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% | -18.9% | 67% | 9/9 | leading |
| AI memory | 4 | -0.3% | -27.3% | 50% | 4/4 | breaking |
| Chip equipment | 8 | -16.0% | -22.8% | 0% | 8/8 | breaking |
| AI networking | 3 | -7.5% | -17.1% | 33% | 3/3 | breaking |
| AI power | 5 | -15.0% | -16.1% | 0% | 5/5 | breaking |
| AI platforms | 6 | +9.4% | -1.8% | 67% | 3/6 | leading |
| Humanoid supply chain | 16 (15 in basket) | -5.5% | -8.4% | 27% | 9/16 | breaking |
| Magnets & materials | 4 | -24.5% | -15.8% | 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 |
478.20 | +0.53% | 0.08 | -11.7% | +1.4% | 54% | 3.9% | 4.0B | 95% 4w | +7.4% | 72% of 29 med +5% · CVaR -18% |
$900 13% | — | BUY ZONE |
| SOXL semis ETF semis_etfleveraged |
83.56 | +1.77% | 0.10 | -34.6% | -32.1% | 20% | 15.2% | 7.8B | 76% 4w | -52.2% | 62% of 29 med +5% · CVaR -57% |
— | — | leveraged · not rated |
| SOXS semis ETF semis_etfleveragedinverse |
52.46 | -1.85% | 0.94 | +35.5% | -67.7% | 3% | 8.4% | 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% | -0.59% | -0.056% | BELOW 20d | |
| MU | 8.91% | +2.46% | +0.219% | BELOW 20d | |
| AMD | 8.23% | +1.74% | +0.144% | BELOW 20d | |
| AVGO | 7.48% | -0.48% | -0.036% | BELOW 20d | |
| INTC earnings in 3 sessions | 5.09% | +1.72% | +0.088% | BELOW 20d | |
| MRVL | 4.66% | +2.26% | +0.105% | BELOW 20d | |
| TSM | 4.65% | +1.49% | +0.069% | BELOW 20d | |
| AMAT | 4.59% | +0.44% | +0.020% | BELOW 20d | |
| LRCX | 4.27% | -0.02% | -0.001% | BELOW 20d | |
| KLAC earnings in 2 sessions | 4.12% | -1.50% | -0.062% | 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 |
642.62 | -0.96% | -0.15 | -10.5% | +1.7% | 47% | 4.1% | 11.4B | 79% 4w | -28.0% | 57% of 30 med +3% · CVaR -25% |
$862 12% | 30 | DIP · FAILS HOLD |
| GOOGLearnings in 2 sessions platform ndx100ai_platformmegacap |
320.21 | -1.24% | -0.17 | -6.7% | -6.1% | 45% | 2.7% | 7.8B | 90% 4w | +0.0% | 71% of 31 med +5% · CVaR -9% |
$1,303 19% | 22 | BUY ZONE |
| MSFTearnings in 2 sessions platform ndx100ai_platformmegacap |
524.51 | +0.66% | 0.45 | -0.4% | +20.5% | 90% | 2.1% | 10.8B | 96% 4w | +10.0% | 70% of 27 med +7% · CVaR -13% |
$1,400 20% cap | — | neutral |
| AAPLearnings in 5 sessions megacap ndx100megacap |
347.73 | -0.14% | 0.91 | +2.6% | +18.2% | 100% | 1.8% | 12.4B | 99% 4w | +16.3% | 69% of 26 med +6% · CVaR -17% |
$1,400 20% cap | — | neutral |
| AMZNearnings in 3 sessions megacap ndx100megacap |
248.00 | -0.95% | 0.21 | -2.5% | +1.9% | 58% | 2.7% | 8.7B | 79% 4w | -25.3% | 72% of 29 med +6% · CVaR -22% |
$1,303 19% | — | neutral |
| NFLX megacap ndx100megacap |
65.85 | -1.79% | 0.06 | -4.8% | -20.0% | 2% | 3.2% | 2.4B | 76% 4w | -39.1% | 73% of 30 med +7% · CVaR -37% |
$1,087 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 |
880.57 | -1.42% | -0.25 | -7.8% | -7.0% | 39% | 2.8% | 558M | 97% 4w | +7.5% | 68% of 31 med +7% · CVaR -23% |
$1,246 18% | 0 | BUY ZONE |
| GOOGLearnings in 2 sessions platform ndx100ai_platformmegacap |
320.21 | -1.24% | -0.17 | -6.7% | -6.1% | 45% | 2.7% | 7.8B | 90% 4w | +0.0% | 71% of 31 med +5% · CVaR -9% |
$1,303 19% | 22 | BUY ZONE |
| AME humanoid humanoid_association |
240.03 | +0.51% | -0.10 | -3.4% | +3.1% | 76% | 2.4% | 325M | 99% 4w | +15.3% | 66% of 29 med +6% · CVaR -17% |
$1,400 20% cap | 0 | BUY ZONE |
| PWRearnings in 3 sessions power ai_power |
546.43 | -1.09% | -0.05 | -16.0% | -12.1% | 36% | 5.3% | 604M | 93% 4w | +4.6% | 73% of 30 med +7% · CVaR -12% |
$666 10% | 0 | BUY ZONE |
| APHearnings in 2 sessions humanoid humanoid_association |
74.09 | +1.40% | -0.03 | -10.9% | -1.3% | 50% | 4.0% | 931M | 98% 4w | +14.3% | 72% of 29 med +7% · CVaR -16% |
$864 12% | 1 | BUY ZONE |
| ETN power ai_power |
366.11 | -0.78% | -0.01 | -11.7% | -7.1% | 36% | 4.3% | 780M | 99% 4w | +13.9% | 75% of 28 med +8% · CVaR -14% |
$811 12% | 1 | BUY ZONE |
| KLACearnings in 2 sessions equipment ndx100ai_equipmentsoxx_top10 |
145.61 | -1.50% | -0.01 | -20.4% | -19.7% | 19% | 5.5% | 1.8B | 100% 4w | +31.4% | 80% of 30 med +8% · CVaR -13% |
$632 9% | 0 | BUY ZONE |
| TMUSearnings in 2 sessions ndx100 |
146.54 | -7.71% | -0.01 | -8.1% | -21.4% | 0% | 4.0% | 783M | 94% 4w | +7.8% | 67% of 33 med +7% · CVaR -14% |
$876 13% | — | BUY ZONE |
| LRCX equipment ndx100ai_equipmentsoxx_top10 |
230.10 | -0.02% | 0.01 | -23.3% | -18.7% | 31% | 6.5% | 2.6B | 93% 4w | +7.4% | 64% of 28 med +6% · CVaR -18% |
$536 8% | — | BUY ZONE |
| MPWRearnings in 3 sessions ndx100 |
1,140.12 | -2.38% | 0.02 | -13.7% | -12.8% | 35% | 5.3% | 851M | 97% 4w | +22.7% | 74% of 31 med +9% · CVaR -24% |
$656 9% | — | BUY ZONE |
| TELearnings in 2 sessions humanoid humanoid_association |
208.05 | -0.18% | 0.04 | -3.0% | -1.9% | 26% | 2.6% | 369M | 83% 4w | -7.8% | 66% of 32 med +5% · CVaR -20% |
$1,331 19% | — | BUY ZONE |
| QQQ index benchmark |
704.40 | -0.01% | 0.05 | -4.2% | +4.2% | 73% | 1.6% | 23.3B | 91% 4w | +0.6% | 74% of 27 med +7% · CVaR -11% |
$1,400 20% cap | — | BUY ZONE |
| PCARearnings in 1 session ndx100 |
106.96 | -2.40% | 0.05 | -2.2% | -10.9% | 32% | 2.3% | 332M | 98% 4w | +8.1% | 61% of 31 med +6% · CVaR -17% |
$1,400 20% cap | — | BUY ZONE |
| AVGO compute ndx100ai_computesoxx_top10 |
321.68 | -0.48% | 0.05 | -7.8% | -12.3% | 16% | 3.5% | 7.7B | 100% 4w | +27.3% | 69% of 29 med +8% · CVaR -15% |
$1,000 14% | — | BUY ZONE |
| ASML equipment ndx100ai_equipment |
1,571.80 | +0.72% | 0.07 | -9.3% | -0.9% | 60% | 3.6% | 2.2B | 93% 4w | +5.8% | 78% of 32 med +10% · CVaR -18% |
$983 14% | — | BUY ZONE |
| NVDA compute ndx100ai_computesoxx_top10 |
210.96 | -0.59% | 0.07 | -6.5% | +3.7% | 62% | 2.9% | 24.1B | 95% 4w | +9.6% | 79% of 29 med +11% · CVaR -26% |
$1,219 17% | — | BUY ZONE |
| SPY index benchmark |
759.97 | -0.52% | 0.08 | -1.3% | +5.0% | 87% | 0.9% | 31.1B | 98% 4w | +5.4% | 73% of 26 med +5% · CVaR -13% |
$1,400 20% cap | — | BUY ZONE |
| AMAT equipment ndx100ai_equipmentsoxx_top10 |
377.24 | +0.44% | 0.08 | -19.9% | -14.5% | 31% | 5.3% | 3.0B | 92% 4w | +1.6% | 68% of 31 med +14% · CVaR -17% |
$665 10% | — | BUY ZONE |
| SOXX semis ETF semis_etf |
478.20 | +0.53% | 0.08 | -11.7% | +1.4% | 54% | 3.9% | 4.0B | 95% 4w | +7.4% | 72% of 29 med +5% · CVaR -18% |
$900 13% | — | BUY ZONE |
| BKNG ndx100 |
155.83 | -3.27% | 0.08 | -2.9% | -12.3% | 4% | 3.6% | 1.1B | 83% 4w | -5.1% | 75% of 32 med +4% · CVaR -19% |
$982 14% | — | BUY ZONE |
| VTI index benchmark |
373.01 | -0.50% | 0.09 | -1.3% | +4.5% | 86% | 1.0% | 1.1B | 93% 4w | +1.4% | 79% of 29 med +5% · CVaR -12% |
$1,400 20% cap | — | BUY ZONE |
| SMH index benchmark |
527.20 | +0.74% | 0.09 | -10.0% | +2.3% | 59% | 3.3% | 3.7B | 97% 4w | +11.4% | 71% of 28 med +6% · CVaR -15% |
$1,056 15% | — | BUY ZONE |
| AMD compute ndx100ai_computesoxx_top10 |
516.79 | +1.74% | 0.09 | -12.0% | +28.5% | 71% | 5.3% | 10.4B | 89% 4w | -2.5% | 55% of 31 med +4% · CVaR -28% |
$661 9% | — | BUY ZONE |
| ORCL platform ai_platform |
126.16 | +0.49% | 0.11 | -6.8% | -19.9% | 7% | 5.2% | 3.7B | 97% 4w | +13.6% | 60% of 30 med +3% · CVaR -23% |
$673 10% | — | BUY ZONE |
| MRVL compute ndx100ai_computesoxx_top10 |
228.51 | +2.26% | 0.13 | -11.0% | +27.3% | 64% | 7.0% | 4.7B | 86% 4w | -7.7% | 59% of 32 med +5% · CVaR -31% |
$498 7% | — | BUY ZONE |
| JBL humanoid humanoid_disclosed |
273.97 | +2.45% | 0.15 | -7.4% | -10.6% | 42% | 5.1% | 335M | 95% 4w | +8.5% | 61% of 31 med +6% · CVaR -14% |
$687 10% | — | BUY ZONE |
| ADI ndx100 |
391.07 | +1.38% | 0.16 | -3.1% | +6.4% | 76% | 3.3% | 1.2B | 98% 4w | +15.2% | 61% of 33 med +4% · CVaR -14% |
$1,054 15% | — | BUY ZONE |
| CDNSearnings today ndx100 |
316.49 | +2.21% | 0.19 | -5.6% | -3.3% | 34% | 3.7% | 695M | 98% 4w | +23.1% | 69% of 32 med +8% · CVaR -16% |
$943 13% | — | BUY ZONE |
| SNPS ndx100 |
430.14 | +1.81% | 0.20 | -8.1% | -3.2% | 37% | 4.2% | 723M | 88% 4w | -9.3% | 74% of 31 med +8% · CVaR -22% |
$840 12% | — | 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.
Nothing in this group today.
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 |
642.62 | -0.96% | -0.15 | -10.5% | +1.7% | 47% | 4.1% | 11.4B | 79% 4w | -28.0% | 57% of 30 med +3% · CVaR -25% |
$862 12% | 30 | DIP · FAILS HOLD |
| DXCMearnings in 3 sessions ndx100 |
77.94 | -0.49% | -0.12 | -7.8% | +4.9% | 62% | 3.3% | 315M | 64% 4w | -38.3% | 58% of 31 med +10% · CVaR -31% |
$1,045 15% | 0 | DIP · FAILS HOLD |
| FCXearnings in 1 session materials humanoid_materials |
65.18 | +0.91% | -0.06 | -7.3% | +0.7% | 65% | 4.1% | 819M | 71% 4w | -27.0% | 55% of 31 med +5% · CVaR -32% |
$864 12% | 0 | DIP · FAILS HOLD |
| RRX humanoid humanoid_disclosed |
147.92 | -0.53% | -0.03 | -6.5% | -21.7% | 18% | 4.5% | 187M | 79% 4w | -7.6% | 48% of 31 med -0% · CVaR -27% |
$783 11% | 0 | DIP · FAILS HOLD |
| VRTearnings in 2 sessions power ai_power |
194.32 | -0.65% | 0.06 | -15.6% | -27.8% | 20% | 6.2% | 1.1B | 80% 4w | -25.9% | 77% of 26 med +17% · CVaR -28% |
$566 8% | — | DIP · FAILS HOLD |
| NFLX megacap ndx100megacap |
65.85 | -1.79% | 0.06 | -4.8% | -20.0% | 2% | 3.2% | 2.4B | 76% 4w | -39.1% | 73% of 30 med +7% · CVaR -37% |
$1,087 16% | — | DIP · FAILS HOLD |
| ANET network ai_network |
172.37 | +0.76% | 0.07 | -12.8% | +5.2% | 56% | 5.0% | 1.0B | 86% 4w | -12.0% | 77% of 31 med +18% · CVaR -17% |
$703 10% | — | DIP · FAILS HOLD |
| ENTGearnings in 3 sessions equipment ai_equipment |
134.52 | +4.84% | 0.08 | -12.4% | -1.7% | 57% | 6.3% | 300M | 73% 4w | -20.8% | 62% of 32 med +9% · CVaR -20% |
$554 8% | — | DIP · FAILS HOLD |
| ALNT humanoid humanoid_association |
87.66 | +1.72% | 0.08 | -16.5% | +7.3% | 56% | 6.6% | 21M | 70% 4w | -31.0% | 58% of 31 med +2% · CVaR -30% |
$530 8% | — | DIP · FAILS HOLD |
| TERearnings in 1 session equipment ndx100ai_equipment |
308.85 | +0.03% | 0.09 | -18.6% | -11.1% | 49% | 6.9% | 902M | 75% 4w | -19.1% | 61% of 28 med +9% · CVaR -30% |
$504 7% | — | DIP · FAILS HOLD |
| LITE network ndx100ai_network |
756.17 | +0.48% | 0.09 | -20.7% | -4.0% | 61% | 9.1% | 3.9B | 66% 4w | -46.0% | 62% of 32 med +7% · CVaR -28% |
$385 5% | — | DIP · FAILS HOLD |
| COHR equipment ai_equipment |
209.29 | +0.71% | 0.09 | -25.0% | -29.1% | 29% | 10.1% | 1.9B | 68% 4w | -43.4% | 52% of 29 med +4% · CVaR -26% |
$347 5% | — | DIP · FAILS HOLD |
| ARKQ humanoid ETF humanoid_etf |
112.01 | +0.29% | 0.13 | -6.1% | -10.1% | 26% | 2.6% | 12M | 76% 4w | -33.3% | 59% of 29 med +3% · CVaR -19% |
$1,346 19% | — | DIP · FAILS HOLD |
| INTCearnings in 3 sessions ndx100soxx_top10 |
86.96 | +1.72% | 0.13 | -16.5% | +1.3% | 50% | 6.5% | 9.7B | 49% 4w | -37.7% | 56% of 32 med +2% · CVaR -24% |
$542 8% | — | DIP · FAILS HOLD |
| BOTZ humanoid ETF humanoid_etf |
33.02 | +1.04% | 0.14 | -4.6% | -10.0% | 11% | 1.9% | 23M | 69% 4w | -28.0% | 55% of 29 med +4% · CVaR -21% |
$1,400 20% cap | — | DIP · FAILS HOLD |
| STXearnings in 1 session memory ndx100ai_memory |
630.49 | -1.81% | 0.15 | -18.4% | -7.6% | 47% | 7.8% | 3.2B | 80% 4w | -12.9% | 70% of 30 med +12% · CVaR -21% |
$447 6% | — | DIP · FAILS HOLD |
| CIEN network ai_network |
320.26 | -0.74% | 0.15 | -14.8% | -20.4% | 32% | 8.2% | 910M | 76% 4w | -15.6% | 60% of 30 med +5% · CVaR -20% |
$427 6% | — | DIP · FAILS HOLD |
| ALB materials humanoid_materials |
93.67 | +1.22% | 0.16 | -6.6% | -38.0% | 5% | 3.9% | 259M | 48% 4w | -62.1% | 56% of 32 med +2% · CVaR -27% |
$895 13% | — | DIP · FAILS HOLD |
| MU memory ndx100ai_memorysoxx_top10 |
877.55 | +2.46% | 0.16 | -11.1% | +19.9% | 67% | 5.5% | 25.5B | 80% 4w | -13.5% | 59% of 29 med +6% · CVaR -19% |
$642 9% | — | DIP · FAILS HOLD |
| SMCI compute ai_compute |
32.94 | -2.31% | 0.17 | -14.9% | +1.2% | 39% | 7.7% | 1.3B | 77% 4w | -40.1% | 55% of 31 med +6% · CVaR -34% |
$452 6% | — | DIP · FAILS HOLD |
| WDC memory ndx100ai_memory |
343.67 | -2.97% | 0.18 | -13.0% | -17.1% | 35% | 7.2% | 3.2B | 53% 4w | -43.5% | 47% of 30 med -2% · CVaR -28% |
$485 7% | — | DIP · FAILS HOLD |
| TSM compute ai_computesoxx_top10 |
418.51 | +1.49% | 0.20 | -6.1% | +5.7% | 69% | 3.1% | 4.3B | 83% 4w | -15.9% | 75% of 32 med +12% · CVaR -18% |
$1,143 16% | — | DIP · FAILS HOLD |
| ONearnings in 5 sessions humanoid ndx100humanoid_association |
72.25 | -1.34% | 0.20 | -6.7% | -11.9% | 31% | 4.7% | 726M | 74% 4w | -38.6% | 59% of 32 med +5% · CVaR -30% |
$739 11% | — | neutral |
| AMZNearnings in 3 sessions megacap ndx100megacap |
248.00 | -0.95% | 0.21 | -2.5% | +1.9% | 58% | 2.7% | 8.7B | 79% 4w | -25.3% | 72% of 29 med +6% · CVaR -22% |
$1,303 19% | — | neutral |
| CSCO ndx100 |
106.50 | +1.53% | 0.26 | -3.8% | +6.9% | 62% | 2.7% | 1.8B | 82% 4w | -3.2% | 66% of 29 med +5% · CVaR -14% |
$1,292 18% | — | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| KHC ndx100 |
24.80 | -1.16% | 1.01 | +7.8% | +6.6% | 64% | 2.6% | 347M | 37% 4w | -58.1% | 38% of 34 med -1% · CVaR -18% |
$1,329 19% | — | extended |
| BIIBearnings in 2 sessions ndx100 |
250.69 | -1.24% | 1.02 | +8.6% | +25.7% | 97% | 2.8% | 193M | 33% 4w | -45.3% | 48% of 31 med -2% · CVaR -26% |
$1,258 18% | — | extended |
| ISRG ndx100 |
452.29 | +1.90% | 1.05 | +7.5% | +3.7% | 46% | 2.9% | 850M | 84% 4w | -8.1% | 53% of 30 med +13% · CVaR -20% |
$1,197 17% | — | extended |
| NOWearnings in 2 sessions platform ai_platform |
158.96 | +1.25% | 1.05 | +12.2% | +38.1% | 71% | 3.9% | 1.8B | 77% 4w | -22.0% | 66% of 32 med +10% · CVaR -25% |
$909 13% | — | extended |
| CPRT ndx100 |
29.00 | -0.31% | 1.06 | +5.9% | -11.1% | 15% | 3.1% | 276M | 85% 4w | -19.3% | 61% of 31 med +8% · CVaR -17% |
$1,114 16% | — | extended |
| CSX ndx100 |
50.79 | -1.70% | 1.06 | +6.0% | +12.8% | 88% | 2.0% | 463M | 90% 4w | -0.2% | 70% of 33 med +5% · CVaR -12% |
$1,400 20% cap | — | extended |
| TRI ndx100 |
123.17 | -0.07% | 1.06 | +17.2% | +29.3% | 58% | 3.1% | 140M | 89% 4w | -7.7% | 71% of 28 med +5% · CVaR -19% |
$1,116 16% | — | extended |
| WDAY ndx100 |
209.99 | +0.00% | 1.06 | +9.1% | +34.9% | 75% | 3.4% | 543M | 66% 4w | -28.7% | 73% of 33 med +9% · CVaR -34% |
$1,036 15% | — | extended |
| ROP ndx100 |
438.14 | +0.44% | 1.13 | +16.7% | +20.8% | 77% | 2.6% | 269M | 84% 4w | -17.2% | 62% of 32 med +3% · CVaR -13% |
$1,330 19% | — | extended |
| ZS ndx100 |
255.15 | +7.31% | 1.13 | +18.0% | +53.7% | 63% | 4.6% | 484M | 67% 4w | -36.3% | 58% of 26 med +9% · CVaR -41% |
$761 11% | — | extended |
| HON ndx100 |
221.15 | +1.30% | 1.15 | +4.5% | -3.6% | 42% | 2.4% | 561M | 88% 4w | -2.2% | 57% of 30 med +2% · CVaR -12% |
$1,400 20% cap | — | 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.