About This Dashboard
What It Does
25 scimode-validated poles (14 VALIDATED + 11 MARGINAL) from taxonomy regression. Each pole is a Factor-Mimicking Portfolio (equal-weighted ETF basket). Shows lead ETF performance (1W/1M/3M/6M/YTD), SMA29 extension zone, coherence score, stock count, and SPY beta. VIX regime overlay highlights poles historically strongest in the current VIX band. Filtered by scimode_pole_validation (coherence, stability, predictive value).
For educational and informational purposes only. Not financial advice. Past performance does not guarantee future results.
VIX 17.5 (NORMAL)
| Best sectors: Semis & Tech, Financials, Cybersecurity, Consumer Disc
| ★ = VIX-favored pole
scimode_vix_sector_v1_0
Methodology
scimode_pole_validation + scimode_vix_sectorMethodology (scimode-validated)
Pole Source: 43 ETF poles from taxonomy_stock_regression (OLS on SPY residuals -> OLS on FMPs). Each pole is an equal-weighted portfolio of 2-5 ETFs that define a market factor.
Validation: scimode_pole_validation_v1_0.py tested each pole on 4 criteria: coherence (63d pairwise correlation), stability (half-history comparison), predictive value (do trending pole members outperform?), and redundancy check. VALIDATED = passed 4/4, MARGINAL = 3/4, NOISE = 2 or fewer (excluded).
VIX Regime: scimode_vix_sector_v1_0.py tested 21d forward returns by VIX band x pole. Stars mark poles historically strongest in the current VIX regime.
Extension: Lead ETF's (Close - SMA29) / SMA29. Same zones as Entry/Exit dashboard. OPTIMAL = 0-10% above SMA29 (best forward PF).
Lead ETF: Most liquid/common ETF in each pole's member basket.
Pole Performance
Click headers to sort | Default: 1M descending| Pole | Lead ETF | Class | 1W | 1M | 3M | 6M | YTD | Ext % | Zone | Coher | Stocks | Beta | Members |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Semiconductors & Tech Hardware ★ | SMH | VALIDATED | +7.8% | +20.0% | +20.8% | +40.4% | +33.7% | +14.5% | GOOD | 0.46 | 71 | 1.31 | SOXX, SMH, PSI, FTXL, TDIV |
| Crypto & Digital Assets | BITQ | MARGINAL | +16.1% | +17.7% | -2.9% | -30.1% | +15.6% | +18.4% | FAIR | 0.77 | 19 | 2.33 | BITQ, DAPP, FDIG, STCE, BKCH |
| Asia Ex-China | FLTW | VALIDATED | +7.9% | +14.5% | +24.2% | +50.6% | +35.8% | +13.2% | GOOD | 0.59 | 35 | 0.84 | FLTW, FLKR, FRDM |
| Latin America | EWZ | MARGINAL | +0.1% | +14.2% | +21.5% | +36.4% | +28.2% | +7.8% | OPTIMAL | 0.57 | 15 | 1.11 | EWZS, FLBR, EWZ, ILF |
| Copper & Industrial Metals | COPX | VALIDATED | +3.8% | +12.6% | +5.5% | +30.8% | +15.0% | +11.2% | GOOD | 0.59 | 31 | 0.85 | CPER, DBB, COPX, PICK |
| Uranium & Nuclear | URA | MARGINAL | +8.7% | +11.4% | +3.8% | +1.1% | +26.4% | +11.7% | GOOD | 0.84 | 10 | 1.12 | URA, URNJ, URNM, NLR |
| US Small & Mid Cap | IWM | VALIDATED | +4.2% | +9.7% | +4.1% | +12.4% | +11.4% | +8.8% | OPTIMAL | 0.39 | 33 | 1.07 | IJR, MDY, IWM, IJH, VB |
| Financials & Banking ★ | XLF | VALIDATED | +3.7% | +9.6% | -2.4% | +3.8% | +0.0% | +5.2% | OPTIMAL | 0.47 | 80 | 1.26 | XLF, VFH, KBE, IAI |
| Consumer Discretionary ★ | XLY | MARGINAL | +6.6% | +9.5% | -1.9% | +3.1% | +1.2% | +8.0% | OPTIMAL | 0.26 | 51 | 1.03 | XLY, VCR |
| Developed International Equity | VGK | VALIDATED | +2.3% | +8.7% | +4.3% | +12.6% | +6.9% | +6.4% | OPTIMAL | 0.61 | 176 | 0.92 | IEUR, IEV, GSEU, VGK, SPEU |
| Colombia / Value | GXG | MARGINAL | +1.4% | +8.4% | +4.5% | +22.4% | +11.6% | - | - | 0.25 | 10 | 0.89 | COLO, PVAL |
| Currency-Hedged Europe | HEZU | VALIDATED | +3.4% | +8.3% | +4.3% | +12.2% | +7.5% | +6.2% | OPTIMAL | 0.29 | 67 | 0.81 | HEZU, ESGD, SPGM, KBA |
| Materials & Chemicals | XLB | MARGINAL | -0.2% | +7.9% | +6.7% | +19.9% | +16.4% | +4.0% | OPTIMAL | 0.36 | 69 | 1.04 | XLB, IYM, VAW |
| Gold & Precious Metals | GLD | VALIDATED | +2.8% | +6.4% | +3.0% | +22.1% | +14.6% | +1.9% | OPTIMAL | 0.72 | 74 | 0.27 | CEF, SGOL, PHYS, SIL, RING |
| Telecom & Communication Services | XLC | MARGINAL | +5.1% | +6.4% | +3.1% | +5.7% | +2.4% | +4.9% | OPTIMAL | 0.23 | 27 | 0.93 | VOX, FCOM, XLC, IXP |
| Japan | EWJ | VALIDATED | +1.4% | +6.2% | +6.0% | +20.7% | +13.0% | +5.4% | OPTIMAL | 0.50 | 24 | 0.71 | EWJ, EWJV, DXJ |
| REITs & Real Estate | VNQ | VALIDATED | +3.6% | +5.7% | +7.4% | +9.5% | +10.9% | +6.2% | OPTIMAL | 0.33 | 32 | 1.02 | ICF, IYR, RWR, REZ, VNQ |
| China / EM Asia | FXI | VALIDATED | +4.1% | +4.7% | -3.0% | +0.4% | +2.6% | +4.2% | OPTIMAL | 0.50 | 32 | 0.97 | MCHI, GXC, FXI, FLCH, AAXJ |
| High Yield Credit | HYG | MARGINAL | +0.9% | +2.1% | +1.0% | +2.9% | +1.5% | +1.5% | OPTIMAL | 0.19 | 32 | 0.37 | JNK, HYG |
| Clean Energy & Solar | TAN | MARGINAL | +1.2% | +1.4% | +8.4% | +14.3% | +15.1% | -0.3% | BELOW SMA | 0.42 | 13 | 1.31 | TAN, ICLN |
| Cybersecurity & Cloud ★ | CIBR | MARGINAL | +11.1% | +1.3% | -6.2% | -12.3% | -8.1% | +3.7% | OPTIMAL | 0.36 | 72 | 1.09 | CIBR, HACK, CLOU, SKYY |
| Defensive / Low-Vol Equity | XLP | MARGINAL | +0.1% | +0.8% | +1.4% | +5.8% | +7.4% | +0.0% | OPTIMAL | 0.16 | 66 | 0.56 | VDC, XLP |
| Defense & Aerospace | ITA | VALIDATED | +1.6% | +0.7% | -3.9% | +12.7% | +11.4% | +1.7% | OPTIMAL | 0.43 | 44 | 0.92 | PPA, ITA, XAR, MISL |
| Core Bonds / Duration | AGG | VALIDATED | +0.6% | +0.7% | +0.6% | +0.9% | +0.8% | +0.7% | OPTIMAL | 0.26 | 60 | -0.05 | IEF, BND, VGIT, GOVT, AGG |
| Energy & Oil | USO | VALIDATED | -2.9% | -5.9% | +36.7% | +44.7% | +41.6% | -4.4% | BELOW SMA | 0.40 | 40 | 0.49 | USO, BNO, GSG, PDBC, DBC |