Portfolio Risk Assessment Dashboard
0-0.4σ from support. At or touching support - regime change likely. Switch to full SATID mode - actively reduce/exit positions.
0.4-1.0σ from support. Within one standard deviation - one typical move breaches support. High alert - prepare action plan.
1.0-2.0σ from support. Need 1-2 standard moves to breach. Monitor closely, consider hybrid MPT/SATID approach.
2.0-3.0σ from support. Comfortable distance from support. Normal MPT management with enhanced monitoring.
Beyond 3.0σ from support. Very far from support. Full MPT mode - manage according to benchmark and allocations.
| ETF | Current Price | FBIS Support | Distance % | Weekly Vol | Allocation | SATID Score (1 Week) |
Contribution (1 Week) |
SATID Score (1 Month) |
Contribution (1 Month) |
|---|---|---|---|---|---|---|---|---|---|
| HEAL ⚠️ AT SUPPORT | $28.28 | $28.45 | -0.60% | 3.10% | 1.2% | 100.0 | 1.20 | 100.0 | 1.20 |
| ARKF ⚠️ AT SUPPORT | $41.67 | $42.64 | -2.32% | 4.07% | 1.2% | 100.0 | 1.20 | 100.0 | 1.20 |
| ESPO ⚠️ AT SUPPORT | $97.89 | $99.44 | -1.58% | 1.91% | 0.8% | 100.0 | 0.80 | 100.0 | 0.80 |
| BKCH | $70.44 | $65.90 | 6.45% | 11.33% | 1.2% | 85.8 | 1.03 | 93.2 | 1.12 |
| XLK | $142.43 | $140.20 | 1.57% | 2.38% | 1.8% | 83.6 | 1.50 | 92.1 | 1.66 |
| XLY | $121.82 | $117.39 | 3.63% | 2.54% | 1.2% | 64.2 | 0.77 | 82.8 | 0.99 |
| EBIZ | $31.50 | $30.04 | 4.63% | 2.52% | 1.2% | 54.1 | 0.65 | 77.9 | 0.94 |
| EWG | $43.36 | $41.44 | 4.44% | 1.75% | 1.4% | 36.4 | 0.51 | 69.4 | 0.97 |
| ARKX | $32.28 | $28.16 | 12.75% | 4.85% | 0.8% | 34.3 | 0.27 | 68.4 | 0.55 |
| QQQ | $620.26 | $583.19 | 5.98% | 2.02% | 3.5% | 25.9 | 0.91 | 64.4 | 2.25 |
| XLC | $118.98 | $113.36 | 4.72% | 1.57% | 1.2% | 24.8 | 0.30 | 63.9 | 0.77 |
| EMB | $96.17 | $95.29 | 0.91% | 0.27% | 6.0% | 16.9 | 1.02 | 60.1 | 3.60 |
| INDA | $53.35 | $50.06 | 6.16% | 1.84% | 1.7% | 16.3 | 0.28 | 59.8 | 1.05 |
| SPY | $692.97 | $660.49 | 4.69% | 1.38% | 17.5% | 15.2 | 2.65 | 59.2 | 10.36 |
| QTUM | $115.11 | $102.30 | 11.13% | 3.25% | 1.6% | 14.5 | 0.23 | 58.9 | 0.94 |
| PPA | $175.18 | $155.88 | 11.02% | 2.87% | 1.2% | 3.9 | 0.05 | 53.8 | 0.65 |
| XLV | $156.88 | $146.41 | 6.67% | 1.73% | 1.2% | 3.8 | 0.05 | 53.8 | 0.65 |
| MCHI | $61.20 | $57.23 | 6.48% | 1.64% | 1.7% | 1.3 | 0.02 | 52.6 | 0.92 |
| BIL | $91.40 | $89.59 | 1.97% | 0.02% | 3.0% | 0.0 | 0.00 | 0.0 | 0.00 |
| IGSB | $52.85 | $52.28 | 1.09% | 0.15% | 1.5% | 0.0 | 0.00 | 11.0 | 0.17 |
| IGIB | $53.73 | $52.96 | 1.43% | 0.34% | 1.5% | 0.0 | 0.00 | 49.0 | 0.73 |
| LQD | $110.04 | $107.59 | 2.23% | 0.48% | 6.0% | 0.0 | 0.00 | 44.1 | 2.64 |
| HYS | $94.59 | $93.35 | 1.31% | 0.24% | 10.5% | 0.0 | 0.00 | 33.6 | 3.53 |
| CEMB | $45.94 | $45.37 | 1.26% | 0.16% | 4.5% | 0.0 | 0.00 | 6.8 | 0.31 |
| VGK | $87.81 | $79.90 | 9.01% | 1.20% | 3.5% | 0.0 | 0.00 | 9.6 | 0.33 |
| EWQ | $45.33 | $42.45 | 6.35% | 1.29% | 1.0% | 0.0 | 0.00 | 40.8 | 0.43 |
| EWI | $56.69 | $51.04 | 9.97% | 1.56% | 1.0% | 0.0 | 0.00 | 23.1 | 0.24 |
| EWJ | $86.35 | $80.05 | 7.29% | 1.70% | 1.7% | 0.0 | 0.00 | 48.6 | 0.85 |
| EWZ | $38.29 | $31.97 | 16.52% | 3.76% | 1.7% | 0.0 | 0.00 | 47.3 | 0.83 |
| XLI | $168.34 | $155.19 | 7.81% | 1.56% | 1.2% | 0.0 | 0.00 | 39.9 | 0.48 |
| SMH | $399.08 | $335.51 | 15.93% | 3.42% | 1.8% | 0.0 | 0.00 | 44.0 | 0.79 |
| PAVE | $52.03 | $45.04 | 13.44% | 1.93% | 1.2% | 0.0 | 0.00 | 16.4 | 0.20 |
| AIQ | $51.38 | $44.50 | 13.40% | 2.52% | 1.2% | 0.0 | 0.00 | 36.2 | 0.43 |
| GLD | $454.28 | $374.03 | 17.67% | 3.35% | 3.0% | 0.0 | 0.00 | 36.6 | 1.10 |
| FTLS | $71.97 | $68.34 | 5.05% | 0.81% | 3.0% | 0.0 | 0.00 | 25.4 | 0.76 |
| QAI | $34.47 | $32.57 | 5.51% | 0.68% | 3.0% | 0.0 | 0.00 | 3.3 | 0.10 |
| WTMF | $38.88 | $36.64 | 5.76% | 1.41% | 3.0% | 0.0 | 0.00 | 50.8 | 1.52 |