Bull case
If RSI mid-range — room to extend, a volatility-compressed setup resolving upward would accelerate the move, the upside path is the 80–95th percentile band shown here.
band +0.5% … +1.0% · 108.00 – 108.00
Materials Select Sector SPDR
XLB NEUTRAL LOW ETF DEMO
$108.00
-1.05%
1-day change from the stored snapshot · 28 hours ago
DEMO DATASET last stored bar 2026-10-23 · scores computed 2026-10-23 17:35:23 · every figure below is read from these rows, nothing is computed in the browser
Price · stored daily bars
126 bars ending 2026-10-23 · demo data
Indicators are computed from the same stored closes the score used; the forecast fan is drawn from qm_predictions, not from a live model call.
how this is drawn
Open$109.34
Day range$109.78 / $107.63
Prev close$109.14
Volume110M
RVOL 30d1.18×session volume over stored 30-day average
Avg $ volume$9.95B
Market capnot stored
HV2021.5% ann.
Beta0.50
RSI(14)52.4
ATR %2.29%
Max drawdown-37.8%
52-week rangefrom $99.65 to $163.03
52-week low / high$99.65 / $163.03
From 52w high-33.8%
Liquiditynot storeddays of average volume to fill 1% of float
Forecast
Stored scenarios from the last pipeline run. The model that wrote them is named on each row; no forecast is generated when you look at this page.
| Horizon | Ref | Bull high | Base range | Bear low | P10 → P90 | P(up) | Confidence | Risk |
|---|---|---|---|---|---|---|---|---|
| 1D
2026-10-23 17:35:23 |
108.00 | 109.08 +1.0% | 107.46 → 108.54 -0.5% … +0.5% |
106.92 -1.0% | 106.92 → 109.08 | 53.0% | 68 760 bars, blended vol 20%, score 55, coverage 89%% |
LOW
HV 20.0% ann. · 760 bars |
| 5D
2026-10-23 17:35:23 |
108.00 | 111.24 +3.0% | 106.92 → 109.08 -1.0% … +1.0% |
105.84 -2.0% | 105.84 → 110.16 | 53.0% | 68 760 bars, blended vol 20%, score 55, coverage 89%% |
LOW
HV 20.0% ann. · 760 bars |
| 1M
2026-10-23 17:35:23 |
108.00 | 114.48 +6.0% | 105.84 → 110.16 -2.0% … +2.0% |
102.60 -5.0% | 103.68 → 112.32 | 53.0% | 68 760 bars, blended vol 20%, score 55, coverage 89%% |
LOW
HV 20.0% ann. · 760 bars |
| 3M
2026-10-23 17:35:23 |
108.00 | 117.72 +9.0% | 104.76 → 112.86 -3.0% … +4.5% |
98.28 -9.0% | 101.52 → 116.10 | 53.0% | 68 760 bars, blended vol 20%, score 55, coverage 89%% |
LOW
HV 20.0% ann. · 760 bars |
| 6M
2026-10-23 17:35:23 |
108.00 | 122.58 +13.5% | 103.14 → 114.48 -4.5% … +6.0% |
95.04 -12.0% | 98.28 → 119.34 | 53.0% | 68 760 bars, blended vol 20%, score 55, coverage 89%% |
LOW
HV 20.0% ann. · 760 bars |
| 12M
2026-10-23 17:35:23 |
108.00 | 129.60 +20.0% | 99.90 → 116.10 -7.5% … +7.5% |
89.10 -17.5% | 94.50 → 124.20 | 53.0% | 68 760 bars, blended vol 20%, score 55, coverage 89%% |
LOW
HV 20.0% ann. · 760 bars |
Base case
mildly positive
band -0.5% … +0.5% · 108.00 – 108.00
Bear case
Downside triggers: a market-wide risk-off move alone can carry the 5–20th percentile band. Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.
band -1.0% … -0.5% · 108.00 – 108.00
Catalysts the model is watching
- Demo synthetic: XLB completes share buyback tranche
- Demo synthetic: XLB completes share buyback tranche
- Demo synthetic: XLB completes share buyback tranche
Key risks & invalidation
- No exceptional risk flags from stored data; normal market risk always applies
Model assumptions
- Realised volatility stays near its recent level (blended 20% annualised).
- The scoring tilt persists over the window; no structural break (fraud, delisting, forced guidance cut).
- Returns are approximated as lognormal; fat tails are handled by widening, not by point forecasts.
- Index regime assumed: sideways.
- Close below the 125.55 support band or the strategy stop.
- Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.
- Volatility expanding beyond 32% annualised invalidates position sizing.
- Loss of the fundamental pillars used in the score (guidance cut, covenant breach, auditor change).
Reference price 108.00 at
2026-10-23 17:35:23 · regime at generation
sideways · data
demo · freshness
0s.
These bands are conditional distributions from stored inputs, not advice or a promise about outcomes.
Fundamentals and analyst coverage
Not applicable: XLB is stored as
ETF, so there are no filings, EPS estimates or analyst ratings behind it.
The technical, risk and sentiment components of the score still apply, and they are shown above.
Ownership, insiders and short interest
Inst. position change-70.1%reported change vs the prior stored quarter
Net insider (USD)not stored
Short % of floatnot stored
Days to covernot stored
| Period end | Holder | Type | Shares | Value | % float | Change |
|---|---|---|---|---|---|---|
| 2026-09-01 | BlackRock Fund Advisors | fund | 52.9M | $5.72B | 7.9% | not stored |
| 2026-09-01 | BlackRock Fund Advisors | fund | 52.9M | $5.72B | 7.9% | not stored |
| 2026-09-01 | BlackRock Fund Advisors | fund | 52.9M | $5.72B | 7.9% | not stored |
| 2026-09-01 | BlackRock Fund Advisors | fund | 52.9M | $5.72B | 7.9% | not stored |
| 2026-09-01 | BlackRock Fund Advisors | fund | 52.9M | $5.72B | 7.9% | not stored |
| 2026-09-01 | State Street Global Advisors | fund | 36.2M | $3.91B | 5.4% | not stored |
| 2026-09-01 | State Street Global Advisors | fund | 36.2M | $3.91B | 5.4% | not stored |
| 2026-09-01 | State Street Global Advisors | fund | 36.2M | $3.91B | 5.4% | not stored |
Options
Stored chain for expiry 2026-11-06 · 9 call / 9 put strikes
Strikes stored189 calls / 9 puts on this expiry
Chain volume63.8kcontracts across all listed strikes
Chain open interest406k
Chain IV (mean)18.1%the column stores a fraction; ×100 for display
Put/call volume1.729from the daily aggregate row for 2026-10-23
Call / put volume30.1k / 52.1k
IV3016.0%stored as a fraction
HV3014.8%realised 30-day vol
IV rank53.2 /100
OI change+5.0%percent, as stored
Expiries stored4
Chain as of2026-10-23 17:35
News mentioning XLB
Stored headlines linked to this security, newest first. Sentiment scores come from the stored scorer, not from this page.
Demo synthetic: XLB completes share buyback tranche
Synthetic demo item generated to exercise the sentiment pipeline. No external source; no factual content.
Demo synthetic: XLB completes share buyback tranche
Synthetic demo item generated to exercise the sentiment pipeline. No external source; no factual content.
Demo synthetic: XLB completes share buyback tranche
Synthetic demo item generated to exercise the sentiment pipeline. No external source; no factual content.
Demo synthetic: XLB completes share buyback tranche
Synthetic demo item generated to exercise the sentiment pipeline. No external source; no factual content.
Demo synthetic: XLB completes share buyback tranche
Synthetic demo item generated to exercise the sentiment pipeline. No external source; no factual content.
Demo synthetic: XLB completes share buyback tranche
Synthetic demo item generated to exercise the sentiment pipeline. No external source; no factual content.
Demo synthetic: XLB completes share buyback tranche
Synthetic demo item generated to exercise the sentiment pipeline. No external source; no factual content.
Demo synthetic: XLB completes share buyback tranche
Synthetic demo item generated to exercise the sentiment pipeline. No external source; no factual content.