Correlation Block (Eligible Assets)
Pairwise daily-return correlation over the selected window (21d).
Not enough overlapping history for correlation analysis.
Portfolio
Regime Performance (Risk-On)
Mode start: 2026-02-17. As of 2026-02-17. Performance rebased to 1.00.
Not enough history to chart eligible ticker performance for this risk-mode window.
Eligible Assets: Z-Score, Volatility, Trend
Signal column shows final signal. Z-score uses signal_strength with 750-day lookback (display-only).
| Ticker | Allocation | Price | RAVL | Signal | Z-Score (750) | 1M Vol | 3M Vol | Trend |
|---|---|---|---|---|---|---|---|---|
| SPY.US | 10.0% | 681.75 | 661.69 | Bullish | n/a | n/a | n/a | n/a |
| QQQ.US | 5.0% | 601.92 | 598.70 | Bullish | n/a | n/a | n/a | n/a |
| IDEV.US | 35.0% | 89.38 | 80.26 | Bullish | n/a | n/a | n/a | n/a |
| EEM.US | 20.0% | 61.12 | 53.00 | Bullish | n/a | n/a | n/a | n/a |
| GBTC.US | 0.0% | 53.63 | 85.18 | Bearish | n/a | n/a | n/a | n/a |
| GLD.US | 0.0% | 462.62 | 370.15 | Bearish | n/a | n/a | n/a | n/a |
Eligible Asset Performance (Annualized)
Trailing annualized geometric returns (CAGR-style) using closest available closes at start/end of each period.
| Ticker | Alloc | 1M | 3M | 1Y | 3Y | 5Y | YTD |
|---|---|---|---|---|---|---|---|
| IDEV.US | 35.0% | n/a | n/a | n/a | n/a | n/a | n/a |
| EEM.US | 20.0% | n/a | n/a | n/a | n/a | n/a | n/a |
| SPY.US | 10.0% | n/a | n/a | n/a | n/a | n/a | n/a |
| QQQ.US | 5.0% | n/a | n/a | n/a | n/a | n/a | n/a |
| GBTC.US | 0.0% | n/a | n/a | n/a | n/a | n/a | n/a |
| GLD.US | 0.0% | n/a | n/a | n/a | n/a | n/a | n/a |