USMV
Ishares Msci Usa Min Vol Fac
$102.72
Tue, Nov 3, 2026 close (weekly items: Fri, Oct 30)
Thematic ETF · entry card
APPENDIX · USMV · TECHNICAL TRADING SCORECARD
Scores · Trend 100.0
| RS vs S&P (20) + sector (10) | 20.0 + 10.0 = 30.0 / 30 |
| Structure (6 checks) | 30 / 30 |
| Score = (RS + structure) × 100/60 | 100.0 / 100 |
| Raw state (Up ≥ 60 · Down < 45) | Up |
| Confirmation (2 consecutive Fridays) | confirmed Up |
| Trend (confirmed) | Up |
✔ Fri close above 40-wk SMA 6/6 · ✔ 40-wk SMA rising (4 wks) 4/4 · ✔ No lower high vs cycle high 5/5 · ✔ Fri close above 20-wk SMA 5/5 · ✔ Fri close above 200-wk (4-yr) SMA 5/5 · ✔ 4-mo SMA > 13-mo SMA (completed months, to Sep) 5/5
Weekly raw states: 09-25 Up → 10-02 Up → 10-09 Up → 10-16 Up → 10-23 Up → 10-30 Up. Coppock, band position, breadth and modifiers no longer enter the Trend score (Coppock chart below is reference only). |
Scores · Trading 76.2
| RS (S&P 20 + sector 10) | 20.0 + 10.0 / 30 |
| Structure | 25 / 25 |
| Coppock (daily) — positive but rolling over from >80th pctile | 6.2 / 25 |
| Band position | 15.0 / 20 |
| Raw | 76.2 (Established Up) |
| Modifiers (10-yr > 5% rising −3, seasonal −2) | +0 |
| Final | 76.2 Established Up |
| ✔ Close above 50-day SMA 5/5 · ✔ 50-day SMA rising (10 d) 3/3 · ✔ Close above 100-day SMA 4/4 · ✔ Close above 200-day SMA 5/5 · ✔ 200-day SMA rising (20 d) 3/3 · ✔ No daily lower high (last two swing highs) 5/5 |
Relative state (weekly RS vs 16-wk SMA + 2-wk slope; daily RS vs 15-d SMA + 3-d slope; Neutral ±0.25%; phase price = next Fri / next close, benchmark flat)
| Horizon · benchmark | State | RS vs SMA | RS chg | Phase-transition price (USMV close needed) |
|---|
| Trend · S&P | 1 Established Up (+) → | +3.97% | +2.71% | Est. Up ≥ 99.32 (-3.3%) · Est. Down < 93.08 |
| Trend · ^GSPC | 1 Established Up (+) → | +3.97% | +2.71% | Est. Up ≥ 99.32 (-3.3%) · Est. Down < 93.08 |
| Trading · S&P | 1 Established Up (+) → | +1.63% | +1.60% | Est. Up ≥ 101.52 (-1.2%) · Est. Down < 87.78 |
| Trading · ^GSPC | 1 Established Up (+) → | +1.63% | +1.60% | Est. Up ≥ 101.52 (-1.2%) · Est. Down < 87.78 |
Full bands (cluster rule: 2 or more tools within 3%; Δ vs 102.72)
| Band | Range | Distance | Tools in the cluster |
|---|
| R1 | 103.84–103.84 | +1.1% to +1.1% | ATH 10-30 103.84 |
| S1 | 100.39–102.21 | -0.5% to -2.3% | wk high 08-28 102.21 · wk low 08-21 100.39 |
| S2 | 95.79–98.73 | -3.9% to -6.7% | wk high 07-10 98.73 · wk high 03-06 98.07 · 50% 97.60 · wk low 10-02 97.33 · wk high 06-05 97.16 · … +1 more · 200-day SMA 97.08 · wk high 05-22 97.05 · wk high 06-19 96.60 · 61.8% 96.13 · wk low 07-24 95.79 |
| S3 | 93.07–95.59 | -6.9% to -9.4% | wk high ’25-10-03 95.59 · wk high ’25-11-28 95.41 · wk high 05-01 95.39 · wk high ’25-08-22 95.31 · wk high 01-02 95.19 · … +13 more · wk low ’25-08-29 93.39 · wk low 01-02 93.32 · wk low ’25-10-17 93.14 · wk low ’25-09-19 93.09 · wk high 2024-10-18 93.07 |
| ATH | 103.84 | +1.1% | all-time high; Profit-Taking fallback when no 2-tool band sits above the Breakout (extensions no longer used) |
Coppock, breadth and RS (reference only; not in the Trend score)
Stops & phase transitions
- Tier 1 (trading stop): daily close < 100.39 (-2.3%): trading downgrades one state, re-anchor to S2 95.79–98.73.
- Tier 2 (trend stop = Trend Breakdown / invalidation): Friday close < 95.79 (-6.7%): trend downgrades one state, re-anchor to S3 93.07–95.59.
- Trend vs S&P: Est. Up ≥ 99.32 (-3.3%) · above its 16-wk avg ≥ 99.32 · Est. Down < 93.08 (-9.4%) (next Friday, benchmark flat).
- Trading vs S&P: Est. Up ≥ 101.52 · Est. Down < 87.78.
Sluymer context
- Not named in the 15 reports reviewed (Aug 18 – Oct 13, 2026).
Notes & caveats
Thematic ETFs holding, entry card (treated like the US Watchlist). Holdings: issuer file as of 2026-10-20 (Thematic ETFs bot list: /home/box/thematic-etf-scorecard/latest.json (built 2026-10-21 07:51 PT, from PortfolioDashboardBBG.xlsx MASTER!CK6 'THEMATIC ETFS' block; live at https://skc-thematic-etfs.pages.dev/)); Theme: Min Volatility. Sector RS dropped (no distinct sector ETF), Trend score rescaled from 50 to 100. Benchmarks: S&P 500 (20 pts) and ^GSPC (10 pts). Trading items and bands use the Tue, Nov 3, 2026 close; trend uses the Fri, Oct 30 week. Entry levels: Buy Zone = breakout retest zone (BUY names only: from the broken level down to the floor of the resistance band it came from, or level −2%, whichever is tighter; a weekly close below = failed breakout); Breakout Buy Level = top of R1; Trend Breakdown (invalidation) = S2 floor on a Friday close; Profit-Taking = next resistance band above the breakout. Verdict: AVOID = Trend Down (confirmed on two Fridays) or Friday close below a falling 40-wk SMA; BUY = a weekly close above a Breakout Buy Level fixed from the prior week's data with ≥2 tools within 3% (most recent such breakout in the last 4 weeks), every Friday close since and the latest close still at or above it, and Trend not Down; WAIT = otherwise. Buy Zone is reference only. Coppock = 10-bar WMA of ROC(14)+ROC(11), standard settings used as a placeholder because his are unpublished; DAS is omitted. Zone = sign + 3-yr percentile; direction = 2 bars. SMAs are simple; swings are 5-bar extremes; the channel is a 2-yr log regression ±2σ. The breadth proxy is the % of 500 current S&P 500 members with a rising weekly Coppock; it has survivorship bias, is a regime input only, and no other stock was scored. Weights are our choices (playbook §10); the state rule matched 86% / 83% of his sector states in-sample. Data: Yahoo Finance (unadjusted); weight from the Portfolio Dashboard (PIM 11/2 EOD, read-only).
