Hi YXI friends,

It seemed incredible how the market shook off the Middle East conflict concerns on Monday and simply kept climbing. And what a climb it did as well.

Today, our TSLA and PLTR signals remain risk-on. I plan to keep TSLA and PLTR free for everyone, everyday. Please share the newsletter with friends and colleagues who may find it helpful for reference.

Our premium members can check out today’s summary finding across SPY, QQQ, BTC, TLT, AAPL, AMZN, GOOGL, META, MSFT, NVDA, TSLA, and PLTR in the summary section (click here to jump ahead). 

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Our models work with a buy/ sell the open strategy when the signals change. More details are explained in the “How the model works” section.

Table of Contents

• How The Model Works

• 1. TSLA

• 2. PLTR

• 2.5 Summary Of Today’s YXI Signals

• 3. SPY

• 4. QQQ

• 5. BTC

• 6. TLT

• 7. AAPL

• 8. AMZN

• 9. GOOGL

• 10. META

• 11. MSFT

• 12. NVDA

How The Model Works

We employ proprietary machine learning models for each asset to maximise the Sharpe ratio and minimise the drawdowns when trading the name. The model achieves this by examining a number of macro drivers and asset specific factors against the asset’s historical price movements. It is a long-only strategy without leverage.

In interpreting the signal, 1 occurs when the model prefers being “position on” and 0 when preferring “cash”. There is no “minimum” holding period when the signal shows 1. The model strategy simply holds the asset until the signal turns to 0. This could be after 1 day, 1 week, or longer.

The strategy backtests are based on a buy/ sell the market-open strategy when the signal changes. Returns will be calculated as per below:

• When the signal goes from 0 to 1, the strategy buys at the open. The return on the day is the close vs. open.

• When the signal goes from 1 to 0, the strategy sells at the open. The return on the day is the open vs. previous close.

• When the signal stays from 1 to 1, the return on the day is close vs previous close.

• When the signal stays from 0 to 0, the return on the day is 0.

The model will NOT be 100% correct in its market prediction everyday (no model can be - please run away if someone claims this). The model outputs are not financial advice and there is no guarantee of future performance. Each model is being improved over time, so the below success rates and back-test results are subject to change.

DISCLAIMER: This newsletter is strictly educational. Any information or analysis in this note is not an offer to sell or the solicitation of an offer to buy any securities. Nothing in this note is intended to be investment advice and nor should it be relied upon to make investment decisions. Any opinions, analyses, or probabilities expressed in this note are those of the author as of the note's date of publication and are subject to change without notice.

1. TSLA

The YXI TSLA Signal

(These results are based on historical data and may not predict future performance.)

Strategy Sharpe Ratio: 1.90

Strategy Maximum Drawdown: -33.74%

TSLA Buy & Hold Sharpe Ratio: 0.93

TSLA Buy & Hold Maximum Drawdown: -73.63%

Note the y-axis below is in log scale to offer a clearer comparison between the two strategies.

2. PLTR

The YXI PLTR Signal

(These results are based on historical data and may not predict future performance.)

Strategy Sharpe Ratio: 1.99

Strategy Maximum Drawdown: -37.63%

PLTR Buy & Hold Sharpe Ratio: 1.01

PLTR Buy & Hold Maximum Drawdown: -79.14%

Note the y-axis below is in log scale to offer a clearer comparison between the two strategies

2.5 Summary Of Today’s YXI Signals

SPY, QQQ, BTC, TLT, AAPL, AMZN, MSFT, META, NVDA, TSLA, PLTR

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