Hourly Trade Signals β Silicon Supply Chain Model Portfolio¶
Model output, not investment advice
These are rule-based signals for a paper (simulated) portfolio, generated automatically from public, possibly delayed data. They do not account for your objectives, taxes, liquidity or risk tolerance, and they can be wrong. Nothing here is a recommendation to buy or sell securities. Consult a licensed adviser before investing.
Last updated: 2026-10-22 23:23 UTC (Thu Oct 22, 07:23 PM ET) Β· refreshes hourly Β· weekly model inputs as of 2026-10-02 Markets: NYSE/Nasdaq π΄ closed (Thu 19:23) Β· Tokyo π΄ closed (Fri 08:23) Β· Korea π΄ closed (Fri 08:23) Β· Hong Kong π΄ closed (Fri 07:23) Β· Xetra π΄ closed (Fri 01:23) Β· Euronext Amsterdam π΄ closed (Fri 01:23)
Portfolio snapshot¶
| NAV | Cash | Invested | Return since inception | SOXX since inception | Regime (SOXX vs 200-day) | Equity budget |
|---|---|---|---|---|---|---|
| $865,234 | $104,680 (12%) | $760,554 (88%) | -13.48% | -15.90% | π’ Risk-on (+1.0%) | 90% |
Inception 2026-09-24 08:59 UTC with $1,000,000 of paper cash. Scaling quantities: multiply by (your capital Γ· $865,234), then round to board lots (Tokyo 100 shares, Hong Kong/SMIC 500).
This hour's orders¶
| Action | Name | Qty (shares) | Price (local) | Value (USD) | Status | Key drivers |
|---|---|---|---|---|---|---|
| ADD | KLAC KLA Corp |
89 | 147.83 USD | $13,157 | Queued Β· NYSE/Nasdaq closed | quality +0.24 Β· trend -0.14 Β· β οΈ oversold |
| ADD | LRCX Lam Research |
52 | 230.16 USD | $11,968 | Queued Β· NYSE/Nasdaq closed | analyst Ξ± +0.23 Β· trend -0.16 Β· β οΈ oversold |
Orders execute in the paper portfolio only while the listing's home market is open, with 5 bp cost. Otherwise they are queued and re-evaluated next hour.
Signals for all 30 names¶
Sorted by score. Weight = current β target share of NAV. Key drivers = the two largest contributions to the score. Full reasoning for each name is in Rationale by name.
| Rating | Score | Name | Price | Analyst upside | De-biased Ξ± | 12-1 mom | vs 200DMA | RSI | Quality z | Weight | Order | Key drivers |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| π’π’ Strong Buy | +3.11 | MU Micron Technology |
857.01 USD | +77% | +5.8% | +430% | +18% | 35 | +0.12 | 9.1% β 10.0% | β | momentum +0.53 Β· analyst Ξ± +0.48 Β· β οΈ cycle-peak P/E |
| π’π’ Strong Buy | +2.17 | Samsung 005930.KS |
215,000 KRW | +122% | +17.8% | +182% | -8% | 36 | -0.26 | 9.1% β 10.0% | β | analyst Ξ± +0.85 Β· momentum +0.23 Β· β οΈ cycle-peak P/E |
| π’π’ Strong Buy | +1.56 | SK hynix 000660.KS |
1,223,000 KRW | β | +0.0% | +309% | -17% | 29 | +0.62 | 10.5% β 10.0% | β | momentum +0.41 Β· quality +0.33 Β· β οΈ oversold, cycle-peak P/E, high Ο(e) |
| π’π’ Strong Buy | +0.83 | AMAT Applied Materials |
375.45 USD | +70% | +4.7% | +111% | -15% | 25 | +0.03 | 8.8% β 8.5% | β | analyst Ξ± +0.31 Β· momentum +0.12 Β· β οΈ oversold |
| π’ Buy | +0.68 | Infineon IFX.DE |
49.94 EUR | +74% | +5.0% | +77% | -12% | 33 | -0.04 | 8.4% β 8.1% | β | analyst Ξ± +0.36 Β· trend -0.07 |
| π’ Buy | +0.51 | LRCX Lam Research |
230.16 USD | +63% | +2.6% | +113% | -19% | 25 | +0.02 | 4.3% β 5.7% | ADD 52 | analyst Ξ± +0.23 Β· trend -0.16 Β· β οΈ oversold |
| π’ Buy | +0.50 | NVDA NVIDIA |
212.28 USD | +54% | +0.1% | +25% | +4% | 39 | +0.47 | 7.2% β 6.0% | β | quality +0.21 Β· momentum -0.17 |
| π’ Buy | +0.48 | ASX ASE Technology |
37.72 USD | +35% | -2.0% | +250% | +16% | 37 | -0.68 | 5.8% β 5.4% | β | momentum +0.35 Β· quality -0.28 Β· β οΈ rich valuation |
| π’ Buy | +0.46 | KLAC KLA Corp |
147.83 USD | +58% | +1.8% | +65% | -18% | 24 | +0.51 | 3.6% β 5.1% | ADD 89 | quality +0.24 Β· trend -0.14 Β· β οΈ oversold |
| βͺ Hold | +0.22 | Tokyo Electron 8035.T |
9,499 JPY | +61% | +2.2% | +83% | -5% | 35 | -0.28 | 3.5% β 3.5% | β | quality -0.18 Β· analyst Ξ± +0.15 |
| βͺ Hold | +0.22 | TSM TSMC |
412.39 USD | +34% | -4.1% | +53% | +4% | 38 | +0.58 | 6.1% β 6.1% | β | quality +0.28 Β· analyst Ξ± -0.19 |
| βͺ Hold | +0.16 | AVGO Broadcom |
323.33 USD | +64% | +3.4% | +4% | -12% | 35 | +0.26 | 3.7% β 3.7% | β | analyst Ξ± +0.27 Β· momentum -0.26 |
| βͺ Hold | +0.05 | ASML ASML Holding |
1,561.35 USD | +34% | -4.4% | +71% | -1% | 34 | +0.42 | 5.4% β 5.4% | β | analyst Ξ± -0.23 Β· quality +0.18 |
| βͺ Hold | -0.10 | GFS GlobalFoundries |
43.40 USD | +75% | +5.7% | +31% | -21% | 38 | -0.21 | 0.0% β 0.0% | β | analyst Ξ± +0.41 Β· trend -0.18 |
| βͺ Hold | -0.12 | MRVL Marvell Technology |
223.55 USD | +31% | -5.7% | +210% | +25% | 38 | -0.12 | 0.0% β 0.0% | β | analyst Ξ± -0.48 Β· momentum +0.26 Β· β οΈ rich valuation |
| βͺ Hold | -0.12 | Advantest 6857.T |
32,630 JPY | +31% | -5.6% | +79% | +14% | 40 | +0.33 | 2.4% β 2.4% | β | analyst Ξ± -0.41 Β· quality +0.16 Β· β οΈ rich valuation |
| βͺ Hold | -0.18 | TER Teradyne |
308.33 USD | +45% | -1.9% | +172% | -11% | 33 | -0.31 | 0.0% β 0.0% | β | quality -0.21 Β· momentum +0.20 |
| π΄ Sell | -0.34 | INTC Intel |
85.49 USD | +36% | -4.5% | +222% | -0% | 30 | -0.62 | 0.0% β 0.0% | β | momentum +0.30 Β· analyst Ξ± -0.27 Β· β οΈ rich valuation, high Ο(e) |
| π΄ Sell | -0.38 | ENTG Entegris |
128.06 USD | +35% | -3.9% | +63% | -6% | 35 | -0.02 | 0.0% β 0.0% | β | analyst Ξ± -0.08 Β· momentum -0.05 |
| π΄ Sell | -0.44 | ASMI ASM.AS |
709.80 EUR | +59% | +1.5% | +52% | -12% | 31 | -0.10 | 0.0% β 0.0% | β | momentum -0.12 Β· trend -0.09 |
| π΄ Sell | -0.49 | AMKR Amkor Technology |
39.06 USD | +96% | +10.5% | +67% | -32% | 30 | -1.00 | 0.0% β 0.0% | β | analyst Ξ± +0.55 Β· quality -0.43 Β· β οΈ oversold |
| π΄ Sell | -0.60 | ARM Arm Holdings |
210.09 USD | +37% | -5.6% | +96% | -7% | 31 | +0.04 | 0.0% β 0.0% | β | analyst Ξ± -0.36 Β· momentum +0.10 Β· β οΈ rich valuation, high Ο(e) |
| π΄ Sell | -0.65 | AMD Advanced Micro Devices |
507.76 USD | +22% | -8.2% | +158% | +27% | 36 | -0.15 | 0.0% β 0.0% | β | analyst Ξ± -0.66 Β· trend +0.32 |
| π΄ Sell | -0.66 | Disco 6146.T |
50,910 JPY | +61% | +2.4% | +1% | -22% | 36 | +0.06 | 0.0% β 0.0% | β | momentum -0.30 Β· trend -0.21 |
| π΄π΄ Strong Sell | -0.97 | TXN Texas Instruments |
279.56 USD | +16% | -8.2% | +55% | +10% | 50 | +0.24 | 0.0% β 0.0% | β | analyst Ξ± -0.55 Β· trend +0.14 |
| π΄π΄ Strong Sell | -1.03 | SNPS Synopsys |
422.63 USD | +35% | -3.9% | -10% | -5% | 39 | +0.14 | 0.0% β 0.0% | β | momentum -0.41 Β· analyst Ξ± -0.12 |
| π΄π΄ Strong Sell | -1.10 | SMIC 0981.HK |
46.84 HKD | +105% | +14.4% | -18% | -32% | 18 | -0.99 | 0.0% β 0.0% | β | analyst Ξ± +0.66 Β· momentum -0.53 Β· β οΈ oversold |
| π΄π΄ Strong Sell | -1.23 | CDNS Cadence Design Systems |
309.84 USD | +31% | -4.8% | -7% | -5% | 41 | +0.31 | 0.0% β 0.0% | β | momentum -0.35 Β· analyst Ξ± -0.31 |
| π΄π΄ Strong Sell | -1.25 | Shin-Etsu 4063.T |
5,821 JPY | +33% | -4.0% | +16% | -7% | 42 | -0.20 | 0.0% β 0.0% | β | momentum -0.23 Β· analyst Ξ± -0.15 |
| π΄π΄ Strong Sell | -1.31 | QCOM Qualcomm |
172.89 USD | +12% | -9.4% | +19% | +3% | 45 | +0.70 | 0.0% β 0.0% | β | analyst Ξ± -0.85 Β· quality +0.43 |
Rationale by name¶
Click a name to expand the full reasoning behind its rating and quantity.
MU (MU) β π’π’ Strong Buy, score +3.11
Within rebalance band of target 10.0%: no trade. Analyst target 1,520.02 USD vs 857.01 USD (+77%, 46 analysts); de-biased Ξ± +5.8% vs CAPM hurdle 14.0%. Uptrend +18% vs 200-day avg; 12-1 mom +430%; RSI 35. Quality z +0.12 (ROE 17%). β οΈ cyclical-peak risk: fwd P/E 5.2 (ch.17-18).
Samsung (005930.KS) β π’π’ Strong Buy, score +2.17
Within rebalance band of target 10.0%: no trade. Analyst target 477,517 KRW vs 215,000 KRW (+122%, 36 analysts); de-biased Ξ± +17.8% vs CAPM hurdle 11.3%. Downtrend -8% vs 200-day avg; 12-1 mom +182%; RSI 36. Quality z -0.26 (ROE 11%). β οΈ cyclical-peak risk: fwd P/E 3.9 (ch.17-18).
SK hynix (000660.KS) β π’π’ Strong Buy, score +1.56
Within rebalance band of target 10.0%: no trade. No reliable analyst target: Ξ± set to 0. Downtrend -17% vs 200-day avg; 12-1 mom +309%; RSI 29. Quality z +0.62 (ROE 44%). β οΈ oversold; cyclical-peak risk: fwd P/E 3.9 (ch.17-18); high firm-specific risk Ο(e) 60% β smaller size.
AMAT (AMAT) β π’π’ Strong Buy, score +0.83
Within rebalance band of target 8.5%: no trade. Analyst target 638.94 USD vs 375.45 USD (+70%, 36 analysts); de-biased Ξ± +4.7% vs CAPM hurdle 11.6%. Downtrend -15% vs 200-day avg; 12-1 mom +111%; RSI 25. Quality z +0.03 (ROE 36%). β οΈ oversold.
Infineon (IFX.DE) β π’ Buy, score +0.68
Within rebalance band of target 8.1%: no trade. Analyst target 86.74 EUR vs 49.94 EUR (+74%, 23 analysts); de-biased Ξ± +5.0% vs CAPM hurdle 14.1%. Downtrend -12% vs 200-day avg; 12-1 mom +77%; RSI 33. Quality z -0.04 (ROE 6%).
LRCX (LRCX) β π’ Buy, score +0.51
ADD 52 sh β target 5.7% of NAV (sized β score Γ· Ο(e), cap 10%). Analyst target 375.06 USD vs 230.16 USD (+63%, 31 analysts); de-biased Ξ± +2.6% vs CAPM hurdle 12.6%. Downtrend -19% vs 200-day avg; 12-1 mom +113%; RSI 25. Quality z +0.02 (ROE 65%). β οΈ oversold.
NVDA (NVDA) β π’ Buy, score +0.50
Within rebalance band of target 6.0%: no trade. Analyst target 327.70 USD vs 212.28 USD (+54%, 59 analysts); de-biased Ξ± +0.1% vs CAPM hurdle 13.9%. Uptrend +4% vs 200-day avg; 12-1 mom +25%; RSI 39. Quality z +0.47 (ROE 101%).
ASX (ASX) β π’ Buy, score +0.48
Within rebalance band of target 5.4%: no trade. Analyst target 51.00 USD vs 37.72 USD (+35%, 1 analysts); de-biased Ξ± -2.0% vs CAPM hurdle 11.9%. Uptrend +16% vs 200-day avg; 12-1 mom +250%; RSI 37. Quality z -0.68 (ROE 12%). β οΈ price implies 69% stage-1 growth (reverse DCF).
KLAC (KLAC) β π’ Buy, score +0.46
ADD 89 sh β target 5.1% of NAV (sized β score Γ· Ο(e), cap 10%). Analyst target 233.77 USD vs 147.83 USD (+58%, 26 analysts); de-biased Ξ± +1.8% vs CAPM hurdle 11.1%. Downtrend -18% vs 200-day avg; 12-1 mom +65%; RSI 24. Quality z +0.51 (ROE 87%). β οΈ oversold.
Tokyo Electron (8035.T) β βͺ Hold, score +0.22
Hold zone: keep any existing position, no new money. Analyst target 15,275 JPY vs 9,499 JPY (+61%, 23 analysts); de-biased Ξ± +2.2% vs CAPM hurdle 12.8%. Downtrend -5% vs 200-day avg; 12-1 mom +83%; RSI 35. Quality z -0.28 (ROE 29%).
TSM (TSM) β βͺ Hold, score +0.22
Hold zone: keep any existing position, no new money. Analyst target 552.26 USD vs 412.39 USD (+34%, 20 analysts); de-biased Ξ± -4.1% vs CAPM hurdle 10.8%. Uptrend +4% vs 200-day avg; 12-1 mom +53%; RSI 38. Quality z +0.58 (ROE 35%).
AVGO (AVGO) β βͺ Hold, score +0.16
Hold zone: keep any existing position, no new money. Analyst target 531.31 USD vs 323.33 USD (+64%, 47 analysts); de-biased Ξ± +3.4% vs CAPM hurdle 11.2%. Downtrend -12% vs 200-day avg; 12-1 mom +4%; RSI 35. Quality z +0.26 (ROE 31%).
ASML (ASML) β βͺ Hold, score +0.05
Hold zone: keep any existing position, no new money. Analyst target 2,096.77 USD vs 1,561.35 USD (+34%, 16 analysts); de-biased Ξ± -4.4% vs CAPM hurdle 12.3%. Downtrend -1% vs 200-day avg; 12-1 mom +71%; RSI 34. Quality z +0.42 (ROE 50%).
GFS (GFS) β βͺ Hold, score -0.10
Hold zone: not owned, no entry. Analyst target 76.00 USD vs 43.40 USD (+75%, 22 analysts); de-biased Ξ± +5.7% vs CAPM hurdle 12.4%. Downtrend -21% vs 200-day avg; 12-1 mom +31%; RSI 38. Quality z -0.21 (ROE 8%).
MRVL (MRVL) β βͺ Hold, score -0.12
Hold zone: not owned, no entry. Analyst target 293.88 USD vs 223.55 USD (+31%, 43 analysts); de-biased Ξ± -5.7% vs CAPM hurdle 14.1%. Uptrend +25% vs 200-day avg; 12-1 mom +210%; RSI 38. Quality z -0.12 (ROE 19%). β οΈ price implies 78% stage-1 growth (reverse DCF).
Advantest (6857.T) β βͺ Hold, score -0.12
Hold zone: keep any existing position, no new money. Analyst target 42,686 JPY vs 32,630 JPY (+31%, 21 analysts); de-biased Ξ± -5.6% vs CAPM hurdle 13.4%. Uptrend +14% vs 200-day avg; 12-1 mom +79%; RSI 40. Quality z +0.33 (ROE 58%). β οΈ price implies 82% stage-1 growth (reverse DCF).
TER (TER) β βͺ Hold, score -0.18
Hold zone: not owned, no entry. Analyst target 446.47 USD vs 308.33 USD (+45%, 15 analysts); de-biased Ξ± -1.9% vs CAPM hurdle 12.3%. Downtrend -11% vs 200-day avg; 12-1 mom +172%; RSI 33. Quality z -0.31 (ROE 20%).
INTC (INTC) β π΄ Sell, score -0.34
Avoid: not owned. Analyst target 116.37 USD vs 85.49 USD (+36%, 43 analysts); de-biased Ξ± -4.5% vs CAPM hurdle 14.0%. Downtrend -0% vs 200-day avg; 12-1 mom +222%; RSI 30. Quality z -0.62 (ROE -0%). β οΈ price implies 86% stage-1 growth (reverse DCF); high firm-specific risk Ο(e) 63% β smaller size.
ENTG (ENTG) β π΄ Sell, score -0.38
Avoid: not owned. Analyst target 173.36 USD vs 128.06 USD (+35%, 11 analysts); de-biased Ξ± -3.9% vs CAPM hurdle 11.0%. Downtrend -6% vs 200-day avg; 12-1 mom +63%; RSI 35. Quality z -0.02 (ROE 6%).
ASMI (ASM.AS) β π΄ Sell, score -0.44
Avoid: not owned. Analyst target 1,128.53 EUR vs 709.80 EUR (+59%, 19 analysts); de-biased Ξ± +1.5% vs CAPM hurdle 13.2%. Downtrend -12% vs 200-day avg; 12-1 mom +52%; RSI 31. Quality z -0.10 (ROE 19%).
AMKR (AMKR) β π΄ Sell, score -0.49
Avoid: not owned. Analyst target 76.40 USD vs 39.06 USD (+96%, 10 analysts); de-biased Ξ± +10.5% vs CAPM hurdle 14.0%. Downtrend -32% vs 200-day avg; 12-1 mom +67%; RSI 30. Quality z -1.00 (ROE 9%). β οΈ oversold.
ARM (ARM) β π΄ Sell, score -0.60
Avoid: not owned. Analyst target 288.70 USD vs 210.09 USD (+37%, 40 analysts); de-biased Ξ± -5.6% vs CAPM hurdle 19.6%. Downtrend -7% vs 200-day avg; 12-1 mom +96%; RSI 31. Quality z +0.04 (ROE 12%). β οΈ price implies 113% stage-1 growth (reverse DCF); high firm-specific risk Ο(e) 78% β smaller size.
AMD (AMD) β π΄ Sell, score -0.65
Avoid: not owned. Analyst target 619.51 USD vs 507.76 USD (+22%, 50 analysts); de-biased Ξ± -8.2% vs CAPM hurdle 14.9%. Uptrend +27% vs 200-day avg; 12-1 mom +158%; RSI 36. Quality z -0.15 (ROE 7%).
Disco (6146.T) β π΄ Sell, score -0.66
Avoid: not owned. Analyst target 81,730 JPY vs 50,910 JPY (+61%, 20 analysts); de-biased Ξ± +2.4% vs CAPM hurdle 11.5%. Downtrend -22% vs 200-day avg; 12-1 mom +1%; RSI 36. Quality z +0.06 (ROE 25%).
TXN (TXN) β π΄π΄ Strong Sell, score -0.97
Avoid: not owned. Analyst target 324.71 USD vs 279.56 USD (+16%, 31 analysts); de-biased Ξ± -8.2% vs CAPM hurdle 10.8%. Uptrend +10% vs 200-day avg; 12-1 mom +55%; RSI 50. Quality z +0.24 (ROE 30%).
SNPS (SNPS) β π΄π΄ Strong Sell, score -1.03
Avoid: not owned. Analyst target 569.78 USD vs 422.63 USD (+35%, 26 analysts); de-biased Ξ± -3.9% vs CAPM hurdle 10.3%. Downtrend -5% vs 200-day avg; 12-1 mom -10%; RSI 39. Quality z +0.14 (ROE 7%).
SMIC (0981.HK) β π΄π΄ Strong Sell, score -1.10
Avoid: not owned. Analyst target 95.99 HKD vs 46.84 HKD (+105%, 21 analysts); de-biased Ξ± +14.4% vs CAPM hurdle 7.3%. Downtrend -32% vs 200-day avg; 12-1 mom -18%; RSI 18. Quality z -0.99 (ROE 3%). β οΈ oversold.
CDNS (CDNS) β π΄π΄ Strong Sell, score -1.23
Avoid: not owned. Analyst target 405.47 USD vs 309.84 USD (+31%, 26 analysts); de-biased Ξ± -4.8% vs CAPM hurdle 10.0%. Downtrend -5% vs 200-day avg; 12-1 mom -7%; RSI 41. Quality z +0.31 (ROE 22%).
Shin-Etsu (4063.T) β π΄π΄ Strong Sell, score -1.25
Avoid: not owned. Analyst target 7,763 JPY vs 5,821 JPY (+33%, 17 analysts); de-biased Ξ± -4.0% vs CAPM hurdle 10.8%. Downtrend -7% vs 200-day avg; 12-1 mom +16%; RSI 42. Quality z -0.20 (ROE 10%).
QCOM (QCOM) β π΄π΄ Strong Sell, score -1.31
Avoid: not owned. Analyst target 194.13 USD vs 172.89 USD (+12%, 30 analysts); de-biased Ξ± -9.4% vs CAPM hurdle 11.9%. Uptrend +3% vs 200-day avg; 12-1 mom +19%; RSI 45. Quality z +0.70 (ROE 23%).
Current holdings¶
| Ticker | Company | Shares | Price | Value (USD) | Weight | Rating |
|---|---|---|---|---|---|---|
| 000660.KS | SK hynix | 98 | 1,223,000 KRW | $90,435 | 10.5% | Strong Buy |
| MU | Micron Technology | 92 | 857.01 USD | $78,845 | 9.1% | Strong Buy |
| 005930.KS | Samsung Electronics | 485 | 215,000 KRW | $78,680 | 9.1% | Strong Buy |
| AMAT | Applied Materials | 202 | 375.45 USD | $75,841 | 8.8% | Strong Buy |
| IFX.DE | Infineon Technologies | 1,301 | 49.94 EUR | $72,913 | 8.4% | Buy |
| NVDA | NVIDIA | 294 | 212.28 USD | $62,411 | 7.2% | Buy |
| TSM | TSMC | 127 | 412.39 USD | $52,374 | 6.1% | Hold |
| ASX | ASE Technology | 1,332 | 37.72 USD | $50,250 | 5.8% | Buy |
| ASML | ASML Holding | 30 | 1,561.35 USD | $46,840 | 5.4% | Hold |
| LRCX | Lam Research | 162 | 230.16 USD | $37,286 | 4.3% | Buy |
| AVGO | Broadcom | 100 | 323.33 USD | $32,333 | 3.7% | Hold |
| KLAC | KLA Corp | 211 | 147.83 USD | $31,192 | 3.6% | Buy |
| 8035.T | Tokyo Electron | 500 | 9,499 JPY | $30,322 | 3.5% | Hold |
| 6857.T | Advantest | 100 | 32,630 JPY | $20,831 | 2.4% | Hold |
Recent paper trades¶
| Time | Action | Ticker | Qty | Price (local) | Value (USD) |
|---|---|---|---|---|---|
| 2026-10-22 15:18 UTC | ADD | LRCX | 57 | 234.49 | $13,366 |
| 2026-10-22 15:18 UTC | ADD | AMAT | 46 | 380.67 | $17,511 |
| 2026-10-22 15:18 UTC | TRIM | TSM | -27 | 414.23 | $11,184 |
| 2026-10-21 19:21 UTC | ADD | TSM | 37 | 430.88 | $15,943 |
| 2026-10-21 15:16 UTC | TRIM | KLAC | -68 | 164.22 | $11,167 |
| 2026-10-20 17:08 UTC | BUY (new) | LRCX | 105 | 263.68 | $27,686 |
| 2026-10-20 17:08 UTC | TRIM | AVGO | -34 | 334.29 | $11,366 |
| 2026-10-20 17:08 UTC | TRIM | NVDA | -77 | 216.83 | $16,696 |
| 2026-10-19 15:37 UTC | TRIM | TSM | -25 | 426.75 | $10,669 |
| 2026-10-19 15:37 UTC | TRIM | ASX | -465 | 41.40 | $19,251 |
| 2026-10-19 01:19 UTC | TRIM | 8035.T | -100 | 10,325.00 | $6,537 |
| 2026-10-16 17:25 UTC | ADD | ASX | 558 | 39.86 | $22,242 |
| 2026-10-16 17:25 UTC | TRIM | TSM | -45 | 412.93 | $18,582 |
| 2026-10-16 12:26 UTC | TRIM | IFX.DE | -293 | 52.84 | $17,423 |
| 2026-10-15 15:02 UTC | ADD | ASX | 339 | 41.52 | $14,077 |
| 2026-10-15 15:02 UTC | TRIM | KLAC | -93 | 172.43 | $16,036 |
| 2026-10-15 04:41 UTC | BUY (new) | 6857.T | 100 | 34,860.00 | $22,075 |
| 2026-10-15 04:41 UTC | ADD | 000660.KS | 24 | 1,270,000.00 | $22,625 |
| 2026-10-14 00:21 UTC | SELL (exit) | 6857.T | -200 | 40,990.00 | $51,779 |
| 2026-10-13 16:00 UTC | BUY (new) | ASML | 30 | 1,699.05 | $50,972 |
| 2026-10-13 16:00 UTC | TRIM | AMAT | -45 | 464.47 | $20,901 |
| 2026-10-13 16:00 UTC | TRIM | ASX | -609 | 47.11 | $28,690 |
| 2026-10-13 07:43 UTC | ADD | IFX.DE | 620 | 54.55 | $37,861 |
| 2026-10-12 17:56 UTC | ADD | KLAC | 153 | 190.68 | $29,174 |
| 2026-10-12 17:56 UTC | ADD | AMAT | 41 | 497.22 | $20,386 |
How the signals are built¶
- Expected return vs hurdle (ch.9, 27). Analyst-implied return \(E(r) = \text{target}/P - 1 + \text{dividend yield}\) at the live price. The CAPM hurdle is \(k = r_f + \beta_{adj} \times MRP\) (\(r_f\) = 3.99%, MRP = 5.5%, Blume-adjusted Ξ²). The raw Ξ± is \(E(r) - k\). The cross-sectional mean (the Street's average optimism, currently 40.1%) is subtracted, and the remainder is shrunk Γ0.25 (Γhalf again if fewer than 5 analysts).
- Momentum & trend (ch.11β12). 12-1-month momentum and price vs the 200-day average (z-scored), plus a β0.25 penalty when RSI(14) > 75.
- Quality (ch.19). Weekly quality z-score: EBIT margin, ROE, FCF conversion and low accruals.
- Score = cross-sectionally standardized \((0.4\,z_\alpha + 0.25\,z_{mom} + 0.2\,z_{quality} + 0.15\,z_{trend})\), where each \(z\) is a rank-based normal score (robust to outliers). The score is therefore relative to the other 29 names. Ratings: Strong Buy β₯ 0.75, Buy β₯ 0.25, Hold, Sell β€ -0.25, Strong Sell β€ -0.75.
- Sizing (ch.8, 27). Buy-rated names get \(w_i \propto \text{score}_i / \sigma(e_i)\). This is Treynor-Black \(\alpha/\sigma^2(e)\) with Grinold's \(\alpha = IC \cdot \sigma \cdot z\). Caps: 10% per name and 35% per segment. Hold-rated positions are kept (capped). Sell-rated positions are exited.
- Capital allocation (ch.6). Total equity is 90% of NAV when SOXX is above its 200-day average and 60% when below. The rest is held in cash (T-bills).
- Trading discipline. Positions trade only when they drift more than max(0.5% of NAV, 20% of target), which limits hourly churn and costs.
Limitations: data may be delayed 15+ minutes; analyst targets and fundamentals refresh weekly; exchange holidays outside the US are inferred from data; no slippage model beyond the flat cost; backtest-free, rule-based model. See the full analysis for the underlying research.