 | MONTHLY 2026-10-30 |
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Hi — month close: here's what the model did and how it went. The month in paper trading Simulated portfolio -2.72% | S&P 500 (SXR8) +0.29% | Difference -3.01% |
2026-10-01 → 2026-10-30 · Paper trading with symbolic capital, no costs. Short sample: not statistically significant. |
Historical simulation (walk-forward) CAGR after estimated costs | 15.9% | |
Worst drawdown (MaxDD) | -22.7% | -33.8% |
2013-12-31 → 2026-04-20 · Out-of-sample simulation, not actual results. No statistically demonstrated edge. Past performance does not guarantee future returns. |
Month context Last 18 days: dominant regime BULL, 0 regime changes, average confidence 50%. |
Model read at month close BULLISH Day 51 in a row in BULLISH | 58% Confidence |
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The model remains in a bullish regime with solid conviction. What would invalidate this read It would be invalidated if the signal flips to NEUTRAL/BEAR and confidence drops below 55% on consecutive closes. |
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Model positioning Mode Neutral | Exposure 100.0% (live) |
Current cash: 0.0% VIX 17.2 · Risk-off 3
Model positioning this month Stay disciplined and avoid overexposure. These figures reflect model behavior, not personalized investment advice. |
Concept of the month DXY US dollar index. High DXY = strong dollar, low DXY = weak dollar. Previous concept recap (Oil (WTI)): Oil price in dollars per barrel. When it rises, gasoline and transport get more expensive. Explore in glossary → |
Model outlook The model remains in a bullish regime with solid conviction. What to watch this month It would be invalidated if the signal flips to NEUTRAL/BEAR and confidence drops below 55% on consecutive closes. |
See you at the next signal, — The LearnAImarkets team |
Educational content about AI model behavior. Not financial advice or a recommended investment. Past performance does not guarantee future results. LearnAImarkets |
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