Nasdaq 100
The 100 largest non-financial Nasdaq companies, weighted towards technology.
Market data as of 2 October 2026
Model state
CASH· 0% in the asset- In state: 14 d
- The model may change state on the next signal.
- Last state change 15 September 2026
- The signal comes from the closing price and is executed on the next trading day.
What would change the state
The model moves to LONG when both conditions hold at once:
- Trend > 0met
- risk fallingnot met
- Trend Score
- +71
- Strength and direction of the price trend over three horizons, from −100 to +100.
- Current volatility
- 15.4%
- Realised over the last 21 trading days, annualised.
- Expected volatility
- 19.6%
- IVCalibrated model estimate for roughly the next 21 trading days.
What the model says
Report for 2 October 2026Nasdaq 100 rose by 1% and its trend score increased by 1 point to 71. Current volatility is 15.4% while expected volatility reaches 19.6%, indicating rising risk. The model holds in CASH and a switch to LONG would need risk to be falling.
Written by AI (Google Gemini) from the model's numbers only. Every number in it is checked automatically against the calculation. Not investment advice.
Over time
The history covers 504 trading days.
Model state over time
Last 10 trading days
| Date | Trend Score | Current volatility | Expected volatility | Day's signal | State |
|---|---|---|---|---|---|
| +71 | 15.4% | 19.6% | hold | CASH | |
| +70 | 15.0% | 20.8% | hold | CASH | |
| +56 | 15.6% | 20.8% | hold | CASH | |
| +47 | 15.6% | 20.4% | hold | CASH | |
| +48 | 15.8% | 20.5% | hold | CASH | |
| +70 | 16.1% | 19.3% | hold | CASH | |
| +62 | 16.0% | 19.7% | hold | CASH | |
| +65 | 16.2% | 19.2% | hold | CASH | |
| +66 | 16.3% | 18.7% | hold | CASH | |
| +50 | 16.1% | 18.9% | hold | CASH |
Model parameters on the latest day
- Underlying
- NDX
- Implied volatility index
- VXN
- Implied volatility (VXN)
- 21.20
- α (intercept)
- -0.34445
- β (slope)
- 1.00805
- Training observations
- 4,269
FL_MM_V1
These outputs come from a research model and are for education. They are not investment advice or a price forecast. Past model results do not guarantee future ones.