Financial Select Sector SPDR

XLF CONSTRUCTIVE LOW ETF DEMO

$62.00 -0.54% 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$62.60

Day range$64.05 / $60.93

Prev close$62.34

Volume22.4M

RVOL 30d1.71×session volume over stored 30-day average

Avg $ volume$809M

Market capnot stored

HV2020.1% ann.

Beta0.66

RSI(14)58.5

ATR %2.41%

Max drawdown-32.5%

52-week rangefrom $58.15 to $88.05

52-week low / high$58.15 / $88.05

From 52w high-29.6%

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	62.00	62.93 +1.5%	61.69 → 62.31 -0.5% … +0.5%	61.07 -1.5%	61.38 → 62.62	54.0%	68 760 bars, blended vol 20%, score 58, coverage 89%%	LOW HV 20.1% ann. · 760 bars
5D 2026-10-23 17:35:23	62.00	63.86 +3.0%	61.38 → 62.62 -1.0% … +1.0%	60.14 -3.0%	60.76 → 63.86	54.0%	68 760 bars, blended vol 20%, score 58, coverage 89%%	LOW HV 20.1% ann. · 760 bars
1M 2026-10-23 17:35:23	62.00	66.34 +7.0%	60.76 → 63.86 -2.0% … +3.0%	58.28 -6.0%	59.52 → 65.10	54.0%	68 760 bars, blended vol 20%, score 58, coverage 89%%	LOW HV 20.1% ann. · 760 bars
3M 2026-10-23 17:35:23	62.00	69.44 +12.0%	60.14 → 65.72 -3.0% … +6.0%	55.49 -10.5%	57.35 → 67.58	54.0%	68 760 bars, blended vol 20%, score 58, coverage 89%%	LOW HV 20.1% ann. · 760 bars
6M 2026-10-23 17:35:23	62.00	72.23 +16.5%	59.21 → 66.65 -4.5% … +7.5%	53.63 -13.5%	55.49 → 70.37	54.0%	68 760 bars, blended vol 20%, score 58, coverage 89%%	LOW HV 20.1% ann. · 760 bars
12M 2026-10-23 17:35:23	62.00	75.95 +22.5%	57.35 → 68.20 -7.5% … +10.0%	49.60 -20.0%	52.70 → 72.85	54.0%	68 760 bars, blended vol 20%, score 58, coverage 89%%	LOW HV 20.1% ann. · 760 bars

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 +1.0% … +1.5% · 62.00 – 62.00

Base case

mildly positive

band -0.5% … +0.5% · 62.00 – 62.00

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 -1.5% … -0.5% · 62.00 – 62.00

Catalysts the model is watching

Volatility compression (squeeze)

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 20.1% 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 70.31 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 62.00 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: XLF 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-73.7%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	State Street Global Advisors	fund	117M	$7.26B	5.7%	not stored
2026-09-01	State Street Global Advisors	fund	117M	$7.26B	5.7%	not stored
2026-09-01	State Street Global Advisors	fund	117M	$7.26B	5.7%	not stored
2026-09-01	State Street Global Advisors	fund	117M	$7.26B	5.7%	not stored
2026-09-01	State Street Global Advisors	fund	117M	$7.26B	5.7%	not stored
2026-09-01	Capital Research Global	fund	105M	$6.53B	5.2%	not stored
2026-09-01	Capital Research Global	fund	105M	$6.53B	5.2%	not stored
2026-09-01	Capital Research Global	fund	105M	$6.53B	5.2%	not stored

Options

Stored chain for expiry 2026-11-06 · 9 call / 9 put strikes

Full chain Flow

Strikes stored189 calls / 9 puts on this expiry

Chain volume79.3kcontracts across all listed strikes

Chain open interest566k

Chain IV (mean)25.0%the column stores a fraction; ×100 for display

Put/call volume1.058from the daily aggregate row for 2026-10-23

Call / put volume50.7k / 53.6k

IV3022.3%stored as a fraction

HV3023.1%realised 30-day vol

IV rank84.7 /100

OI change-4.9%percent, as stored

Expiries stored4

Chain as of2026-10-23 17:35

News mentioning XLF

Stored headlines linked to this security, newest first. Sentiment scores come from the stored scorer, not from this page.

No stored headline mentions this symbol.

Score

qm_ai_scores row #871

58.2

composite / 100 · model score-1.0.0

CONSTRUCTIVE risk LOW confidence 64

Technical 25 59.7

Fundamental 25 50.0

Momentum 15 44.1

Sentiment 10 79.7

Institutional 10 24.3

Risk 15 85.5

Why the model scored it this way

RISK Liquidity 96
Average $809.1M traded per session
SENTIMENT Sentiment Delta 95
30-day sentiment change 40.8 pts
RISK Gap Risk 95
Median overnight gap 0.34% — position sizing must survive opens
RISK Beta 91
Beta 0.66 vs the reference index
RISK Correlation 86
Correlation to benchmark 0.63-year rolling: 0.64
RISK Market Risk 85
Benchmark volatility 20.1% · regime: Sideways · normal vol · risk-off
RISK Sector Risk 82
Sector average volatility 26.6%
RISK Event Risk Earnings 82
No scheduled earnings date on file
RISK Volatility 80
20-day realised volatility 20.1% annualised
TECHNICAL Volatility Compression 78
Bollinger width 5.6% — coiled, breakout potential
INSTITUTIONAL Institutional Flows 22
Reported 13F-style positioning change -73.7% vs prior quarter2026-09-01
TECHNICAL Volume Confirmation 77
Relative volume 1.71× its own 30-day average
RISK Drawdown History 74
Max drawdown in stored history -32.5%
INSTITUTIONAL Ownership Crowding 27
Institutions hold ~91.4% of float (crowding risk rises above ~78%)

Scored on synthetic demonstration data. Directionally realistic, not a forecast of any real market.

Levels

Stored support/resistance from the snapshot row, not drawn from the chart in the browser.

Resistance (stored): $63.50
Support (stored): $60.35
20-day SMA: $60.46
50-day SMA: $61.23
200-day SMA: $70.31
Trend: up
Above SMA50 / SMA200: yes / no
From 52w high: -29.6%
MACD histogram: 0.317
RSI(14): 58.5
Relative strength (3m): -5.0%
RS rank: not stored /100

Sentiment

Stored buckets (each row is one scoring run over the news window).

Bucket start	Score	Label	Mentions	Method
2026-10-20 13:00	+52%	positive	5	synthetic demo tone index — not real sentiment
2026-10-20 14:00	+52%	positive	5	synthetic demo tone index — not real sentiment
2026-10-20 16:00	+52%	positive	5	synthetic demo tone index — not real sentiment
2026-10-20 17:00	+52%	positive	5	synthetic demo tone index — not real sentiment
2026-10-23 13:00	+50%	positive	47	synthetic demo tone index — not real sentiment
2026-10-23 14:00	+50%	positive	47	synthetic demo tone index — not real sentiment
2026-10-23 16:00	+50%	positive	47	synthetic demo tone index — not real sentiment
2026-10-23 17:00	+50%	positive	47	synthetic demo tone index — not real sentiment

Catalysts and risks

Stored catalysts

Volatility compression (squeeze)

Stored risks

No exceptional risk flags from stored data; normal market risk always applies

Same sector

Ranked by stored composite score.

Symbol	Price	1d	Score	Stance
AXP	$85.64	+1.27%	62.2	CONSTRUCTIVE
BLK	$163.48	-1.00%	61.9	CONSTRUCTIVE
MS	$119.95	-1.77%	61.4	CONSTRUCTIVE
GS	$158.50	-0.61%	60.5	CONSTRUCTIVE
JPM	$182.59	-0.18%	59.6	CONSTRUCTIVE
SPGI	$56.91	+0.22%	58.6	CONSTRUCTIVE

Validation

Forecasts on this symbol whose horizon has matured, scored against the stored bars.

All models

Nothing to score yet: settle the matured forecasts with php bin/pipeline.php --cmd=settle and this table fills with realised-versus-forecast rows.

Peer comparison

Symbol	Price	1d	Cap	P/E	PEG	P/S	P/B	Rev growth	EPS growth	ROE	Gross	Op margin
SPGI	$56.91	+0.22%	$137B	9.88×	1.07	2.31×	2.10×	+7.8%	+8.7%	21.3%	51.5%	27.8%
BAC	$190.67	-2.06%	$148B	7.70×	6.45	1.25×	5.54×	+0.2%	+1.3%	71.9%	31.4%	18.3%
WFC	$186.51	-0.43%	$171B	11.55×	not stored	1.53×	6.42×	-3.3%	-2.0%	55.6%	26.8%	15.0%
AXP	$85.64	+1.27%	$215B	13.56×	2.38	3.54×	4.79×	+6.8%	+5.7%	35.3%	60.2%	27.5%
MA	$137.21	-0.01%	$258B	10.57×	2.21	2.83×	2.10×	+5.0%	+6.3%	19.8%	52.1%	28.6%
V	$140.20	-2.51%	$265B	13.13×	1.49	3.91×	5.28×	+7.9%	+9.1%	40.2%	67.7%	33.6%
MS	$119.95	-1.77%	$320B	9.72×	1.82	3.10×	6.04×	+6.5%	+5.0%	62.2%	72.2%	38.2%
GS	$158.50	-0.61%	$377B	11.05×	1.11	3.77×	4.75×	+9.0%	+11.2%	43.0%	73.3%	36.7%
JPM	$182.59	-0.18%	$388B	13.90×	1.31	4.04×	3.10×	+11.6%	+9.8%	22.3%	60.2%	29.2%
BLK	$163.48	-1.00%	$418B	11.67×	3.11	2.65×	5.73×	+5.1%	+4.5%	49.1%	48.0%	26.4%

What this page did not do.

It did not fetch a quote, call an external model, or extend the chart. It read 156000 stored bar rows in total across the universe (demo data, last trade 2026-10-23), and the score shown here was written at 2026-10-23 17:35 by model score-1.0.0.