Quantlake

Beat fear. Beat FOMO. Stay disciplined with ETF insights and quant strategies. Not financial advice.

[Quantlake @QuantLake]

Big step for @Quantlake today → Partnered with BehaviorQuant to bring behavioral intelligence into the investment journey.
📉 In 2024, avg investors underperformed the S&P 500 by 8%+.

 🧠 We’re helping fix that—by starting with behavior.

🔗 https://t.co/jhrvebSK2z
 #BehavioralFinance #FinTech #Investing

[Quantlake @QuantLake]

https://t.co/VbZGsYSFxu

[Quantlake @QuantLake]

Credit held up as duration sold off, vol-compressed core bonds lagged.

• Movers
Outperformers: Preferred Stock $PFF +0.03% (3M: -0.9%), High Yield Bonds $JNK -0.02% (3M: +1.3%)
Underperformers: Global Bonds $BNDX -0.27% (3M: -0.2%), Long Treasuries $TLT -0.20% (3M: -1.2%)

• 3M Leaderboard
Strong: High Yield Bonds $JNK +1.3%, High Yield $HYG +1.2%, Short Corporate $VCSH +0.7%
Weak: Long Treasuries $TLT -1.2%, Preferred Stock $PFF -0.9%, Investment Grade Credit $LQD -0.8%

• Signals to Monitor
Volatility Compression: $AGG, $BNDX, $EMB

#PreferredStock #HighYieldBonds #GlobalBonds

[Quantlake @QuantLake]

https://t.co/me2lJQTHqP

[Quantlake @QuantLake]

The Medium White Candle on SPY turns the 1-month forward Sharpe negative in Quantlake Herd Index (QHI) Extreme Greed, from +0.84 globally to -0.15.

QHI Extreme Greed, 1M forward up rate: 58.4% vs 68.1% globally. Median: +0.6% vs +1.5%.

$SPY #SPY #SP500 #Quantlake

[Quantlake @QuantLake]

https://t.co/RrtbFm8QHl

[Quantlake @QuantLake]

The Short Black Candle on SPY turns the 1-month forward Sharpe from +1.07 globally to -0.06 in Quantlake Herd Index (QHI) Extreme Greed.

QHI Extreme Greed, 1M forward up rate: 59.1% vs 70.5% globally. Median: +0.7% vs +1.9%.

$SPY #SPY #SP500 #Quantlake

[Quantlake @QuantLake]

https://t.co/YpSEsKRa7Z

[Quantlake @QuantLake]

Biotech and gold miners led specialty, extending a concentrated 3M leadership pattern.

• Movers
Leaders: Gold Miners $GDX +1.91% (3M: +19.2%), Biotechnology $IBB +1.82% (3M: +27.7%)
Laggards: Managed Futures $DBMF -0.77% (3M: unch.), Infrastructure $PAVE -0.52% (3M: -1.0%)

• 3M Leaderboard
Strong: Biotechnology $IBB +27.8%, Gold Miners $GDX +19.2%, Ethereum Trust $ETHA +19.1%
Weak: Clean Energy $ICLN -22.8%, Semiconductors $SMH -7.7%, Momentum Factor $MTUM -3.6%

• Signals to Monitor
Volatility Compression: $GDX, $ICLN, $MTUM
Overbought: $ETHA, $GDX, $GLD

#GoldMiners #Biotechnology #ManagedFutures

[Quantlake @QuantLake]

https://t.co/mw64UF6Gu2

[Quantlake @QuantLake]

On SPY, the Medium Black Candle in Quantlake Herd Index (QHI) Extreme Greed skews the 1-month forward return distribution further left.

QHI Extreme Greed, 1M forward Sharpe: +0.42 vs +1.18 globally.

$SPY #SPY #SP500 #Quantlake

[Quantlake @QuantLake]

https://t.co/OHKV93DbjY

[Quantlake @QuantLake]

Defensive rotation lifted staples and financials, while Korea and technology sold off.

• Movers
Leaders: Consumer Staples $XLP +1.70% (3M: +3.9%), Financials $XLF +1.29% (3M: +12.5%)
Laggards: South Korea $EWY -2.64% (3M: -4.6%), Technology $XLK -1.78% (3M: -0.1%)

• 3M Leaderboard
Strong: Healthcare $XLV +17.1%, Copper Miners $COPX +13.8%, Financials $XLF +12.5%
Weak: South Korea $EWY -4.6%, Utilities $XLU -4.1%, Russell Growth $IWF -3.1%

• Signals to Monitor
Volatility Compression: $COPX, $DIA, $EEM
Overbought: $IDV, $SCHD

#ConsumerStaples #Financials #SouthKorea

[Quantlake @QuantLake]

Ethereum Trust (ETHA) led the week at 28.6%, and Copper Miners (COPX) rose 10.4%. Bitcoin Trust (IBIT) climbed 22.6%, Technology (XLK) fell 3.5%, and Preferred Stock (PFF) slipped 1.2%.

Quantlake ETF universe · 5-day performance · SPY -1.4%

$ETHA $COPX $IBIT $XLK $PFF $SPY

[Quantlake @QuantLake]

https://t.co/uVVc34i876

[Quantlake @QuantLake]

Copper miners led equity higher, while utilities sold off and Brazil outperformed.

• Movers
Outperformers: Copper Miners $COPX +5.18% (3M: +14.3%), Brazil $EWZ +2.69% (3M: -4.4%)
Underperformers: Utilities $XLU -2.28% (3M: -4.3%), Energy $XLE -0.17% (3M: +8.4%)

• 3M Leaderboard
Strong: Healthcare $XLV +18.4%, Copper Miners $COPX +14.3%, Financials $XLF +11.5%
Weak: Brazil $EWZ -4.4%, Utilities $XLU -4.3%, South Korea $EWY -4.3%

• Signals to Monitor
Volatility Compression: $COPX, $DIA, $EEM
Overbought: $IDV, $SCHD, $XLE

#CopperMiners #Brazil #Utilities

[Quantlake @QuantLake]

https://t.co/EkmNUG3vFH

[Quantlake @QuantLake]

The Black Spinning Top on SPY flips from a strong +1.54 1-month forward Sharpe globally to -0.16 in Quantlake Herd Index (QHI) Extreme Greed.

QHI Extreme Greed, 1M forward up rate: 52.0% vs 71.3% globally. Median: +0.3% vs +2.0%.

$SPY #SPY #SP500 #Quantlake

[Quantlake @QuantLake]

https://t.co/Vq1KWVT1Lt

[Quantlake @QuantLake]

Extreme Greed doesn't erase gains. It changes the quality of them.
• 1M Sharpe: -0.13 (vs +1.08 overall)
• 1M hit rate: 58.2% (vs 69.2% overall)
• 1M median: +0.6% (vs +1.7% overall)
Not a timing signal. A positioning read. #SP500 #Quantlake

[Quantlake @QuantLake]

https://t.co/iLVFlTlQMB

[Quantlake @QuantLake]

For SPY’s Medium Black Candle, Quantlake Herd Index (QHI) Extreme Greed deepens the 1-month left-tail skew, even as forward returns stay positive.

QHI Extreme Greed, 1M forward Sharpe: +0.42 vs +1.18 globally.

$SPY #SPY #SP500 #Quantlake