Industry rotation
Compare the current factor score with the prior reading.
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Swipe to compare columns
Gap = short-term minus intermediate trend. Select an industry to explore its stocks.
Market Overview
Market overview
Low Vol Breadth
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low-vol score above zero
Low Vol Names
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latest risk score at 4 or lower
Higher Vol Names
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latest risk score above 4
Score Change
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month-over-month score change
Persistent Score
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current and prior low-vol score agree
Waiting for live breadth.
Factor Weather
Positive breadth across the selected universe.
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Waiting for breadth, trend alignment, and mean-reversion structure.
Score Distribution
Short and intermediate trend states.
Industry Pulse
Average score and positive breadth.
Industry metadata will populate after Firebase loads.
Top Signal Extremes
Strongest combined trend names on both sides of the tape.
Strongest up/down names will populate after Firebase loads.
Signal map
Counts show names at the same factor score and monthly change. Select a count to explore its tickers.
--names
Sector map
Bubble size is member count. Position blends average trend and positive breadth.
--groups
Score profile
Distribution of factor scores across the expanded universe.
Market leaders / laggards
Names where trend and monthly score changes are most visible.
Trend agreement
See where current and prior factor states agree.
Loading summary--names
Rows: prior scoreColumns: current score
Swipe to compare states
Same stateCurrent score strongerCurrent score weaker
Current readings across two horizons. Numbers are loaded stock counts; select a cell to explore.
Signal correlations
Explore historical co-movement across industries, sectors, and tickers.
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Grouping
Signal
Window
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Correlation heatmap
Select a cell to compare that pair.
−1 opposing+1 together
Swipe to explore the heatmap
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Highest correlations
Pairs moving together.
Inverse correlations
Pairs moving in opposing directions.
Current score / intermediate divergence
Lowest historical agreement within each group.
Current score / intermediate confirmation
Highest historical agreement within each group.
Signal network
Average absolute
correlation--
correlation--
Low Vol Migration Board
Crossing The Cutoff
Names moving into low vol, leaving low vol, or sitting close enough to cross the next monthly cutoff.
--moves
Into Low Vol--
Leaving Low Vol--
Near Cutoff--
Low Vol Streaks
Streak Leaders
Longest active runs inside the low-vol bucket.
--longest
Fresh--
3+ Mo--
Hit Rate--
Low Vol Breadth History
Regime Tape
Monthly breadth of low-vol names versus the average low-vol score across the covered universe.
--breadth
Latest--
Six Mo--
Extreme--
Sector Low Vol Concentration
Where Low Vol Clusters
Groups with the most unusual low-vol concentration relative to the current universe breadth.
--groups
Low Vol Deterioration Watch
Stable But Rising
Low-vol names where score trend is deteriorating and persistence can be a warning rather than a cushion.
--watch
Waiting for live score-change and persistence data.
Low Vol Portfolio
Low Vol Factor Performance
Realtime Low Vol Factor Performance from Jun 2018 to Current
Today--
Total--
CAGR--
Max DD--
USMV Alpha--
Months--
Long History
Caltropia Low Vol Factor vs Low Vol ETFs
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Current Book
-- names
Latest weights
Low volatility universe table
-- shown