Hi YXI friends,

Following our models with live data can sometimes feel like two steps forward and one step back. There are days - as recently as Tuesday - where I think “phew, lucky that I followed the signals and didn’t take the risk off”. There are also days where I do wonder, “what takes the signals to switch?”

Even after accounting for Wednesday’s mixed performance and without knowing Trump’s tariffs being blocked by the US Court of International Trade, our models remain risk on.

If we look through the noise (with the help of the machine), and again through the individual signals, what the machine is really telling us that this market wants to go up and would find any excuse to. That is the essence of a risk-on regime, where the market climbs a wall of worries and turns every bear along the way, until there are none.

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

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.

Premium subscribers can enjoy daily access to SPY, QQQ, BTC, TLT, AAPL, AMZN, GOOGL, META, MSFT, and NVDA signals. If you haven’t already, subscribe now to lock in the current price forever. Our service price is scheduled to rise to $4995 p.a. in June.

How The Model Works

We employ proprietary machine learning models for each asset we cover to maximise the Sharpe ratio in 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 unique strength of our offering is the combination of the independent cross-asset signals everyday, to clearly illustrate the market sentiment.

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. Currently, the model returns are calculated using the daily closes versus the previous day. 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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