FAS Dashboard

2026-06-30 · 93 symbols scored · hover titles for help · FCI -0.50 loose (2026-06, 4v) · deployed 2026-06-30 07:59 ET

Predictive Power

Last backtest: 2026-06-22 (74 scoring days)

Q5-Q1 Spread (5d)

+1.31% (+0.17%) / 2.0%

OPP Outperformance (5d)

+1.23pp (+0.74pp) / 3.0pp

Composite Spearman r

+0.052 (+0.008) / 0.15

Data Depth

69→74 days (N=6086→6551) / 60 days

Win Rate (last 30)

61.5% (n=24→26) (-5.1%) / 55%

Profit Factor (last 30)

6.61 (n=26) (-2.12) / 1.5

Win Rate (full history, 20d)

61.5% (n=24→26) (-5.1%) / 55%

Win Rate by Horizon (full history)

10d

64% (n=27→28) (+1.3%)

20d

62% (n=24→26) (-5.1%)

45d

57% (n=17→23) (-2.3%)

OPP Quintile Returns (aligned only)

+2.9%

+1.9%

-0.1%

+1.2%

+2.4%

Signal Quality by OPP Tieraccrues with closed signals · n<10 shows — · vs 2026-06-29

Win Rate (OPP ≥60 · STRONG)

— (n=0)

Win Rate (OPP 50–59 · MODERATE)

63.0% (+1.4%) (n=27) / 55%

Momentum Health Snapshotdiagnostic — effectiveness flows through composite_spearman over time · vs 2026-06-29

RSI-14 distribution (93 symbols)

OB>80

70-80

60-70

40-60

30-40

<30

RS vs Sector (21d) outperforming

42/93 (-3)(45% (-3%))

FCI Predictive ValidationUpdated: 2026-05-01

Simple FCI → 3m fwd return (full)

R²=0.0248p=0.090 n=117 / 0.15

Simple FCI → 3m fwd return (post-2020)

R²=0.0291p=0.149 n=73 / 0.15

Simple FCI → 6m fwd return (full)

R²=0.0324p=0.055 n=114 / 0.15

Simple FCI → 6m fwd return (post-2020)

R²=0.0450p=0.078 n=70 / 0.15

PCA FCI → 3m fwd return (full)

R²=0.0002p=0.938 n=29R²≈0 — no predictive signal (n=29) / 0.15

PCA FCI → 6m fwd return (full)

R²=0.0011p=0.871 n=26R²≈0 — no predictive signal (n=26) / 0.15

Simple/PCA Sign Agreement

33%(last 24m) / 70%

Current FCI (2026-06): Simple -0.504 · PCA +1.033

Aligned (Val + CANSLIM ≥ 0.55)

Positive Movers (vs prior day)

High Confidence (2+ sub-scores)