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 | +6.7% | -17.6% | 67% | 9/9 | leading |
| AI memory | 4 | +1.2% | -25.8% | 50% | 3/4 | mixed |
| Chip equipment | 8 | -16.4% | -21.6% | 0% | 8/8 | breaking |
| AI networking | 3 | -7.7% | -16.6% | 33% | 3/3 | breaking |
| AI power | 5 | -14.2% | -14.4% | 0% | 4/5 | breaking |
| AI platforms | 6 | +9.4% | -2.2% | 67% | 3/6 | leading |
| Humanoid supply chain | 16 (15 in basket) | -5.9% | -6.9% | 20% | 9/16 | breaking |
| Magnets & materials | 4 | -25.6% | -16.4% | 0% | 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 |
475.69 | -6.79% | 0.00 | -12.9% | +1.0% | 54% | 4.0% | 4.0B | 95% 4w | +7.3% | 72% of 29 med +5% · CVaR -18% |
$871 12% | — | BUY ZONE |
| SOXL semis ETF semis_etfleveraged |
82.11 | -20.47% | 0.03 | -37.4% | -33.2% | 19% | 16.1% | 7.9B | 76% 4w | -52.2% | 62% of 29 med +5% · CVaR -57% |
— | — | leveraged · not rated SPIKE -20.5% · 2.4x |
| SOXS semis ETF semis_etfleveragedinverse |
53.45 | +20.68% | 1.05 | +41.7% | -67.6% | 3% | 8.3% | 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% | -4.40% | -0.415% | BELOW 20d | |
| MU | 8.91% | -6.26% | -0.558% | BELOW 20d | |
| AMD | 8.23% | -8.10% | -0.667% | BELOW 20d | |
| AVGO | 7.48% | -4.31% | -0.322% | BELOW 20d | |
| INTC earnings in 4 sessions | 5.09% | -8.04% | -0.409% | BELOW 20d | |
| MRVL | 4.66% | -8.70% | -0.405% | BELOW 20d | |
| TSM | 4.65% | -4.52% | -0.210% | BELOW 20d | |
| AMAT | 4.59% | -8.16% | -0.374% | BELOW 20d | |
| LRCX | 4.27% | -11.76% | -0.502% | BELOW 20d | |
| KLAC earnings in 3 sessions | 4.12% | -9.55% | -0.393% | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| META platform ndx100ai_platformmegacap |
648.85 | -6.98% | -0.27 | -10.3% | +2.7% | 49% | 4.1% | 11.5B | 79% 4w | -28.1% | 57% of 30 med +3% · CVaR -25% |
$845 12% | 30 | DIP · FAILS HOLD SPIKE -7.0% · 2.1x |
| GOOGLearnings in 3 sessions platform ndx100ai_platformmegacap |
324.22 | -3.15% | -0.25 | -5.8% | -4.9% | 48% | 2.8% | 7.9B | 90% 4w | -0.1% | 71% of 31 med +5% · CVaR -9% |
$1,271 18% | 30 | BUY ZONE |
| MSFTearnings in 3 sessions platform ndx100ai_platformmegacap |
521.08 | -2.23% | 0.37 | -1.0% | +19.7% | 88% | 2.2% | 10.9B | 96% 4w | +10.0% | 70% of 27 med +7% · CVaR -13% |
$1,400 20% cap | — | neutral |
| AAPL megacap ndx100megacap |
348.22 | +1.23% | 0.99 | +2.8% | +18.6% | 100% | 1.9% | 12.4B | 99% 4w | +16.2% | 69% of 26 med +6% · CVaR -17% |
$1,400 20% cap | — | neutral |
| AMZNearnings in 4 sessions megacap ndx100megacap |
250.38 | -4.57% | 0.31 | -1.6% | +2.9% | 61% | 2.7% | 8.7B | 79% 4w | -25.5% | 72% of 29 med +6% · CVaR -22% |
$1,275 18% | — | neutral |
| NFLX megacap ndx100megacap |
67.05 | +3.09% | 0.16 | -3.4% | -18.6% | 4% | 3.2% | 2.4B | 76% 4w | -39.2% | 73% of 30 med +7% · CVaR -37% |
$1,104 16% | — | DIP · FAILS HOLD |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PH humanoid humanoid_association |
893.21 | -6.78% | -0.41 | -6.9% | -5.7% | 47% | 2.8% | 558M | 97% 4w | +7.4% | 68% of 31 med +7% · CVaR -23% |
$1,264 18% | 0 | BUY ZONE SPIKE -6.8% · 2.4x |
| AME humanoid humanoid_association |
238.82 | -4.58% | -0.36 | -4.1% | +2.7% | 74% | 2.4% | 325M | 99% 4w | +15.3% | 66% of 29 med +6% · CVaR -17% |
$1,400 20% cap | 0 | BUY ZONE |
| GOOGLearnings in 3 sessions platform ndx100ai_platformmegacap |
324.22 | -3.15% | -0.25 | -5.8% | -4.9% | 48% | 2.8% | 7.9B | 90% 4w | -0.1% | 71% of 31 med +5% · CVaR -9% |
$1,271 18% | 30 | BUY ZONE |
| APHearnings in 3 sessions humanoid humanoid_association |
73.07 | -7.74% | -0.20 | -12.7% | -2.6% | 47% | 4.1% | 931M | 98% 4w | +14.3% | 72% of 29 med +7% · CVaR -16% |
$858 12% | 0 | BUY ZONE |
| PWRearnings in 4 sessions power ai_power |
552.44 | -8.10% | -0.13 | -15.7% | -11.1% | 38% | 5.2% | 604M | 93% 4w | +4.6% | 73% of 30 med +7% · CVaR -12% |
$673 10% | 1 | BUY ZONE SPIKE -8.1% · 2.0x |
| LRCX equipment ndx100ai_equipmentsoxx_top10 |
230.15 | -11.76% | -0.07 | -24.3% | -18.6% | 31% | 6.7% | 2.6B | 93% 4w | +7.4% | 64% of 28 med +6% · CVaR -18% |
$520 7% | 11 | BUY ZONE SPIKE -11.8% · 2.6x |
| KLACearnings in 3 sessions equipment ndx100ai_equipmentsoxx_top10 |
147.83 | -9.55% | -0.07 | -20.1% | -18.5% | 20% | 5.6% | 1.8B | 100% 4w | +31.3% | 80% of 30 med +8% · CVaR -13% |
$624 9% | 0 | BUY ZONE SPIKE -9.5% · 2.2x |
| ETN power ai_power |
368.99 | -6.33% | -0.07 | -11.8% | -6.3% | 38% | 4.3% | 780M | 99% 4w | +13.9% | 75% of 28 med +8% · CVaR -14% |
$806 12% | — | BUY ZONE |
| QQQ index benchmark |
704.47 | -2.86% | -0.03 | -4.4% | +4.3% | 73% | 1.7% | 23.6B | 91% 4w | +0.6% | 74% of 27 med +7% · CVaR -11% |
$1,400 20% cap | — | BUY ZONE |
| ASML equipment ndx100ai_equipment |
1,560.54 | -6.93% | -0.02 | -10.4% | -1.5% | 58% | 3.7% | 2.2B | 93% 4w | +5.5% | 78% of 32 med +10% · CVaR -18% |
$945 13% | — | BUY ZONE |
| AMD compute ndx100ai_computesoxx_top10 |
507.93 | -8.10% | -0.02 | -14.3% | +26.8% | 69% | 5.6% | 10.7B | 89% 4w | -2.7% | 55% of 31 med +4% · CVaR -28% |
$630 9% | — | BUY ZONE |
| TELearnings in 3 sessions humanoid humanoid_association |
208.42 | -2.65% | -0.01 | -3.1% | -1.7% | 27% | 2.7% | 370M | 83% 4w | -7.9% | 66% of 32 med +5% · CVaR -20% |
$1,316 19% | — | BUY ZONE |
| JBL humanoid humanoid_disclosed |
267.41 | -4.83% | -0.00 | -10.2% | -12.7% | 39% | 5.2% | 335M | 95% 4w | +8.4% | 61% of 31 med +6% · CVaR -14% |
$671 10% | — | BUY ZONE |
| SOXX semis ETF semis_etf |
475.69 | -6.79% | 0.00 | -12.9% | +1.0% | 54% | 4.0% | 4.0B | 95% 4w | +7.3% | 72% of 29 med +5% · CVaR -18% |
$871 12% | — | BUY ZONE |
| SMH index benchmark |
523.35 | -5.99% | 0.00 | -11.2% | +1.7% | 58% | 3.4% | 3.7B | 97% 4w | +11.3% | 71% of 28 med +6% · CVaR -15% |
$1,024 15% | — | BUY ZONE |
| ADI ndx100 |
385.76 | -4.98% | 0.01 | -4.5% | +5.1% | 74% | 3.4% | 1.2B | 98% 4w | +15.1% | 61% of 33 med +4% · CVaR -14% |
$1,027 15% | — | BUY ZONE |
| AVGO compute ndx100ai_computesoxx_top10 |
323.24 | -4.31% | 0.01 | -7.7% | -11.9% | 16% | 3.6% | 7.8B | 100% 4w | +27.3% | 69% of 29 med +8% · CVaR -15% |
$980 14% | — | BUY ZONE |
| MRVL compute ndx100ai_computesoxx_top10 |
223.47 | -8.70% | 0.01 | -13.5% | +25.0% | 62% | 7.4% | 4.7B | 86% 4w | -7.7% | 59% of 32 med +5% · CVaR -31% |
$474 7% | — | BUY ZONE |
| AMAT equipment ndx100ai_equipmentsoxx_top10 |
375.58 | -8.16% | 0.01 | -21.1% | -14.8% | 31% | 5.5% | 3.0B | 92% 4w | +1.6% | 68% of 31 med +14% · CVaR -17% |
$642 9% | 4 | BUY ZONE SPIKE -8.2% · 2.0x |
| MPWRearnings in 4 sessions ndx100 |
1,167.93 | -8.99% | 0.01 | -12.3% | -10.6% | 38% | 5.3% | 863M | 97% 4w | +22.7% | 74% of 31 med +9% · CVaR -24% |
$656 9% | — | BUY ZONE SPIKE -9.0% · 2.2x |
| ORCL platform ai_platform |
125.54 | -2.78% | 0.03 | -7.6% | -20.4% | 7% | 5.4% | 3.8B | 97% 4w | +13.6% | 60% of 30 med +3% · CVaR -23% |
$649 9% | — | BUY ZONE |
| CDNSearnings in 1 session ndx100 |
309.65 | -5.04% | 0.05 | -7.8% | -5.4% | 29% | 3.8% | 695M | 98% 4w | +23.1% | 69% of 32 med +8% · CVaR -16% |
$930 13% | — | BUY ZONE |
| NVDA compute ndx100ai_computesoxx_top10 |
212.21 | -4.40% | 0.05 | -6.2% | +4.4% | 64% | 2.9% | 24.3B | 95% 4w | +9.5% | 79% of 29 med +11% · CVaR -26% |
$1,190 17% | — | BUY ZONE |
| SNPS ndx100 |
422.48 | -6.36% | 0.14 | -9.7% | -5.1% | 33% | 4.3% | 734M | 88% 4w | -9.3% | 74% of 31 med +8% · CVaR -22% |
$819 12% | — | BUY ZONE |
| CSCO ndx100 |
104.89 | -2.21% | 0.17 | -5.3% | +5.4% | 60% | 2.7% | 1.8B | 82% 4w | -3.2% | 66% of 29 med +5% · CVaR -14% |
$1,274 18% | — | BUY ZONE |
| SPY index benchmark |
763.96 | -1.18% | 0.20 | -0.9% | +5.6% | 90% | 1.0% | 31.3B | 98% 4w | +5.4% | 73% of 26 med +5% · CVaR -13% |
$1,400 20% cap | — | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PH humanoid humanoid_association |
893.21 | -6.78% | -0.41 | -6.9% | -5.7% | 47% | 2.8% | 558M | 97% 4w | +7.4% | 68% of 31 med +7% · CVaR -23% |
$1,264 18% | 0 | BUY ZONE SPIKE -6.8% · 2.4x |
| META platform ndx100ai_platformmegacap |
648.85 | -6.98% | -0.27 | -10.3% | +2.7% | 49% | 4.1% | 11.5B | 79% 4w | -28.1% | 57% of 30 med +3% · CVaR -25% |
$845 12% | 30 | DIP · FAILS HOLD SPIKE -7.0% · 2.1x |
| GEVearnings in 3 sessions power ai_power |
827.42 | -10.64% | -0.19 | -13.6% | -11.7% | 45% | 5.7% | 2.0B | — | — | 57% of 7 med +21% · CVaR -3% |
$616 9% | 5 | dip · unmeasured SPIKE -10.6% · 2.7x |
| PWRearnings in 4 sessions power ai_power |
552.44 | -8.10% | -0.13 | -15.7% | -11.1% | 38% | 5.2% | 604M | 93% 4w | +4.6% | 73% of 30 med +7% · CVaR -12% |
$673 10% | 1 | BUY ZONE SPIKE -8.1% · 2.0x |
| ENTGearnings in 4 sessions equipment ai_equipment |
128.31 | -13.12% | -0.13 | -16.9% | -6.1% | 52% | 6.7% | 300M | 73% 4w | -20.8% | 62% of 32 med +9% · CVaR -20% |
$525 8% | 0 | DIP · FAILS HOLD SPIKE -13.1% · 2.3x |
| LRCX equipment ndx100ai_equipmentsoxx_top10 |
230.15 | -11.76% | -0.07 | -24.3% | -18.6% | 31% | 6.7% | 2.6B | 93% 4w | +7.4% | 64% of 28 med +6% · CVaR -18% |
$520 7% | 11 | BUY ZONE SPIKE -11.8% · 2.6x |
| KLACearnings in 3 sessions equipment ndx100ai_equipmentsoxx_top10 |
147.83 | -9.55% | -0.07 | -20.1% | -18.5% | 20% | 5.6% | 1.8B | 100% 4w | +31.3% | 80% of 30 med +8% · CVaR -13% |
$624 9% | 0 | BUY ZONE SPIKE -9.5% · 2.2x |
| AMAT equipment ndx100ai_equipmentsoxx_top10 |
375.58 | -8.16% | 0.01 | -21.1% | -14.8% | 31% | 5.5% | 3.0B | 92% 4w | +1.6% | 68% of 31 med +14% · CVaR -17% |
$642 9% | 4 | BUY ZONE SPIKE -8.2% · 2.0x |
| MPWRearnings in 4 sessions ndx100 |
1,167.93 | -8.99% | 0.01 | -12.3% | -10.6% | 38% | 5.3% | 863M | 97% 4w | +22.7% | 74% of 31 med +9% · CVaR -24% |
$656 9% | — | BUY ZONE SPIKE -9.0% · 2.2x |
| TERearnings in 2 sessions equipment ndx100ai_equipment |
308.75 | -10.63% | 0.02 | -19.5% | -11.0% | 49% | 7.1% | 909M | 75% 4w | -19.2% | 61% of 28 med +9% · CVaR -30% |
$490 7% | — | DIP · FAILS HOLD SPIKE -10.6% · 2.3x |
| SOXL semis ETF semis_etfleveraged |
82.11 | -20.47% | 0.03 | -37.4% | -33.2% | 19% | 16.1% | 7.9B | 76% 4w | -52.2% | 62% of 29 med +5% · CVaR -57% |
— | — | leveraged · not rated SPIKE -20.5% · 2.4x |
| MRNA ndx100 |
202.63 | -17.57% | 0.39 | -3.7% | +149.1% | 81% | 10.4% | 2.8B | — | — | 54% of 24 med +11% · CVaR -47% |
$337 5% | — | dip · unmeasured SPIKE -17.6% · 2.8x |
| ROPearnings reported last session ndx100 |
436.23 | +9.73% | 1.29 | +17.5% | +20.2% | 64% | 2.6% | 269M | 84% 4w | -17.2% | 62% of 32 med +3% · CVaR -13% |
$1,322 19% | — | extended SPIKE +9.7% · 2.7x |
| CSX ndx100 |
51.67 | +6.76% | 1.38 | +8.3% | +15.0% | 93% | 1.9% | 463M | 90% 4w | -0.2% | 70% of 33 med +5% · CVaR -12% |
$1,400 20% cap | — | extended SPIKE +6.8% · 3.1x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| META platform ndx100ai_platformmegacap |
648.85 | -6.98% | -0.27 | -10.3% | +2.7% | 49% | 4.1% | 11.5B | 79% 4w | -28.1% | 57% of 30 med +3% · CVaR -25% |
$845 12% | 30 | DIP · FAILS HOLD SPIKE -7.0% · 2.1x |
| FCXearnings in 2 sessions materials humanoid_materials |
64.59 | -6.26% | -0.26 | -8.6% | -0.2% | 63% | 4.2% | 825M | 71% 4w | -27.3% | 55% of 31 med +5% · CVaR -32% |
$833 12% | 1 | DIP · FAILS HOLD |
| DXCMearnings in 4 sessions ndx100 |
78.32 | -2.42% | -0.25 | -7.8% | +5.5% | 63% | 3.4% | 315M | 64% 4w | -38.3% | 58% of 31 med +10% · CVaR -31% |
$1,022 15% | 0 | DIP · FAILS HOLD |
| ENTGearnings in 4 sessions equipment ai_equipment |
128.31 | -13.12% | -0.13 | -16.9% | -6.1% | 52% | 6.7% | 300M | 73% 4w | -20.8% | 62% of 32 med +9% · CVaR -20% |
$525 8% | 0 | DIP · FAILS HOLD SPIKE -13.1% · 2.3x |
| BKRearnings in 2 sessions ndx100 |
53.62 | -4.25% | -0.10 | -4.2% | -10.3% | 38% | 3.1% | 380M | 66% 4w | -44.0% | 43% of 30 med -0% · CVaR -29% |
$1,134 16% | 0 | DIP · FAILS HOLD |
| RRX humanoid humanoid_disclosed |
148.71 | -6.34% | -0.08 | -6.2% | -21.3% | 19% | 4.5% | 187M | 79% 4w | -7.6% | 48% of 31 med -0% · CVaR -27% |
$778 11% | 0 | DIP · FAILS HOLD |
| ANET network ai_network |
171.07 | -7.19% | -0.02 | -14.2% | +4.6% | 55% | 5.1% | 1.0B | 86% 4w | -12.2% | 77% of 31 med +18% · CVaR -17% |
$692 10% | — | DIP · FAILS HOLD |
| ALNT humanoid humanoid_association |
86.18 | -11.57% | -0.01 | -19.0% | +5.7% | 54% | 6.8% | 21M | 70% 4w | -31.0% | 58% of 31 med +2% · CVaR -30% |
$513 7% | — | DIP · FAILS HOLD |
| VRTearnings in 3 sessions power ai_power |
195.59 | -7.81% | 0.01 | -16.1% | -27.3% | 20% | 6.2% | 1.1B | 80% 4w | -25.9% | 77% of 26 med +17% · CVaR -28% |
$560 8% | — | DIP · FAILS HOLD |
| BOTZ humanoid ETF humanoid_etf |
32.68 | -2.71% | 0.01 | -5.9% | -11.0% | 7% | 1.9% | 23M | 69% 4w | -28.2% | 55% of 29 med +4% · CVaR -21% |
$1,400 20% cap | — | DIP · FAILS HOLD |
| COHR equipment ai_equipment |
207.82 | -12.51% | 0.02 | -26.7% | -29.6% | 30% | 10.5% | 1.9B | 68% 4w | -43.5% | 52% of 29 med +4% · CVaR -26% |
$333 5% | — | DIP · FAILS HOLD |
| TERearnings in 2 sessions equipment ndx100ai_equipment |
308.75 | -10.63% | 0.02 | -19.5% | -11.0% | 49% | 7.1% | 909M | 75% 4w | -19.2% | 61% of 28 med +9% · CVaR -30% |
$490 7% | — | DIP · FAILS HOLD SPIKE -10.6% · 2.3x |
| LITE network ndx100ai_network |
752.54 | -11.54% | 0.03 | -21.9% | -4.3% | 61% | 9.3% | 3.9B | 66% 4w | -46.0% | 62% of 32 med +7% · CVaR -28% |
$376 5% | — | DIP · FAILS HOLD |
| MU memory ndx100ai_memorysoxx_top10 |
856.49 | -6.26% | 0.06 | -14.1% | +17.5% | 65% | 5.7% | 25.6B | 80% 4w | -13.6% | 59% of 29 med +6% · CVaR -19% |
$614 9% | — | DIP · FAILS HOLD |
| ARKQ humanoid ETF humanoid_etf |
111.69 | -3.59% | 0.06 | -6.9% | -10.4% | 25% | 2.7% | 12M | 76% 4w | -33.3% | 59% of 29 med +3% · CVaR -19% |
$1,312 19% | — | DIP · FAILS HOLD |
| INTCearnings in 4 sessions ndx100soxx_top10 |
85.49 | -8.04% | 0.06 | -19.3% | -0.1% | 48% | 6.8% | 9.8B | 49% 4w | -37.8% | 56% of 32 med +2% · CVaR -24% |
$516 7% | — | DIP · FAILS HOLD |
| ALB materials humanoid_materials |
92.54 | -2.04% | 0.07 | -8.5% | -38.9% | 4% | 4.1% | 260M | 48% 4w | -62.4% | 56% of 32 med +2% · CVaR -27% |
$856 12% | — | DIP · FAILS HOLD |
| TSM compute ai_computesoxx_top10 |
412.35 | -4.52% | 0.10 | -7.8% | +4.3% | 66% | 3.2% | 4.4B | 83% 4w | -16.0% | 75% of 32 med +12% · CVaR -18% |
$1,109 16% | — | DIP · FAILS HOLD |
| CIEN network ai_network |
322.64 | -10.71% | 0.14 | -14.6% | -19.7% | 34% | 8.4% | 925M | 76% 4w | -15.6% | 60% of 30 med +5% · CVaR -20% |
$415 6% | — | DIP · FAILS HOLD |
| STXearnings in 2 sessions memory ndx100ai_memory |
642.14 | -7.86% | 0.14 | -18.4% | -5.7% | 49% | 7.9% | 3.2B | 80% 4w | -13.2% | 70% of 30 med +12% · CVaR -21% |
$445 6% | — | DIP · FAILS HOLD |
| NFLX megacap ndx100megacap |
67.05 | +3.09% | 0.16 | -3.4% | -18.6% | 4% | 3.2% | 2.4B | 76% 4w | -39.2% | 73% of 30 med +7% · CVaR -37% |
$1,104 16% | — | DIP · FAILS HOLD |
| SMCI compute ai_compute |
33.72 | -5.20% | 0.18 | -14.0% | +3.6% | 41% | 7.8% | 1.3B | 77% 4w | -40.1% | 55% of 31 med +6% · CVaR -34% |
$447 6% | — | DIP · FAILS HOLD |
| VTI index benchmark |
374.90 | -1.12% | 0.21 | -0.8% | +5.1% | 89% | 1.0% | 1.1B | 93% 4w | +1.4% | 79% of 29 med +5% · CVaR -12% |
$1,400 20% cap | — | neutral |
| PANW ndx100 |
354.92 | +2.21% | 0.21 | -7.6% | +34.5% | 77% | 5.1% | 2.0B | 97% 4w | +16.7% | 79% of 33 med +11% · CVaR -17% |
$689 10% | — | neutral |
| WDCearnings reported last session memory ndx100ai_memory |
354.19 | -6.43% | 0.21 | -11.6% | -14.4% | 37% | 7.1% | 3.2B | 53% 4w | -43.6% | 47% of 30 med -2% · CVaR -28% |
$494 7% | — | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CDW ndx100 |
164.62 | +4.01% | 1.01 | +15.0% | +25.4% | 100% | 3.4% | 216M | 78% 4w | -31.4% | 69% of 32 med +8% · CVaR -17% |
$1,034 15% | — | extended |
| XELearnings in 4 sessions ndx100 |
78.90 | +2.76% | 1.02 | +7.4% | +2.3% | 75% | 1.7% | 396M | 82% 4w | -6.9% | 59% of 32 med +3% · CVaR -10% |
$1,400 20% cap | — | extended |
| INTU ndx100 |
354.90 | +5.75% | 1.03 | +17.4% | -3.1% | 24% | 3.6% | 1.1B | 83% 4w | -14.2% | 67% of 30 med +9% · CVaR -32% |
$968 14% | — | extended |
| AMGN ndx100 |
447.28 | +2.04% | 1.03 | +6.5% | +21.5% | 100% | 2.4% | 1.1B | 95% 4w | +4.3% | 61% of 31 med +5% · CVaR -15% |
$1,400 20% cap | — | extended |
| CTAS ndx100 |
224.04 | +1.77% | 1.03 | +9.4% | +18.7% | 100% | 1.8% | 358M | 98% 4w | +20.9% | 67% of 30 med +8% · CVaR -15% |
$1,400 20% cap | — | extended |
| AEPearnings in 3 sessions ndx100 |
130.64 | +2.55% | 1.04 | +6.2% | +3.3% | 74% | 1.8% | 408M | 86% 4w | -2.5% | 65% of 31 med +4% · CVaR -14% |
$1,400 20% cap | — | extended |
| FAST ndx100 |
52.73 | +0.46% | 1.05 | +3.6% | +13.1% | 100% | 2.6% | 342M | 100% 4w | +10.6% | 67% of 30 med +6% · CVaR -15% |
$1,360 19% | — | extended |
| VRSK ndx100 |
203.33 | +5.71% | 1.08 | +14.8% | +9.0% | 60% | 3.0% | 205M | 82% 4w | -11.3% | 58% of 31 med +2% · CVaR -15% |
$1,177 17% | — | extended |
| PAYX ndx100 |
118.81 | +5.61% | 1.09 | +12.9% | +16.3% | 80% | 2.4% | 307M | 87% 4w | -3.8% | 61% of 31 med +5% · CVaR -17% |
$1,400 20% cap | — | extended |
| CSGPearnings in 2 sessions ndx100 |
35.45 | +7.75% | 1.10 | +19.4% | -5.7% | 17% | 3.4% | 171M | 61% 4w | -24.6% | 58% of 31 med +6% · CVaR -24% |
$1,018 15% | — | extended |
| NOWearnings in 3 sessions platform ai_platform |
157.00 | +2.53% | 1.10 | +11.7% | +36.4% | 70% | 3.9% | 1.8B | 77% 4w | -22.0% | 66% of 32 med +10% · CVaR -25% |
$894 13% | — | extended |
| ADPearnings in 3 sessions ndx100 |
307.94 | +4.56% | 1.10 | +12.3% | +30.0% | 100% | 2.0% | 566M | 93% 4w | +3.4% | 67% of 30 med +6% · CVaR -17% |
$1,400 20% cap | — | extended |
| HONearnings reported last session ndx100 |
218.31 | +1.67% | 1.10 | +3.3% | -4.8% | 37% | 2.3% | 561M | 88% 4w | -2.2% | 57% of 30 med +2% · CVaR -12% |
$1,400 20% cap | — | extended |
| SBUXearnings in 4 sessions ndx100 |
101.91 | +2.86% | 1.11 | +6.9% | +3.3% | 79% | 2.3% | 673M | 75% 4w | -8.6% | 47% of 30 med -1% · CVaR -18% |
$1,400 20% cap | — | extended |
| TTD ndx100 |
13.16 | +4.53% | 1.11 | +7.0% | -36.7% | 3% | 4.2% | 264M | 69% 4w | -49.8% | 57% of 30 med +16% · CVaR -40% |
$839 12% | — | 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.