS HOLD |
| ANET network ai_network |
184.33 | +1.73% | 0.15 | -8.4% | +12.8% | 68% | 4.5% | 1.0B | 86% 4w | -12.2% | 77% of 31 med +18% · CVaR -17% |
$786 11% | — | DIP · FAILS HOLD |
| VRTearnings in 4 sessions power ai_power |
212.15 | +4.22% | 0.16 | -10.0% | -21.1% | 28% | 5.5% | 1.1B | 80% 4w | -25.9% | 77% of 26 med +17% · CVaR -28% |
$635 9% | — | DIP · FAILS HOLD |
| BOTZ humanoid ETF humanoid_etf |
33.59 | +0.00% | 0.16 | -3.7% | -8.6% | 17% | 1.8% | 23M | 69% 4w | -28.2% | 55% of 29 med +4% · CVaR -21% |
$1,400 20% cap | — | DIP · FAILS HOLD |
| INTCearnings in 5 sessions ndx100soxx_top10 |
92.96 | +1.39% | 0.18 | -13.9% | +8.9% | 55% | 6.0% | 9.8B | 49% 4w | -37.8% | 56% of 32 med +2% · CVaR -24% |
$580 8% | — | DIP · FAILS HOLD |
| MU memory ndx100ai_memorysoxx_top10 |
913.67 | +1.96% | 0.18 | -9.4% | +25.7% | 70% | 5.2% | 25.6B | 80% 4w | -13.6% | 59% of 29 med +6% · CVaR -19% |
$672 10% | — | DIP · FAILS HOLD |
| LITE network ndx100ai_network |
850.70 | +3.43% | 0.20 | -12.5% | +8.4% | 71% | 7.9% | 3.9B | 66% 4w | -46.0% | 62% of 32 med +7% · CVaR -28% |
$442 6% | — | DIP · FAILS HOLD |
| TMUSearnings in 4 sessions ndx100 |
153.75 | -2.54% | 0.20 | -4.3% | -17.8% | 7% | 3.5% | 783M | 94% 4w | +7.8% | 70% of 33 med +7% · CVaR -14% |
$1,012 14% | — | neutral |
| TERearnings in 3 sessions equipment ndx100ai_equipment |
345.49 | +2.64% | 0.20 | -10.9% | -0.3% | 60% | 6.0% | 909M | 75% 4w | -19.2% | 61% of 28 med +9% · CVaR -30% |
$582 8% | — | neutral |
| ALNT humanoid humanoid_association |
97.46 | +4.85% | 0.21 | -9.5% | +19.7% | 70% | 5.5% | 21M | 70% 4w | -31.0% | 58% of 31 med +2% · CVaR -30% |
$636 9% | — | neutral |
| AVGO compute ndx100ai_computesoxx_top10 |
337.80 | +1.03% | 0.22 | -3.9% | -7.9% | 24% | 3.3% | 7.8B | 100% 4w | +27.3% | 69% of 29 med +8% · CVaR -15% |
$1,061 15% | — | neutral |
| ARKQ humanoid ETF humanoid_etf |
115.85 | +1.86% | 0.23 | -3.9% | -7.1% | 35% | 2.4% | 12M | 76% 4w | -33.3% | 59% of 29 med +3% · CVaR -19% |
$1,400 20% cap | — | neutral |
| STXearnings in 3 sessions memory ndx100ai_memory |
696.89 | +3.22% | 0.24 | -12.9% | +2.6% | 55% | 7.0% | 3.2B | 80% 4w | -13.2% | 70% of 30 med +12% · CVaR -21% |
$497 7% | — | neutral |
| QQQ index benchmark |
725.20 | +1.05% | 0.24 | -1.9% | +7.4% | 83% | 1.5% | 23.4B | 91% 4w | +0.6% | 74% of 27 med +7% · CVaR -11% |
$1,400 20% cap | — | neutral |
| SMCI compute ai_compute |
35.57 | +9.55% | 0.26 | -10.2% | +9.4% | 44% | 7.4% | 1.3B | 77% 4w | -40.1% | 55% of 31 med +6% · CVaR -34% |
$471 7% | 30 | neutral SPIKE +9.5% · 2.4x |
| MRVL compute ndx100ai_computesoxx_top10 |
244.76 | +1.81% | 0.26 | -5.9% | +37.4% | 71% | 6.5% | 4.7B | 86% 4w | -7.7% | 59% of 32 med +5% · CVaR -31% |
$539 8% | — | neutral |
| ASML equipment ndx100ai_equipment |
1,676.69 | +2.81% | 0.26 | -4.1% | +6.0% | 70% | 3.2% | 2.2B | 93% 4w | +5.5% | 78% of 32 med +10% · CVaR -18% |
$1,108 16% | — | neutral |
| ENTGearnings in 5 sessions equipment ai_equipment |
147.69 | +3.35% | 0.28 | -5.0% | +8.2% | 69% | 5.2% | 300M | 73% 4w | -20.8% | 62% of 32 med +9% · CVaR -20% |
$678 10% | — | neutral |
| TSM compute ai_computesoxx_top10 |
431.89 | +1.60% | 0.28 | -3.8% | +9.3% | 75% | 2.9% | 4.4B | 83% 4w | -16.0% | 75% of 32 med +12% · CVaR -18% |
$1,225 17% | — | neutral |
| BKNG ndx100 |
158.38 | -3.38% | 0.29 | -1.4% | -11.2% | 8% | 3.4% | 1.2B | 83% 4w | -5.0% | 75% of 32 med +4% · CVaR -19% |
$1,023 15% | — | neutral |
%B above 1.00 — the stall zone, −2.65 pts vs the null at 60 days. Not a short signal; a not-today signal.
| Ticker | Close | 1d | %B | vs 20d | vs 200d | range | ATR | $vol/d | 2y pos | 2y p10 | 60d dips | size | msgs | Verdict |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ADBE ndx100 |
255.06 | -0.65% | 1.01 | +5.8% | +0.8% | 37% | 3.3% | 1.1B | 63% 4w | -46.1% | 45% of 29 med -2% · CVaR -23% |
$1,047 15% | — | extended |
| CTAS ndx100 |
220.15 | +1.44% | 1.02 | +8.2% | +16.7% | 100% | 1.8% | 358M | 98% 4w | +20.9% | 67% of 30 med +8% · CVaR -15% |
$1,400 20% cap | — | extended |
| ROPearnings today ndx100 |
397.56 | -0.16% | 1.03 | +8.1% | +9.6% | 43% | 2.3% | 269M | 84% 4w | -17.2% | 62% of 32 med +3% · CVaR -13% |
$1,400 20% cap | — | extended |
| PEP ndx100 |
134.70 | +0.51% | 1.04 | +4.9% | -6.3% | 26% | 2.0% | 1.1B | 77% 4w | -11.6% | 61% of 31 med +2% · CVaR -8% |
$1,400 20% cap | — | extended |
| MAR ndx100 |
404.00 | +1.68% | 1.07 | +9.6% | +14.6% | 100% | 1.9% | 509M | 90% 4w | -0.2% | 72% of 29 med +4% · CVaR -24% |
$1,400 20% cap | — | extended |
| TRI ndx100 |
115.26 | +2.16% | 1.07 | +12.2% | +21.0% | 49% | 3.1% | 140M | 89% 4w | -7.7% | 71% of 28 med +5% · CVaR -19% |
$1,112 16% | — | extended |
| NOWearnings in 4 sessions platform ai_platform |
153.12 | +2.39% | 1.09 | +9.7% | +33.1% | 66% | 4.1% | 1.8B | 77% 4w | -22.0% | 66% of 32 med +10% · CVaR -25% |
$854 12% | — | extended |
| FAST ndx100 |
52.49 | +1.63% | 1.09 | +3.3% | +12.7% | 100% | 2.5% | 342M | 100% 4w | +10.6% | 67% of 30 med +6% · CVaR -15% |
$1,392 20% | — | extended |
| WDAY ndx100 |
202.96 | -0.50% | 1.10 | +6.6% | +30.4% | 68% | 3.6% | 558M | 66% 4w | -28.7% | 73% of 33 med +9% · CVaR -34% |
$978 14% | — | extended |
Buy the dip names at each quarter-end, hold to the next, versus the same number of names drawn at random from the same list (2000 draws), after 0.20% costs. Thresholds were written before each run. Neither variant cleared them, so nothing here changes the verdicts above. The universe is today's AI leaders, which flatters dip entries; the mean is carried by one quarter (2026-03-31) in v1.
| Test | signal qtrs | mean net excess | qtrs positive | ex best qtr | p vs random | result |
|---|---|---|---|---|---|---|
| v1 · dip (%B < 0.20) | 23 | +4.2 pts | 52% | +1.0 pts | 0.071 | not promoted (failed: P1, P4) |
| v2 · dip + above 200-day | 18 | +3.3 pts | 39% | -4.8 pts | 0.259 | not promoted (failed: P1, P3, P4, P5, P6) |
The 1–3 year durability gate cannot be tested point-in-time on 10 years of data (needs 2016 prior sessions); it is judged forward only. Method and thresholds: docs/experiments/2026-09-24-preregistration-qr-s1-v{1,2}.md.
Daily entries at the next open on the 34 AI stocks over 10 years, edge vs every session for the same names. The rule was fixed before this ran: the grid can only demote the default, never pick a different cell. Result: not demoted — it sits on a plateau. Deeper dips test a little better and every cell is positive, but the default edge is +1.31 pts over 10 years, well below the +3.47 pts measured on 2023+ alone.
| edge vs null, pts | 20d | 40d | 60d | 90d |
|---|---|---|---|---|
| %B < 0.10 | +1.24 | +1.52 | +1.72 | +1.34 |
| %B < 0.15 | +1.13 | +1.35 | +1.52 | +1.09 |
| %B < 0.20 | +0.98 | +1.17 | +1.31 | +0.63 |
| %B < 0.25 | +0.85 | +1.05 | +1.28 | +0.57 |
| %B < 0.30 | +0.77 | +1.00 | +1.31 | +0.59 |
By year (default cell): 2016 +0.5% · 2017 +2.2% · 2018 +2.1% · 2019 +4.1% · 2020 +8.1% · 2021 +3.2% · 2022 +3.8% · 2023 +4.4% · 2024 +3.5% · 2025 -3.3% · 2026 +4.2%
By market: QQQ above 200 +0.72% · QQQ below 200 +2.16%
Same rule on indices since 1999 (no hand-picked names): QQQ +0.58% · SPY +0.85% · XLK +0.39% — positive on at least 2 of 3. Episodes are counted per name, and the names dip together, so the independent count is far lower than the raw one. Source: scripts/quarterly_rotation/robustness.py.