Trend regime, momentum, risk — and what a rule-based system does about it. Computed daily by the IVEST research system. As of 2026-07-09.
1-year price (gold) vs 200-day moving average (dashed). Last close 74.65
These rules describe how systematic trend-following strategies typically operate — a framework, not a recommendation for any individual.
| Horizon | Return | Universe percentile |
|---|---|---|
| 1M | +6.7% | 76 |
| 3M | +9.3% | 67 |
| 6M | +12.3% | 62 |
| 12M | +21.1% | 58 |
Cross-sectional percentile ranks KRE against ~200 liquid US names — a stock can be "up" and still lag the tape. Persistent top-quartile momentum across horizons is the profile trend systems allocate to.
Trend regime uses the 200-day moving average — the same gate the IVEST core applies before holding leveraged exposure. Composite score = 40·(trend) + 40·(momentum percentile) + 20·(1 − volatility percentile): fully transparent. Beta/correlation vs SPY over the last 12 months. Every number regenerates daily from raw prices — no analyst opinion in the loop. Note: this composite score is a public screening metric; the IVEST live book allocates on residualized momentum (factor-stripped, earnings-aware, CPCV-validated) — raw and residual rankings can and do differ.
Yes — KRE trades +12.8% above its 200-day moving average, the classic systematic uptrend definition.
No page can answer that for you — but a trend system's checklist is public: regime ✅ above the 200-day line; momentum percentile 67/100; extension normal; predefined exit at 66.18. If any of those words are unfamiliar, position sizing — not stock picking — is the first thing to learn (Kelly calculator).
66.18 as of 2026-07-09 (close 74.65, +12.8%). The 50-day sits at 70.71 — the 50/200 relationship is currently a golden cross.
Annualized volatility 20%, worst single day in the last year -6.2%, worst peak-to-trough -15%. Beta to SPY: 0.84. Size positions so that this drawdown profile is survivable — see the playbook above.