Watchlist / buffer-signals

watchlist

Watchlist / buffer-signals

current roster plus event stream

symbols 20 events 234 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 234 events.

Cumulative return since Oct 1 — both lines start at 0%, so the gap between them IS the out/under-performance. Hover for daily values.
1D7D30D3M1Y
cohort +0.5%+0.8%+1.0%+1.4%+8.1%
SPY +0.6%+1.2%+2.1%+3.1%+16.0%
Δ -0.1%-0.4%-1.1%-1.7%-7.9%

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

30D breadth 17/20 up

trend: 16 up · 1 flat · 3 down · avg RSI 63 · 89% above SMA200 · covered 20/20

contributors

BOCT+0.1pp+2.5%
JEPQ+0.1pp+2.2%
POCT+0.1pp+2.1%
SPY+0.1pp+2.1%
UOCT+0.1pp+2.1%

detractors

VIXY-0.4pp-7.2%
DIVO+0.0pp-0.6%
JEPI+0.0pp+0.4%
UAPR+0.1pp+1.0%
PAPR+0.1pp+1.1%

Holdings

BUFR $37.94 +1.7% 30d coming into play BJAN $61.30 +1.8% 30d coming into play BAPR $55.10 +1.3% 30d coming into play BJUL $56.22 +1.7% 30d coming into play BOCT $55.88 +2.5% 30d coming into play PJAN $51.16 +1.3% 30d coming into play PAPR $43.43 +1.1% 30d coming into play PJUL $50.32 +1.4% 30d coming into play POCT $48.46 +2.1% 30d in trend UJAN $46.77 +1.2% 30d coming into play UAPR $36.09 +1.0% 30d coming into play UJUL $41.84 +1.4% 30d coming into play UOCT $42.91 +2.1% 30d in trend JEPI $56.77 +0.4% 30d coming into play JEPQ $61.09 +2.2% 30d coming into play DIVO $47.44 -0.6% 30d coming into play QYLD $18.69 +1.9% 30d coming into play SPY $778.57 +2.1% 30d coming into play VIXY $16.30 -7.2% 30d retreating XX $27.00 n/a 30d too-young
BOCT $55.88 +0.4% +2.5% +4.5% +14.9% 68 coming into play -0.2%
JEPQ $61.09 +0.3% +2.2% +1.0% +6.0% 58 coming into play -1.0%
POCT $48.46 +0.3% +2.1% +3.8% +12.2% 76 in trend -0.2%
SPY $778.57 +0.6% +2.1% +3.1% +16.0% 60 coming into play -0.4%
UOCT $42.91 +0.3% +2.1% +3.7% +11.3% 76 in trend -0.1%
QYLD $18.69 +0.2% +1.9% +1.3% +9.0% 68 coming into play -0.1%
BJAN $61.30 +0.4% +1.8% +3.3% +15.3% 64 coming into play +0.0%
BJUL $56.22 +0.5% +1.7% +2.8% +12.9% 62 coming into play -0.1%
BUFR $37.94 +0.3% +1.7% +3.1% +13.2% 65 coming into play +0.0%
PJUL $50.32 +0.3% +1.4% +2.4% +10.3% 64 coming into play -0.1%
UJUL $41.84 +0.3% +1.4% +2.3% +9.6% 62 coming into play -0.1%
BAPR $55.10 +0.3% +1.3% +2.9% +17.3% 66 coming into play +0.0%
PJAN $51.16 +0.2% +1.3% +2.7% +11.6% 66 coming into play -0.2%
UJAN $46.77 +0.2% +1.2% +2.6% +10.9% 64 coming into play -0.1%
PAPR $43.43 +0.2% +1.1% +2.5% +13.0% 68 coming into play -0.1%
UAPR $36.09 +0.1% +1.0% +2.4% +12.0% 67 coming into play -0.2%
JEPI $56.77 +0.2% +0.4% +0.0% +0.0% 53 coming into play -5.2%
DIVO $47.44 +0.7% -0.6% +2.1% +7.7% 53 coming into play -3.3%
VIXY $16.30 -1.2% -7.2% -19.9% -49.6% 39 retreating -58.9%
XX $27.00 +4.7% — — — — neutral -4.2%

Feed generated 2026-10-10.