Intraday Swing · T+6
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Systematic Swing Research · t+6 HorizonRiset Swing Sistematis · Horizon t+6
T+6 Forward Allocation NoteT+6 Forward Allocation Note
IDX · 04 Jun 2026
Disclaimer  For research and educational purposes only. This dashboard shows the output of a systematic quantitative model and is not investment advice, a recommendation, or an offer to buy or sell any security. Figures are modeled/backtested and hypothetical; past performance does not guarantee future results. Indonesian small- and mid-cap equities carry substantial liquidity and volatility risk. Do your own due diligence and consult a licensed adviser before acting. N R Capital Research Partner accepts no liability for decisions made on this material.Penafian  Hanya untuk tujuan riset dan edukasi. Dasbor ini menyajikan keluaran model kuantitatif sistematis dan bukan nasihat investasi, rekomendasi, maupun penawaran untuk membeli atau menjual efek apa pun. Angka bersifat model/backtest dan hipotetis; kinerja masa lalu tidak menjamin hasil masa depan. Saham small- dan mid-cap Indonesia membawa risiko likuiditas dan volatilitas besar. Lakukan uji tuntas sendiri dan konsultasikan penasihat berlisensi sebelum bertindak. N R Capital Research Partner tidak bertanggung jawab atas keputusan berdasarkan materi ini.
t+6 forward · ana model · 04 Jun 2026 close · t=1053 · DBO + SKIP-BEAR · regime -2.74 (Deep bear) · CASHt+6 forward · ana model · 04 Jun 2026 close · t=1053 · DBO + SKIP-BEAR · regime -2.74 (Deep bear) · CASH

T+6 Allocation — Recommended Rule +100.8% Cum (+17.7% CAGR, Sharpe 0.70)Alokasi T+6 — Aturan Rekomendasi +100.8% Kumulatif (+17.7% CAGR, Sharpe 0.70)

Recommended rule = laddered six-tranche, top-5 in-universe, IV-weighted, deep-bear-only gate + skip market_condition=bear. Full-history: +100.8% cum, +17.7% CAGR, Sharpe 0.70, maxDD -51%. Latest sleeve (t=1053, 04 Jun 2026, regime -2.74 Deep bear) = CASH. DSSA, BNBR, TPIA rank in universe but the rule sits out market_condition=bear days.Aturan rekomendasi = laddered enam-tranche, top-5 dalam-semesta, bobot IV, gate deep-bear-only + lewati market_condition=bear. Sepanjang sejarah: +100.8% kumulatif, +17.7% CAGR, Sharpe 0.70, maxDD -51%. Sleeve terbaru (t=1053, 04 Jun 2026, rezim -2.74 Deep bear) = KAS. DSSA, BNBR, TPIA berperingkat dalam semesta tetapi aturan melewati hari market_condition=bear.
Recommended CAGRCAGR rekomendasi
+17.7%
Sharpe 0.70
CumulativeKumulatif
+100.8%
maxDD -51%
Win rateTingkat menang
57%
573 entriesentri
Latest sleeveSleeve terbaru
CASHKAS
t=1053
Regime tierTingkat rezim
Deep bearDeep bear
×0.30 · -2.74
T+6 Allocation — Recommended Rule +100.8% Cum (+17.7% CAGR, Sharpe 0.70)Alokasi T+6 — Aturan Rekomendasi +100.8% Kumulatif (+17.7% CAGR, Sharpe 0.70)
Recommended rule = laddered six-tranche, top-5 in-universe, IV-weighted, deep-bear-only gate + skip market_condition=bear. Full-history: +100.8% cum, +17.7% CAGR, Sharpe 0.70, maxDD -51%. Latest sleeve (t=1053, 04 Jun 2026, regime -2.74 Deep bear) = CASH. DSSA, BNBR, TPIA rank in universe but the rule sits out market_condition=bear days.Aturan rekomendasi = laddered enam-tranche, top-5 dalam-semesta, bobot IV, gate deep-bear-only + lewati market_condition=bear. Sepanjang sejarah: +100.8% kumulatif, +17.7% CAGR, Sharpe 0.70, maxDD -51%. Sleeve terbaru (t=1053, 04 Jun 2026, rezim -2.74 Deep bear) = KAS. DSSA, BNBR, TPIA berperingkat dalam semesta tetapi aturan melewati hari market_condition=bear.

Strategy comparison (full history)Perbandingan strategi (sepanjang sejarah)

VariantVarianCumCAGRSharpemaxDDWin
DBO + skip-bear (recommended)DBO + skip-bear (rekomendasi)+100.8%+17.7%0.70-51%57%
Deep-bear-onlyDeep-bear-only+31.8%+6.7%0.38-73%53%
Over-gated (prob + ≤ −4)Over-gated (prob + ≤ −4)+60.5%+11.7%0.52-70%52%

Latest sleeve — t=1053 (04 Jun 2026)Sleeve terbaru — t=1053 (04 Jun 2026)

RankPktTickerKodeprob1regimechfwdDecisionKeputusan
1DSSA0.707-2.74—SKIPLEWATI
2BANK0.581-2.74—OUTLUAR
3APIC0.587-2.74—OUTLUAR
4GTSI0.582-2.74—OUTLUAR
5PACK0.518-2.74—OUTLUAR
6TRIN0.513-2.74—OUTLUAR
7BNBR0.496-2.74—SKIPLEWATI
8TPIA0.469-2.74—SKIPLEWATI

t+6 return by regime tier (deployable)Return t+6 per tingkat rezim (dapat deploy)

regime_score_shortMean chfwdRata-rata chfwdnWin
≤ −4 capitulation-6.0%1242%
−4 to −3-0.8%2540%
−3 to −2.5 (trap)-1.9%3247%
−2.5 to −1+0.3%24348%
−1 to −0.5-1.2%28042%
> −0.5+1.6%144751%
Gap inversion (durable): big |gap| > 2% averages -1.4% vs small +0.4% over t+6 (t=-3.52, p=0.0004). Fade big gaps, do not chase them.Inversi gap (tahan lama): |gap| besar > 2% rata-rata -1.4% vs kecil +0.4% pada t+6 (t=-3.52, p=0.0004). Pudarkan gap besar, jangan dikejar.

Equity curve — laddered variants (NAV, start = 1.00)Kurva ekuitas — varian laddered (NAV, mulai = 1,00)

0.61x1.87x3.14x4.40x5.67x
DBO + skip-bear (recommended)DBO + skip-bear (rekomendasi)Deep-bear-onlyDeep-bear-onlyOver-gatedOver-gated