Daily Report

Buffered Strategy Insights - March 12, 2026

Today's analysis: 72 near entry, 3 near acceleration, 30 near cap. Total 105 signals.

HARBORSIDE - Buffered Strategy Insights - March 12, 2026

Data as of: March 12, 2026 at 03:03 PM ET

277

ETFs Analyzed

Near Entry

Accel. Zone

Near Cap

1 Mo T-Bill

3.64%

3 Mo T-Bill

3.65%

6 Mo T-Bill

3.53%

12 Mo T-Bill

3.58%

SPY IV

21.7%

QQQ IV

22.5%

IWM IV

31.0%

EFA IV

25.0%

EEM IV

31.0%

RSP IV

21.0%

★ Opportunity Score^*

≥7 ≥5 ≥2 ≥0 <0 N/A Show All

Show Details ▼

⚠ The score filter above controls which ETFs are visible across all sections. Tap a score level to adjust, or “Show All” to see everything.

The Opportunity Score is a proprietary mathematical model designed to provide a uniform quantitative comparison of Defined Outcome ETFs with varying parameters. The scale is 0–10; a higher score identifies a mathematically favorable profile based on modeled outcomes at expiration.

Methodology

The score is computed from three independently derived components:

1. Excess Upside

Remaining annualized cap yield minus the risk-free rate (current T-Bill yield). Measures how much potential return exceeds a zero-risk alternative if held to expiration.

2. Cap Probability

Statistical estimate of the likelihood the index will reach the cap level by expiration. Derived from implied volatility and time remaining using a log-normal distribution model.

3. Buffer Quality

Evaluates how much downside protection remains intact relative to the original buffer level. A fully intact buffer contributes more favorably to the composite score.

These three components are combined into a weighted composite normalized to a 0–10 scale. The score applies only to standard buffered entry sections (Near Original Entry, Ultra Buffer, 100% Protection). Acceleration Zone, Dual Direction, and Near Cap sections are exempt because their payoff mechanics differ materially from standard capped-buffer structures.

Important Disclosure

All mathematical observations presented in this report are based on modeled outcomes at expiration using current market data. They are hypothetical, do not reflect actual trading results, and are not predictive of future performance. The model does not account for intra-period price volatility, secondary market liquidity, bid-ask spreads, or early exit scenarios. Different models, assumptions, or time horizons may produce materially different results. This score is provided for informational comparison purposes only and does not constitute investment advice.

Showing all ETFs

🎯 Near Original Entry 53

Status	Ticker	Provider	Score^*⇅	Rem. Cap⇅	Rem. Buf⇅	Days⇅	DBB⇅	Cap Yld⇅	Prob.⇅
Target Range	SIXJSPY10% Buffer 6-Month	AllianzIM^™	3.0	~6.6%	~8.9%	111	~-0.4%	~21.7%	~24%
Target Range	NNOVQQQ15% Buffer Annual	Innovator^™	6.6	~15.7%	~11.7%	234	~-0.3%	~24.4%	~11%
Target Range	NVBUSPY15% Uncapped Buffer	AllianzIM^™	2.0	~0.0%	~14.2%	234	—	~4.0% Spread	~49%
Target Range	DECUSPY15% Uncapped Buffer	AllianzIM^™	2.7	~0.0%	~14.1%	264	—	~4.0% Spread	~49%
Target Range	QDECQQQ10% Buffer Annual	First Trust^™	9.2	~17.8%	~8.1%	282	~-0.5%	~23.0%	~13%
Target Range	BJANSPY9% Buffer Annual	Innovator^™	7.6	~16.2%	~7.9%	295	~-0.4%	~20.0%	~17%
Target Range	JANIEFA15% Uncapped Buffer	AllianzIM^™	2.9	~0.0%	~13.7%	295	—	~2.4% Spread	~48%
Target Range	JANTSPY10% Buffer Annual	AllianzIM^™	7.5	~15.3%	~8.9%	295	~-0.4%	~18.9%	~18%
Target Range	JANUSPY15% Uncapped Buffer	AllianzIM^™	4.3	~0.0%	~14.2%	295	—	~3.7% Spread	~49%
Target Range	GJANSPY15% Buffer Annual	First Trust^™	5.1	~12.0%	~13.2%	310	—	~14.2%	~23%
Target Range	QCJAQQQ10% Buffer Annual	First Trust^™	6.9	~11.9%	~18.1%	310	~-0.2%	~14.1%	~22%
Target Range	XJANSPY15% Buffer Annual	First Trust^™	3.5	~9.9%	~12.9%	310	~-0.1%	~11.6%	~26%
Target Range	FEBWSPY20% Buffer Annual	AllianzIM^™	4.7	~10.8%	~18.2%	326	—	~12.0%	~25%
Target Range	IFEBEFA15% Buffer Annual	Innovator^™	6.7	~14.0%	~13.9%	326	—	~15.7%	~21%
Target Range	KFEBIWM15% Buffer Annual	Innovator^™	8.5	~17.6%	~12.6%	326	~-0.1%	~19.7%	~14%
Target Range	NFEBQQQ15% Buffer Annual	Innovator^™	8.8	~15.4%	~13.2%	326	—	~17.3%	~18%
Target Range	PFEBSPY15% Buffer Annual	Innovator^™	5.6	~12.8%	~13.3%	326	—	~14.3%	~22%
Target Range	FEBMSPY50% Buffer Annual	First Trust^™	0.8	~6.5%	~45.8%	345	~-0.5%	~6.9%	~33%
Target Range	FFEBSPY10% Buffer Annual	First Trust^™	6.8	~15.7%	~8.7%	345	—	~16.6%	~19%
Target Range	GFEBSPY15% Buffer Annual	First Trust^™	5.5	~12.3%	~13.5%	345	—	~13.0%	~24%
Target Range	XFEBSPY15% Buffer Annual	First Trust^™	4.1	~10.4%	~13.4%	345	—	~11.0%	~27%
Target Range	BMARSPY9% Buffer Annual	Innovator^™	7.9	~17.3%	~7.9%	354	—	~17.8%	~17%
Target Range	KMARIWM15% Buffer Annual	Innovator^™	8.5	~18.6%	~12.5%	354	—	~19.2%	~14%
Target Range	MARTSPY10% Buffer Annual	AllianzIM^™	7.7	~16.3%	~9.0%	354	—	~16.8%	~19%
Target Range	MARUSPY15% Uncapped Buffer	AllianzIM^™	5.3	~0.0%	~14.0%	354	—	~4.0% Spread	~49%
Target Range	MARWSPY20% Buffer Annual	AllianzIM^™	5.5	~10.7%	~18.7%	354	~-0.1%	~11.0%	~27%
Target Range	PMARSPY15% Buffer Annual	Innovator^™	6.5	~12.8%	~13.7%	354	~-0.1%	~13.2%	~24%
Extended Range	AIOOSPY100% Protection	AllianzIM^™	—	~0.0%	~99.8%	20	~-0.4%	~25% Partic.	~43%
Extended Range	SIXPSPY10% Buffer 6-Month	AllianzIM^™	3.4	~8.2%	~9.0%	173	—	~17.3%	~25%
Extended Range	OCTUSPY15% Uncapped Buffer	AllianzIM^™	2.2	~0.0%	~14.6%	203	—	~3.8% Spread	>95%
Extended Range	BNOVSPY9% Buffer Annual	Innovator^™	6.8	~16.6%	~7.2%	234	~-1.0%	~25.8%	~13%
Extended Range	NVBTSPY10% Buffer Annual	AllianzIM^™	6.8	~15.7%	~8.2%	234	~-1.0%	~24.5%	~14%
Extended Range	NVBWSPY20% Buffer Annual	AllianzIM^™	5.6	~9.7%	~17.8%	234	~-1.6%	~15.2%	~23%
Extended Range	PNOVSPY15% Buffer Annual	Innovator^™	6.1	~11.7%	~12.8%	234	~-1.4%	~18.3%	~20%
Extended Range	BDECSPY9% Buffer Annual	Innovator^™	7.1	~16.7%	~7.3%	264	~-0.7%	~23.1%	~14%
Extended Range	DECTSPY10% Buffer Annual	AllianzIM^™	7.0	~15.8%	~8.3%	264	~-0.8%	~21.8%	~15%
Extended Range	DECWSPY20% Buffer Annual	AllianzIM^™	5.6	~9.9%	~17.9%	264	~-1.2%	~13.8%	~24%
Extended Range	NDECQQQ15% Buffer Annual	Innovator^™	8.2	~14.6%	~12.6%	264	~-0.8%	~20.2%	~16%
Extended Range	PDECSPY15% Buffer Annual	Innovator^™	6.2	~11.9%	~13.0%	264	~-1.2%	~16.5%	~21%
Extended Range	DECMSPY50% Buffer Annual	First Trust^™	3.2	~5.7%	~49.0%	282	~-1.3%	~7.4%	~34%
Extended Range	FDECSPY10% Buffer Annual	First Trust^™	7.0	~14.1%	~8.8%	282	~-0.7%	~18.3%	~19%
Extended Range	GDECSPY15% Buffer Annual	First Trust^™	6.2	~11.2%	~13.5%	282	~-0.9%	~14.4%	~24%
Extended Range	XDECSPY15% Buffer Annual	First Trust^™	4.7	~9.1%	~13.5%	282	~-1.0%	~11.7%	~28%
Extended Range	JANWSPY20% Buffer Annual	AllianzIM^™	5.8	~9.8%	~18.7%	295	~-0.6%	~12.2%	~27%
Extended Range	NJANQQQ15% Buffer Annual	Innovator^™	9.3	~14.1%	~13.5%	295	~-0.6%	~17.5%	~19%
Extended Range	PJANSPY15% Buffer Annual	Innovator^™	6.4	~11.6%	~13.6%	295	~-0.7%	~14.4%	~24%
Extended Range	FJANSPY10% Buffer Annual	First Trust^™	6.2	~15.3%	~8.5%	310	—	~18.0%	~18%
Extended Range	JANMSPY50% Buffer Annual	First Trust^™	0.7	~6.3%	~43.9%	310	~-0.6%	~7.5%	~32%
Extended Range	BFEBSPY9% Buffer Annual	Innovator^™	6.9	~17.5%	~7.6%	326	—	~19.6%	~16%
Extended Range	FEBTSPY10% Buffer Annual	AllianzIM^™	6.8	~16.5%	~8.7%	326	—	~18.4%	~17%
Extended Range	FEBUSPY15% Uncapped Buffer	AllianzIM^™	3.5	~0.0%	~13.8%	326	—	~3.8% Spread	~48%
Extended Range	QMFEQQQ15% Buffer Annual	First Trust^™	10.0	~14.2%	~14.0%	345	~-0.8%	~15.0%	~22%
Extended Range	NMARQQQ15% Buffer Annual	Innovator^™	10.0	~15.1%	~14.2%	354	~-0.8%	~15.5%	~21%

Sort by:

SIXJ 10% Buffer
6-Month

Target
Range 3.0

▼

NNOV 15% Buffer
Annual

Target
Range 6.6

▼

NVBU 15%
Uncapped Buffer

Target
Range 2.0

▼

DECU 15%
Uncapped Buffer

Target
Range 2.7

▼

QDEC 10% Buffer
Annual

Target
Range 9.2

▼

BJAN 9% Buffer
Annual

Target
Range 7.6

▼

JANI 15%
Uncapped Buffer

Target
Range 2.9

▼

JANT 10% Buffer
Annual

Target
Range 7.5

▼

JANU 15%
Uncapped Buffer

Target
Range 4.3

▼

GJAN 15% Buffer
Annual

Target
Range 5.1

▼

QCJA 10% Buffer
Annual

Target
Range 6.9

▼

XJAN 15% Buffer
Annual

Target
Range 3.5

▼

FEBW 20% Buffer
Annual

Target
Range 4.7

▼

IFEB 15% Buffer
Annual

Target
Range 6.7

▼

KFEB 15% Buffer
Annual

Target
Range 8.5

▼

NFEB 15% Buffer
Annual

Target
Range 8.8

▼

PFEB 15% Buffer
Annual

Target
Range 5.6

▼

FEBM 50% Buffer
Annual

Target
Range 0.8

▼

FFEB 10% Buffer
Annual

Target
Range 6.8

▼

GFEB 15% Buffer
Annual

Target
Range 5.5

▼

XFEB 15% Buffer
Annual

Target
Range 4.1

▼

BMAR 9% Buffer
Annual

Target
Range 7.9

▼

KMAR 15% Buffer
Annual

Target
Range 8.5

▼

MART 10% Buffer
Annual

Target
Range 7.7

▼

MARU 15%
Uncapped Buffer

Target
Range 5.3

▼

MARW 20% Buffer
Annual

Target
Range 5.5

▼

PMAR 15% Buffer
Annual

Target
Range 6.5

▼

AIOO 100%
Protection

Extended
Range

▼

SIXP 10% Buffer
6-Month

Extended
Range 3.4

▼

OCTU 15%
Uncapped Buffer

Extended
Range 2.2

▼

BNOV 9% Buffer
Annual

Extended
Range 6.8

▼

NVBT 10% Buffer
Annual

Extended
Range 6.8

▼

NVBW 20% Buffer
Annual

Extended
Range 5.6

▼

PNOV 15% Buffer
Annual

Extended
Range 6.1

▼

BDEC 9% Buffer
Annual

Extended
Range 7.1

▼

DECT 10% Buffer
Annual

Extended
Range 7.0

▼

DECW 20% Buffer
Annual

Extended
Range 5.6

▼

NDEC 15% Buffer
Annual

Extended
Range 8.2

▼

PDEC 15% Buffer
Annual

Extended
Range 6.2

▼

DECM 50% Buffer
Annual

Extended
Range 3.2

▼

FDEC 10% Buffer
Annual

Extended
Range 7.0

▼

GDEC 15% Buffer
Annual

Extended
Range 6.2

▼

XDEC 15% Buffer
Annual

Extended
Range 4.7

▼

JANW 20% Buffer
Annual

Extended
Range 5.8

▼

NJAN 15% Buffer
Annual

Extended
Range 9.3

▼

PJAN 15% Buffer
Annual

Extended
Range 6.4

▼

FJAN 10% Buffer
Annual

Extended
Range 6.2

▼

JANM 50% Buffer
Annual

Extended
Range 0.7

▼

BFEB 9% Buffer
Annual

Extended
Range 6.9

▼

FEBT 10% Buffer
Annual

Extended
Range 6.8

▼

FEBU 15%
Uncapped Buffer

Extended
Range 3.5

▼

QMFE 15% Buffer
Annual

Extended
Range 10.0

▼

NMAR 15% Buffer
Annual

Extended
Range 10.0

▼

🛡 100% Principal Protection 5

Status	Ticker	Provider	Score^*⇅	Rem. Cap⇅	Rem. Buf⇅	Days⇅	DBB⇅	Cap Yld⇅	Prob.⇅
Target Range	ZFEBSPY100% Protection	Innovator^™	-1.4	~5.7%	~99.4%	326	~-0.6%	~6.4%	~33%
Target Range	ZMARSPY100% Protection	Innovator^™	1.7	~6.2%	~99.4%	354	~-0.6%	~6.4%	~35%
Target Range	AJANSPY100% Protection	Innovator^™	10.0	~11.6%	~98.3%	660	~-1.7%	~6.4%	~31%
Extended Range	JAJLSPY100% Protection	Innovator^™	1.0	~2.5%	~99.2%	111	~-0.8%	~8.3%	~36%
Extended Range	ZJANSPY100% Protection	Innovator^™	3.5	~5.5%	~98.9%	295	~-1.1%	~6.7%	~35%

Sort by:

ZFEB 100%
Protection

Target
Range -1.4

▼

ZMAR 100%
Protection

Target
Range 1.7

▼

AJAN 100%
Protection

Target
Range 10.0

▼

JAJL 100%
Protection

Extended
Range 1.0

▼

ZJAN 100%
Protection

Extended
Range 3.5

▼

↔ Dual Direction — Symmetric Participation Analysis 9

Status	Ticker	Provider	Rem. Cap⇅	Rem. Buf⇅	Days⇅	DBB⇅	Cap Yld⇅	Prob.⇅
Target Range	DDFFSPYDual Direction 15% Annual	Innovator^™	~9.0%	~12.6%	326	~-0.4%	~10.1%	~33%
Target Range	DDTFSPYDual Direction 10% Annual	Innovator^™	~13.5%	~8.1%	326	—	~15.1%	~25%
Target Range	DDFMSPYDual Direction 15% Annual	Innovator^™	~9.4%	~13.3%	354	~-0.4%	~9.7%	~33%
Target Range	DDTMSPYDual Direction 10% Annual	Innovator^™	~13.6%	~8.6%	354	~-0.1%	~14.1%	~26%
Extended Range	DDTNSPYDual Direction 10% Annual	Innovator^™	~12.1%	~7.6%	234	~-1.6%	~18.9%	~24%
Extended Range	DDFDSPYDual Direction 15% Annual	Innovator^™	~7.9%	~12.5%	264	~-1.6%	~10.9%	~33%
Extended Range	DDTDSPYDual Direction 10% Annual	Innovator^™	~12.4%	~7.8%	264	~-1.2%	~17.2%	~25%
Extended Range	DDFJSPYDual Direction 15% Annual	Innovator^™	~7.9%	~13.3%	295	~-1.0%	~9.8%	~34%
Extended Range	DDTJSPYDual Direction 10% Annual	Innovator^™	~12.1%	~8.5%	295	~-0.7%	~15.0%	~27%

Sort by:

DDFF Dual
Direction 15% Annual

Target
Range

▼

DDTF Dual
Direction 10% Annual

Target
Range

▼

DDFM Dual
Direction 15% Annual

Target
Range

▼

DDTM Dual
Direction 10% Annual

Target
Range

▼

DDTN Dual
Direction 10% Annual

Extended
Range

▼

DDFD Dual
Direction 15% Annual

Extended
Range

▼

DDTD Dual
Direction 10% Annual

Extended
Range

▼

DDFJ Dual
Direction 15% Annual

Extended
Range

▼

DDTJ Dual
Direction 10% Annual

Extended
Range

▼

🚀 Acceleration Thresholds 11

Reset Proximity 5

Identifies funds priced near their initial outcome period parameters with multiplier triggers available.

Status	Ticker	Provider	Rem. Cap⇅	Rem. Buf⇅	Days⇅	DBB⇅	Cap Yld⇅	Prob.⇅
Accel Zone	XDQQQQQ2x Accelerated	Innovator^™	~8.0%	~0.0%	20	—	~146%	~5%
Accel Zone	XDSQSPY2x Accelerated	Innovator^™	~6.3%	~0.0%	20	—	~115%	~15%
Accel Zone	QTJAQQQ3x Accelerated	Innovator^™	~19.2%	~0.0%	295	—	~23.8%	~30%
Accel Zone	XBJASPY2x Accelerated	Innovator^™	~11.5%	~9.0%	295	—	~14.2%	~30%
Accel Zone	XTJASPY2x Accelerated	Innovator^™	~15.3%	~0.0%	295	—	~18.9%	~30%

Sort by:

XDQQ 2x
Accelerated

Accel Zone

▼

XDSQ 2x
Accelerated

Accel Zone

▼

QTJA 3x
Accelerated

Accel Zone

▼

XBJA 2x
Accelerated

Accel Zone

▼

XTJA 2x
Accelerated

Accel Zone

▼

Trigger Proximity 3

Identifies funds within 1% of the mathematical participation trigger for accelerated upside.

Status	Ticker	Provider	Rem. Cap⇅	Rem. Buf⇅	Days⇅	DBB⇅	Cap Yld⇅	Prob.⇅
Accel Zone	QTJLQQQ3x Accelerated	Innovator^™	~7.0%	~0.0%	111	—	~23.1%	~35%
Accel Zone	XBJLSPY2x Accelerated	Innovator^™	~4.2%	~9.0%	111	—	~13.6%	~35%
Accel Zone	XTJLSPY2x Accelerated	Innovator^™	~5.4%	~0.0%	111	—	~17.9%	~35%

Sort by:

QTJL 3x
Accelerated

Accel Zone

▼

XBJL 2x
Accelerated

Accel Zone

▼

XTJL 2x
Accelerated

Accel Zone

▼

Max Cap Proximity 3

Identifies funds currently priced near their maximum stated potential return for the outcome period. Additional upside is mathematically limited.

Status	Ticker	Provider	Rem. Cap⇅	Rem. Buf⇅	Days⇅	DBB⇅	Cap Yld⇅	Prob.⇅
Near Cap	QTAPQQQ3x Accelerated	Innovator^™	~0.4%	~0.0%	20	—	~7.3%	~90%
Near Cap	XBAPSPY2x Accelerated	Innovator^™	~0.4%	~9.0%	20	—	~6.8%	~90%
Near Cap	XTAPSPY2x Accelerated	Innovator^™	~0.5%	~0.0%	20	—	~8.8%	~90%

Sort by:

QTAP 3x
Accelerated

Near Cap

▼

XBAP 2x
Accelerated

Near Cap

▼

XTAP 2x
Accelerated

Near Cap

▼

▲ Near Cap — At or Near Maximum Period Return 27

Status	Ticker	Provider	Rem. Cap⇅	Rem. Buf⇅	Days⇅	DBB⇅	Cap Yld⇅	Prob.⇅
Near Cap	DMARSPY25% Buffer Annual	First Trust^™	~0.3%	~25.9%	9	~-15.7%	~11.4%	>95%
Near Cap	FMARSPY10% Buffer Annual	First Trust^™	~0.4%	~12.2%	9	~-12.7%	~17.0%	>95%
Near Cap	GMARSPY15% Buffer Annual	First Trust^™	~0.3%	~18.3%	9	~-10.8%	~11.4%	>95%
Near Cap	MARMSPY50% Buffer Annual	First Trust^™	~0.1%	~93.3%	9	~-6.7%	~3.2%	>95%
Near Cap	QMARQQQ10% Buffer Annual	First Trust^™	~0.4%	~13.5%	9	~-15.3%	~17.0%	>95%
Near Cap	TMAREEM10% Buffer Annual	First Trust^™	~0.2%	~17.0%	9	~-14.8%	~7.3%	>95%
Near Cap	XMARSPY15% Buffer Annual	First Trust^™	~0.2%	~19.7%	9	~-9.5%	~8.5%	>95%
Near Cap	YMAREFA15% Buffer Annual	First Trust^™	~0.9%	~15.5%	9	~-12.7%	~38.1%	>95%
Near Cap	AAPRSPY100% Protection	Innovator^™	~0.3%	~84.6%	20	~-15.4%	~6.4%	>95%
Near Cap	APRTSPY10% Buffer Annual	AllianzIM^™	~0.9%	~12.7%	20	~-12.9%	~15.7%	>95%
Near Cap	APRWSPY20% Buffer Annual	AllianzIM^™	~0.6%	~24.4%	20	~-9.4%	~11.1%	>95%
Near Cap	BAPRSPY9% Buffer Annual	Innovator^™	~1.0%	~11.5%	20	~-13.2%	~18.2%	>95%
Near Cap	EAPREEM15% Buffer Annual	Innovator^™	~0.5%	~24.2%	20	~-12.6%	~8.8%	>95%
Near Cap	IAPREFA15% Buffer Annual	Innovator^™	~1.1%	~17.0%	20	~-12.9%	~20.6%	>95%
Near Cap	KAPRIWM15% Buffer Annual	Innovator^™	~1.0%	~18.4%	20	~-14.5%	~18.8%	>95%
Near Cap	NAPRQQQ15% Buffer Annual	Innovator^™	~0.5%	~21.3%	20	~-13.2%	~8.2%	>95%
Near Cap	PAPRSPY15% Buffer Annual	Innovator^™	~0.6%	~19.0%	20	~-10.7%	~10.8%	>95%
Near Cap	UAPRSPY30% Ultra Buffer	Innovator^™	~0.6%	~31.2%	20	~-15.1%	~10.2%	>95%
Near Cap	ZAPRSPY100% Protection	Innovator^™	~0.3%	~93.2%	20	~-6.8%	~5.1%	>95%
Near Cap	APXMSPY100% Buffer Annual	First Trust^™	~0.3%	~93.5%	37	~-6.5%	~3.4%	>95%
Near Cap	DAPRSPY25% Buffer Annual	First Trust^™	~0.8%	~29.2%	37	~-16.3%	~7.9%	>95%
Near Cap	FAPRSPY10% Buffer Annual	First Trust^™	~1.1%	~15.3%	37	~-14.7%	~10.5%	>95%
Near Cap	GAPRSPY15% Buffer Annual	First Trust^™	~0.8%	~21.4%	37	~-12.4%	~7.6%	>95%
Near Cap	QCAPQQQ10% Buffer Annual	First Trust^™	~0.7%	~29.1%	37	~-12.4%	~7.3%	>95%
Near Cap	XAPRSPY15% Buffer Annual	First Trust^™	~0.5%	~23.0%	37	~-10.9%	~5.3%	>95%
Near Cap	KMAYIWM15% Buffer Annual	Innovator^™	~1.7%	~20.1%	50	~-14.4%	~12.2%	>95%
Near Cap	NMAYQQQ15% Buffer Annual	Innovator^™	~1.5%	~20.1%	50	~-13.4%	~11.1%	>95%

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DMAR 25% Buffer
Annual

Near Cap

▼

FMAR 10% Buffer
Annual

Near Cap

▼

GMAR 15% Buffer
Annual

Near Cap

▼

MARM 50% Buffer
Annual

Near Cap

▼

QMAR 10% Buffer
Annual

Near Cap

▼

TMAR 10% Buffer
Annual

Near Cap

▼

XMAR 15% Buffer
Annual

Near Cap

▼

YMAR 15% Buffer
Annual

Near Cap

▼

AAPR 100%
Protection

Near Cap

▼

APRT 10% Buffer
Annual

Near Cap

▼

APRW 20% Buffer
Annual

Near Cap

▼

BAPR 9% Buffer
Annual

Near Cap

▼

EAPR 15% Buffer
Annual

Near Cap

▼

IAPR 15% Buffer
Annual

Near Cap

▼

KAPR 15% Buffer
Annual

Near Cap

▼

NAPR 15% Buffer
Annual

Near Cap

▼

PAPR 15% Buffer
Annual

Near Cap

▼

UAPR 30% Ultra
Buffer

Near Cap

▼

ZAPR 100%
Protection

Near Cap

▼

APXM 100% Buffer
Annual

Near Cap

▼

DAPR 25% Buffer
Annual

Near Cap

▼

FAPR 10% Buffer
Annual

Near Cap

▼

GAPR 15% Buffer
Annual

Near Cap

▼

QCAP 10% Buffer
Annual

Near Cap

▼

XAPR 15% Buffer
Annual

Near Cap

▼

KMAY 15% Buffer
Annual

Near Cap

▼

NMAY 15% Buffer
Annual

Near Cap

▼

Independent Research & Trademark Notices

Innovator™, First Trust™, and AllianzIM™ are trademarks of their respective owners. Buffered Strategy Insights is an independent research publication and is not affiliated with, sponsored by, or endorsed by these or any other fund providers.

This publication is provided for informational and educational purposes only and does not constitute personalized investment advice, a recommendation to buy or sell any security, or an offer of advisory services. Investment decisions should be made based on an investor’s specific objectives and risk tolerance.

The Opportunity Score^* and all probability estimates are model-based, hypothetical, and are not predictive of future results. Mathematical observations are based on current market data and modeled outcomes at expiration; they do not account for intra-period volatility or secondary market liquidity.

For full disclosures and risk information, visit: harborside.capital/disclaimer.

^* The Opportunity Score is a proprietary mathematical model provided for informational comparison purposes only. It is not an indicator of future performance, and different models may produce significantly different results.

—

— View on Provider →

Modeled Outcome Profile at Expiration

Target Range

Extended Range

Loss Zone

Before Fees

After Fees

Max Gain

~0%

% Cap Used

~0%

% Buffer Used

Note: * All values shown are after-fee (net) values. ** Probability estimates are model-based and not predictive of future results. All data is sourced from publicly available sources. Not affiliated with any Fund Company. This publication does not constitute investment advice.

How to Use This Report

Start With the Score Filter

The Opportunity Score key at the top controls which ETFs are visible. A higher minimum (like ≥7) surfaces the most mathematically favorable profiles based on modeled outcomes at expiration. Tap "Show All" to clear the filter and see everything. The score is a composite of three components — excess upside vs. T-Bills, cap probability, and buffer quality — and applies only to standard buffered sections. Acceleration, Dual Direction, and Near Cap sections are exempt. All scores are model-based and not predictive of future results.

Expand Sections That Interest You

Each section is collapsed by default. Click the section header to expand it and see the ETFs inside. Near Cap sections start open since they are time-sensitive alerts.

Sort to Find What Matters

Click any column header on desktop to sort that section. On mobile, use the sort bar below each table. Try sorting by Cap Yield to find the best annualized return potential, or by Days to see what resets soonest.

Use Filters to Narrow Down

The provider, period, and status chips at the top let you isolate specific fund families, time horizons, or signal types. The ticker search box lets you jump straight to a specific ETF.

View Details & Payoff Curves

Click "View" on any ETF to open a side panel with the full payoff curve, key metrics, and position visualization. This shows you exactly where the ETF sits within its outcome period.

Toggle Data Lite Mode

The Data Heavy / Data Lite toggle at the top right simplifies the view by hiding less critical columns. Useful for a quick scan on mobile.

Section Guide

Near Original Entry — Best entry points: ETFs trading closest to their starting price with maximum cap and buffer intact.

Acceleration Zone — Leveraged ETFs (2x/3x) with multiplied upside. Position relative to the trigger threshold is key.

Approaching Cap — ETFs nearing their maximum return. Upside is limited; useful for deciding whether to hold or roll.

Dual Direction — ETFs that participate in both up and down index moves. Score does not apply; symmetry analysis matters instead.

Tap the ⓘ button again to close

Glossary of Terms

Remaining Cap (Rem. Cap)

The maximum upside return still available before the fund hits its ceiling for the period. Higher = more room to grow.

Remaining Buffer (Rem. Buf)

How much downside protection is still intact. For example, ~15% means the index can drop up to 15% before you start losing money.

Days

Calendar days left until the outcome period resets. At reset, the fund starts a new cap and buffer cycle.

DBB (Downside Before Buffer)

How much the index has already dropped into the buffer zone. A negative value like -0.3% means the index is slightly below the start — the buffer is absorbing that loss for you.

Cap Yield (Cap Yld)

The remaining cap expressed as an annualized return. Lets you compare ETFs with different time horizons on equal footing.

Probability (Prob.)

Model-estimated likelihood that the index will reach the cap level by expiration. Based on current implied volatility and time remaining.

Opportunity Score

A 0–10 composite derived from three modeled components: (1) Excess Upside vs. T-Bills, (2) Probability of reaching cap at expiration, and (3) Buffer quality. All observations are based on modeled outcomes at expiration and are not predictive of future results. Does not apply to Acceleration, Dual Direction, or Near Cap sections.

Target Range

The fund is trading closest to its starting price minus the fund fee — the ideal entry zone where you get the most cap and the most buffer.

Extended Range

Still near the starting price but slightly outside the tightest zone. Cap and buffer are still largely intact.

Near Cap

The fund is at or near its maximum return for the period. Little upside remains, but downside risk is still present.

Acceleration Zone

Leveraged ETFs (2x or 3x) that multiply index gains above a threshold. Position matters — being near the start or threshold changes the risk/reward.

% Cap Used / % Buffer Used

How much of the original cap or buffer has already been consumed by index movement since the period started.

Buffered Strategy Insights - March 12, 2026

Independent Research & Trademark Notices

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