A quantitative market notebook
Daily market intelligence, historical context, and systematic trading research.
SPY · 11 US SECTOR ETFs
Daily-data models only. Analysis covers Swing (1–10 sessions) and Position (weeks–months) horizons; no intraday signals are published.
TUE, 20 OCT 2026 VS PREVIOUS COMPLETED SESSION
LATEST DAILY2026-10-20-market-intelligence
Advancers outnumbered decliners 337 to 126. MA50 breadth expanded 9.4 percentage points to 53.4%. Sell-off risk is normal.
Inside today’s market · Observed data
Persisted daily observations through the latest completed session. Context, not financial advice.
Market regime · observed
What the regime score means →S&P 500 participation
How to read participation →Sell-off risk · observed
How the warning count works →SPY range · forecast record
35 recorded sessions available since 28 Aug. Forecast history is shown in full; it is newer than the observed series.
How to interpret the range →Sector momentum · historical
All 11 US sectors · distinct colours
Market internals · historical
What it measures →
What it measures →
What it means and how to use it →
What it measures →Sector composites · distance from neutral
Active historical edge · Backtest
The notebook will grow only when each dataset and method is ready to be audited.
Conditions, sample sizes, distributions and failure cases—not isolated headline results.
Every model separated into backtest, paper-shadow and out-of-sample results.
Versioned notebooks, definitions and source notes behind the published work.
Plain-language guides to breadth, regimes, calibration and systematic testing.
About
HGTrading is a record of quantitative market research built from daily data.
The aim is to make each conclusion traceable: what was observed, what came from a historical test, what is only a forecast, and what remains unknown. Published values are preserved so the record can be evaluated honestly over time.