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Quantlake

@QuantLake
Beat fear. Beat FOMO. Stay disciplined with ETF insights and quant strategies. Not financial advice.
quantlake.com/blog
Joined July 2023
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    Quantlake
    @QuantLake
    21h
    The Downside Gap on SPY flips from a +1.08 1-month Sharpe globally to -0.07 in Quantlake Herd Index (QHI) Extreme Greed — the forward return profile turns negative. QHI Extreme Greed, 1M forward up rate: 61.1% vs 71.3% globally. Median: +1.0% vs +2.4%. $SPY #SPY #SP500
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    Quantlake
    @QuantLake
    21h
    Crypto proxies bounced against a 3M downtrend, biotech led while chips and miners sold off. • Movers Leaders: Biotechnology $IBB +0.81% (3M: +24.1%), Bitcoin Trust $IBIT +0.49% (3M: -15.9%) Laggards: Semiconductors $SMH -4.09% (3M: +4.3%), Gold Miners $GDX -3.20% (3M: +2.1%)
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    Quantlake
    @QuantLake
    Aug 17
    Korea and miners led equity, communications and staples sold off. • Movers Leaders: South Korea $EWY +2.98% (3M: +3.5%), Copper Miners $COPX +1.91% (3M: +5.5%) Laggards: Communication Services $XLC -1.89% (3M: -4.3%), Consumer Staples $XLP -1.64% (3M: +0.8%) • 3M Leaderboard
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    Quantlake
    @QuantLake
    Aug 17
    The Bearish Strong Line on SPY flips from a +1.15 1-month forward Sharpe globally to -0.30 in Quantlake Herd Index (QHI) Extreme Greed. QHI Extreme Greed, 1M forward up rate: 50.0% vs 70.0% globally. Median: -0.1% vs +2.2%. $SPY #SPY #SP500 #Quantlake
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