Technical Analysis for CAOS - Alpha Architect Tail Risk ETF
ADX | Long Term | Intermediate Term | Short Term |
---|---|---|---|
Strong | Up | Down | Flat |
Date | Alert Name | Type | % Chg |
---|---|---|---|
Cup with Handle | Other | 0.00% | |
Narrow Range Bar | Range Contraction | 0.00% | |
Gapped Down | Weakness | 0.00% | |
Oversold Stochastic | Weakness | 0.00% | |
Cup with Handle | Other | -0.07% | |
Narrow Range Bar | Range Contraction | -0.07% | |
Oversold Stochastic | Weakness | -0.07% | |
Gilligan's Island Buy Setup | Bullish Swing Setup | 0.00% | |
Cup with Handle | Other | 0.00% | |
Narrow Range Bar | Range Contraction | 0.00% |
Alert | Time |
---|---|
Outside Day | about 5 hours ago |
Fell Below Previous Day's Low | about 5 hours ago |
Gap Up Closed | about 9 hours ago |
60 Minute Opening Range Breakdown | about 9 hours ago |
Reversed from Up | about 9 hours ago |
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Alpha Architect Tail Risk ETF Description
CAOS seeks to actively earn positive returns during periods of significant US equity drawdowns while minimizing the return drag of collateral. The fund allocates up to 20% of portfolio assets in long and/or short SPX Index options, depending on market status. Between 1%-10% of the portfolio is allocated to protective options positioned to appreciate in value when the index declines by more than 25%, which is considered to be a tail risk event. If a tail risk event does not occur, the cost of the protective positions will reduce returns. The remaining 70%-80% of the funds portfolio is collateral consisting of US T-bills, box spreads, and money market instruments. Up to 100% of the collateral may be placed with the Alpha Architect 1-3 Month Box ETF (ticker: BOXX). An ETF that uses box spreads to provide the exposure of 1-3 month treasury bills. The strategy involves frequent trading which increases costs and turnover rate, both having negative impacts on the fund. CAOS operated as a mutual fund until its conversion into an ETF, starting with $126 million in net assets.
Classification
Keywords: Exchange Traded Funds SPDR Tail Risk
Top 10 Components
Symbol | Grade | Price % Change | Allocation | |
---|---|---|---|---|
BOXX | A | 0.03 | 64.52 |
Indicator | Bull Case | Neutral / Hold | Bear Case |
---|---|---|---|
50 DMA | |||
200 DMA | |||
ADX Trend | |||
Oversold / Overbought | |||
Relative Strength |
Indicator | Value |
---|---|
52 Week High | 84.93 |
52 Week Low | 77.16 |
Average Volume | 4,105 |
200-Day Moving Average | 82.62 |
50-Day Moving Average | 83.90 |
20-Day Moving Average | 83.93 |
10-Day Moving Average | 83.65 |
Average True Range | 0.13 |
RSI (14) | 33.33 |
ADX | 33.76 |
+DI | 19.82 |
-DI | 35.39 |
Chandelier Exit (Long, 3 ATRs) | 83.94 |
Chandelier Exit (Short, 3 ATRs) | 83.78 |
Upper Bollinger Bands | 84.61 |
Lower Bollinger Band | 83.25 |
Percent B (%b) | 0.13 |
BandWidth | 1.63 |
MACD Line | -0.15 |
MACD Signal Line | -0.07 |
MACD Histogram | -0.0821 |
Pivot Point Level | Traditional / Classic | Fibonacci | Demark | Woodie | Camarilla |
---|---|---|---|---|---|
Resistance 4 (R4) | 83.49 | ||||
Resistance 3 (R3) | 83.49 | 83.46 | 83.48 | ||
Resistance 2 (R2) | 83.46 | 83.45 | 83.47 | 83.48 | |
Resistance 1 (R1) | 83.45 | 83.44 | 83.44 | 83.45 | 83.47 |
Pivot Point | 83.42 | 83.42 | 83.42 | 83.42 | 83.42 |
Support 1 (S1) | 83.41 | 83.41 | 83.39 | 83.41 | 83.38 |
Support 2 (S2) | 83.38 | 83.40 | 83.38 | 83.38 | |
Support 3 (S3) | 83.36 | 83.38 | 83.38 | ||
Support 4 (S4) | 83.37 |