Hi YXI friends,

The market definitely begins to feel more difficult right now than a few weeks ago, when everything moved just in one direction.

After a fairly positive open, equities closed in a sea of red yesterday following the bond auction. Yield spiked with the 30-year moving many basis points above 5%. At the same time, Bitcoin crossed the $110k barrier overnight, now marching into the territory of new all time highs.

We are following our signals without pre-empting their changes, trying to hold onto the winners as long as possible. Now the second half potentially begins, as we try to defend these gains. Buckle up!

Today, I have also added GOOGL signals to complete our Mag-7 work. I am considering adding just one final signal for GLD to the suite, that wraps up our entire offering. In June, our Annual Pricing will rise to ~$5000. If you haven’t already, subscribe now to lock in the current price forever.

We currently offer SPY, QQQ, BTC, TLT, AAPL, AMZN, GOOGL, META, MSFT, NVDA, TSLA (free), and PLTR (free) daily systematic signals through machine learning in this service. We combine these signals with our other methodologies in analysing SPY, QQQ, TLT, BTC and Mag-7 in the full daily macro note.

How The Model Works

We employ individual proprietary machine learning models for each name we cover to outperform the Buy-and-Hold strategy. The model examines the various macro drivers and asset specific factors against an 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 unique strength of our offering is the combination of the independent cross-asset signals everyday, to clearly illustrate the market sentiment.

Currently, the model returns are calculated using the daily closes versus the previous day. In June, we will be moving onto a “buy / sell the market open” strategy for when the signals change.

Note that the model does not try to beat the S&P 500 or produce absolute returns. Moreover, the model does not know when earnings or news events are. Finally, the model will not be 100% correct in its market prediction everyday (no model can be - please run away if someone claims this). Each model is being improved over time, so the below success rates and back-test results are subject to change. The model outputs are not financial advice and there is no guarantee of future performance.

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

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: 1.70

Strategy Maximum Drawdown: -33.74%

Buy & Hold Sharpe Ratio: 0.78

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: 1.88

Strategy Maximum Drawdown: -40.61%

Buy & Hold Sharpe Ratio: 0.91

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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