🇹🇼 TW
🇺🇸 MoodRing
Daily Contrarian Sentiment Index — 5 Markets, 16-Year Backtest
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US
TW
JP
KR
EU
Current Sentiment
US Market
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Percentile: --%
Expected Forward Returns
SPY (US)
Sentiment vs Market
3M
1Y
3Y
All
Score by MoodRing engine: 252-day rolling Z-score + behavioral adjustment.
What Retail Investors Are Thinking
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Memory Scene
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Finding historical analogues...
System Health
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Historical Proof
▶
Buy in Fear, Not in Greed
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Backtest Validation (IC)
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Market
5d IC
10d IC
20d IC
60d IC
What is IC?
IC (Information Coefficient) measures how well this indicator predicts future returns. Range: -1 to +1.
Our IC is
NEGATIVE
— this is
good
for a contrarian indicator. It means:
the more greedy retail investors are, the worse future returns tend to be.
|IC| > 0.15
Strong signal — high confidence
|IC| 0.05-0.15
Moderate signal — useful
|IC| < 0.05
Weak — may not be reliable
All 5 markets statistically significant (p-values shown from 16-year backtest).
Market Data
SPY
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VIX
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Fear Index
TAIEX
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TSMC
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Gold
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Safe Haven
US 10Y
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Yield
Margin 5d
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Retail Leverage
Foreign
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