Quantarded Weekly Signals #003 — Week 2, 2026

Welcome to the second issue of Quantarded for 2026.

If Week 1 was about attention re-aggregating after the year-end reset, Week 2 starts to show a more familiar rhythm. Liquidity continues to normalize, participation broadens, and fewer narratives dominate the conversation at once. The result is still selective consensus, but with slightly clearer separation between strong and marginal signals.

For context, this week Quantarded processed 39 House trade disclosures filed during the week, 186,040 Reddit comments analyzed and 29,043 stock ticker mentions detected and classified. As always, what matters is not volume alone, but how agreement evolves as volume grows.

How to read this newsletter

This issue looks at three layers:

1. Reddit sentiment, capturing where retail attention and conviction are clustering.

2. House trade disclosures, to detect position building rather than one-off trades.

3. Performance tracking, showing what actually happened after publication.

None of these is a trading system on its own. The value is in how they reinforce, or contradict, each other.

Reddit picks — strong activity, selective consensus

To assign a BUY or SELL, Quantarded requires a minimum sentiment imbalance. Volume alone is not enough. What matters is whether agreement persists as participation scales.

Here are the most relevant Reddit signals for Week 2.

$SLV: BUY, high confidence

$SLV is the strongest signal this week. It combines a high confidence score with a solid sentiment imbalance and meaningful discussion volume. Agreement holds despite a large number of comments relative to submissions, indicating sustained consensus rather than a single-thread effect.

$INTC: BUY, high confidence

$INTC shows a similarly strong profile. Sentiment imbalance is high, and confidence benefits from relatively concentrated agreement across both submissions and comments. While overall volume is lower than some larger-cap names, the consistency of sentiment compensates for that, resulting in a clean consensus signal.

$AAPL: BUY, medium confidence

$AAPL generates one of the highest discussion volumes of the week. Sentiment imbalance comfortably clears the threshold, and confidence remains high despite the scale of participation. This indicates that agreement did not collapse as volume increased, which is a key requirement for inclusion as a high-confidence pick.

$BABA: BUY, low confidence

$BABA stands out for having one of the highest sentiment imbalances of the week, despite lower overall activity. This is a case where agreement strength compensates for limited volume, resulting in a valid but more fragile signal.

$RKLB: BUY, low confidence

$RKLB clears the imbalance threshold with moderate volume, but dispersion remains visible. The signal qualifies as a BUY, though with lower confidence, reflecting partial agreement rather than broad consensus.

As a group, Week 2 shows several high-confidence signals clustered at the top, followed by a noticeable drop-off. That separation is itself informative: consensus this week is present, but concentrated rather than broad.

House trades — activity without conviction

House trade disclosures this week show continued activity, but no meaningful consolidation.

Quantarded applies a conservative filter to House data. Trades below $100k are treated as contextual rather than actionable. That threshold exists to avoid over-interpreting small, routine transactions.

This week, no disclosed trade exceeded $100,000. The largest individual trades reported were around the $50,000 ballpark, which remain well below the signal cutoff.

A few examples from the upper end of the distribution:

$FWONK: SELL $50,001 range (Senate disclosure)
$NFLX: SELL $50,001 range (multiple filings by the same representative)
$SHOP: BUY $50,001 range

In terms of frequency, several tickers appear repeatedly across disclosures, but almost entirely at very small sizes (typically around $1,000 per trade). Names such as $PTC, $TSCO, $BRO, $TECH, and *$CDW\\* show multiple entries, yet without scale or escalation.

Taken together, this points to activity without follow-through: trades are small, repetition does not scale in size and position building is not visible.

As a result, there is no House signal this week. The data is informative by absence: participation exists, but conviction does not.

Performance review — what actually happened

With another full week of data, we can look at how last week’s picks behaved after publication.

Last week’s results

Ticker	Day 1	Day 2	Day 3	Day 4	Day 5	End of week
$CVX	+5.10%	−4.46%	−0.86%	+2.61%	+1.80%	+3.99%
$NVDA	−0.39%	−0.47%	+1.00%	−2.15%	−0.12%	−2.14%
$NKE	+1.98%	+1.27%	−3.26%	+3.23%	+1.01%	+4.18%
$XOM	+2.21%	−3.44%	−2.11%	+3.73%	+1.38%	+1.60%
$MU	−1.04%	+10.02%	−1.13%	−3.69%	+5.53%	+9.41%

← Scroll horizontally to view full table →

At the portfolio level, the week closed positive despite uneven day-to-day behavior and meaningful dispersion between names.

End of 26W2 return: +3.31%

YTD (2026) return: +5.32%

Cumulative return since inception (weighted): +16.03%

From the initial $10,000 baseline, the portfolio now stands at $11,603.15. As always, results reflect short-term signal behavior: gains arrive in bursts, drawdowns occur, and outcomes depend more on signal quality than signal count.

Knowing the algorithm — how imbalance gates every pick

This week’s picks are a good opportunity to explain one of the most important constraints in Quantarded: sentiment imbalance.

No matter how large the volume, a ticker does not receive a BUY or SELL label unless imbalance exceeds a hard minimum. In Quantarded, that cutoff is:

imbalance > 0.2

Imbalance measures directional agreement. Conceptually, it captures how skewed sentiment is toward BUY or SELL relative to total expressed opinion.

A simplified formulation is:

imbalance = |buy_weight − sell_weight| / (buy_weight + sell_weight + neutral_weight)

This constraint is deliberate. Research in collective behavior consistently shows that large but evenly split groups are noisy, while smaller groups with stable agreement produce clearer signals (Banerjee, A Simple Model of Herd Behavior; DeGroot, Reaching a Consensus).

In practice, this means:

High volume with low imbalance is filtered out.
Confidence increases only when imbalance persists as volume grows.
Polarization caps confidence, even when attention is extreme.

This is why some widely discussed tickers never appear as picks, while others with less volume but stronger agreement do. Imbalance is not a tuning parameter: it is a gate.

The goal is not to predict outcomes, but to ensure that every signal reflects directional consensus, not just loud disagreement.

Disclaimer

This newsletter is NOT FINANCIAL ADVICE.

All content is provided for informational and educational purposes only. Markets involve risk, including loss of principal. Past performance does not guarantee future results. Always do your own research and consider consulting a licensed financial professional.

Links

Website: https://quantarded.com

Subscribe: https://quantarded.kit.com/products/monthly-subscription?step=checkout