Watchlist / buffer-signals

watchlist

Watchlist / buffer-signals

current roster plus event stream

symbols 19 events 143 latest

Buffered + capped-upside ETFs used as a vol-regime signal. Innovator buffered series — BUFR (laddered) + BJAN/BAPR/BJUL/BOCT (quarterly, ~9% buffer) + PJAN/PAPR/PJUL/POCT (Power Buffer, ~15%) + UJAN/UAPR/UJUL/UOCT (Ultra Buffer, ~30%). Buffer-ish covered-call wrappers — JEPI (S&P income), JEPQ (Nasdaq income), DIVO (covered call dividend), QYLD (Nasdaq covered call). Benchmarks — SPY (underlying), VIXY (vol comp). The signal: BUFR at ATH + RSI 70+ = low-vol melt-up; BUFR breaking down from ATH = vol regime change. See .claude/projects/-Users-janzheng-Desktop-Projects---active-ticker-tape/memory/reference_bufr_regime_signal.md and trading/paper/buffer-trader/PLAYBOOK.md.

Showing 120 of 143 events.

Cumulative return since Jul 16 — both lines start at 0%, so the gap between them IS the out/under-performance. Hover for daily values.
1D7D30D3M1Y
cohort -0.1%+0.0%+1.7%+2.1%+11.4%
SPY -0.5%-0.1%+4.0%+4.9%+21.4%
Δ +0.4%+0.1%-2.3%-2.8%-10.1%

equal-weight · buy-and-hold from window start, no rebalancing · 3M+ windows are a current-roster backcast.

30D breadth 18/19 up

trend: 18 up · 0 flat · 1 down · avg RSI 64 · 95% above SMA200 · covered 19/19

contributors

DIVO+0.3pp+4.8%
JEPQ+0.3pp+4.8%
SPY+0.2pp+4.0%
QYLD+0.2pp+3.3%
JEPI+0.1pp+2.8%

detractors

VIXY-0.7pp-13.1%
UAPR+0.1pp+1.4%
PAPR+0.1pp+1.5%
PJAN+0.1pp+1.6%
UOCT+0.1pp+1.6%

Holdings

BUFR $37.36 +2.2% 30d in trend BJAN $60.34 +2.5% 30d in trend BAPR $54.27 +1.8% 30d coming into play BJUL $55.66 +2.7% 30d in trend BOCT $54.47 +2.6% 30d in trend PJAN $50.46 +1.6% 30d in trend PAPR $42.87 +1.5% 30d coming into play PJUL $49.77 +2.1% 30d in trend POCT $47.30 +1.7% 30d in trend UJAN $46.15 +1.7% 30d in trend UAPR $35.65 +1.4% 30d coming into play UJUL $41.48 +2.0% 30d in trend UOCT $41.92 +1.6% 30d in trend JEPI $57.78 +2.8% 30d coming into play JEPQ $60.56 +4.8% 30d coming into play DIVO $48.40 +4.8% 30d in trend QYLD $18.21 +3.3% 30d coming into play SPY $772.67 +4.0% 30d in trend VIXY $18.82 -13.1% 30d retreating
DIVO $48.40 -0.1% +4.8% +7.4% +18.3% 73 in trend -0.3%
JEPQ $60.56 +0.1% +4.8% +4.7% +21.7% 62 coming into play -0.3%
SPY $772.67 -0.5% +4.0% +4.9% +21.4% 62 in trend -0.9%
QYLD $18.21 +0.0% +3.3% +4.9% +22.1% 60 coming into play -0.5%
JEPI $57.78 -0.4% +2.8% +5.0% +9.1% 65 coming into play -0.5%
BJUL $55.66 -0.3% +2.7% +4.0% +14.5% 64 in trend -0.4%
BOCT $54.47 -0.1% +2.6% +4.3% +15.8% 67 in trend -0.2%
BJAN $60.34 -0.1% +2.5% +3.8% +16.6% 65 in trend -0.3%
BUFR $37.36 -0.2% +2.2% +3.5% +14.0% 66 in trend -0.3%
PJUL $49.77 -0.2% +2.1% +3.0% +10.8% 64 in trend -0.4%
UJUL $41.48 -0.2% +2.0% +3.0% +10.4% 66 in trend -0.3%
BAPR $54.27 -0.2% +1.8% +3.2% +17.2% 64 coming into play -0.3%
POCT $47.30 -0.1% +1.7% +3.1% +11.4% 68 in trend -0.4%
UJAN $46.15 +0.0% +1.7% +2.7% +11.5% 66 in trend -0.2%
PJAN $50.46 -0.1% +1.6% +3.0% +12.2% 66 in trend -0.3%
UOCT $41.92 +0.0% +1.6% +3.1% +10.6% 69 in trend -0.1%
PAPR $42.87 -0.1% +1.5% +2.4% +12.7% 66 coming into play -0.3%
UAPR $35.65 +0.0% +1.4% +2.4% +12.1% 67 coming into play -0.3%
VIXY $18.82 +1.0% -13.1% -28.4% -46.5% 35 retreating -52.6%
Jun 12
Market Signal Active

Elevated single-stock dispersion

Individual mega-cap stocks are moving around much more than the index. The tape can look calm at the SPY level while the names underneath rotate hard.

SPY

Feed generated 2026-08-18.