RR TOTAL · 69 POINTS · 2026-05-04 → 2026-09-06
OFFENSIF +1.05
2026-05-04
échelle: +1.0 / 0.0 / -1.0
2026-09-06 · Δ J-1 +0.00
SOUS-SCORES
| label | série | last |
|---|---|---|
| VOL 25% | — | |
| CRED 25% | — | |
| POS 15% | — | |
| CRY 15% | — | |
| MOM 20% | — |
HIST · 30 DERNIERS POINTS
| date | total | vol | cred | pos | cry | mom |
|---|---|---|---|---|---|---|
| 2026-09-06 | +1.05 | — | — | — | — | — |
| 2026-09-05 | +1.05 | — | — | — | — | — |
| 2026-08-24 | +0.55 | +0.40 | +1.00 | — | +0.00 | +1.00 |
| 2026-08-16 | +0.90 | +0.80 | +2.00 | — | +0.00 | +1.00 |
| 2026-08-15 | +0.90 | — | — | — | — | — |
| 2026-08-14 | +0.90 | — | — | — | — | — |
| 2026-08-09 | +1.05 | +0.80 | +2.00 | — | +1.00 | +1.00 |
| 2026-08-03 | +0.38 | +0.70 | +0.00 | — | +0.00 | +1.00 |
| 2026-08-02 | +0.38 | +0.70 | +0.00 | — | +0.00 | +1.00 |
| 2026-08-01 | +0.38 | — | — | — | +0.00 | — |
| 2026-07-31 | +0.38 | +0.70 | +0.00 | — | +0.00 | +1.00 |
| 2026-07-30 | +0.05 | +0.00 | +0.00 | +0.00 | -1.00 | +1.00 |
| 2026-07-29 | +0.45 | +1.00 | +0.00 | — | +0.00 | +1.00 |
| 2026-07-28 | +0.55 | +0.40 | +1.00 | — | +0.00 | +1.00 |
| 2026-07-27 | +0.55 | +0.40 | +1.00 | — | +0.00 | +1.00 |
| 2026-07-26 | +0.55 | +0.40 | +1.00 | +0.00 | +0.00 | +1.00 |
| 2026-07-25 | +0.55 | +0.40 | +1.00 | — | +0.00 | +1.00 |
| 2026-07-24 | +0.95 | +0.40 | +2.00 | — | +1.00 | +1.00 |
| 2026-07-23 | +0.95 | +0.40 | +2.00 | +0.00 | +1.00 | +1.00 |
| 2026-07-22 | +0.95 | +0.40 | +2.00 | — | +1.00 | +1.00 |
| 2026-07-21 | +0.80 | +0.40 | +2.00 | +0.00 | +0.00 | +1.00 |
| 2026-07-20 | +0.80 | +0.40 | +2.00 | +0.00 | +0.00 | +1.00 |
| 2026-07-19 | +0.80 | +0.40 | +2.00 | — | +0.00 | +1.00 |
| 2026-07-18 | +0.80 | +0.40 | +2.00 | — | +0.00 | +1.00 |
| 2026-07-17 | +0.80 | +0.40 | +2.00 | +0.00 | +0.00 | +1.00 |
| 2026-07-16 | +1.05 | +0.80 | +2.00 | — | +1.00 | +1.00 |
| 2026-06-23 | +0.48 | +0.10 | +1.00 | +0.00 | +0.00 | +1.00 |
| 2026-06-19 | +0.48 | +0.10 | +1.00 | +0.00 | +0.00 | +1.00 |
| 2026-06-17 | +0.45 | +0.00 | +1.00 | +0.00 | +0.00 | +1.00 |
| 2026-06-16 | +0.55 | +0.40 | +1.00 | +0.00 | +0.00 | +1.00 |
LÉGENDE & MÉTHODE
Chaque sparkline montre la série temporelle du score normalisé entre −1 et +1.
Hauteur du caractère ▁▂▃▄▅▆▇█ = niveau ; couleur :
vert > +0.05,
rouge < −0.05,
gris ≈ 0.
- Volatilité (25 %)
- VIX, MOVE, skew. Seuils : VIX < 15 → +1, VIX > 25 → −1. Mesure le stress vol implicite équités.
- Crédit (25 %)
- HY OAS, IG OAS, financial conditions. Spread compressé → +1 ; widening rapide → −1. Capte le risk-on/off du fixed income.
- Positionnement (15 %)
- CFTC commitments, AAII bull/bear, fund flows. Positionnement extrême long → −1 (contrarien) ; capitulé → +1.
- Crypto micro (15 %)
- Funding BTC, ETF flows, basis. Funding très négatif < −0.02 %/8h → +1 (contrarien) ; funding chaud → −1.
- Momentum (20 %)
- Trend SPX / breadth / participation. Au-dessus 200dma + breadth large → +1.
Formule RR total : 0.25·vol + 0.25·cred + 0.15·pos + 0.15·cry + 0.20·mom
Régimes : RR ≥ +0.5 → offensif ; −0.5 < RR < +0.5 → neutre ; RR ≤ −0.5 → défensif.
Voir skill scoring pour la version complète des seuils par sous-score.