{"schema":1,"generatedAt":"2026-10-21T02:10:59Z","as_of":"2026-10-20","sources":{"b3":{"url":"https://celowiz.github.io/monitor-b3/data/summary.json","status":"ok","as_of":"2026-10-20"},"rrg":{"url":"https://celowiz.github.io/rrg/data/summary.json","status":"ok","as_of":"2026-10-20"},"hmm":{"url":"https://celowiz.github.io/hmm-regimes/data/summary.json","status":"ok","as_of":"2026-10-20"},"pairs":{"url":"https://celowiz.github.io/pairs-trading/data/summary.json","status":"ok","as_of":"2026-10-20"},"bcb":{"url":"https://www3.bcb.gov.br/sgspub/","status":"ok","as_of":"2026-10-20"}},"blocks":{"b3":{"schema":1,"project":"monitor-b3","url":"https://celowiz.github.io/monitor-b3/","as_of":"2026-10-20","generated_at":"2026-10-20T22:23:17-03:00","final":true,"bench":{"name":"Ibovespa","symbol":"^BVSP","price":208295.98,"chg":0.01569,"ret21":0.12453,"ifix_proxy":"XFIX11","ifix_chg":0.00358,"ifix_ret21":0.0566},"universe":{"n":167,"liq21_min_brl":5000000,"kind":"acao"},"breadth":{"adv":153,"dec":13,"unch":1,"above200":131,"above50":151,"highs":18,"lows":0},"signals":{"high52":{"n":18,"items":[{"t":"LJQQ3","chg":0.17358},{"t":"MGLU3","chg":0.14793},{"t":"MOVI3","chg":0.12451},{"t":"ARML3","chg":0.08878},{"t":"RAPT4","chg":0.06658},{"t":"DXCO3","chg":0.06435},{"t":"DASA3","chg":0.06415},{"t":"MYPK3","chg":0.06063},{"t":"RIAA3","chg":0.0586},{"t":"MLAS3","chg":0.05761},{"t":"TGMA3","chg":0.0454},{"t":"PINE4","chg":0.04426}]},"low52":{"n":0,"items":[]},"golden":{"n":4,"items":[{"t":"AMER3","chg":0.15578},{"t":"MYPK3","chg":0.06063},{"t":"EZTC3","chg":0.04683},{"t":"EQTL3","chg":0.021}]},"death":{"n":0,"items":[]},"volume":{"n":0,"items":[]},"rsi_up":{"n":27,"items":[{"t":"B3SA3","chg":0.05378,"rsi":74.96},{"t":"VAMO3","chg":0.0832,"rsi":73.09},{"t":"MILS3","chg":0.00619,"rsi":72.91},{"t":"PGMN3","chg":0.06742,"rsi":72.8},{"t":"ASAI3","chg":0.04406,"rsi":72.71},{"t":"RENT4","chg":0.04452,"rsi":72.68},{"t":"BRBI11","chg":0.0657,"rsi":72.53},{"t":"BPAC11","chg":0.04355,"rsi":72.5},{"t":"LAVV3","chg":0.06186,"rsi":72.38},{"t":"RAIZ4","chg":0.05128,"rsi":72.28},{"t":"ABCB4","chg":0.03323,"rsi":72.09},{"t":"PNVL3","chg":0.02821,"rsi":72}]},"rsi_down":{"n":0,"items":[]}},"top":[{"t":"BHIA3","chg":0.20168},{"t":"LJQQ3","chg":0.17358},{"t":"AMER3","chg":0.15578},{"t":"MGLU3","chg":0.14793},{"t":"MOVI3","chg":0.12451}],"bottom":[{"t":"ANIM3","chg":-0.09187},{"t":"MDIA3","chg":-0.03698},{"t":"OPCT3","chg":-0.02808},{"t":"ALPA4","chg":-0.01914},{"t":"EMBJ3","chg":-0.0171}],"us":{"as_of":"2026-10-20","generated_at":"2026-10-20T22:23:17-03:00","final":true,"bench":{"name":"S&P 500","symbol":"^GSPC","price":7712.57,"chg":0.00284,"ret21":-0.00671}}},"rrg":{"schema":1,"project":"rrg","url":"https://celowiz.github.io/rrg/","as_of":"2026-10-20","generated_at":"2026-10-21T01:24:04Z","presets":{"setbr":{"id":"setbr","name":"Setores Brasil × Ibovespa","name_en":"Brazil sectors × Ibovespa","bench":"IBOV","freq":"weekly","n":10,"tail":5,"date":"2026-10-20","week_complete":false,"items":[{"t":"IFNC","name":"Índice Financeiro B3","name_en":"B3 Financials Index","x":102.32,"y":101.27,"q":"L","tx":[100.85,101.49,102.66,102.41,102.32],"ty":[100.81,101.23,101.6,101.54,101.27]},{"t":"IMAT","name":"Índice de Materiais Básicos B3","name_en":"B3 Basic Materials Index","x":97.56,"y":98.45,"q":"G","tx":[99.32,98.85,97.79,97.46,97.56],"ty":[99.33,98.97,98.54,98.36,98.45]},{"t":"ICON","name":"Índice de Consumo B3","name_en":"B3 Consumer Index","x":102,"y":102.85,"q":"L","tx":[99.58,99.78,101.1,101.47,102],"ty":[100.58,100.81,101.85,102.46,102.85]},{"t":"IEEX","name":"Índice de Energia Elétrica B3","name_en":"B3 Electric Power Index","x":100.61,"y":100.76,"q":"L","tx":[100,100.12,100.48,100.7,100.61],"ty":[100.56,100.66,100.74,100.81,100.76]},{"t":"UTIL","name":"Índice Utilidade Pública B3","name_en":"B3 Utilities Index","x":100.89,"y":101.31,"q":"L","tx":[99.68,99.91,100.62,100.97,100.89],"ty":[100.78,101.04,101.27,101.37,101.31]},{"t":"IMOB","name":"Índice Imobiliário B3","name_en":"B3 Real Estate Index","x":101.76,"y":101.55,"q":"L","tx":[100.22,100.19,101.45,101.38,101.76],"ty":[100.97,100.78,101.15,101.29,101.55]},{"t":"INDX","name":"Índice do Setor Industrial B3","name_en":"B3 Industrials Index","x":98.1,"y":98.54,"q":"G","tx":[99.64,99.13,98.2,97.93,98.1],"ty":[99.27,99.04,98.65,98.4,98.54]}]}},"quotes":{"spx":{"date":"2026-10-20","value":7712.57,"prev":7690.73,"chg":0.00284},"usdbrl":{"date":"2026-10-20","value":5.037,"prev":5.0631,"chg":-0.00516}}},"hmm":{"schema":1,"project":"hmm-regimes","url":"https://celowiz.github.io/hmm-regimes/","as_of":"2026-10-20","generated_at":"2026-10-21T01:22:38Z","markets":{"ibov":{"label":"Ibovespa","symbol":"^BVSP","model":"d3","date":"2026-10-20","px":208295.98,"regime":"lateral","prob":0.9979,"probs":[0.0021,0.9979,0],"since":"2026-10-07","names":["queda","lateral","alta"],"stats":{"queda":{"vol_ann":0.451,"ret_ann":0.1983,"exp_dur":40.6,"pct_time":0.1614},"lateral":{"vol_ann":0.2554,"ret_ann":0.1096,"exp_dur":35,"pct_time":0.3695},"alta":{"vol_ann":0.1796,"ret_ann":0.0598,"exp_dur":63.1,"pct_time":0.4691}},"hist":{"from":"2026-07-27","to":"2026-10-20","regimes":["alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","queda","queda","lateral","lateral","lateral","lateral","lateral","lateral","lateral","lateral","lateral"]},"k2":{"regime":"queda","since":"2026-10-05","date":"2026-10-20","prob":0.997}},"spx":{"label":"S&P 500","symbol":"^GSPC","model":"d3","date":"2026-10-20","px":7712.57,"regime":"alta","prob":0.9998,"probs":[0,0.0002,0.9998],"since":"2026-08-28","names":["queda","lateral","alta"],"stats":{"queda":{"vol_ann":0.3261,"ret_ann":-0.0194,"exp_dur":50.7,"pct_time":0.2252},"lateral":{"vol_ann":0.1576,"ret_ann":0.0489,"exp_dur":28.8,"pct_time":0.3668},"alta":{"vol_ann":0.0976,"ret_ann":0.1273,"exp_dur":50.7,"pct_time":0.408}},"hist":{"from":"2026-07-28","to":"2026-10-20","regimes":["alta","alta","alta","alta","lateral","lateral","lateral","lateral","lateral","lateral","lateral","lateral","lateral","lateral","lateral","lateral","lateral","lateral","lateral","lateral","lateral","lateral","lateral","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta","alta"]},"k2":{"regime":"alta","since":"2026-04-28","date":"2026-10-20","prob":0.9996}}}},"pairs":{"schema":1,"project":"pairs-trading","url":"https://celowiz.github.io/pairs-trading/","as_of":"2026-10-20","generated_at":"2026-10-21T01:25","entry_z":2,"funnel":{"universe":126,"all_pairs":7875,"econ":306,"fdr":17,"robust":6,"cand":13},"robust":[{"id":"GSPC_ESF","y":"^GSPC","x":"ES=F","ny":"S&P 500","nx":"Futuro E-mini S&P 500","group":"Curados","z":-1.19,"hl":3,"score":89,"grade":"A","state":"neutral","tier":"robust"},{"id":"NDX_NQF","y":"^NDX","x":"NQ=F","ny":"Nasdaq-100","nx":"Futuro E-mini Nasdaq-100","group":"Curados","z":-2.39,"hl":2.7,"score":89,"grade":"A","state":"below","tier":"robust"},{"id":"NQF_QQQ","y":"NQ=F","x":"QQQ","ny":"Futuro E-mini Nasdaq-100","nx":"ETF Nasdaq-100 (QQQ)","group":"Curados","z":2.12,"hl":3.2,"score":82,"grade":"A","state":"above","tier":"robust"},{"id":"PETR4_PBR-BRL","y":"PBR@BRL","x":"PETR4.SA","ny":"Petrobras ADR (NY) em R$","nx":"Petrobras PN","group":"Curados","z":-0.24,"hl":4.8,"score":78,"grade":"B","state":"neutral","tier":"robust"},{"id":"BOVA11_EWZ-BRL","y":"EWZ@BRL","x":"BOVA11.SA","ny":"ETF MSCI Brasil (EWZ) em R$","nx":"ETF Ibovespa (BOVA11)","group":"Curados","z":0.88,"hl":2,"score":76,"grade":"B","state":"neutral","tier":"robust"},{"id":"BVSP_BOVA11","y":"BOVA11.SA","x":"^BVSP","ny":"ETF Ibovespa (BOVA11)","nx":"Ibovespa","group":"Curados","z":-1.41,"hl":3.6,"score":76,"grade":"B","state":"neutral","tier":"robust"}],"cand":[{"id":"AMZN_AVGO","y":"AMZN","x":"AVGO","ny":"Amazon","nx":"Broadcom","group":"Tecnologia EUA","z":1.85,"hl":16,"score":68,"grade":"B","state":"near","tier":"cand"},{"id":"TAEE11_ISAE4","y":"ISAE4.SA","x":"TAEE11.SA","ny":"ISA Energia","nx":"Taesa","group":"Energia elétrica BR","z":-1.48,"hl":19.6,"score":51,"grade":"C","state":"neutral","tier":"cand"},{"id":"GCF_GLD","y":"GLD","x":"GC=F","ny":"ETF Ouro (GLD)","nx":"Ouro","group":"Curados","z":1.3,"hl":1.2,"score":83,"grade":"A","state":"neutral","tier":"cand"},{"id":"AMZN_NVDA","y":"AMZN","x":"NVDA","ny":"Amazon","nx":"NVIDIA","group":"Tecnologia EUA","z":0.93,"hl":15.8,"score":51,"grade":"C","state":"neutral","tier":"cand"},{"id":"CLF_BZF","y":"CL=F","x":"BZ=F","ny":"Petróleo WTI","nx":"Petróleo Brent","group":"Energia (commodities)","z":-0.83,"hl":5.5,"score":87,"grade":"A","state":"neutral","tier":"cand"}],"states":{"above":1,"below":1,"near":1,"neutral":16},"robust_outside":2},"bcb":{"schema":1,"project":"bcb-sgs","url":"https://www3.bcb.gov.br/sgspub/","source":"Banco Central do Brasil (SGS) via python-bcb","as_of":"2026-10-20","generated_at":"2026-10-21T02:10:58Z","series":{"selic":{"code":432,"value":13.75,"date":"2026-10-20","since":"2026-09-17"},"cdi":{"code":4389,"value":13.65,"date":"2026-10-19"},"ipca12":{"code":13522,"value":4.58,"date":"2026-09-01"},"ptax":{"code":1,"value":5.014,"date":"2026-10-20","prev":5.0564,"prev_date":"2026-10-19","chg":-0.00839}}}},"text":{"pt":"O Ibovespa subiu **1,57%** em 20/10, com 153 de 167 ações líquidas em alta e 18 novas máximas de 52 semanas. O modelo de regimes classifica o índice como **intermediário** desde 07/10. Na rotação semanal, 5 de 7 setores estão em liderança; materiais básicos e industrial seguem em defasagem. Segundo o Banco Central, a meta da Selic está em 13,75% a.a. desde 17/09 e o IPCA de 12 meses até setembro foi de 4,58%. 2 pares cointegrados robustos estão além de ±2σ do spread histórico.","en":"The Ibovespa rose **1.57%** on 10/20, with 153 of 167 liquid stocks up and 18 new 52-week highs. The regime model classifies the index as **intermediate** since 10/07. In the weekly rotation, 5 of 7 sectors are leading; basic materials and industrials are lagging. According to the Central Bank, the Selic target has been 13.75% p.a. since 09/17, and 12-month IPCA inflation through September was 4.58%. 2 robust cointegrated pairs are beyond ±2σ of the historical spread."}}