Thank you to our growing subscriber base. Here is where we stand across all signals.
TRACK RECORD
Signal #001 (Mar 30 → Apr 27): +20.52% L/S — CLOSED WIN
Signal #002 (Apr 13 → May 11): +5.96% L/S — CLOSED WIN
Signal #003 (Apr 29 → May 27): +0.19% L/S — CLOSED FLAT
Signal #004 (May 13 → Jun 10): +1.81% L/S — CLOSED WIN
Signal #005 (May 27 → ongoing, Day 13): -0.35% L/S — ACTIVE
Four closed signals. Four positive L/S spreads. Signal #004 generated +4.09% alpha vs SPY over 20 trading days — the long book returned +3.44% while SPY fell -2.27%. 7 of 8 longs finished green.
Signal #005 is currently flat at Day 13 of 20. Seven trading days remain.
REGIME UPDATE
Both regime models are now reading Bull. This is the first time both models have been in full agreement since we began publishing signals in March. Since our last regime change call on April 19 (Bearish → Bullish), SPY has returned +4.45% and QQQ +11.17%.
SIGNAL #006 — June 15, 2026
Horizon: 10-20 Trading Days
Regime: Bull (Full Consensus)
Longs:
• SMCI — Super Micro Computer (Technology)
• SNDK — SanDisk (Technology)
• INTC — Intel (Technology)
• HOOD — Robinhood Markets (Financial Services)
• NCLH — Norwegian Cruise Line (Consumer Cyclical)
• AXON — Axon Enterprise (Industrials)
• DXCM — DexCom (Healthcare)
• FDS — FactSet Research Systems (Financial Services)
Shorts:
• EA — Electronic Arts (Communication Services)
• TRV — Travelers Companies (Financial Services)
• WEC — WEC Energy Group (Utilities)
• EQIX — Equinix (Real Estate)
• AFL — Aflac (Financial Services)
• AMP — Ameriprise Financial (Financial Services)
• NSC — Norfolk Southern (Industrials)
• REGN — Regeneron Pharmaceuticals (Healthcare)
The long book spans Technology (3), Financial Services (2), Consumer Cyclical (1), Industrials (1), and Healthcare (1). The model has much stronger conviction on the short side — 60 stocks passed the high-confidence filter on shorts vs 26 on longs. In a Bull/Bull regime, the model sees the market as extended and can identify overvalued names more easily than undervalued ones.
The short book carries familiar themes — insurance (TRV, AFL, AMP), utilities (WEC), industrials (NSC, ITW), and REITs (EQIX) have appeared across multiple signals. EA returns for the third time. REGN is new — the model flags it as overextended in healthcare.
We will track this signal daily and send updates as it progresses.
DISCLOSURE & DISCLAIMER
This communication is provided by Alphatica Quantitative Research for informational and educational purposes only. It does not constitute investment advice, a recommendation, an offer, or a solicitation to buy, sell, or hold any securities or financial instruments.
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Past performance is not indicative of future results. Any returns, signals, model outputs, or performance metrics referenced herein are based on historical backtesting, live tracking, or hypothetical analysis and may not be replicated in the future. Historical results do not guarantee future performance. Markets are inherently uncertain, volatile, and subject to rapid change. Losses — including total loss of invested capital — are possible and may occur without warning.
The signals provided reflect the output of quantitative models that rely on historical data and statistical relationships. These models are subject to limitations including but not limited to: data errors, model overfitting, regime changes, liquidity constraints, execution slippage, and unforeseen market events. The models do not account for individual financial circumstances, investment objectives, risk tolerance, tax implications, or liquidity needs.
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Short selling involves substantial risk, including the potential for unlimited losses. Options and leveraged strategies carry additional risks that may not be suitable for all investors. Recipients should consult a qualified financial advisor, tax professional, or legal counsel before making any investment decisions.
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