Stats

Premises:1) Full11 current cross-section technical signal table.2) Return horizons overlap by construction.3) SMA200 gate separate from relative rank. Pearson cross-sectional correlations {"r21":{"r21":1,"r63":0.534688,"r126":0.68941,"r252":0.662118},"r63":{"r21":0.534688,"r63":1,"r126":0.338486,"r252":0.649424},"r126":{"r21":0.68941,"r63":0.338486,"r126":1,"r252":0.693433},"r252":{"r21":0.662118,"r63":0.649424,"r126":0.693433,"r252":1}}. Range .338486–.693433 across6pairs; N11 one date, not significance or incremental predictive evidence. XLK21return+3.2455% despite63return−.8420%; XLV21−4.1496% despite average+12.4422% and aboveSMA. Conclusion: no independent vote counting, short-window weakness not veto,4/11 qualify. Fixed averaging is mandate, not optimized weights. Source https://runway.adityaperswal.workers.dev/data/stock-bars

Source https://runway.adityaperswal.workers.dev/data/stock-bars. Premises:1)7/11 close aboveSMA200 but only3/11 positive21-session returns; XLC positive21 failsSMA.2)Selected XLE/XLK/XLV means20.010555/19.528247/13.276404%; nextXLF5.353345%,selection margin7.923059pp.3)XLV21-day-.542037% does not invalidate its mean or SMA eligibility.4)SMA distances16.776477/16.085954/8.836090%. Conclusion: broad recent weakness can coexist with longer relative-strength leadership; no additional all-horizons-positive gate. Pearson60-session correlations XLE/XLK-.208295,XLE/XLV-.034137,XLK/XLV-.466185;252-session-.179830/-.040232/-.107243 versus prior full-history+.238174/+.241805/+.389758. Counterexample: correlations can reverse in a crash, so no risk-cap expansion. Current selected basket is ex post, not a historical rotation portfolio; differences are descriptive, not proof of hedge effectiveness.