Risk mode reminder — RESILIENT (equal-weight): best stress-test resilience of everything
backtested. BALANCED (30%-capped score-weight, current default): closer to the original CAGR target with
modest resilience cost. AGGRESSIVE (uncapped score-weight): highest backtested CAGR, most stress-test risk.
See ../README.md for full backtested numbers behind this choice.
Watchlist — top 15 Stage-2 candidates (S&P 500 ex-Technology)
#
Ticker
Score
Weeks in Stage 2
12-1 Return
26w RS vs SPY
1D
1W
1M
YTD
1Y
Traded
1
MRNA
+0.8260
26
+149.8%
+15.4%
+0.5%
-7.3%
-5.2%
+85.7%
+136.9%
✓
2
CNC
+0.7648
7
+112.6%
+40.4%
-0.1%
-4.1%
+1.2%
+52.5%
+115.1%
✓
3
HUM
+0.5929
10
+16.6%
+101.9%
-0.6%
-2.0%
+8.4%
+49.0%
+26.4%
✓
4
JBHT
+0.5459
31
+86.5%
+22.7%
+0.5%
-0.2%
+8.1%
+48.4%
+101.7%
✓
5
DVA
+0.5347
12
+55.6%
+51.4%
+0.2%
-0.9%
+10.2%
+105.0%
+71.5%
✓
6
STLD
+0.5234
40
+87.1%
+17.5%
+0.2%
+2.4%
-0.1%
+37.4%
+86.9%
✓
7
VLO
+0.5125
45
+57.1%
+45.4%
-0.1%
-1.5%
+25.8%
+86.5%
+97.7%
8
NUE
+0.4374
33
+64.3%
+23.2%
+0.0%
+2.0%
+0.3%
+42.9%
+64.8%
9
MPC
+0.4260
29
+36.8%
+48.4%
-0.4%
-0.5%
+26.2%
+90.1%
+72.7%
10
TRGP
+0.3870
22
+59.7%
+17.7%
-0.2%
+0.7%
+7.0%
+54.1%
+71.0%
11
WST
+0.3802
16
+39.7%
+36.4%
+0.5%
-0.3%
+5.0%
+29.5%
+46.6%
12
UNH
+0.3603
10
+31.8%
+40.3%
+0.6%
-0.0%
+5.0%
+28.4%
+38.4%
13
FDX
+0.3520
28
+75.5%
-5.1%
+0.1%
+1.0%
-0.3%
+34.8%
+75.0%
14
CVS
+0.3410
15
+37.5%
+30.7%
+0.6%
+0.0%
+5.5%
+36.4%
+45.1%
15
CRL
+0.3184
9
+25.3%
+38.3%
+0.5%
+2.7%
+14.1%
+13.9%
+43.0%
Target Allocation — top 6 actually traded (BALANCED)
Ticker
Weight
Illustrative $
Score
MRNA
19.6%
$19,628 /$100k
+0.8260
CNC
18.2%
$18,174 /$100k
+0.7648
HUM
14.1%
$14,088 /$100k
+0.5929
JBHT
13.0%
$12,971 /$100k
+0.5459
DVA
12.7%
$12,704 /$100k
+0.5347
STLD
12.4%
$12,436 /$100k
+0.5234
Sector Leadership (informational — not a trading signal)
Ranked by the same RSI(14) mechanism as the XLK gate, across all 11 GICS sector
ETFs. This is visibility only: TrendRunner's live universe selection remains the single XLK
gate (Tech-broad vs S&P 500 fallback, above) — sector-rotation was backtested as a full
trading mechanism and found to be a genuine trade-off (better 2022-style protection, worse
2008-style), so it was not adopted. See ../README.md for that analysis.
#
ETF
Sector
RSI(14)
Hot (>50)
1
XLE
Energy TOP 3
69.6
🔥
2
XLU
Utilities TOP 3
61.1
🔥
3
XLV
Healthcare TOP 3
59.8
🔥
4
XLF
Financial Services
59.7
🔥
5
XLI
Industrials
56.2
🔥
6
XLRE
Real Estate
54.6
🔥
7
XLP
Consumer Defensive
47.9
8
XLB
Basic Materials
44.9
9
XLK
Technology
44.7
10
XLC
Communication Services
33.3
11
XLY
Consumer Cyclical
31.4
Account Context (read-only)
Positions below reflect what is actually held in each account right now, regardless of
which engine's ledger recorded them — TrendRunner is not currently enabled to trade either account
(see config/execution.json and README's account handoff plan).