SPLV

$SPLV chatter on StockTwits

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  Timmy T@CycleTrade6d

  $STUDY #3 for today: Position Sizing Follows ATR, Not Just Your Gut Quick add-on to the ATR band-width results I posted: once you know an instrument's ATR%, it should drive your position size — not just your stop placement. The mechanic: a stop set in ATR terms sits at very different price distances depending on the instrument's volatility. Same multiple, very different dollar distance. Scale size inversely to that stop distance and your dollar risk per trade stays roughly constant across instruments — regardless of how volatile each one is. Worked example — $100,000 account, 1% risk ($1,000 per trade): $ARKK — 14-day ATR $2.57 (3.29% ATR%). At the 2ATR stop that backtested best (~$5.14 stop distance): ~194 shares → roughly $15,000 position (~15% of account) $SPLV — 14-day ATR $0.95 (1.25% ATR%). At the 1ATR stop that backtested best (~$0.95 stop distance): ~1,052 shares → roughly $80,000 position (~80% of account) Same $1,000 risk on both trades — wildly different position sizes, because SPLV's stop is so much tighter in dollar terms than ARKK's. Caveat: pure ATR-based sizing can spit out a large single-name allocation like the ~80% SPLV figure above — that's the math, not a recommendation to actually put 80% of an account in one name. Most traders should still cap position size as a % of equity (e.g., 25–30% max per name) even when the ATR math technically allows more room. Use ATR sizing to calibrate risk between trades, not as a substitute for basic diversification limits.

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  Timmy T@CycleTrade6d

  $STUDY ATR Band Width — What the Backtest Actually Shows Following up with the actual results behind the volatility-matching thesis: does a wider or tighter ATR band win on high-vol vs low-vol names? Ran it both ways on $ARKK and $SPLV. $ARKK (high-vol, ATR% often 3.5–5%) — VStop 3ATR entries/exits, KC1 band width varied: 1ATR band: 276.4% PnL / 44.6% DD 2ATR band: 319.4% PnL / 29.6% DD Widening the band lifted returns by over 40 points AND cut drawdown by 15 points. On a name this volatile, a tight band just gets you shaken out before the real move develops. $SPLV (low-vol, ATR% often 0.8–1.2%) — same engine, band width varied: 1ATR band: 28.2% PnL / 15.3% DD 2ATR band: 22.5% PnL / 17.5% DD Here the tighter band wins on both counts. SPLV doesn't move enough to trigger false exits even at 1ATR, so there's no payoff to widening it — you just give back return and add drawdown for nothing. The takeaway: high-volatility instruments want a wider band, low-volatility instruments want a tighter one — and this held on both return AND drawdown, not just one or the other. Band width isn't one-size-fits-all; it needs to match the instrument's volatility signature.

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  Timmy T@CycleTrade6d

  $STUDY Why ATR Width Matters — Matching Your Trading Engine (and Position Size) to Volatility Most traders obsess over fundamentals, narratives, or macro forecasts. But the only thing we actually buy and sell is price — so price behavior is the only thing that matters. One of the most overlooked aspects of price behavior is structural volatility, and the easiest way to measure it is ATR% of price. Once you classify an instrument by ATR%, you can match it to the correct trading engine — and size your position accordingly. Here's a simple example using two U.S. ETFs: $ARKK and $SPLV High-Volatility ETF: ARKK — ATR% often 3.5–5%. Wide swings, fast trends, deep pullbacks, high noise, momentum-driven. On instruments like ARKK, you need a WIDER berth, not a tighter one. A 3ATR stop sits much further from entry in price terms on a high-vol name — tighten the bands and you get shaken out by noise before the real move happens. Backtesting confirms this: high-ATR% instruments need looser stops to avoid whipsaw, paired with a smaller position size to control dollar risk on that wider stop distance. Low-Volatility ETF: SPLV — ATR% often 0.8–1.2%. Slow movement, mean-reverting, defensive, low noise, yield-driven. On instruments like SPLV, the opposite applies. A 3ATR stop sits much closer to entry in price terms — so a tighter band still avoids false exits, and you can run a LARGER position size while risking the same dollar amount per trade. The mechanical link: stop distance scales with ATR, position size scales inversely with stop distance, to keep dollar risk per trade roughly constant across instruments of very different volatility. High-volatility → wider bands, smaller size - as shown in ARKK chart Low-volatility → tighter bands, larger size - shown in SPLV chart I backtested both of these and my findings held up both with higher PnL and lower DDs The Takeaway: Match the engine — and the size — to the instrument's volatility signature, not the other way around.

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  Zacks.com@ZacksResearchJul 23

  🚨 Markets Are Facing a Triple Threat: Trump’s Canada tariffs, Hormuz tensions and inflation fears. 🛡️ Low-volatility ETFs like $SPLV are holding up better than $SPY in recent days. 📖 Read more here 👇 https://www.zacks.com/stock/news/2956927/5-reasons-why-low-volatility-etfs-matter-now?_gl=1%2Aq92lky%2A_up%2AMQ..%2A_ga%2AODE1MjA2NzM4LjE3ODQ4MDQ3ODM.%2A_ga_MXXMZ1PBF7%2AczE3ODQ4MDQ3ODIkbzEkZzEkdDE3ODQ4MDQ4OTgkajYwJGwwJGgxMTIxMzcxNjA2&cid=sm-stocktwits-0-2956927-oc-38935&ADID=SYND_STOCKTWITS_TWEET_0_2956927_OC_38935

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  Zacks.com@ZacksResearchJul 20

  📉 Volatility is back as AI fears, tech weakness and oil shocks rattle markets. 📈$VXX is back with past-week gain of 5%. 🛡️Investors may seek short-term protection from market swings with ETFs like $SPLV. $VTV and VXX itself. 🔗 Read more 👇 https://www.zacks.com/stock/news/2955679/seeking-stability-investing-in-these-etfs-could-make-sense-now?_gl=1%2Apo9abb%2A_up%2AMQ..%2A_ga%2AMTY0MDQ2OTAwOS4xNzg0NTM5MTU1%2A_ga_MXXMZ1PBF7%2AczE3ODQ1MzkxNTQkbzEkZzAkdDE3ODQ1MzkxNTQkajYwJGwwJGgyMTIzMjc0OTM5&cid=sm-stocktwits-0-2955679-oc-38869&ADID=SYND_STOCKTWITS_TWEET_0_2955679_OC_38869

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  alankr@mrpocketJun 25

  $SPLV $SPY $SPYG $SPYI $UVXY

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  Ro Patel@Ro_PatelJun 25

  JPMorgan raised its S&P 500 YE26 TP to 7,800 citing an earnings upgrade cycle it described as "unprecedented," driven by the AI capex boom & an improving geopolitical backdrop following US-Iran peace progress In a mid-year outlook note, consensus earnings growth has been revised higher by roughly +20% on avg for the next 2 years, "in lockstep w/ a near doubling of AI capex" The bank also lifted its 2026 S&P 500 EPS est to $350, representing +29% y/y growth, w/ FY27 EPS f/cast at $390, though that figure sits below current consensus, reflecting "the risk of diminishing AI-related pricing power." JPMorgan believes the scale of positive est revisions is "typically seen only after a shock or post-recession," w/ the catalyst in this cycle being last earnings season’s raised capex budgets & the April Anthropic headline "confirming the viability of AI Services." “This resilience is occurring despite tariff uncertainty, supply-chain disruptions, & higher energy prices, w/ AI infrastructure spending, strong liquidity, & a stable but elevated fiscal deficit helping offset these headwinds,” adding that buybacks are on pace for another record year. Despite the constructive target, the bank cautioned that "the path upwards will likely be non-linear." JPM flagged extreme crowding in momentum factors, particularly in low-quality & speculative growth segments, as facing "a high probability of a flash-crash." Rapidly increasing equity supply & potentially tighter monetary policy could also constrain multiples. On sector positioning, JPM remains overweight tech, AI upstream plays, defense & banks, while flagging growing value in healthcare. Energy, despite an +19% gain YTD, is seen as "ripe for profit taking." $SPY $SPYI $SPYG $SPLV $UVXY

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  Larry Thompson, CMT CPA@HostileChartsJun 22

  $SPHB vs. $SPLV

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  Christian Fromhertz@cfromhertzJun 9

  $SPLV +1.5% / $SPHB -3.2% big reversion to the mean taking place (out of high beta and into low)

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  Investing Wise Academy@wizeinvestingMay 21

  $SPLV $CEG $XLV $VHT $PPH While markets remain dominated by AI hype, high-growth narratives, and momentum-driven capital flows, a quieter rotation is beginning beneath the surface. Dividend ETFs—often overlooked during aggressive bull cycles—are now sitting in a rare position where many defensive income strategies have lagged despite stable fundamentals. This newsletter explores why funds like SPLV, XLV, VHT, PPH, and MORT may be entering a period where valuation compression, policy uncertainty, and interest-rate expectations create potential long-term opportunity zones for disciplined income investors. In a market obsessed with speed, the real shift may be happening in the segments that nobody is paying attention to right now. Inside the full breakdown, we dive into how healthcare uncertainty, interest-rate cycles, and defensive sector underperformance are reshaping dividend ETF valuations — and why some of the... https://www.wizeinvesting.com/p/494-in-5-years-the-long-term-energy-payoff

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  Evan Medeiros@evanmedeirosApr 14

  Spring is here and risk appetite is back in the air. High beta basket $SPHB relative to low beta stocks $SPLV pushing higher

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  GettnFibbywIT@GettnFibbywITMar 17

  $SPHB $SPLV $QQQ $SPY $DIA From 12/10/25 to 1/6/26, the High Beta vs. Low Volatility ratio (SPHB/SPLV) formed a bearish divergence: the ratio made slightly higher highs while RSI made lower highs, signaling early weakening in risk appetite. The long‑term diagonal support from the 4/4/25 and 11/21/25 lows has since been broken, and the ratio has continued to make lower highs since early January. Multiple failed reclaims of that trendline confirm the breakdown. The ratio is now trading below the 12/17/25 low and related pivot levels, reinforcing the ongoing structural weakness. RSI’s failure to reclaim 50 — and subsequent rollover — confirms momentum remains in a bearish regime:

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  Stubby Brown@stubbybrownBullishFeb 28

  $SPLV giving SPY and RSP a run for their money

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  Tech Talk@EquityClockFeb 23

  Always comforting to see large portions of the portfolio positive in a deeply negative tape. 'Tis the season for volatility into the start of March. $SPLV $XLU $DBC $VIX

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  Ro Patel@Ro_PatelFeb 12

  Lowry Research: Percent of OCO Stocks within 2%, 5%, and 10% of 52-week highs all recorded new highs. This tells us that it is not just the leading stocks, those within 2% of their highs, that are driving the market. Stocks that are a bit weaker are also moving higher as Demand spreads. While we note these improvements in the stronger stocks, gains are also being made in the weakest of stocks, those still in "bear market territory" - 20% or more below their highs. Put a different way, the ranks of the weakest stocks are shrinking as investors buy them. This is not consistent with a pending market top in that investors tend to shed their laggards, not add to them. $SPY $UVXY $SPLV $SPYG

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