XLP over past 60 days: cumulative return -0.8%, annualized vol 15.9%. Market regime: sideways.

Question:
Asset: XLP
Historical prices (past 60 trading days): start=36.36, end=36.08, cumulative_return=-0.8%, annualized_volatility=15.9%
Macro context: {'fed_funds_rate': 0.14, 'cpi_yoy': 237.498, 'unemployment': 5.0, 'gdp_growth_qoq': 18857.418, 't10y2y_spread': 1.51, 't10y3m_spread': 2.2, 'breakeven_10y': 1.58, 'hy_oas': 5.71, 'ig_oas': 1.66, 'ted_spread': 0.34, 'mortgage_30y': 3.91, 'vix': 21.13999938964844}
Market regime: sideways
Recent filing/news:
[Kaggle 2015-09-17] ["Foxconn Gets A Good Deal Out Of SPIL: Bernstein", "Demand for Apple's iPhone 6S may actually be lower than for the iPhone 6--Pacific Crest Analyst Andy Hargreaves at Pacific Crest said he believes demand for Apple Inc.'s iPhone 6S is actually lower than it was for the iPhone 6, \"possibly meaningfully so.\" He said Apple's statement that iPhone 6S sales are tracking at a record pace appears more a reflection of supply, and not demand. Hargreaves said evidence of lower demand comes from Google search data, device shipment times, third-party surveys, a lack of comments from carriers and a lack of quantitative comment on pre-orders in Apple's statement. He wrote in a note to clients that Apple's iPhone upgrade program isn't likely to drive the change that some expect, as \"the potential benefits are likely to be muted by likely financing costs, deflation in used iPhone pricing from increasing supply and cannibalization of people that already bought phones every year or already purchased AppleCare.\" He reiterated his sector weight rating on the stock, saying it remains \"attractive over the long term, but high iPhone expectations remain a near-term risk.\" The stock slipped 0.5% in premarket trade, putting it on track to snap a five-session win streak. It has dropped 8.6% over the past three months, while the Dow Jones Industrial Average has lost 6.7%.", "EU widens corporate tax investigation All countries agree to cooperate in probe of \u2018sweetheart\u2019 tax deals High-profile probe into alleged sweetheart tax deals broadened after all EU countries agree to cooperate.", "Judgment day for markets as Fed\u2019s trigger finger gets itchier Critical intelligence before the U.S. market opens The Janet Yellen-led Federal Reserve could blast markets with the first U.S. rate hike in nearly a decade. If the Fed frenzy is too much for you, perhaps try stocks in Italy or France.", "Amazon introduces its answer to Apple TV Amazon.com Inc. launched an answer to Apple Inc.'s smart TV on Thursday - and it's much cheaper. The e-commerce giant introduced its latest-generation Amazon FireTV with 4K Ultra HD, which will sell for $99.99, versus $149 for Apple TV. It comes with a remote with voice control, and compatibility with Echo, its voice-assistance technology that competes with Apple's Siri. The company will also sell a higher-tier gaming edition, which comes with a new Amazon-designed game controller and a 32 GB microSD card. The gaming edition will sell for $139.99. Amazon began taking preorders for both devices on Tuesday. Apple is expected to open up preorders its new TV for preorders next month. Shares of Amazon climbed 1% to $532.45 in recent trade, while those of Apple slumped 0.9% to $115.40.", "Apple: Pac Crest Sees \u2018Several Signs\u2019 Demand for iPhone 6s is Weaker", "Amazon launches cheap tablet, offers six-pack deal for $250 Amazon.com Inc. launched a new 7-inch tablet on Thursday that it is offering for $49.99 - or a six pack for $249.95

Predict whether the return of XLP over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for XLP starting 2015-09-18 was +5.40%, which classifies as 'positive'.


DBC over past 60 days: cumulative return +9.4%, annualized vol 17.2%. Market regime: sideways.

Question:
Asset: DBC
Historical prices (past 60 trading days): start=11.16, end=12.20, cumulative_return=+9.4%, annualized_volatility=17.2%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 260.911, 'unemployment': 6.7, 'gdp_growth_qoq': 20791.917, 't10y2y_spread': 0.68, 't10y3m_spread': 0.75, 'breakeven_10y': 1.75, 'hy_oas': 4.35, 'ig_oas': 1.13, 'ted_spread': 0.14, 'mortgage_30y': 2.72, 'vix': 20.84000015258789}
Market regime: sideways

Predict whether the return of DBC over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for DBC starting 2020-11-30 was +5.02%, which classifies as 'positive'.


EEM over past 60 days: cumulative return -6.8%, annualized vol 17.5%. Market regime: sideways.

Question:
Asset: EEM
Historical prices (past 60 trading days): start=49.29, end=45.93, cumulative_return=-6.8%, annualized_volatility=17.5%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 273.91, 'unemployment': 4.7, 'gdp_growth_qoq': 21617.828, 't10y2y_spread': 1.14, 't10y3m_spread': 1.38, 'breakeven_10y': 2.31, 'hy_oas': 3.03, 'ig_oas': 0.89, 'ted_spread': 0.1, 'mortgage_30y': 2.88, 'vix': 18.6299991607666}
Market regime: sideways
Recent filing/news:
[Kaggle 2021-09-23] Interesting ADBE Put And Call Options For November 5th Investors in Adobe Inc (Symbol: ADBE) saw new options become available today, for the November 5th expiration. At Stock Options Channel, our YieldBoost formula has looked up and down the ADBE options chain for the new November 5th contracts and identified one put and one call contract of particular interest. The put contract at the $595.00 strike price has a current bid of $7.85. If an investor was to sell-to-open that put contract, they are committing to purchase the stock at $595.00, but will also collect the premium, putting the cost basis of the shares at $587.15 (before broker commissions). To an investor already interested in purchasing shares of ADBE, that could represent an attractive alternative to paying $629.52/share today. Because the $595.00 strike represents an approximate 5% discount to the current trading price of the stock (in other words it is out-of-the-money by that percentage), there is also the possibility that the put contract would expire worthless. The current analytical data (including greeks and implied greeks) suggest the current odds of that happening are 100%. Stock Options Channel will track those odds over time to see how they change, publishing a chart of those numbers on our website under the contract detail page for this contract. Should the contract expire worthless, the premium would represent a 1.32% return on the cash commitment, or 11.20% annualized — at Stock Options Channel we call this the YieldBoost. Below is a chart showing the trailing twelve month trading history for Adobe Inc, and highlighting in green where the $595.00 strike is located relative to that history: Turning to the calls side of the option chain, the call contract at the $640.00 strike price has a current bid of $13.20. If an investor was to purchase shares of ADBE stock at the current price level of $629.52/share, and then sell-to-open that call contract as a "covered call," they are committing to sell the stock at $640.00. Considering the call seller will also collect the premium, that would drive a total return (excluding dividends, if any) of 3.76% if the stock gets called away at the November 5th expiration (before broker commissions). Of course, a lot of upside could potentially be left on the table if ADBE shares really soar, which is why looking at the trailing twelve month trading history for Adobe Inc, as well as studying the business fundamentals becomes important. Below is a chart showing ADBE's trailing twelve month trading history, with the $640.00 strike highlighted in red: Considering the fact that the $640.00 strike represents an approximate 2% premium to the current trading price of the stock (in other words it is out-of-the-money by that percentage), there is also the possibility that the covered call contract would expire worthless, in which case the investor would keep both their shares of stock and the premium collected. The current analytical data (including g

Predict whether the return of EEM over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for EEM starting 2021-09-24 was +3.01%, which classifies as 'positive'.


IWM over past 60 days: cumulative return +10.1%, annualized vol 16.5%. Market regime: sideways.

Question:
Asset: IWM
Historical prices (past 60 trading days): start=100.69, end=110.90, cumulative_return=+10.1%, annualized_volatility=16.5%
Macro context: {'fed_funds_rate': 0.4, 'cpi_yoy': 241.176, 'unemployment': 5.0, 'gdp_growth_qoq': 19197.938, 't10y2y_spread': 0.8, 't10y3m_spread': 1.2, 'breakeven_10y': 1.51, 'hy_oas': 5.07, 'ig_oas': 1.4, 'ted_spread': 0.49, 'mortgage_30y': 3.46, 'vix': 11.9399995803833}
Market regime: sideways
Recent filing/news:
[Kaggle 2016-09-07] ["7 Under-the-Radar Small-Cap Growth Stocks The Hood River Small-Cap Growth fund is trouncing its benchmark this year by finding mispriced companies.", "How Apple\u2019s stock tends to trade around its September event Apple\u2019s stock has historically risen 4% in the weeks after the event Apple\u2019s shares tend to be on a rollercoaster ride in the weeks leading up to and following its product launches.", "Apple\u2019s global wearables share halves to 7% Consumers opt for basic fitness bands over smart watches Apple\u2019s share of the global wearables market has fallen to 7% as consumers opt for fitness bands instead of smart watches.", "All the iPhone buzz isn\u2019t getting Apple over this hurdle Critical information before the U.S. market\u2019s open There\u2019s something for everyone today on iPhone day \u2014 bulls, bears, haters, fanboys. Today\u2019s chart comes from the Apple bears camp, flagging a level that has tripped up the stock all year. Our call is Apple-free, talking up energy stocks.", "Apple shares steady at $107.91 ahead of product announcement in early trade", "Apple: iPhone Failing as Fashion, More Like a Microwave Oven, Says BGC Ahead of Apple\u2019s (AAPL) media event kicking off at 1 pm Eastern today, 10 am Pacific, Colin Gillis with BGC joins his voice to the chorus pontificating about the event, predicting that the iPhone is failing to meet the mark as a \u201cfashion\u201d device, imperiling Apple\u2019s revenue growth.\"If Apple is positioning the iPhone as a fashion device,\u201d writes Gillis, \"a reasonable point (and one supported by the fact that the SVP of retail is Angela Ahrendts, the former CEO of fashion brand Burberry), then issuing a flagship product with minimal style changes for a third straight year could cause a muted desire for its customer base to upgrade.\"Gillis, who has a Sell rating on Apple shares, and an $85 price target, quips that that buying one of the things will \u201csoon be like buying a microwave \u2014 something people do, but not a major event.\"Gillis sees the iPhone franchise in 2017 suffering revenue declines thanks to both share losses and price declines:", "Apple \u2018Monitor\u2019 Suggests Better-Than-Average FYQ4, Says Drexel", "The iPhone headset jack and Apple\u2019s history of addition by subtraction Speculation has been in the air for months, but now that the day of the long-awaited Apple event is actually here, it\u2019s time to, as the Wall Street Journal notes, \u201clet the grumbling begin\u201d over the company\u2019s expected removal of the headphone jack from its next iPhone model.", "Apple: Nintendo Brings New Game \u2018Super Mario Run\u2019 to iPhone", "Amazon, Apple leak iPhone 7 photos ahead of Apple\u2019s event Amazon product and accessories page has gone live An Amazon.com accessories page went live before Apple\u2019s product event, revealing some photos and Bluetooth accessories for the next-generation iPhone.", "Apple Unveils Watch Series 2 with Water

Predict whether the return of IWM over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: negative

Explanation: The actual 21-day forward return for IWM starting 2016-09-08 was -1.59%, which classifies as 'negative'.


^VIX over past 60 days: cumulative return -22.1%, annualized vol 94.7%. Market regime: sideways.

Question:
Asset: ^VIX
Historical prices (past 60 trading days): start=14.41, end=11.23, cumulative_return=-22.1%, annualized_volatility=94.7%
Macro context: {'fed_funds_rate': 0.66, 'cpi_yoy': 243.618, 'unemployment': 4.7, 'gdp_growth_qoq': 19398.343, 't10y2y_spread': 1.19, 't10y3m_spread': 1.87, 'breakeven_10y': 1.99, 'hy_oas': 4.02, 'ig_oas': 1.28, 'ted_spread': 0.5, 'mortgage_30y': 4.12, 'vix': 11.229999542236328}
Market regime: sideways
Recent filing/news:
[Kaggle 2017-01-13] ["Nintendo, Sony Investors Can Expect Gains of 50% Nintendo\u2019s Switch gaming console and a turnaround at Sony can send shares of both companies surging.", "Why this winner of a retail stock will keep on delivering Critical information for the U.S. trading day It\u2019s retail sales day and a perfect opportunity to highlight the call of the day that involves one of the biggest players on the retail landscape. Here\u2019s why it belongs in your portfolio to stay.", "Broadcom, IDT To Ride Apple\u2019s iPhone Promotions, Says Pac Crest if you\u2019re a chip investor holding Broadcom (AVGO), Integrated Device Technology (IDTI), or Analog Devices (ADI), don\u2019t worry, writes Pacific Crest\u2019s John Vinh, this morning, the companies should be okay given the pace of promotions on Apple\u2019s (AAPL) iPhone 7.Vinh sees \u201climited risk\u201d for AVGO, ADI and IDTI, which are his \u201cfavorite names\u201d among Apple suppliers.\"Our December carrier surveys in North America and Western Europe indicate the return of holiday promotions at AT&T, T-Mobile and Verizon were effective in keeping inventories at healthy levels,\u201d writes Vinh.That bodes well for sales of iPhone into the channel, he writes,Holiday promotions keep iPhone 7 inventories at very healthy levels. We observed that generous carrier promotions at AT&T and Verizon were effective in keeping inventory levels in check. AT&T was offering a \"buy one, get one free\" (BOGO) promotion on the iPhone 7, while Verizon was offering up to $400 trade- in credit towards the purchase of an iPhone 7. As a result, iPhone 7 inventories (DOI and absolute) declined m/m to just over 2 days and remain well below targeted levels of 6-10 days, while sell-through was roughly flat y/y. On the iPhone 7 Plus front, we are seeing supply gradually catching up with demand, though some stores are still experiencing shortages.", "Videogame Sales Are Fading and It\u2019s Crushing GameStop It wasn\u2019t a happy holiday season for GameStop. Sales fell 16% in the last nine weeks of the year.", "Apple: Not Clear It\u2019s Investible for Five-Year Periods, Says Bernstein People continue to mull the negative remarks about Apple (AAPL) made by investor Peter Thiel to The New York Times on Wednesday.In case you missed it, Thiel was asked to \u201cconfirm\u201d or \u201cdeny\u201d statements put to him by Times columnist Maureen Dowd.Down posed the statement \"The age of Apple is over.\"Said Thiel,Confirm. We know what a smartphone looks like and does. It\u2019s not the fault of Tim Cook, but it\u2019s not an area where there will be any more innovation.Today\u2019s pondering of that brief item comes from Toni Sacconaghi, a bull on the stock, with Bernstein, who was interviewed a short while ago by Scott Wapner, the host of CNBC\u2019s \u201cFast Money: Halftime Report.\"Asked by Wapner if he agreed, Sacconaghi replied,", "Tech Today: Pandora Zooms, GrubHub Up, Apple\u2019s Debt Leverage Here are some things going on t

Predict whether the return of ^VIX over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: flat

Explanation: The actual 21-day forward return for ^VIX starting 2017-01-16 was +0.84%, which classifies as 'flat'.


FXI over past 60 days: cumulative return -0.6%, annualized vol 19.4%. Market regime: sideways.

Question:
Asset: FXI
Historical prices (past 60 trading days): start=35.61, end=35.38, cumulative_return=-0.6%, annualized_volatility=19.4%
Macro context: {'fed_funds_rate': 2.13, 'cpi_yoy': 256.43, 'unemployment': 3.5, 'gdp_growth_qoq': 20843.322, 't10y2y_spread': 0.07, 't10y3m_spread': -0.21, 'breakeven_10y': 1.6, 'hy_oas': 3.92, 'ig_oas': 1.24, 'ted_spread': 0.21, 'mortgage_30y': 3.49, 'vix': 14.609999656677246}
Market regime: sideways
Recent filing/news:
[Kaggle 2019-09-11] ["Asian markets gain ahead of ECB meeting Nikkei, Hang Seng edge up as stocks in mainland China dip Asian markets mostly gained in early trading Wednesday, ahead of expected further monetary easing by the European Central Bank.", "Welcome to Borrower\u2019s Paradise. How Long Can It Last? Stocks have returned to within a percent or two of their record highs, while bond yields have fallen to near-record lows, making equities\u2019 valuations more attractive while also helping to fund share buybacks.", "Podcast: Apple Goes Head-to-Head With Netflix 3 numbers to help you navigate the market\u2014in just two minutes.", "It\u2019s \u2018Too Soon to Bail\u2019 on Apple, Amazon, and Other Top Tech Stocks For investors interested in the big FAANG tech stocks, it\u2019s late in the game\u2014but not too late to benefit, an analyst says.", "Apple iPhone event reveals a dramatic change in strategy Apple is now competing on price, after years of focusing on high margins One of the most surprising elements of Apple Inc.\u2019s September iPhone launch was its aggressive pricing on many products, especially its new streaming service.", "Apple drops price on new iPhone 11, undercuts Netflix and Disney on streaming At annual event, Apple unveils three new iPhones, prices for streaming services Apple Inc. tried to make cameras the focus of its iPhone launch event on Tuesday, but the company\u2019s most striking announcements concerned the prices of its phones and streaming offerings.", "Apple's stock gains 0.4% premarket after rising 1.2% on Tuesday", "Shift into value stocks could fuel a solid rally, says J.P. Morgan Critical information for the U.S. trading day J.P. Morgan quant strategists Marko Kolanovic and Bram Kaplan say this switch to value stocks seen lately could be promising.", "Apple stock price target raised to $250 from $240 at BofA Merrill Lynch", "Dow's nearly 75-point jump highlighted by gains for Apple Inc., Walgreens Boots shares", "Apple on the verge of reaching $1 trillion in market cap for first time in 10 months Shares of Apple Inc. rallied 1.7% toward a 10-month high in morning trading Wednesday, after rising 1.2% the previous sessions on the back of the technology behemoth's iPhone launch event. With the stock's recent rally, Apple is on the verge of getting back to being a trillion dollar company, something it hasn't been since Nov. 1, 2018; Apple's market capitalization is currently $995.4 billion. The stock only needs to rise another 0.5% to close at or above $221.28 for Apple's market cap to top $1 trillion, based on the latest disclosed 4.52 billion shares outstanding as of July 19. Getting back to being a trillion-dollar company would complete a recovery from a market-cap low of about $672.5 billion on Jan. 3, when the stock closed at a 21-month low of $142.19. Since then, Apple's stock has run up 55%, while the Dow Jones Industrial Average has gained 19%. Apple's market cap is still behind first-place Microsoft Corp. at $1.04 trilli

Predict whether the return of FXI over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: flat

Explanation: The actual 21-day forward return for FXI starting 2019-09-12 was -0.36%, which classifies as 'flat'.


XRP-USD over past 60 days: cumulative return +12.5%, annualized vol 55.3%. Market regime: sideways.

Question:
Asset: XRP-USD
Historical prices (past 60 trading days): start=0.22, end=0.25, cumulative_return=+12.5%, annualized_volatility=55.3%
Macro context: {'fed_funds_rate': 1.59, 'cpi_yoy': 259.25, 'unemployment': 3.5, 'gdp_growth_qoq': 20709.212, 't10y2y_spread': 0.18, 't10y3m_spread': -0.04, 'breakeven_10y': 1.65, 'hy_oas': 4.03, 'ig_oas': 1.09, 'ted_spread': 0.23, 'mortgage_30y': 3.51, 'vix': 18.84000015258789}
Market regime: sideways

Predict whether the return of XRP-USD over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for XRP-USD starting 2020-02-03 was +6.28%, which classifies as 'positive'.


ITB over past 60 days: cumulative return -5.5%, annualized vol 56.1%. Market regime: sideways.

Question:
Asset: ITB
Historical prices (past 60 trading days): start=43.70, end=41.30, cumulative_return=-5.5%, annualized_volatility=56.1%
Macro context: {'fed_funds_rate': 0.05, 'cpi_yoy': 255.802, 'unemployment': 13.2, 'gdp_growth_qoq': 19077.992, 't10y2y_spread': 0.49, 't10y3m_spread': 0.51, 'breakeven_10y': 1.15, 'hy_oas': 6.54, 'ig_oas': 1.87, 'ted_spread': 0.2, 'mortgage_30y': 3.15, 'vix': 27.51000022888184}
Market regime: sideways

Predict whether the return of ITB over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for ITB starting 2020-06-01 was +2.00%, which classifies as 'positive'.


EWJ over past 60 days: cumulative return -3.6%, annualized vol 24.6%. Market regime: sideways.

Question:
Asset: EWJ
Historical prices (past 60 trading days): start=41.75, end=40.26, cumulative_return=-3.6%, annualized_volatility=24.6%
Macro context: {'fed_funds_rate': 0.12, 'cpi_yoy': 237.733, 'unemployment': 5.0, 'gdp_growth_qoq': 18892.206, 't10y2y_spread': 1.4, 't10y3m_spread': 2.02, 'breakeven_10y': 1.48, 'hy_oas': 6.07, 'ig_oas': 1.67, 'ted_spread': 0.29, 'mortgage_30y': 3.79, 'vix': 15.43000030517578}
Market regime: sideways
Recent filing/news:
[Kaggle 2015-10-27] ["Risk Aversion Returns As China Stocks Dip: Apple Suppliers Retreat", "How JPMorgan Could Leapfrog Apple Pay JPMorgan\u2019s Chase Pay has the scale out of the gate to become the most viable PayPal competitor.", "Broadcom Boosted by Supplying Apple Broadcom is ramping parts for the iPhone 6s ahead of a fourth-quarter push for its new data-center switching chipset.", "J.P. Morgan retooling Chase Pay product to better compete with Apple Pay Bank plans to partner with merchants to make service easier to use.", "This is the scare investors should be bracing for Critical intelligence before the U.S. market opens You\u2019ve got oil prices and Apple for this stock market. One is pulling it one way, and the other another. Then you\u2019ve got a key decision at the end of the week. Could be a rough ride for markets.", "IBM Adds $4B to Share Buyback", "Apple: Are the Best Days Over?", "J.P. Morgan Chase is latest to invest in future of mobile payments Mobile payment systems are emerging at a dizzying pace Pulling out a wad of cash, or writing a check at the Whole Foods checkout counter, are already outmoded ways of paying for goods. And as mobile payment systems continue to evolve, plastic credit cards could be on their way out the door as well.", "In one chart: How Microsoft has trumped Apple since Steve Jobs\u2019s death Microsoft\u2019s taken a bite out of Apple since 2011 Returns on Apple\u2019s stock over the past four years haven\u2019t been as good as those in one of its rivals: Microsoft.", "Think you know a lot about Apple? Our quiz thinks different Before you start wading through the numbers and the conference call, let\u2019s see how well you really know the most valuable company in the world.", "What to watch for in Apple\u2019s earnings Apple could be on track for 12th straight quarter of EPS beats Apple is expected to report earnings after the market\u2019s close on Tuesday.", "Apple Q4 EPS $1.96 vs. FactSet consensus $1.88", "Apple Q4 revenue $51.5 bln vs. FactSet consensus $50.1 billion", "Apple stock up more than 2% after-hours following results", "Apple Up 3%: FYQ4 Rev $51.5B, EPS $1.96/Sh Beat; Q1 Rev View Light", "U.S. stocks slide for second day ahead of Fed policy statement Apple loses ground ahead of quarterly earnings U.S. stocks slip for the second day in a row Tuesday, as slumping oil prices and soft economic data weigh. Mixed earnings reports also prompt investors to take a cautious stance a day ahead of the Federal Reserve\u2019s policy statement.", "Apple earnings lifted by iPhone sales in China Apple Inc. said its quarterly profit rose 31%, sparked by strong demand for iPhones in China. Booming iPhone sales have propelled the company to a string of strong results while withstanding a slowdown in the global smartphone market. Apple followed up its first large-screen iPhones with a pair of new releases in late September, but the company faces questions about whether it can maintain its sales momentum of the past year.", "Apple

Predict whether the return of EWJ over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: flat

Explanation: The actual 21-day forward return for EWJ starting 2015-10-28 was -0.32%, which classifies as 'flat'.


IWM over past 60 days: cumulative return -5.4%, annualized vol 29.9%. Market regime: sideways.

Question:
Asset: IWM
Historical prices (past 60 trading days): start=188.25, end=178.16, cumulative_return=-5.4%, annualized_volatility=29.9%
Macro context: {'fed_funds_rate': 0.83, 'cpi_yoy': 291.298, 'unemployment': 3.6, 'gdp_growth_qoq': 21967.045, 't10y2y_spread': 0.27, 't10y3m_spread': 1.66, 'breakeven_10y': 2.63, 'hy_oas': 4.19, 'ig_oas': 1.41, 'ted_spread': 0.09, 'mortgage_30y': 5.1, 'vix': 25.71999931335449}
Market regime: sideways
Recent filing/news:
[Kaggle 2022-05-27] ["5 Growth Stocks For Your June 2022 Watchlist Are These The Best Growth Stocks To Buy Right Now? There\u2019s no question that the stock market has taken quite a beating in recent months. And many of the top growth stocks are down along with it. Thus, some may find investing in these growth names less appealing compared to when the pandemic first started. Now, with the Fed taking a more aggressive stance on both interest rate hikes and tapering, it\u2019s natural that investors are bearish on these stocks. But that doesn\u2019t mean these are not great investments. Perhaps, what you need is a longer investment horizon. Investing in growth stocks involves having a long-term mindset. And adopting a long-term mindset will help you sift through the noise in the stock market and focus on the underlying business instead of the volatility of stock prices. With so much uncertainty continuing to loom over the stock market today, finding the best growth stocks to buy can be challenging. With the Nasdaq solidly in bear market territory and the S&P 500 dipping more than 15% from its record high, would now be a good time to put money into these stocks? If you believe so, here are five growth stocks to watch right now. Growth Stocks To Watch In June 2022 NVIDIA Corporation (NASDAQ: NVDA) Shopify Inc. (NYSE: SHOP) Sea Ltd. (NYSE: SE) Upstart Holdings Inc. (NASDAQ: UPST) Adobe Inc. (NASDAQ: ADBE) Nvidia When looking for top growth stocks to buy, graphics specialist Nvidia would often come to mind. The semiconductor giant reported better-than-expected figures earlier this week. From the latest quarterly report, revenue came in 46% higher at $8.29 billion. While the growth rate is lower than the previous quarter\u2019s 53%, revenue still beat expectations of $8.1 billion. All in all, the company cites continuous strength in its gaming section. In detail, sales were driven by the GeForce RTX 30 Series, which remains the company\u2019s best gaming product cycle in history. What\u2019s more, reports said Cathie Wood purchased nearly 250,000 shares of NVDA stock across three ETFs, with the bulk of shares going towards her flagship fund. If anything, her latest investment in Nvidia may signal that this may be a good time to initiate a position for a long-term hold. Considering the upbeat quarter and Wood\u2019s latest investment, would you be doing the same? [Read More] Best Stocks To Invest In Right Now? 5 Value Stocks To Watch This Week Shopify E-commerce innovator Shopify emerged as the pandemic darling, but its first-quarter report sent its shares falling. But before we give this stock a pass, let\u2019s take a closer look at the most recent fiscal report. For the quarter, revenue came in 22% higher year-over-year to $1.2 billion. Additionally, its monthly recurring revenue also improved to $105.2 million, up 17% year-over-year. Admittedly, these figures may not be as exhilarating as those during the early stages of the pandemic. However, it does not change the fa

Predict whether the return of IWM over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: negative

Explanation: The actual 21-day forward return for IWM starting 2022-05-31 was -8.37%, which classifies as 'negative'.


VLUE over past 60 days: cumulative return -23.0%, annualized vol 37.8%. Market regime: sideways.

Question:
Asset: VLUE
Historical prices (past 60 trading days): start=74.38, end=57.26, cumulative_return=-23.0%, annualized_volatility=37.8%
Macro context: {'fed_funds_rate': 0.05, 'cpi_yoy': 256.032, 'unemployment': 14.8, 'gdp_growth_qoq': 19077.992, 't10y2y_spread': 0.38, 't10y3m_spread': 0.48, 'breakeven_10y': 1.11, 'hy_oas': 8.03, 'ig_oas': 2.34, 'ted_spread': 0.77, 'mortgage_30y': 3.33, 'vix': 35.93000030517578}
Market regime: sideways
Recent filing/news:
[Kaggle 2020-04-24] ["The Zacks Analyst Blog Highlights: Microsoft, Apple, Adobe, Nvidia and Salesforce", "Adobe Stock Gets A Handle On Coronavirus Market Recovery", "Adobe Stock Gets A Handle On Coronavirus Market Recovery", "The Zacks Analyst Blog Highlights: Microsoft, Apple, Adobe, Nvidia and Salesforce", "3 Stocks You Can Set and Forget Capitalism is brutally competitive. To thrive over the long term, a company must do something special to protect itself from the opposition. Adobe Systems (NASDAQ: ADBE), Intuitive Surgical (NASDAQ: ISRG), and Visa (NYSE: V) all boast enviable track records of success. Each of these businesses is protected by a wide economic moat that shelters it from the forces of capitalism. All three of these businesses are major components in my portfolio. Here's why I believe that all of them are built to last. Image source: Getty Images. Adobe Systems Photoshop. Illustrator. After Effects. Acrobat. Premiere. Lightroom. Dreamweaver. If you are a creative professional, then the odds are very good that you are familiar with many -- if not all -- of these products. Adobe has been the top dog in digital media software for decades. The company's products are often viewed as the industry standard in their category. They're used by millions of consumers, creative professionals, designers, and enterprises around the world. Learning how to use software can take a long time, so once a user becomes comfortable with a product, they tend to stick with it for years. At the same time, Adobe's brand name has become synonymous with quality software. When combined, these attributes keep Adobe protected from the competition. A few years ago, Adobe transitioned to a software-as-a-service business model, which helps make its revenue (and profits) far more predictable than ever before. Wall Street has responded to the move by bidding up the share price to new highs. With lots of growth runway left ahead, I could see this trend continuing for many years. Meanwhile, Adobe has plenty of financial assets to weather the COVID-19 pandemic. With more than $4 billion in cash and equivalents and consistent cash flow coming in (more than $1.2 billion last quarter), there's no doubt in my mind that this company has staying power. Intuitive Surgical Intuitive Surgical pioneered the concept of robotic surgery. Its da Vinci system enabled surgeons to perform more than 1.25 million minimally invasive surgical procedures last year. Intuitive has had this market all to itself for two decades. That has allowed it to build up a global install base of more than 5,600 systems. That's important, as once healthcare providers become trained on how to use the da Vinci, they become resistant to switching. The training and time costs of learning something new are simply too high. The beauty of Intuitive's model is that it makes most of its money off disposable instruments and accessories, as well as through service contracts. This razor and blade business model is a big reason why the com

Predict whether the return of VLUE over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for VLUE starting 2020-04-27 was +8.09%, which classifies as 'positive'.


BTC-USD over past 60 days: cumulative return -7.8%, annualized vol 47.1%. Market regime: sideways.

Question:
Asset: BTC-USD
Historical prices (past 60 trading days): start=46202.14, end=42586.92, cumulative_return=-7.8%, annualized_volatility=47.1%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 284.5, 'unemployment': 3.9, 'gdp_growth_qoq': 21932.71, 't10y2y_spread': 0.4, 't10y3m_spread': 1.55, 'breakeven_10y': 2.48, 'hy_oas': 3.74, 'ig_oas': 1.11, 'ted_spread': 0.09, 'mortgage_30y': 3.69, 'vix': 28.32999992370605}
Market regime: sideways
Recent filing/news:
[Kaggle 2022-02-14]

Predict whether the return of BTC-USD over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: negative

Explanation: The actual 21-day forward return for BTC-USD starting 2022-02-15 was -13.10%, which classifies as 'negative'.


VEA over past 60 days: cumulative return -1.7%, annualized vol 9.3%. Market regime: sideways.

Question:
Asset: VEA
Historical prices (past 60 trading days): start=28.05, end=27.57, cumulative_return=-1.7%, annualized_volatility=9.3%
Macro context: {'fed_funds_rate': 0.66, 'cpi_yoy': 242.637, 'unemployment': 4.7, 'gdp_growth_qoq': 19304.352, 't10y2y_spread': 1.29, 't10y3m_spread': 2.06, 'breakeven_10y': 1.99, 'hy_oas': 4.11, 'ig_oas': 1.28, 'ted_spread': 0.49, 'mortgage_30y': 4.3, 'vix': 11.989999771118164}
Market regime: sideways
Recent filing/news:
[Kaggle 2016-12-27] The Zacks Analyst Blog Highlights: IBM, BP, Disney, Adobe and Cisco For Immediate Release Chicago, IL - December 27, 2016 - Zacks.com announces the list of stocks featured in the Analyst Blog. Every day the Zacks Equity Research analysts discuss the latest news and events impacting stocks and the financial markets. Stocks recently featured in the blog include IBM (NYSE: IBM - Free Report ), BP (NYSE: BP - Free Report ), Disney (NYSE: DIS - Free Report ), Adobe (NASDAQ: ADBE - Free Report ) and Cisco (NASDAQ: CSCO - Free Report ). Today, Zacks is promoting its ''Buy'' stock recommendations. Get #1Stock of the Day pick for free. Here are highlights from Friday's Analyst Blog: Stock Research Reports for Tuesday: IBM, BP, DIS Today's Research Daily features new research reports on 16 major stocks, including IBM (NYSE: IBM - Free Report ), BP (NYSE: BP - Free Report ) and Disney (NYSE: DIS - Free Report ). IBM shares lagged the technology space and the S&P 500 index over the last few years as the company struggled to reposition its business to the evolving business landscape. But the stock turned around this year (up +21.4% in the year-to-date period vs. +9.3% for the Zacks Technology sector) on greater appreciation for the company's outlook. The Zacks analyst likes IBM's strategic growth initiatives, including its Big Data & business analytics, cloud computing, mobile and social business. The company is expected to report Q4 results on January 17th. (You can read the full research report on IBM here >>> ) The turnaround in oil prices this year has benefited all oil players, BP included. BP shares have gained in excess of +18% this year, modestly below the Zacks Oil Integrated industry's +19.1% gain. The Zacks analyst likes the company's major expense reductions over the last four quarters, which is expected to remain a focus in the coming quarters as well. BP is scheduled to report Q4 results on February 7th, with the oil giant expected to report $0.50 per share on $52.2 billion in revenues. While upstream volumes are expected to be modestly up from the Q3 level, the refining business could be under pressure. (You can read the full research report on BP here >>> ) Disney shares have struggled this year, weighed down by concerns about ESPN whose future growth has been clouded by the evolving media landscape as a result of 'cord cutting' and the steady migration of subscribers to online and digital platforms. However, management anticipates reporting modest earnings growth in fiscal 2017 and a "more robust growth" in fiscal 2018. The Zacks analyst likes Disney's movie business and the parks & resorts division. The company is expected to report Q4 results on February 14th. (You can read the full research report on Disney here >>> ) Other noteworthy reports we are featuring today include Adobe (NASDAQ: ADBE - Free Report ) and Cisco (NASDAQ: CSCO - Free Report ). You can check all of today's research reports here >>> Today's Long-Term Buys & Sells Today

Predict whether the return of VEA over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for VEA starting 2016-12-28 was +4.62%, which classifies as 'positive'.


QQQ over past 60 days: cumulative return +22.0%, annualized vol 36.1%. Market regime: sideways.

Question:
Asset: QQQ
Historical prices (past 60 trading days): start=186.55, end=227.57, cumulative_return=+22.0%, annualized_volatility=36.1%
Macro context: {'fed_funds_rate': 0.06, 'cpi_yoy': 257.042, 'unemployment': 11.0, 'gdp_growth_qoq': 19077.992, 't10y2y_spread': 0.51, 't10y3m_spread': 0.53, 'breakeven_10y': 1.18, 'hy_oas': 6.18, 'ig_oas': 1.81, 'ted_spread': 0.18, 'mortgage_30y': 3.15, 'vix': 26.84000015258789}
Market regime: sideways
Recent filing/news:
[Kaggle 2020-06-02] ["American Pie", "Tech Giants Dare Antitrust Deal Watchdogs", "MoneyGram Shares Jump 50% As Western Union Reportedly Looks For Acquisition", "Apple Cuts iPhone Prices in China To Push Sales As Country Reopens Economy", "Pepper Spray, Books On Racism, 'I Can't Breathe' Merchandise Are Top Sellers On Amazon As Protests Rage", "A Peek Into The Markets: US Stock Futures Up; Crude Oil Rises Over 2%", "Tesla CEO Musk Says Other Three Officers Should Be Charged In Floyd's Murder Case", "Hearing Susquehanna Check Suggests Total iPhone 12 Builds Tracking To 10M, Below Firm's Expectation Of 25M; Unconfirmed", "MoneyGram Shares Jump 50% As Western Union Reportedly Looks For Acquisition", "'Apple is tracking iPhones stolen by looters' -Earlier NY Post Article", "'Apple is tracking iPhones stolen by looters' -Earlier NY Post Article", "MoneyGram Shares Jump 50% As Western Union Reportedly Looks For Acquisition", "Hearing Susquehanna Check Suggests Total iPhone 12 Builds Tracking To 10M, Below Firm's Expectation Of 25M; Unconfirmed", "Tesla CEO Musk Says Other Three Officers Should Be Charged In Floyd's Murder Case", "A Peek Into The Markets: US Stock Futures Up; Crude Oil Rises Over 2%", "Pepper Spray, Books On Racism, 'I Can't Breathe' Merchandise Are Top Sellers On Amazon As Protests Rage", "American Pie", "Tech Giants Dare Antitrust Deal Watchdogs", "MoneyGram Shares Jump 50% As Western Union Reportedly Looks For Acquisition", "'Apple is tracking iPhones stolen by looters' -Earlier NY Post Article", "MoneyGram Shares Jump 50% As Western Union Reportedly Looks For Acquisition", "Hearing Susquehanna Check Suggests Total iPhone 12 Builds Tracking To 10M, Below Firm's Expectation Of 25M; Unconfirmed", "Tesla CEO Musk Says Other Three Officers Should Be Charged In Floyd's Murder Case", "A Peek Into The Markets: US Stock Futures Up; Crude Oil Rises Over 2%", "Pepper Spray, Books On Racism, 'I Can't Breathe' Merchandise Are Top Sellers On Amazon As Protests Rage", "American Pie", "Tech Giants Dare Antitrust Deal Watchdogs", "MoneyGram Shares Jump 50% As Western Union Reportedly Looks For Acquisition", "Here\u2019s why the \u2018unloved but welcome\u2019 U.S. stock market rally from March lows won\u2019t last, Goldman says Brief hopes that U.S.-China trade tensions may subside appear to have been dashed.", "Apple's stock slips 0.3% premarket, reversing earlier gains of as much as 0.7%", "How Apple Could Soar to a Valuation of $2 Trillion Apple is the world\u2019s most highly valued company, with a market capitalization of $1.389 trillion. It is near the record closing level of $327.20 it hit in February, but Evercore ISI analyst Amit Daryanani thinks the stock can go higher.", "A semiconductor \u2018cold war\u2019 is heating up between the U.S. and China The world runs on semiconductors, most of which pass through Taiwan The world runs on semiconductors, most of which pass through Taiwan.", "Why Protests Rarely Rattle Markets The U.S. is experiencing painful civil

Predict whether the return of QQQ over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for QQQ starting 2020-06-03 was +6.73%, which classifies as 'positive'.


QQQ over past 60 days: cumulative return -7.5%, annualized vol 34.8%. Market regime: sideways.

Question:
Asset: QQQ
Historical prices (past 60 trading days): start=322.62, end=298.57, cumulative_return=-7.5%, annualized_volatility=34.8%
Macro context: {'fed_funds_rate': 0.83, 'cpi_yoy': 294.957, 'unemployment': 3.6, 'gdp_growth_qoq': 21967.045, 't10y2y_spread': 0.3, 't10y3m_spread': 1.75, 'breakeven_10y': 2.74, 'hy_oas': 4.21, 'ig_oas': 1.38, 'ted_spread': 0.09, 'mortgage_30y': 5.09, 'vix': 24.790000915527344}
Market regime: sideways
Recent filing/news:
[Kaggle 2022-06-03] ["Apple Was the Worst Stock in the Dow Friday The Dow Jones Industrial Average dropped close to 350 points on Friday, despite a better-than-expected jobs report. For the week, however, the Dow Jones finished higher by nearly 165 points as volatile trading continued. No stock in the Dow saw a bigger percentage drop than Apple (NASDAQ: AAPL), which fell nearly 4% today after several analysts warned about slowing App Store revenue growth. Intel (NASDAQ: INTC) was the day's second-biggest loser on a percentage basis, finishing the day more than 3% down. Although ADP reported yesterday that private payrolls in May added the smallest number of new jobs since the COVID-19 recovery began, the U.S. Bureau of Labor Statistics reported today that nonfarm payrolls added 390,000 jobs last month. That was much stronger than the 328,000 jobs that most economists had been expecting. The conflicting data is nothing new, as investors struggle to try and figure out where the economy could land over the next six to 18 months. Slowing App Store growth at Apple Morgan Stanley analyst Katy Huberty warned today that App Store revenue growth may have started to slow in May, hinting that services revenue at Apple could come in weaker for the current quarter than many had initially thought. Huberty pointed to data from a company called Sensor Tower that showed just 4% revenue growth in May on a year-over-year basis. \"While we believe Apple user spending is more resilient at all stages of the economic cycle, which positions Apple better than other consumer hardware peers, a deceleration in App Store growth likely points to fading consumer spending on goods/services that accelerated during the pandemic,\" Huberty wrote in a research note. Image source: Getty Images. App Store revenue is a big component of the company's services revenue, which made up more than 20% of net sales in the tech giant's most recent quarter. Huberty projects that App Store revenue could fall by as much as $560 million from her initial forecast, which could hit her services revenue forecast for the current quarter by more than 3%. Huberty's note is the second warning this week from analysts. Evercore analyst Amit Daryanani also noted yesterday that the 4% growth is weaker than the 9% year-over-year App Store revenue growth Apple saw in April. \"We had expected growth to accelerate as comps became easier, so the slowdown is somewhat surprising, especially as China saw a large deceleration when we were anticipating some uplift from the ongoing lockdowns,\" Daryanani wrote in a research note. Still, even though App Store revenue growth might be slowing, both Huberty and Daryanani are bullish on the stock. Huberty has an \"overweight\" rating on Apple and a price target of $195. Daryanani also has an \"overweight\" rating and price target of $210. Apple closed the day at $145 per share, implying substantial upside to both of the analysts' price targets. Why Apple could bounce back The analysts are right

Predict whether the return of QQQ over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: negative

Explanation: The actual 21-day forward return for QQQ starting 2022-06-06 was -3.80%, which classifies as 'negative'.


LINK-USD over past 60 days: cumulative return -12.9%, annualized vol 54.6%. Market regime: sideways.

Question:
Asset: LINK-USD
Historical prices (past 60 trading days): start=2.61, end=2.27, cumulative_return=-12.9%, annualized_volatility=54.6%
Macro context: {'fed_funds_rate': 1.55, 'cpi_yoy': 258.63, 'unemployment': 3.6, 'gdp_growth_qoq': 20985.448, 't10y2y_spread': 0.2, 't10y3m_spread': 0.29, 'breakeven_10y': 1.71, 'hy_oas': 3.84, 'ig_oas': 1.07, 'ted_spread': 0.36, 'mortgage_30y': 3.68, 'vix': 15.68000030517578}
Market regime: sideways

Predict whether the return of LINK-USD over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: negative

Explanation: The actual 21-day forward return for LINK-USD starting 2019-12-11 was -17.05%, which classifies as 'negative'.


MTUM over past 60 days: cumulative return -3.6%, annualized vol 20.7%. Market regime: sideways.

Question:
Asset: MTUM
Historical prices (past 60 trading days): start=103.60, end=99.88, cumulative_return=-3.6%, annualized_volatility=20.7%
Macro context: {'fed_funds_rate': 2.2, 'cpi_yoy': 252.594, 'unemployment': 3.8, 'gdp_growth_qoq': 20304.874, 't10y2y_spread': 0.29, 't10y3m_spread': 0.84, 'breakeven_10y': 2.06, 'hy_oas': 3.72, 'ig_oas': 1.25, 'ted_spread': 0.27, 'mortgage_30y': 4.83, 'vix': 19.959999084472656}
Market regime: sideways
Recent filing/news:
[Kaggle 2018-11-05] ["When the going gets tough, Apple hides its numbers Apple will stop reporting unit sales for its largest businesses as iPhone sales stall Apple Inc. dropped a bomb on Thursday, but it wasn\u2019t the weak forecast for the holiday quarter: It was the fact that it will no longer disclose unit sales of its products for investors, as it has for more than a decade.", "Apple predicts record holiday sales, but that isn\u2019t enough to save stock Apple falls in late trading despite earnings beat, thanks to forecast that appears cautious for several reasons Apple Inc. revealed a blockbuster September quarter Thursday and predicted record revenue for the holiday season. That wasn\u2019t good enough for investors, though.", "Apple stock suffers worst day in more than four years after \u2018Houdini-like move\u2019 with earnings \u2018The uncertainty that speculation breeds is rarely positive,\u2019 BTIG writes of decision to eliminate unit-sales disclosures Apple shares dropped Friday, after the smartphone manufacturer beat expectations with its latest results but delivered a disappointing forecast and announced that it would no longer be providing unit-sales figures for the iPhone and other hardware products.", "Apple's stock falls 0.9% premarket, after tumbling 6.6% on Friday", "In sweeping interview, Elon Musk says Tesla will be cash-flow positive \u2018all quarters going forward\u2019 \u2018Some people use their hair to express themselves; I use Twitter,\u2019 Musk says Up until September, it was do or die for Silicon Valley car maker, Elon Musk says.", "Apple curbs plans for additional iPhone XR production lines: report Apple Inc. has told companies that assemble its smartphones to halt plans for new production lines that would add iPhone XR capacity, the Nikkei Asian Review reported Monday. The report, which cites multiple unnamed sources, said that Apple has given these instructions to Hon Hai Precision Industry Co. Ltd. , better known as Foxconn, and Pegatron. Apple increased orders for the iPhone 8 and iPhone 8 Plus, two cheaper devices that launched a year ago, according to sources. The report comes a few days after Apple delivered a disappointing December-quarter earnings outlook and disclosed that it would stop reporting unit-sales figures for its various product lines. The company didn't immediately respond to a MarketWatch request for comment. Apple shares are off 1.6% in premarket trading, and they're down 7.5% over the past month. The Dow Jones Industrial Average has slipped 4.5% in that time.", "Berkshire Hathaway Climbs, but Dow Slips Because Even Warren Buffett Can\u2019t Lift the Market by Himself U.S. stocks weakened ahead of the open as jitters continue despite an earnings season that is turning out to be more or less as good as in the second quarter.", "Amazon discussions fuel speculation that northern Virginia is \u2018HQ2\u2019 front runner Sources say detailed talks have focused on Crystal City, Va. Sources tell the Washington Pos

Predict whether the return of MTUM over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: negative

Explanation: The actual 21-day forward return for MTUM starting 2018-11-06 was -4.71%, which classifies as 'negative'.


EEM over past 60 days: cumulative return -0.4%, annualized vol 24.6%. Market regime: sideways.

Question:
Asset: EEM
Historical prices (past 60 trading days): start=40.37, end=40.21, cumulative_return=-0.4%, annualized_volatility=24.6%
Macro context: {'fed_funds_rate': 1.68, 'cpi_yoy': 249.577, 'unemployment': 4.0, 'gdp_growth_qoq': 20044.077, 't10y2y_spread': 0.47, 't10y3m_spread': 1.01, 'breakeven_10y': 2.05, 'hy_oas': 3.79, 'ig_oas': 1.16, 'ted_spread': 0.61, 'mortgage_30y': 4.44, 'vix': 19.96999931335449}
Market regime: sideways
Recent filing/news:
[Kaggle 2018-03-29] ["Can the stock market stand up to the tech wreck? Bull market loses its leader The key question for investors is whether a sharp selloff in tech shares puts the broader bull market in danger.", "How to know when to buy, sell or hold popular tech stocks today Amid increasing volatility, investors need to understand position size, time horizon and diversification Amid increasing volatility, investors need to understand position size, time horizon and diversification.", "Smart Home Devices: These Categories Are Growing the Fastest As new categories emerge, smart speakers are still expected to grow quickly.", "Spotify initiated at outperform by RBC ahead of trading debut RBC Capital Markets analyst Mark Mahaney initiated shares of Spotify Technology with an outperform rating and $220 price target, ahead of the stock's expected public debut in early April. Mahaney's target price represents \"70%+ upside vs. recent private transaction price of $127.50,\" he wrote. He likes the large total addressable market for music-streaming services and Spotify's leading position in the market. The Consumer Technology Association believes consumers will spend $6.6 billion on music streaming services in 2018. Spotify has nearly twice as many paid subscribers as Apple Inc.'s Apple Music does. \"Very high global aided brand awareness, relatively high customer satisfaction scores, and superior data-driven personalization all combine to help Spotify maintain its leadership position,\" Mahaney wrote. As for Spotify's financials, he believes gross margin can expand from 21% in 2017 to upwards of 30% by 2022. He also points to declining churn rates.", "Will a robot care for you in your old age? The great potential\u2014and challenges\u2014 of artificial intelligence for an aging population Realizing AI\u2019s possibilities will require businesses to make it less expensive and for health care providers to embrace it.", "Nearly a billion smart home devices will ship in 2022, says IDC Market research firm IDC said Thursday that it expected shipments of smart home devices to grow at an 18.5% annual clip over the next five years, ultimately reaching 940 million devices shipped by 2022. Shipments of smart speakers will grow even faster over that period, IDC said, at a 32% annual rate. \"While it's still early days for the smart home market - and the wider consumer IoT ecosystem in general - we expect to see considerable growth over the next few years, especially as consumers become more aware of and increasingly interact with smart assistant platforms like Amazon's Alexa and [Alphabet Inc.'s ] Google Assistant,\" IDC senior research analyst Adam Wright said in a release. Amazon's Echo family of speakers is thought to be the market leader. Apple Inc. recently came out with its $349 HomePod speaker and will look to capture share of the market. Apple shares are up 18% over the past 12 months, while the Dow Jones Industrial Average has gained 17%.", "Apple\u2019s Cook Has Pointed Ad

Predict whether the return of EEM over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: negative

Explanation: The actual 21-day forward return for EEM starting 2018-03-30 was -1.03%, which classifies as 'negative'.


VLUE over past 60 days: cumulative return +8.4%, annualized vol 18.2%. Market regime: sideways.

Question:
Asset: VLUE
Historical prices (past 60 trading days): start=44.66, end=48.41, cumulative_return=+8.4%, annualized_volatility=18.2%
Macro context: {'fed_funds_rate': 0.37, 'cpi_yoy': 238.992, 'unemployment': 5.1, 'gdp_growth_qoq': 19062.709, 't10y2y_spread': 1.06, 't10y3m_spread': 1.66, 'breakeven_10y': 1.65, 'hy_oas': 6.32, 'ig_oas': 1.54, 'ted_spread': 0.38, 'mortgage_30y': 3.59, 'vix': 14.079999923706056}
Market regime: sideways
Recent filing/news:
[Kaggle 2016-04-25] ["3 Things Not To Like About Sony Apple (AAPL) camera components supplier Sony Corp. (6758.Japan/SNE) tumbled 6.3% today after the electronics maker said it would postpone its financial forecasts for the current fiscal year while assessing the damage from recent earthquakes that shut down its camera plants.Sony's stock faces 3 near-term headwinds, according to Citi Research's Kota Ezawa.READ MORE.", "Three Chip Stocks to be Wary of This Earnings Season Micron Technology has structural issues. Nvidia and Silicon Labs look overvalued on limited earnings upside.", "Don\u2019t have Tidal? Beyonc\u00e9\u2019s \u2018Lemonade\u2019 coming to Apple\u2019s iTunes Album headed for wide release after just 24 hours of exclusivity on Tidal Beyonc\u00e9\u2019s new album, \u201cLemonade,\u201d is expected to be released to the masses Sunday night, just 24 hours after its exclusive debut on the Tidal streaming service.", "\u2018The efficient market is dead today just as sound banking died in 1999\u2019 Critical intelligence before the U.S. market opens A mere 38% of money managers in Barron\u2019s latest Big Money poll are bullish about the state of all things market. And this is a group, in general, that tends to put a smile on everything. At least for the clients they\u2019re perpetually trying to woo.", "The market in a minute: Fed's tone, words will matter more than action While we agree that the Fed is unlikely to raise rates this go around, we believe that the risks are in what Chairwoman Yellen says, not what the committee does. So far, Dr. Yellen has been on the Dovish side, a trend that is sure to end at some point.", "Snapchat Must Be Reckoned With, Says SunTrust; Use Surpasses Twitter SunTrust Robinson Humphrey\u2019s Robert Peck, who covers Facebook (FB), Twitter (TWTR) and other Internet stocks, today takes a deep dive into \u201cThe Rise of Snapchat,\u201d arguing of the privately held messaging service that \"digital media investors must pay attention to it for several reasons.\"Those reasons include the fact that it\u2019s growing fast, it\u2019s taking users away from other social media, and it\u2019s also luring away advertisers and software talent.Digital media history is littered with companies that had early leads that eroded as new, innovative companies entered the industry (Friendster, MySpace, Yahoo, Alta Vista, etc). We are not proclaiming that Snapchat will unseat other digital media properties; however, it is paramount that digital media investors and the industry are mindful of Snapchat. This report is the first in a series of Snapchat reports that will aim to help investors understand Snapchat and its potential impact. It is important to understand that there is very limited publicly available information on Snapchat and we look forward to any feedback from the industry and investors, making the topic a living discussion.", "Goldman Ups Tesla Target, Potential For \u2018Disruptive\u2019 iPhone-Like Upside Goldman Sachs took a closer

Predict whether the return of VLUE over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: negative

Explanation: The actual 21-day forward return for VLUE starting 2016-04-26 was -1.03%, which classifies as 'negative'.


XLRE over past 60 days: cumulative return +3.7%, annualized vol 13.2%. Market regime: sideways.

Question:
Asset: XLRE
Historical prices (past 60 trading days): start=39.76, end=41.24, cumulative_return=+3.7%, annualized_volatility=13.2%
Macro context: {'fed_funds_rate': 0.08, 'cpi_yoy': 276.55, 'unemployment': 4.5, 'gdp_growth_qoq': 21988.737, 't10y2y_spread': 1.16, 't10y3m_spread': 1.57, 'breakeven_10y': 2.69, 'hy_oas': 3.09, 'ig_oas': 0.89, 'ted_spread': 0.08, 'mortgage_30y': 3.09, 'vix': 15.979999542236328}
Market regime: sideways
Recent filing/news:
[Kaggle 2021-10-26] ["Notable Tuesday Option Activity: PEP, ADBE, MPC Looking at options trading activity among components of the S&P 500 index, there is noteworthy activity today in PepsiCo Inc (Symbol: PEP), where a total volume of 33,015 contracts has been traded thus far today, a contract volume which is representative of approximately 3.3 million underlying shares (given that every 1 contract represents 100 underlying shares). That number works out to 80% of PEP's average daily trading volume over the past month, of 4.1 million shares. Particularly high volume was seen for the $165 strike call option expiring November 05, 2021, with 23,106 contracts trading so far today, representing approximately 2.3 million underlying shares of PEP. Below is a chart showing PEP's trailing twelve month trading history, with the $165 strike highlighted in orange: Adobe Inc (Symbol: ADBE) options are showing a volume of 18,513 contracts thus far today. That number of contracts represents approximately 1.9 million underlying shares, working out to a sizeable 78.5% of ADBE's average daily trading volume over the past month, of 2.4 million shares. Particularly high volume was seen for the $670 strike call option expiring October 29, 2021, with 2,768 contracts trading so far today, representing approximately 276,800 underlying shares of ADBE. Below is a chart showing ADBE's trailing twelve month trading history, with the $670 strike highlighted in orange: And Marathon Petroleum Corp. (Symbol: MPC) saw options trading volume of 45,113 contracts, representing approximately 4.5 million underlying shares or approximately 74% of MPC's average daily trading volume over the past month, of 6.1 million shares. Particularly high volume was seen for the $72.50 strike call option expiring December 17, 2021, with 25,269 contracts trading so far today, representing approximately 2.5 million underlying shares of MPC. Below is a chart showing MPC's trailing twelve month trading history, with the $72.50 strike highlighted in orange: For the various different available expirations for PEP options, ADBE options, or MPC options, visit StockOptionsChannel.com. Today's Most Active Call & Put Options of the S&P 500 \u00bb The views and opinions expressed herein are the views and opinions of the author and do not necessarily reflect those of Nasdaq, Inc.", "Adobe Is a Free Cash Flow Powerhouse That Will Move Significantly Higher InvestorPlace - Stock Market News, Stock Advice & Trading Tips Adobe (NASDAQ:ADBE) is the type of free cash flow (FCF) powerhouse company that I love to analyze since ADBE stock is likely to move much higher. This is based 0n the company\u2019s consistently high FCF margins which seem to be sustainable. Moreover, the market is willing to value the stock appropriately based on its huge FCF production. ADBE) logo on wall of corporate building.\" width=\"300\" height=\"169\"> Source: r.classen / Shutterstock.com As a result, ADBE stock has skyrocketed this year. On Dec. 31, it was tra

Predict whether the return of XLRE over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: flat

Explanation: The actual 21-day forward return for XLRE starting 2021-10-27 was +0.21%, which classifies as 'flat'.


ADA-USD over past 60 days: cumulative return -53.6%, annualized vol 85.1%. Market regime: sideways.

Question:
Asset: ADA-USD
Historical prices (past 60 trading days): start=0.08, end=0.04, cumulative_return=-53.6%, annualized_volatility=85.1%
Macro context: {'fed_funds_rate': 2.2, 'cpi_yoy': 252.767, 'unemployment': 3.9, 'gdp_growth_qoq': 20304.874, 't10y2y_spread': 0.11, 't10y3m_spread': 0.49, 'breakeven_10y': 1.94, 'hy_oas': 4.29, 'ig_oas': 1.46, 'ted_spread': 0.36, 'mortgage_30y': 4.81, 'vix': 20.739999771118164}
Market regime: sideways

Predict whether the return of ADA-USD over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for ADA-USD starting 2018-12-05 was +20.28%, which classifies as 'positive'.


VTI over past 60 days: cumulative return -5.0%, annualized vol 17.2%. Market regime: sideways.

Question:
Asset: VTI
Historical prices (past 60 trading days): start=87.18, end=82.84, cumulative_return=-5.0%, annualized_volatility=17.2%
Macro context: {'fed_funds_rate': 0.36, 'cpi_yoy': 237.652, 'unemployment': 4.8, 'gdp_growth_qoq': 19001.69, 't10y2y_spread': 1.18, 't10y3m_spread': 1.79, 'breakeven_10y': 1.36, 'hy_oas': 7.9, 'ig_oas': 1.89, 'ted_spread': 0.39, 'mortgage_30y': 3.92, 'vix': 27.020000457763672}
Market regime: sideways
Recent filing/news:
[Kaggle 2016-01-15] ["TSMC: Modesty Is Virtue, Bear Maybank Raises To Hold Analysts have been questioning Apple (AAPL) foundry Taiwan Semiconductor Manufacturing Corp.'s (2330.Taiwan/TSM) ambition lately, saying TSMC is unrealistic with its outlook.TSMC had a long-term goal of 10% annualized growth in revenue and profit. How can it be, when the overall smartphone growth is expected to dip to single-digit this year, they ask.After the market close on Thursday, TSMC reported fourth-quarter earnings per share of 2.81 new Taiwan dollars, above the consensus expectation of NT$2.65.But more importantly, TSMC guided its revenue growth outlook lower, expecting only 5-10% growth.READ MORE.", "Apple\u2019s iPhone slowdown starting to take toll on suppliers Some Asian component makers warn of lower first-half revenues Companies that make parts for Apple Inc. are warning of lower first-half revenue this year, in a sign of slowing sales of the latest iPhones.", "Analog Devices Bruised by Apple The supplier is the latest hurt by lower iPhone demand. Consolation: more content in the new Apple Watch and iPhone 7.", "All Dow stocks trading premarket are down, led by Intel and Apple shares Bears are getting an early start Friday, as 26 of the 30 stocks in the Dow Jones Industrial Average are trading in the premarket, and they are all down. The biggest loser is Intel Corp.'s stock , which shed 5.9% after reporting disappointing fourth-quarter results late Thursday. The most active is Apple Inc.'s stock , which is down 2% on volume of about 105,000 shares. Among other more-active components, shares of Walt Disney Co. slid 2.7%, of Exxon Mobil Corp. fell 2.7%, of Microsoft Corp. dropped 2.3% and of General Electric Co. gave up 1.6%. Dow futures were last down around 268 points.", "This tech company hopes to help Hollywood through biometric analysis Lightwave measured 15 audience fight-or-flight responses in \u2018The Revenant\u2019 Biometric tech company Lightwave partnered with 20th Century Fox to track audiences response to \u201cThe Revenant.\u201d", "Analog Devices Slips Although Street Largely Yawns at the Apple Debacle Shares of chip maker Analog Devices (ADI) are down $1.03, or 2%, at $49.47, after the company yesterday afternoon cut its revenue outlook for its January-ending fiscal Q1, noting weakness in its \u201cportable\u201d products division, which most on the Street take as equating to the company\u2019s sales to smartphones, and especially Apple's (AAPL) iPhone.Although there are price target and estimate cuts at all shops today, the sell side is largely yawning at this development.Although the impact from what appears to be some reduction in orders for parts from ADI by Apple is somewhat greater than many expected; and although the pain may last into next quarter as well, most seem to believe the problem is understood by investors and that it\u2019s time to move on.The stock has gotten one upgrade today, that I can see, from Nomura\u2019s Romit Shah, who raised his ratin

Predict whether the return of VTI over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: flat

Explanation: The actual 21-day forward return for VTI starting 2016-01-19 was +0.00%, which classifies as 'flat'.


XLE over past 60 days: cumulative return +38.0%, annualized vol 39.1%. Market regime: sideways.

Question:
Asset: XLE
Historical prices (past 60 trading days): start=12.53, end=17.30, cumulative_return=+38.0%, annualized_volatility=39.1%
Macro context: {'fed_funds_rate': 0.09, 'cpi_yoy': 262.687, 'unemployment': 6.4, 'gdp_growth_qoq': 21082.134, 't10y2y_spread': 1.01, 't10y3m_spread': 1.07, 'breakeven_10y': 2.06, 'hy_oas': 3.82, 'ig_oas': 1.01, 'ted_spread': 0.14, 'mortgage_30y': 2.71, 'vix': 24.07999992370605}
Market regime: sideways
Recent filing/news:
[Kaggle 2021-01-11] ["Royal Mail to name Simon Thompson as CEO: report --Royal Mail PLC will name nonexecutive director Simon Thompson as its next chief executive, Sky News reports, citing unnamed sources. --Mr. Thompson has previously worked for companies including Apple Inc., Honda Motor Co., Lastminute.com NV and Wm. Morrison Supermarkets PLC. Full story: https://bit.", "Watch for these trends in credit cards this year Expect changes in everything from rewards, cash back and bonuses to payment methods and more.", "Barron\u2019s Daily: Bitcoin Is Tumbling Because Regulators Are Paying Attention Pelosi lays out plan for impeachment of President Trump, Amazon stops hosting social media network Parler, slow vaccine rollout could speed up in coming days, and other news to start your day.", "Baidu Is Entering the EV Industry. Tesla Bulls Beware. The Chinese tech giant is working with a Chinese auto maker to build a smart electric vehicle. Investors should expect more partnerships between tech companies and auto makers in the future.", "I\u2019ve pulled out all the stops for Tesla \u2014 but can\u2019t find the upside on the stock This fund manager can't get to a stock price beyond $300, even with the best possible case of $1.2 trillion of sales in 2035.", "Dow drops 182 points on losses for Boeing, Apple Inc. stocks", "This fund manager says Amazon and other large-cap tech companies will make lots of money for investors for years to come Scott Berg of T. Rowe Price has been successful following a 'durable quality growth' strategy.", "The antitrust case against Facebook is bad economic policy The lawsuits against Facebook are without merit and are bad economic policy, writes Peter Morici.", "Amazon Stops Hosting Social-Media Site Parler The move came after both Google and Apple removed Parler\u2019s app from their respective app stores earlier in the weekend.", "Dow down 100 points on losses in American Express, Apple Inc. stocks", "Twitter\u2019s Trump ban could hurt user engagement but appeal to advertisers, analysts say Twitter Inc. is leading social-media stocks lower Monday as investors digest a new reality for the services after Twitter permanently banned President Donald Trump from its platform and Facebook Inc. said it would restrict him at least until the end of his term.", "Dow flat in spite of losses for shares of Boeing, Coca-Cola", "Robotaxis and Self-Driving Cars Are Coming. This Company Will Be the Brains Behind Them. Aptiv unveiled new technology that makes robotaxis and consumer autonomous-car models feasible. It supplies Tesla and other auto makers.", "Coca-Cola, Apple Inc. share losses lead Dow's 110-point drop", "Dow flat in spite of losses in shares of Apple Inc., Coca-Cola", "Report: FBI Warns of Armed Protests Ahead of Inauguration Day Democrats say they have a majority to impeach the president but plan to first bring a resolution calling on the vice president and cabinet members to remove Trump using the 25th Amendment for a full vote.", "The Dow

Predict whether the return of XLE over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for XLE starting 2021-01-12 was +1.10%, which classifies as 'positive'.


BTC-USD over past 60 days: cumulative return +95.2%, annualized vol 81.2%. Market regime: sideways.

Question:
Asset: BTC-USD
Historical prices (past 60 trading days): start=5746.81, end=11215.44, cumulative_return=+95.2%, annualized_volatility=81.2%
Macro context: {'fed_funds_rate': 2.41, 'cpi_yoy': 255.802, 'unemployment': 3.7, 'gdp_growth_qoq': 20843.322, 't10y2y_spread': 0.19, 't10y3m_spread': -0.25, 'breakeven_10y': 1.65, 'hy_oas': 4.02, 'ig_oas': 1.2, 'ted_spread': 0.13, 'mortgage_30y': 3.75, 'vix': 12.56999969482422}
Market regime: sideways

Predict whether the return of BTC-USD over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: negative

Explanation: The actual 21-day forward return for BTC-USD starting 2019-07-05 was -10.09%, which classifies as 'negative'.


IVV over past 60 days: cumulative return +1.0%, annualized vol 11.0%. Market regime: sideways.

Question:
Asset: IVV
Historical prices (past 60 trading days): start=171.93, end=173.73, cumulative_return=+1.0%, annualized_volatility=11.0%
Macro context: {'fed_funds_rate': 0.13, 'cpi_yoy': 237.001, 'unemployment': 5.6, 'gdp_growth_qoq': 18782.243, 't10y2y_spread': 1.6, 't10y3m_spread': 2.23, 'breakeven_10y': 1.91, 'hy_oas': 4.5, 'ig_oas': 1.33, 'ted_spread': 0.26, 'mortgage_30y': 3.68, 'vix': 15.149999618530272}
Market regime: sideways
Recent filing/news:
[Kaggle 2015-05-06] ["Itron (ITRI) Q1 Earnings Trail on Adverse Forex Impact - Analyst Blog", "Itron (ITRI) Q1 Earnings Trail on Adverse Forex Impact - Analyst Blog", "Itron (ITRI) Q1 Earnings Trail on Adverse Forex Impact - Analyst Blog Shares of Itron, Inc.ITRI lost around 1.2% and closed at $35.27, a day after the company reported disappointing first-quarter 2015 results on May 4. Adjusted earnings per share slumped 35.5% to 20 cents in the quarter from 31 cents in the prior-year quarter, mainly due to unfavorable impact of foreign currency exchange rates. Earnings also trailed the Zacks Consensus Estimate of 30 cents. Including one-time items, such as amortization, restructuring and acquisition-related expenses, the company reported earnings of 13 cents per share, contrary to a loss of 1 cent in the year-ago quarter. Itron Inc. - Earnings Surprise | FindTheCompany Operational Update Total revenue declined 5.6% to $448 million from $474.8 million in the year-ago quarter. Revenues, however, beat the Zacks Consensus Estimate of $429 million. Changes in foreign currency exchange rates unfavorably impacted revenues for the quarter. Excluding the impact of foreign currency, revenues increased 4% year over year. Improvement was driven by growth in the Electricity segment, which offset a decrease in the Gas segment. The Water segment was consistent with the prior-year period. Cost of goods sold went down to $310 million from $320 million in the prior-year quarter. Gross profit also decreased 10.6% year over year to $138 million. Gross margin decreased 170 basis points (bps) to 30.8%, primarily due to unfavorable product mix and increased warranty expense in the Gas and Water segments, partially offset by improved performance in Electricity. Adjusted operating expenses declined to $119.8 million from $131.9 million in the year-ago quarter. Adjusted operating profit decreased 21.7% year over year to $18 million. Including one-time items, Itron's operating income increased to $13.5 million in the quarter from $4.5 million in the year-ago quarter. Segment Performance Electricity Segment: Net sales at the Electricity Segment increased 7.6% year over year to $193.8 million. The segment reported adjusted operating income of $6 million unlike an operating loss of $15.9 million in the year-ago quarter. Gas Segment: The segment's sales went down 14.4% year over year to $125 million. Adjusted operating income for the quarter was $16 million, down 42.8% from $28 million in the year-ago quarter. Water Segment: The Water Segment reported sales of $129 million in the quarter, down 13% from $148.5 million in the prior-year quarter. Adjusted operating income for the quarter was $9.8 million, which plunged 58% from $23 million in the year-ago quarter. Financial Position Itron ended the quarter with cash and cash equivalents of $118 million versus $112.4 million as of 2014-end. The company reported cash used in operating activities of $3.9 million during first-quarter 2015 compared to cas

Predict whether the return of IVV over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: flat

Explanation: The actual 21-day forward return for IVV starting 2015-05-07 was +0.43%, which classifies as 'flat'.


EMB over past 60 days: cumulative return -2.3%, annualized vol 4.4%. Market regime: sideways.

Question:
Asset: EMB
Historical prices (past 60 trading days): start=77.03, end=75.27, cumulative_return=-2.3%, annualized_volatility=4.4%
Macro context: {'fed_funds_rate': 1.42, 'cpi_yoy': 249.529, 'unemployment': 4.1, 'gdp_growth_qoq': 20044.077, 't10y2y_spread': 0.73, 't10y3m_spread': 1.24, 'breakeven_10y': 2.05, 'hy_oas': 3.78, 'ig_oas': 1.0, 'ted_spread': 0.27, 'mortgage_30y': 4.32, 'vix': 24.96999931335449}
Market regime: sideways

Predict whether the return of EMB over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for EMB starting 2018-02-14 was +1.08%, which classifies as 'positive'.


VLUE over past 60 days: cumulative return +5.4%, annualized vol 19.5%. Market regime: sideways.

Question:
Asset: VLUE
Historical prices (past 60 trading days): start=67.19, end=70.81, cumulative_return=+5.4%, annualized_volatility=19.5%
Macro context: {'fed_funds_rate': 1.83, 'cpi_yoy': 257.155, 'unemployment': 3.6, 'gdp_growth_qoq': 20985.448, 't10y2y_spread': 0.17, 't10y3m_spread': 0.14, 'breakeven_10y': 1.65, 'hy_oas': 3.89, 'ig_oas': 1.14, 'ted_spread': 0.3, 'mortgage_30y': 3.75, 'vix': 12.649999618530272}
Market regime: sideways
Recent filing/news:
[Kaggle 2019-10-25] ["'Fast Money Halftime Report' Give Their View On Bristol-Myers, Adobe And More", "'Fast Money Halftime Report' Give Their View On Bristol-Myers, Adobe And More", "3 Stocks to Build Your Portfolio Around Revered investor Peter Lynch wrote in One Up On Wall Street that \"To come out ahead, you don't have to be right all the time, or even a majority of the time.\" He famously stated that an investor really only has to be right 60% of the time to beat the market in the long run. Since all investors will have losers in their portfolio, what matters more than anything is centering your portfolio around solid core holdings in a variety of different sectors. Adobe (NASDAQ: ADBE), Disney (NYSE: DIS), and McDonald's (NYSE: MCD) are three completely different companies that together offer the building blocks for growth and value. Source: Getty Images. Adobe One of the first tips you'll hear in investing is to find a company whose operations are resilient, if not impenetrable, to the competition. Look no further than Adobe. Seven years ago, CEO Shantanu Narayen repackaged Adobe's products into an all-encompassing suite called Adobe Creative Cloud. For $80 a month or $360 per year, Creative Cloud is the industry standard for graphic design. Adobe's subscription model is used by over 12 million paying subscribers. The stock recently blasted through an all-time high of $310 per share before falling to around $270, where is trades today. In the company's recent third quarter 2019, it reported record revenue of $2.83 billion, for 24% year-over-year growth. That 24% figure for a $130 billion (by market cap) tech titan isn't bad, especially when that company has a 2020 forward P/E of 28.50. Adobe benefits from many of the tailwinds driving the economy. The rise of software as a service, the gig economy, and increased use of digital design, digital media, and digital marketing are all reasons its total addressable market is essentially unlimited. The company caters to the largest corporations, creative college students, and everyone in between. It's incredibly efficient as well, with operating margins at 28% and minimal debt of $4.1 billion almost entirely offset by $3.6 billion in cash. Disney Lately, everyone's been talking about Disney+, the company's streaming service that's being launched Nov. 12 starting at $6.99 a month. But what about Disney's films? It is dominant at the box office. Disney's Avengers: Endgame, the live-action Lion King, Toy Story 4, and Captain Marvel, in that order, are the four top-grossing movies year-to-date in 2019. Its Aladdin ranks sixth. Together, the five movies have raked in over $2.6 billion in sales. Disney has built what is quite possibly the most dominant and influential entertainment powerhouse of the 21st century. It owns ABC, Marvel, Lucasfilm, Twenty-First Century Fox, Touchstone Pictures, an 80% stake in ESPN, and more. Between entertainment and its famous theme parks across the globe, the company makes so much profit th

Predict whether the return of VLUE over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for VLUE starting 2019-10-28 was +2.90%, which classifies as 'positive'.


XRP-USD over past 60 days: cumulative return -2.8%, annualized vol 71.5%. Market regime: sideways.

Question:
Asset: XRP-USD
Historical prices (past 60 trading days): start=0.31, end=0.30, cumulative_return=-2.8%, annualized_volatility=71.5%
Macro context: {'fed_funds_rate': 2.4, 'cpi_yoy': 253.319, 'unemployment': 3.8, 'gdp_growth_qoq': 20431.641, 't10y2y_spread': 0.18, 't10y3m_spread': 0.3, 'breakeven_10y': 1.88, 'hy_oas': 4.29, 'ig_oas': 1.36, 'ted_spread': 0.38, 'mortgage_30y': 4.46, 'vix': 16.139999389648438}
Market regime: sideways

Predict whether the return of XRP-USD over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for XRP-USD starting 2019-02-04 was +9.43%, which classifies as 'positive'.


EEM over past 60 days: cumulative return +9.7%, annualized vol 12.5%. Market regime: sideways.

Question:
Asset: EEM
Historical prices (past 60 trading days): start=33.99, end=37.28, cumulative_return=+9.7%, annualized_volatility=12.5%
Macro context: {'fed_funds_rate': 1.16, 'cpi_yoy': 246.435, 'unemployment': 4.3, 'gdp_growth_qoq': 19660.766, 't10y2y_spread': 0.84, 't10y3m_spread': 1.14, 'breakeven_10y': 1.84, 'hy_oas': 3.81, 'ig_oas': 1.16, 'ted_spread': 0.3, 'mortgage_30y': 3.78, 'vix': 10.579999923706056}
Market regime: sideways
Recent filing/news:
[Kaggle 2017-09-12] ["3 Must Read Stories: UN North Korea Sanctions, Why China\u2019s Party Congress Matters, Xiaomi vs Apple", "Thinking of Buying Nike Shares? Just Don\u2019t As Adidas picks up the pace, Nike is losing ground in the sneaker race. Its stumbling stock could fall another 10%.", "Nikkei scores one-month closing high, but global rally slows in Asia Japanese stocks boosted by falling yen Investors continued to buy risk assets and sell havens Tuesday, as Asian stocks extended gains while the yen and gold fell further.", "Should you buy Apple stock ahead of the iPhone 8 launch? Jeff Reeves considers 5 reasons to buy \u2014 and five reasons to sell Jeff Reeves considers 5 reasons to buy \u2014 and five reasons to sell.", "Tired of the FANG gang? These 2 tech stocks look like they\u2019re in the same class ASML Holding and SAP are leaders with room to run, says fund manager who also advises avoiding Nokia and Ericsson ASML Holding and SAP are pacesetters with room to run, according to Benjamin Segal, portfolio manager for the Neuberger Berman International Equity fund.", "New Apple iPhone\u2019s key feature is its price tag Apple is expected to debut 10th-anniversary iPhone lineup Tuesday, including model reportedly being priced at $1,000 At Apple Inc.\u2019s event Tuesday, executives will boast about new iPhone wizardry to much applause, but the most important feature will likely be tucked in at the end and met with little audience response: The price.", "Apple shares climb premarket ahead of iPhone 8 launch Stock faces short-term risks, but is still a buy: UBS Apple shares are cautiously moving higher before Tuesday\u2019s opening bell, ahead of the highly anticipated iPhone 8 launch that could put the tech giant closer to becoming a $1 trillion company.", "Single iPhone users don\u2019t want to date someone with an Android Online daters judge each other by the kind of smartphone they own Online daters judge each other by the kind of smartphone they own.", "It\u2019s nutty that Apple is rallying into its super-hyped iPhone launch, strategist says Critical information for the U.S. trading day It\u2019s time for the umpteenth iPhone, and plenty of fans are shouting, \u201cShut up and take my money!\u201d But our call of the day says the stock market is acting a bit how it did before 2000\u2019s dot-com bust, and that should worry investors.", "What time is the iPhone launch event? Apple will host event for the first time at its Steve Jobs Theater The tech giant confirmed a Sept. 12 date for an event expected to include the launch of a new iPhone.", "Apple's stock up 0.4% in morning trade,", "Apple\u2019s Next: It\u2019s All Priced into Component Makers, Says Summit Redstone Chip content in the various new models of iPhone will be good for suppliers such as Broadcom and Qorvo, although it is mostly priced into their stocks, says Summit Redstone chip analyst Jagadish Iyer. He likes memory-chip makers Micron and Western Digital, given the rising memory content

Predict whether the return of EEM over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for EEM starting 2017-09-13 was +2.30%, which classifies as 'positive'.


ADA-USD over past 60 days: cumulative return +72.1%, annualized vol 100.2%. Market regime: sideways.

Question:
Asset: ADA-USD
Historical prices (past 60 trading days): start=0.86, end=1.48, cumulative_return=+72.1%, annualized_volatility=100.2%
Macro context: {'fed_funds_rate': 0.07, 'cpi_yoy': 266.614, 'unemployment': 6.1, 'gdp_growth_qoq': 21440.929, 't10y2y_spread': 1.4, 't10y3m_spread': 1.54, 'breakeven_10y': 2.33, 'hy_oas': 3.25, 'ig_oas': 0.94, 'ted_spread': 0.17, 'mortgage_30y': 3.04, 'vix': 16.56999969482422}
Market regime: sideways

Predict whether the return of ADA-USD over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for ADA-USD starting 2021-04-16 was +16.69%, which classifies as 'positive'.


XLE over past 60 days: cumulative return -1.6%, annualized vol 19.0%. Market regime: sideways.

Question:
Asset: XLE
Historical prices (past 60 trading days): start=22.72, end=22.36, cumulative_return=-1.6%, annualized_volatility=19.0%
Macro context: {'fed_funds_rate': 1.55, 'cpi_yoy': 258.63, 'unemployment': 3.6, 'gdp_growth_qoq': 20985.448, 't10y2y_spread': 0.21, 't10y3m_spread': 0.25, 'breakeven_10y': 1.7, 'hy_oas': 3.71, 'ig_oas': 1.05, 'ted_spread': 0.36, 'mortgage_30y': 3.73, 'vix': 12.630000114440918}
Market regime: sideways
Recent filing/news:
[Kaggle 2019-12-13] ["5 Stocks To Watch For December 13, 2019", "A Peek Into The Markets: US Stock Futures Climb Ahead Of Economic Reports", "20 Stocks Moving in Friday's Pre-Market Session", "Credit Suisse Reiterates Outperform on Adobe, Raises Price Target to $350", "Wells Fargo Reiterates Equal-Weight on Adobe, Raises Price Target to $315", "Barclays Maintains Overweight on Adobe, Raises Price Target to $350", "Adobe shares are trading higher after the company reported better-than-expected Q4 EPS and sales results.", "PiperJaffray Maintains Overweight on Adobe, Raises Price Target to $360", "Wedbush Maintains Neutral on Adobe, Raises Price Target to $315", "Stifel Maintains Buy on Adobe, Raises Price Target to $350", "10 Biggest Price Target Changes For Friday", "Adobe Did Good \u2013 And Stock Is Headed To A Record High", "Nomura Maintains Buy on Adobe, Raises Price Target to $318", "Stifel Nicolaus Maintains Buy on Adobe, Raises Price Target to $350", "Canaccord Genuity Maintains Buy on Adobe, Raises Price Target to $350", "UPDATE: Credit Suisse Maintains Outperform On Adobe, Raises Target To $350 Notes 'While some may harp on the F1Q20 guide, we believe the outperformance in F4Q19 and reiteration of FY20 net new ARR likely signals upside to Digital Media'", "Mid-Morning Market Update: Markets Mixed; Adobe Earnings Beat Estimates", "Stocks That Hit 52-Week Highs On Friday", "UPDATE: Wells Fargo Maintains Outperform On Adobe, Raises Target To $315 As Firm Believes Believes The Stock's Current Valuation Reflects Co's 'successful transition to subscription and ability to increase its total addressable market'", "UPDATE: Nomura Maintains Buy On Adobe, Raises Target To $318 Notes 'After underwhelming bookings momentum around both Marketo (mid-market) and Analytics Cloud subscriptions in 3Q, things seem to have gained some positive traction in the quarter'", "36 Stocks Moving In Friday's Mid-Day Session", "Mid-Day Market Update: Crude Oil Rises Over 1%; Sarepta Therapeutics Shares Spike Higher", "The Street Reviews Adobe's 2019: 'Record Year'", "The Street Reviews Adobe's 2019: 'Record Year'", "Mid-Day Market Update: Crude Oil Rises Over 1%; Sarepta Therapeutics Shares Spike Higher", "36 Stocks Moving In Friday's Mid-Day Session", "UPDATE: Nomura Maintains Buy On Adobe, Raises Target To $318 Notes 'After underwhelming bookings momentum around both Marketo (mid-market) and Analytics Cloud subscriptions in 3Q, things seem to have gained some positive traction in the quarter'", "UPDATE: Wells Fargo Maintains Outperform On Adobe, Raises Target To $315 As Firm Believes Believes The Stock's Current Valuation Reflects Co's 'successful transition to subscription and ability to increase its total addressable market'", "Stocks That Hit 52-Week Highs On Friday", "Mid-Morning Market Update: Markets Mixed; Adobe Earnings Beat Estimates", "UPDATE: Credit Suisse Maintains Outperform On Adobe, Raises Target To $350 Notes 'While some may harp on the F1Q20 guide, we believe the outper

Predict whether the return of XLE over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: positive

Explanation: The actual 21-day forward return for XLE starting 2019-12-16 was +1.24%, which classifies as 'positive'.


XLY over past 60 days: cumulative return +3.0%, annualized vol 14.1%. Market regime: sideways.

Question:
Asset: XLY
Historical prices (past 60 trading days): start=85.56, end=88.11, cumulative_return=+3.0%, annualized_volatility=14.1%
Macro context: {'fed_funds_rate': 0.1, 'cpi_yoy': 271.903, 'unemployment': 5.4, 'gdp_growth_qoq': 21617.828, 't10y2y_spread': 1.08, 't10y3m_spread': 1.25, 'breakeven_10y': 2.35, 'hy_oas': 3.22, 'ig_oas': 0.92, 'ted_spread': 0.08, 'mortgage_30y': 2.78, 'vix': 17.200000762939453}
Market regime: sideways
Recent filing/news:
[Kaggle 2021-07-23] ["This Is My #1 Secret to Scoring 10X Returns in the Stock Market InvestorPlace - Stock Market News, Stock Advice & Trading Tips Hey, Luke Lango here. Source: Freedom365day / Shutterstock.com I know, I\u2019m a new face and name to some of you folks. So, in order to get to know each other better, I figured a great place to start our journey in MoneyWire is for me to tell you about my investment philosophy and how we will build on what you are accustomed to. Fortunately, it\u2019s very simple \u2014 and very profitable. And if you follow just one big secret, I\u2019m positive you\u2019ll be able to score 10X returns in the stock market \u2014 not just once, but time and time again. But\u2026 before I get to sharing that big secret with you\u2026 let me tell you a story so we can get better acquainted\u2026 Three months ago, shares of space tourism pioneer Virgin Galactic (NYSE:SPCE) were reeling. 7 Value Stocks to Buy Ahead of Possible Interest Rate Hikes Insiders were selling the stock in droves \u2014 the company\u2019s founder (Richard Branson), the venture capital investor who took the company public (Chamath Palihapitiya), and the fund manager who focuses on growth stocks like Virgin Galactic (Cathie Wood \u2014 many of you may recognize her as the CEO of ARK Invest) collectively sold about $400 million worth of stock over the course of a month \u2014 and competitor Blue Origin had just announced it was going to start selling tickets for rides on its own space tourism rocket. Virgin Galactic stock collapsed from over $60 in February, to a low of $14 in mid-May. Everyone was bearish on the stock\u2026 well, everyone except me. I wrote around that time that Wall Street was being unnecessarily short-sighted, and that insider sales and increased competition in an early-stage company on the cusp of doing something no one has ever done before \u2014 commercially flying people into space \u2014 were non-news. I told investors to take a step back, look at things from the 400-foot-view, and understand that over the next decade, Virgin Galactic is going to create a huge, one-of-a-kind, never-seen-before space tourism business that will generate billions of dollars in annual revenue and hundreds of millions of dollars in net profits. And so, I told folks to buy the dip. A few weeks later, Virgin Galactic successfully completed a flawless test flight into space. Days after that, Virgin won FAA approval to commercially fly paying customers into space. A month after, the company flew Richard Branson into space in a flight that has been 15 years delayed. And, amid all those developments, Virgin Galactic stock soared from $15 to over $50, more than tripling the money of investors who listened to me and bought the dip in May. OK\u2026 but why am I telling you all of this? Because the secret to scoring 10X returns and unlocking generational wealth in the stock market lies in the lesson of the Virgin Galactic story. You have to understand: This is not an isolat

Predict whether the return of XLY over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: negative

Explanation: The actual 21-day forward return for XLY starting 2021-07-26 was -1.87%, which classifies as 'negative'.


ADA-USD over past 60 days: cumulative return -53.3%, annualized vol 96.4%. Market regime: sideways.

Question:
Asset: ADA-USD
Historical prices (past 60 trading days): start=1.10, end=0.51, cumulative_return=-53.3%, annualized_volatility=96.4%
Macro context: {'fed_funds_rate': 0.83, 'cpi_yoy': 291.298, 'unemployment': 3.6, 'gdp_growth_qoq': 21967.045, 't10y2y_spread': 0.21, 't10y3m_spread': 1.79, 'breakeven_10y': 2.6, 'hy_oas': 4.82, 'ig_oas': 1.53, 'ted_spread': 0.09, 'mortgage_30y': 5.25, 'vix': 28.479999542236328}
Market regime: sideways
Recent filing/news:
[Kaggle 2022-05-23]

Predict whether the return of ADA-USD over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: negative

Explanation: The actual 21-day forward return for ADA-USD starting 2022-05-24 was -7.07%, which classifies as 'negative'.


JNK over past 60 days: cumulative return +1.2%, annualized vol 3.7%. Market regime: sideways.

Question:
Asset: JNK
Historical prices (past 60 trading days): start=67.19, end=67.98, cumulative_return=+1.2%, annualized_volatility=3.7%
Macro context: {'fed_funds_rate': 1.42, 'cpi_yoy': 249.529, 'unemployment': 4.1, 'gdp_growth_qoq': 20044.077, 't10y2y_spread': 0.62, 't10y3m_spread': 1.3, 'breakeven_10y': 2.11, 'hy_oas': 3.29, 'ig_oas': 0.9, 'ted_spread': 0.33, 'mortgage_30y': 4.22, 'vix': 13.470000267028809}
Market regime: sideways

Predict whether the return of JNK over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: flat

Explanation: The actual 21-day forward return for JNK starting 2018-02-02 was -0.35%, which classifies as 'flat'.


XLE over past 60 days: cumulative return +7.2%, annualized vol 17.4%. Market regime: sideways.

Question:
Asset: XLE
Historical prices (past 60 trading days): start=24.94, end=26.73, cumulative_return=+7.2%, annualized_volatility=17.4%
Macro context: {'fed_funds_rate': 1.91, 'cpi_yoy': 251.214, 'unemployment': 3.8, 'gdp_growth_qoq': 20276.154, 't10y2y_spread': 0.29, 't10y3m_spread': 0.88, 'breakeven_10y': 2.13, 'hy_oas': 3.74, 'ig_oas': 1.29, 'ted_spread': 0.42, 'mortgage_30y': 4.52, 'vix': 14.970000267028809}
Market regime: sideways
Recent filing/news:
[Kaggle 2018-07-05] ["PreMarket Prep Recap For July 5: Trading The Range In The S&P 500; Sean Udall Joins The Show", "PreMarket Prep Recap For July 5: Trading The Range In The S&P 500; Sean Udall Joins The Show", "Synopsys, Siemens Join Forces on EDA Interoperability Effort SynopsysSNPS is collaborating with Siemens PLM Software to jointly develop a wide range of electronic design automation (EDA) product interoperability projects. EDA is a category of tools used to analyze semiconductor devices. Many chip designers and manufacturers are opting for EDA, attracted by the reduced cost, errors and design time associated with its adoption. The increasing demand for EDA solutions are driven by growth in fast growing fields of cloud computing, Artificial Intelligence (AI), Internet of Things (IoT) and smart wearable devices. Collaboration to Boost Customer Base The synergistic collaboration between Synopsys and Siemens encompasses EDA domains from design to verification. The latest collaboration will help Synopsys address the needs of semiconductor and system-on-chip (SoC) manufacturing firms, which comprises the majority of its clientele. Moreover, the joint solution will enhance customers' digitization efforts. Further, the collaboration will ensure more effective EDA solutions for mutual customers. Notably, one major competitor of Synopsys was Mentor Graphics, which was recently acquired by Siemens. The companies have also settled all outstanding patent litigations Hence, we believe the collaboration with Siemens on EDA product interoperability solutions bodes well for Synopsys, as it will expand its penetration in the market. Synopsys, Inc. Revenue (TTM) Synopsys, Inc. Revenue (TTM) | Synopsys, Inc. Quote Extended Partner Base, New Solutions to Drive Growth We believe Synopsys will benefit from its expanding partner base. The company's extended relationships with the likes of AMD, Juniper, Realtek, Teradici, NetLogic Microsystems, Toshiba and Wolfson will continue to boost its top-line growth. Synopsys also collaborated with ARM Holdings plc which is expected to optimize the performance of its processors. The company is positive about its EDA design solutions which are helping in designing of new AI engines. The newly launched Fusion Technology has gained accolades from the Samsung, STMicroelectronics, Toshiba, and ANSYS. Further, strategic acquisitions have expanded the company's presence in the intensely competitive EDA market. Zacks Rank and Stocks to Consider Synopsys currently carries a Zacks Rank #3 (Hold). Some stocks worth considering in the broader Computer and Technology sector are Adobe ADBE , YY YY , and Verint VRNT . All three stocks sport a Zacks Rank #1 (Strong Buy). You can see the complete list of today's Zacks #1 Rank stocks here . Long-term earnings growth for Adobe, YY and Verint is projected to be 16.20%, 26.43% and 10%, respectively. Today's Stocks from Zacks' Hottest Strategies It's hard to believe, even for us at Zacks. But while the market gai

Predict whether the return of XLE over the next 21 trading days will be: positive (>+1%), negative (<-1%), or flat (within ±1%).

Answer: flat

Explanation: The actual 21-day forward return for XLE starting 2018-07-06 was -0.20%, which classifies as 'flat'.