signals / CCI cross 100
CCI cross 100 is a short-side study. Fires when the Commodity Channel Index crosses below +100.
FAQ
What is CCI cross 100?
CCI cross 100 is a short-side study. Fires when the Commodity Channel Index crosses below +100.
Which names are firing it?
Among mega-caps in the last 5 daily bars: UNH, LLY, AAPL, AMZN, AVGO, NVDA, TSLA, TSLA.
What is the sample?
Hit rates use the same rank engine as /t/spy on a fixed sample (SPY, SPX, QQQ, IWM, AAPL, MSFT, NVDA, TSLA). 8 of those names have a measurable history for this rule. Windows are 5 days, 1 month and 3 months on daily bars. Last bar in sample: 2026-10-12. Method: /methodology. Caveats: /help.
What does CCI cross 100 measure?
Fires when the 20-period CCI crosses below +100. Underlying math: see How it works on this page. Catalog line: Fires when the Commodity Channel Index crosses below +100.
What does a firing mean?
A firing is the daily bar where this rule’s condition becomes true (a cross or a flip). It is a study event, not a recommendation to buy or sell. Forward windows on this site are close-to-close with no costs. Study side is short-side (SHORT). A positive forward return is a decline in the close after the print (side-adjusted) — a scoring convention, not a recommendation to sell short. Method: /methodology.
Why can the sample be small?
Hit rates need enough dated prints with a completed forward window. A row with fewer than 10 firings is anecdote, not evidence — the same caveat as /help. Slow rules (especially 50/200 SMA crosses) often have single-digit counts on a two-year tape. We do not invent a hit rate when the count is missing. Names in this sample with a measurable history include AAPL · NVDA · MSFT · TSLA.
How it works
Commodity Channel Index, period 20. Typical price is (high + low + close) / 3. CCI = (TP − SMA20(TP)) / (0.015 × MAD), where MAD is the 20-bar mean absolute deviation of typical price. The 0.015 constant is Lambert's conventional scaler.
Fires when the 20-period CCI crosses below +100.
Definition comes from the rank-rule catalog and the indicator defaults in this repo. Slug cci-cross-100 is listed on /api/meta.
How to read it
Study side is short-side (labeled SHORT on firing chips). A positive forward return on this page is a decline in the close after the print (side-adjusted). That is how the event is scored — not a recommendation to sell short. CCI measures how far typical price is from its 20-bar mean, scaled so that ±100 are conventional extremes. A cross of −100 / +100 is the event. MAD in the denominator can collapse in a flat tape, which makes CCI jumpy — another reason a single print is a study row, not a thesis.
Scoring on this site is shared across every rule (5-day / 1-month / 3-month close-to-close windows, side-adjusted). See How it is scored here below. Names in the tracked sample with a measurable history include AAPL · NVDA · MSFT · TSLA. Those figures are the same rows as the hit-rate table below — not a second ranking. Historical hit rates, not a prediction / not trade advice.
When it fails
- Near-zero MAD inflates CCI and can create spurious crosses.
- Trends keep CCI beyond ±100 for long stretches; the exit cross can be late.
- Period 20 and the 0.015 constant are textbook defaults.
- Past ≠ future. A historical hit rate is not a prediction and not investment advice.
- No costs modeled. Forward returns are close-to-close with no commissions, slippage or borrow.
- Small samples. A row with fewer than 10 firings is anecdote, not evidence.
- Overlap bias. Clustered prints can credit the same later move more than once.
Same caveats as the rest of the site: /methodology · /help.
How it is scored here
On this site every rule is scored the same way: run it over about two years of daily bars, record each firing, and measure what the name did 5 days, 1 month and 3 months later. Sell signals are measured as shorts, so a positive return is a profitable short (side-adjusted). The composite score is 0.6 × average return + 0.4 × (win rate − 50), with longer horizons weighted more. Nothing here is a forecast.
Full catalog: /signals. Method: /methodology. Slug cci-cross-100 is stable and listed on /api/meta.
Same family: CCI cross -100
Firing now (mega-caps, last 5 bars)
| Symbol | Last date | Win 1mo | Count |
|---|---|---|---|
| UNH | 2026-10-12Win 70.4% · n=27FIRED | 70.4%n=27 | 27 |
| LLY | 2026-10-08Win 52.2% · n=23FIRED | 52.2%n=23 | 23 |
| AAPL | 2026-10-09Win 50.0% · n=28FIRED | 50.0%n=28 | 28 |
| AMZN | 2026-10-08Win 37.0% · n=27STUDY | 37.0%n=27 | 27 |
| AVGO | 2026-10-08Win 39.4% · n=33STUDY | 39.4%n=33 | 33 |
| NVDA | 2026-10-08Win 39.3% · n=28STUDY | 39.3%n=28 | 28 |
| TSLA | 2026-10-12Win 34.8% · n=23STUDY | 34.8%n=23 | 23 |
| TSLA | 2026-10-07Win 34.8% · n=23STUDY | 34.8%n=23 | 23 |
Hit rates on tracked names
Same rank engine as /t/spy, /t/nvda, and /t/spx, restricted to this rule.
| Symbol | Win 5d | Win 1mo | Win 3mo | Count | Last bar |
|---|---|---|---|---|---|
| AAPL | 48.3% | 50.0%n=28 | 28.0% | 28 | 2026-10-12 |
| MSFT | 46.2% | 38.5%n=26 | 52.4% | 26 | 2026-10-12 |
| TSLA | 32.0% | 34.8%n=23 | 63.2% | 23 | 2026-10-12 |
| NVDA | 43.3% | 39.3%n=28 | 34.8% | 28 | 2026-10-12 |
| IWM | 45.2% | 32.3%n=31 | 26.7% | 31 | 2026-10-12 |
| SPX | 38.7% | 26.7%n=30 | 17.9% | 30 | 2026-10-12 |
| QQQ | 25.9% | 26.9%n=26 | 24.0% | 26 | 2026-10-12 |
| SPY | 35.5% | 23.3%n=30 | 17.9% | 30 | 2026-10-12 |
Honest caveats
- Past ≠ future. Everything here is a historical measurement on daily bars, not a prediction and not investment advice.
- No costs modeled. Forward returns are close-to-close with no commissions, slippage or borrow.
- Overlap bias. Signals that fire in clusters get credit for the same move more than once.
- Small samples. A row with fewer than 10 firings is anecdote, not evidence.
Full method: help manual. Interactive chart: terminal.