Integrating a claude bot to auto post the daily SPXL-V3 (main trky strat) plot here. Just working through some kinks will be live next week. I'll also bring back #toro_positions. PLEASE do not share this account
For breadth all you need to do is aggregate your risk on metrics (DXY, JPY, CHF, R3TW, GLD etc.)into a smoothed 5d cum. hi/lo line and slap a 252d z score on it. You can also use tv's barchart feed for stocks above x%. I use bc's nhnl $MALN and R3TW smoothed w poly reg or ema
Building a robust LT strat
1. breadth component (pic 1)
2. VIX trend following comp w mean reversion arrows dependent on regime (2-4)
Only problem is u dont have the money for data, or the time to build a proxy for backtests...
But I do, (FREE)
https://t.co/H2b1aQzwXk