put_call_ratio
CBOE Put/Call Ratio sentiment — Wang (2001) showed extremes predict reversals over 4-week horizon
Rolling Sharpe
—
90-day rolling window
Drawdown
—
peak-to-trough
Win Rate
—
0 fires · weight 0.00×
Current Status
State
Ensemble Weight—
Fires (90d)0
Last fired—
Methodology
CBOE Put/Call Ratio sentiment — Wang (2001) showed extremes predict reversals over 4-week horizon
Supported Markets
Universal
State Transition History
No state changes recorded yet