Leverage Environment: full detail
Every result behind the dashboard: all readings with their history, breadth by component, the leverage simulation over several lookbacks, and how the label, the score and each metric have lined up with later leveraged returns.
This is a monitoring tool built on approximations, not investment advice. Read Methodology and caveats before relying on any number here.
Summary
The score is a weighted blend of three components, each a 0 to 100 favorability reading built from percentiles.
All readings
Today's value with its percentile, where it stood one month, three months and one year ago, and the spread of its own history. Twelve-month momentum is reported as a quintile because its history holds few independent observations.
History explorer
Any series over time. For the ten metrics you can switch between the raw value and its point-in-time percentile.
Breadth by component
The individual sector and country ETFs behind each breadth reading. Weights are approximate and fixed (see caveats).
Leverage simulation across lookbacks
Simulated daily-reset funds over several trailing periods, as cumulative returns. "Simple multiple" is the unlevered return times the leverage; the gap between it and the simulated figure is the compounding effect.
The label against later returns, by horizon
Score bands against later returns
Each metric by itself
Label changes in the past year
Data coverage
Every series fetched for this run and how far back it goes. Check here that the backfill funds and breadth components reach as far as expected.