MIS v2 · Dashboard

LIVE · Thu May 28, 4:25 PM ET

BLUF · AFTER-HOURS · 4:00 - 8:00 PM ET

Regime NORMAL (VIX 15.7) · Breadth 5 of 5 in sync · 0 actionable

AFTER-HOURS — limit orders only, no live ADDs.

PORTFOLIO METRICS

PORTFOLIO

$34,496

EQUITIES

$31,961

CASH

TOP SECTOR ⚠

Other 74%

BOOK RISK

0.0%

INSTITUTIONAL RISK — Sharpe / Sortino / Beta / Max DD / VaR / CVaR

Position	Sharpe	Sortino	Vol(ann)	Beta	Max DD
INTC	5.03	12.52	89.53%	3.20	-16.43%
NVDA	1.85	3.42	35.91%	1.65	-11.21%
SPY	2.32	3.94	14.81%	-	-7.65%

PORT SHARPE

2.30

PORT BETA

0.06

VOL (ANN)

15.56%

HHI

0.18

VaR 95

-$487

CVaR 95

-$520

60d window, Rf=4% annualized. Historical VaR (130d, 95% lower tail) scaled to total portfolio value. Coverage 26% (positions with History data).

STRESS TEST (beta-implied scenarios)

Scenario	Implied P&L	% of port
SPY -10%	-$NaN	NaN%
SPY -20%	-$NaN	NaN%
SPY -5%	-$NaN	NaN%
SPY +10%	-$NaN	NaN%

Beta-implied dP&L: ΔPort = ∑(MV · β · ΔSPY). Uses 60d beta.

BACKTEST (10/30-day forward returns)

Ticker	10d hit %	10d avg	30d hit %	30d avg	N obs
INTC	59%	8.23%	73%	55.52%	59
NVDA	49%	1.72%	64%	7.34%	59
SPY	42%	0.50%	56%	3.02%	59

Naive buy-every-close, hold 10/30 days, no fees. FSE-conditional backtest queued (needs FINAL_STATE_HISTORY accumulation).

THE MARKET

S&P 500 7,564 +0.58%	Dow 50,669 +0.05%	Nasdaq 26,917 +0.91%	VIX 15.70 -3.62%
10Y Treasury 4.46 -0.58%	Gold /oz 4,498 -0.51%	Bitcoin 73,494 -3.09%

VIX HISTORY (5 / 7 / 10-day)

VIX now 16.29 · NORMAL

Window	Avg	Low	High
5-day	avg 16.84	low 16.29	high 17.44
7-day	avg 17.15	low 16.29	high 18.06
10-day	avg 17.36	low 16.29	high 18.43

⚠ = any day touched VIX 28 within the window (extreme regime trigger)

SHORTLIST — what to do today

No actionable names in the shortlist right now.

YOUR 2 TICKERS (live charts)

INTC $120.89

WATCH

Grade C · SACS 63.79 · Hold/Wait

~130-day price

3d ▼ 1.4%10d ▲ 5.0%30d ▲ 77.8%

$19.31 — now $120.89 (92% up range) — $129.44

NVDA $214.28

WATCH

Grade B · SACS 35 · Breakout Watch

~130-day price

3d ▼ 1.1%10d ▼ 9.8%30d ▲ 7.2%

$141.99 — now $214.28 (77% up range) — $235.77

SECTORS TODAY (best to worst)

Health Care XLV		+1.40%
Technology XLK		+1.31%
Semiconductors SOXX		+0.97%
Cons. Discretionary XLY		+0.42%
Communication XLC		+0.35%
Materials XLB		+0.35%
Energy XLE		-0.07%
Cons. Staples XLP		-0.18%
Financials XLF		-0.29%
Industrials XLI		-0.29%
Real Estate XLRE		-0.49%
Utilities XLU		-1.13%

YOUR HOLDINGS — with FSE stop / target / R:R

Ticker	Value	Stop	Target	R:R	Verdict
SPY	$7,456	$746.82	$774.05	2.5	WATCH
ASML	$6,543	-	-	-	?
META	$6,317	-	-	-	?
ABBV	$3,667	-	-	-	?
COST	$2,063	-	-	-	?
LLY	$832	-	-	-	?
SPY	$711	$746.82	$774.05	2.5	WATCH
KO	$496	-	-	-	?
ASML	$452	-	-	-	?
EQIX	$438	-	-	-	?
AAPL	$413	-	-	-	?
GOOG	$379	-	-	-	?
META	$353	-	-	-	?
AMZN	$317	-	-	-	?
NVDA	$300	$204.70	$238.23	2.5	WATCH
META	$278	-	-	-	?
UNG	$268	-	-	-	?
META	$253	-	-	-	?
COST	$204	-	-	-	?
AMT	$76	-	-	-	?

NEWS ON YOUR HOLDINGS

No news cached yet — run fn=news to populate.

SIGNAL VIEW — breakout / contrarian / oversold

BREAKOUT 4

NVDA	SACS 35	$214.28
SOXX	SACS 46.37	$569.47
SPY	SACS 34.11	$754.60
QQQ	SACS 36.58	$735.60

CONTRARIAN 0

no contrarian setups

OVERSOLD 0

no oversold names

MOMENTUM DIGEST — 7-bucket grouping

🟨 WATCH · 2	NVDA · SPY
⚫ EXTENDED · 3	INTC · SOXX · QQQ

UNIVERSE TABLE (every ticker, scale-ready 2→200)

Ticker	Verdict	Gr	SACS	Today	Price	Sector
INTC	WATCH	C	63.79	-0.72%	$120.89	Semiconductors
SOXX	WATCH	B	46.37	+0.97%	$569.47	Semiconductors
QQQ	WATCH	B	36.58	+0.84%	$735.60	ETFs/Indices
NVDA	WATCH	B	35	+0.79%	$214.28	Semiconductors
SPY	WATCH	B	34.11	+0.55%	$754.60	ETFs/Indices

Charts = ~130-day daily close; sectors + market = today's move (Google Finance, ~15-min delayed). Verdicts from the engine this run. Built for 2 tickers + the full sector map; scales to the universe. · Thu May 28, 4:25 PM