Market Edges - Feb 18, 2026
FTQ Intensity > 90th Pctile -> 1 Month Forward
+15% edge (~25% annualized)
What $100 invested at each signal would be worth
Starting with $100, this line tracks cumulative growth if you invested every time this pattern appeared. A steadily rising curve means the signal consistently preceded positive returns.
$100 became $257.99 (+158.0%) over 48 signals. Trend: Steadily rising.
The Edge: your statistical advantage
The top bar (gold) shows how often the market went up after this signal. The bottom bar (gray) shows how often the market goes up anyway. The difference is the extra advantage this pattern gives you.
+11.2 percentage points above the market's normal 65.9% win rate. Meaningful edge.
Does this pattern hold up on unseen data?
Each bar is a separate out-of-sample test. The pattern was trained on earlier data and tested on a period it had never seen. Green bars beat the market's normal win rate, red bars don't. More green = more robust.
8 of 11 test periods beat the base rate (65.9%). Reasonably robust.
How the market performed after this signal
Each bar shows how many times the market returned that percentage. Green bars = gains, red bars = losses. A distribution skewed to the right means the signal tends to precede gains.
37 gains vs 11 losses (skewed positive). Average return: +2.15%
When flight-to-quality intensity z-score > 90th rolling percentile, the S&P 500 has been positive over the next 1 month 77.1% of the time (n=48 independent observations, p<0.060, bootstrap-validated). This represents a 11.2 percentage point edge over the 66% base rate. Effect size: Cohen's h=0.25. Walk-forward validated: 8/11 folds (73%). Structural basis: Extreme flight-to-quality captures panic moves that overshoot and reverse
How We Use Market Edges
These quantitative patterns serve as supporting context rather than trading triggers. Our portfolio exposure is never determined by individual statistical edges—instead, it's systematically governed by our Risk Overlay, a framework of over 20 data-driven indicators that collectively determine when market conditions favor acceleration versus caution.
When edges like these align with our overlay readings, they provide additional conviction for our current positioning. When they diverge, our disciplined process prioritizes the systematic signals over any single statistical pattern.
Important: Past performance is not an indication of future results. Your capital is at risk. CFDs are complex instruments. 61% of retail investor accounts lose money when trading CFDs with eToro.