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YX SPY & TLT Machine-Learning

YX Insights brings you the same class of machine-learning signals once reserved for institutional macro traders.

The YX Machine-Learning Model integrates a proprietary selection of global macro variables and asset-specific price features to produce a simple binary output:

1 → Risk On (constructive bias; buy / hold)

0 → Risk Off (defensive bias; sell / stay on sidelines)

This framework applies data-driven techniques used by professional quant desks — now made accessible in a clear, chart-ready format for equity and bond market traders.

What the indicator does

Daily machine learning signals for SPY (equities) and TLT (long-term Treasuries), updated once per day on U.S. trading days.
Stepped “ladder” lines that hold their current state until the next update.
Optional Signal MA (moving average) for smoother trend transitions.
Status Badge showing each asset’s current Risk On/Off signal and MA value.

Important Notes on the Chart Display

The indicator is intended for use on the Daily Chart window only.
For both SPY and TLT, the signal aligns with the daily candle after the New York market opens.
The Risk On/Off status is displayed pre-market, allowing traders to prepare positioning before the cash session begins.

Backtest Performance

SPY Machine-Learning Model

Backtest period: 1,891 trading days
Strategy Sharpe Ratio: 2.3
Strategy Maximum Drawdown: –9.4%
SPY Buy & Hold Sharpe Ratio: 0.81
SPY Buy & Hold Maximum Drawdown: –33.7%

TLT Machine-Learning Model

Backtest period: 1,891 trading days
Strategy Sharpe Ratio: 1.35
Strategy Maximum Drawdown: –17.3%
TLT Buy & Hold Sharpe Ratio: 0.01
TLT Buy & Hold Maximum Drawdown: –48.4%

> Past performance and backtested results do not guarantee future returns. These figures are provided solely for research and educational purposes.

Inputs & customization

Show SPY / TLT – toggle each asset
Show Status Badges – on/off
MA Length – default 10 (range 1–100)
Show MA per asset – on/off

Credit:

This Indicator is created by Yimin Xu at YX Insights in collaboration with Alex King from Cestrian Capital Research.

Thank you,

Yimin Xu, YX Insights – https://www.yxinsights.com/

Alex King, Cestrian Capital Research – https://www.cestriancapitalresearch.com/

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