Twelve Data Trends Analysis

12DTA · Captain 5/16 PDT · 12 technical indicators · 32y baseline auto · Target 2026-05-15

Chart Detail — Deep drill-down version: Charts Detail → (same 12 charts · Captain V1 drill-down narrative per chart)

Today Consensus Interpretation (auto-generated · ERA: 2025+)

Consensus state: MIXED — 1/11 OB / 0/11 OS / 8/11 Neutral · no strong consensus
Strongest signals: Divergence p98 (overbought) · SPX Slope p74 (falling_from_peak) · BP p55 (falling_from_peak)
2025+ consensus rarity: Strong Overbought = 0 days · Strong Oversold = 15 days (343 total days in ERA · mean reversion bottoms tend more common)
Last Strong Oversold: 2025-04-25 (ERA mean reversion event)
Last Extreme Oversold (10+/11): 2025-04-21 (ERA 7 days only — extremely rare)

11 INDIVIDUAL INDICATOR SIGNALS (32y percentile, Today state · hover for thresholds):

ASI

NEUTRAL

0.64 · p58 중간

RRM

NEUTRAL

-0.15 · p16 중간

FALLING-FROM-PEAK

0.56 · p55 고점 하락 중

4DWA

NEUTRAL

0.21 · p66 중간

Divergence

OVERBOUGHT

0.12 · p98 고점

Maturity

NEUTRAL

1.39 · p83 중간

Risk On/Off

NEUTRAL

66.67 · p58 중간

MAS 56

NEUTRAL

9.43 · p85 중간

MAS 200

NEUTRAL

4.89 · p78 중간

SPX Slope

FALLING-FROM-PEAK

0.08 · p74 고점 하락 중

Smart/Dumb

NEUTRAL

S0.44/D0.67 중간

Timeline:

ERA Baseline (P10/P90 thresholds):

1. SPY / QQQ Reference — Norm 100 base (start = 100) + QQQ/SPY ratio (Nasdaq vs S&P relative strength)

SPY $739.17 QQQ $681.61

2. ASI — ARIS Synapse Intensity (directional)

+0.6353 58p

3. RRM — Recent Regime Mirror (Inverted Y)

-0.1529 16p

4. BP — Bull Proximity

0.5610 BULL_HIGH · 55p

5. 4DWA — 4 Doctors Weighted Avg

+0.2094 66p

6. Divergence — Neuron vs CAT

0.1206 98p

7. Maturity Index — Bull Cycle Age

1.39x 380d · 83p

8. Risk On/Off (SentimenTrader, 30/70)

66.7

9. Smart & Dumb Money (28y, 0~1)

Smart 0.44 / Dumb 0.67

10. MAS_AAM 56 (Pine ma_slope angle°)

+9.43° ±2° band reference

11. MAS_AAM 200 (Pine ma_slope angle°)

+4.89° ±2° band reference

12. SPX 200MA Slope (% / day, 21d)

↑ + +0.0750%

Consensus Analysis — 11 Signal Confluence (32y Bottom/Top Detection) · 클릭하여 펼치기

Today Consensus

Overbought: 1/11 | Oversold: 0/11 | Neutral: 8/11

32y Historical Consensus Events

Consensus Level	32y Events	Last Occurrence	Forward 60d (SPY)	Forward 250d
Strong Overbought (8+/11)	4	2024-07-12	N/A	N/A
Strong Oversold (8+/11)	208	2022-10-20	+2.1% (n=148, sign 67%)	N/A
Extreme Overbought (10+/11)	0	N/A	32y 매우 드문 사례 (rare extreme)
Extreme Oversold (10+/11)	31	2022-10-14	32y 매우 드문 사례 (rare extreme)

Recent 5 Strong Consensus Events

Strong Overbought (8+/11)

Date	OB	OS
2020-01-13	8/11	0/11
2020-01-15	8/11	0/11
2020-01-16	8/11	0/11
2024-07-12	8/11	0/11

Strong Oversold (8+/11)

Date	OB	OS
2022-10-14	0/11	10/11
2022-10-17	0/11	8/11
2022-10-18	0/11	8/11
2022-10-19	0/11	8/11
2022-10-20	0/11	8/11

Logic: 11 indicators 각자 32y percentile baseline (P90 = Overbought, P10 = Oversold). Smart/Dumb은 Captain V1 thresholds (S>0.7 + D<0.3 = Oversold / S<0.3 + D>0.7 = Overbought). Risk On/Off는 absolute 30/70 thresholds.
Confluence: 매일 11 signals 합의 count → 8+ = strong consensus, 10+ = extreme (32y rare).
Forward outcome: Strong Oversold consensus 이후 60d/250d SPY 평균 = mean reversion bottom signal (positive). Strong Overbought = mean reversion top signal.
Data freshness: 매일 14:00 PDT daily_pipeline auto-update.

Technical Analysis 정직 평가 (Internal Reference — 향후 개선 plan) · 클릭하여 펼치기

내부 직원이 본 도구의 강점/약점을 냉정하게 알고, 향후 개선 개발 방향 설정 의무.

강점 (Strengths)

영역	등급	평가
Confluence 접근법		표준 TA practice (SCTR / Technical Ratings 정합). 노이즈 감소 효과
32y backtest baseline		data-driven thresholds (임의 임계 X), 통계적 유의성
Mean reversion signal		Strong Oversold (208d) → 60d +2.1% sign 67% 실증
회원용 차별화 본체		data-driven storytelling — 다른 site에 동등 metric 없음

약점 (Weaknesses)

영역	등급	평가
Indicator independence		ASI/RRM/BP/4DWA 모두 Phase 5 derivative = correlation 높음. 실제 독립 신호 4-5개만 (11 inflated)
Threshold uniformity		P90/P10 universal — Maturity/BP는 cycle-tracking (oscillator X) 부적합 가능
Look-ahead bias		32y percentile은 full history. Walk-forward 검증 안 함
Crisis / black swan		regime change는 percentile zone 밖에서 발생. 2008 GFC 사후 catch만
Trend following		oscillator logic on trending data = false signals 가능

Mainstream TA 비교

TradingView "Technical Ratings" / Stockcharts "SCTR" = 동일 패러다임 (다중 indicator 합의).
차이 = ARIS는 proprietary indicators (ASI, BP, Maturity 등 다른 데 없음) + 32y backtest baseline.
본질은 stock-standard TA confluence BUT ARIS internal data가 차별화 본체.

실용 Verdict (용도별 적합도)

용도	적합도
Standalone trading signal	부족 (correlation + lag + tuning bias)
Confirmation tool (다른 분석과 함께)	(Captain V1 "4 doctors" metaphor 정합)
Mean reversion bottom detection	(Strong Oversold 32y 실증)
Trend following	부적합 (oscillator logic on trending data)
V3 Homepage 회원용 visual	(data-driven storytelling 본체)
Captain V1 30년 정합	(sentiment/momentum/cycle 다층 통합)

향후 개선 후보 (다음 iteration plan)

Correlation 압축: 11 → 진정 독립 6-7 indicators 선별 (PCA 또는 cluster analysis)
Walk-forward backtest: 32y look-ahead bias 제거 (e.g., 8y rolling 학습 → 1y OOS)
Regime-conditional forward outcome: Bull/Bear period 분리 (현재 평균은 regime mix)
Optimal threshold search: 8+/11 정말 best? backtest 통한 검증
Crisis amplification: extreme (10+/11) UI 강조 + black swan detection 별도 layer
Indicator-specific thresholds: Maturity/BP는 cycle-aware threshold (oscillator P90 부적합)

Captain V1 본체 정합: 본 도구는 Confirmation + Mean Reversion Bottom Detection + 회원용 차별화에 우수. Standalone trading signal 아님. ARIS Cell / Bull Engine / Lyra narrative와 cross-check 사용 권장.
Update protocol: Captain 5/16 영구 — 매일 14:00 PDT daily_pipeline auto-rebuild. 본 평가 자체는 향후 iteration 시 업데이트.

Data sources: master_db.csv (32y) · asi_series_32y.json · MI11/RISK_ON_OFF + risk_measure (Captain merge) · MI11/SC_SmartDumb_*_MONEY (28y) · signals/mas_aam · bull_cycles_32y.csv (Maturity)
12 indicators: SPY/QQQ · ASI · RRM · BP · 4DWA · Divergence · Maturity · Risk On/Off · Smart/Dumb · MAS_AAM 56 · MAS_AAM 200 · SPX 200MA Slope
Captain V1 본질: 시장 저점/고점 기술적 판단 — 32y backtest baseline + auto signal detection (hardcode 0)
회원 tier: Bronze charts · Silver + signal labels · Gold + 32y narrative · Platinum + Charts Detail drill-down
Build: 2026-05-18 15:42 PDT · daily_pipeline auto-update (14:00 PDT)