Equities

The NQ 60-day direction playbook that blends three cross-market Z inputs into a five-state verdict on Nasdaq forward returns. The composite weights SPX style rotation (Style Rotation Regime, weight 0.4), cocoa processor demand (Cocoa Grindings Demand Shock, weight 0.4), and feeder cattle screwworm event risk (FC Screwworm Event Composite, weight 0.2), each contrarian-polarity-flipped. Thirty-six years of history. Current reading composite plus 0.567 at the 96.9th percentile, in the strong bullish verdict band.

The 5-state consumer-credit-and-retail playbook that reads household borrowing conditions, consumer-spending threshold dynamics, retail-sentiment coordination, auto-industry health, and geopolitical-metals risk through a weighted-blend composite. Forty-six years of SPY-aligned sample. strong bullish verdicts have delivered mean SPY fwd 60d of plus 5.71 percent versus plus 2.31 percent baseline, HAC Newey-West t plus 4.21 (significant at 1 percent threshold).

The ES Risk On/Off Regime signal blends four scored inputs into a rolling z-score. The inputs read S&P 500 futures through the lens of its cross-asset neighbors, which are Nasdaq futures (via a convergent cross-mapping manifold), the bond-equity high-frequency spillover channel, the equity volatility risk premium, and the ES-Treasury regime tail-dependence copula. The z-score drives a five-band regime classifier at plus-or-minus 0.5 and plus-or-minus 1.5 thresholds.

The five-input ES forward-return playbook that blends commercial bank deposits, HG copper growth, VIX inverse, GPR spike regime, and quarter-end rebalance into a five-state verdict for S&P 500 60-day forward returns. Forty-six years of history, monotonic state-conditional pattern. strong bearish verdicts have delivered minus 0.40 percent SPY fwd 60d (edge minus 2.71 pp below baseline). BULL verdicts have delivered plus 3.88 percent (edge plus 1.57 pp above baseline, HAC t plus 4.84). Current reading NEUTRAL at the 46th percentile.