Daily Report

ETF Insights - January 07, 2026

Today's analysis: 10 near entry, 2 near acceleration, 16 near cap. Total 28 signals.

Eric Cerrone

— 27 min read
HARBORSIDE - ETF Insights - January 07, 2026
Harborside Capital
HARBORSIDE
CAPITAL

Defined Outcome ETF® Insights

January 07, 2026

Understanding Key Metrics

Cap Yield (Annualized)

The remaining upside potential converted to an annual percentage, for comparison to TBILLs.

Approaching Cap - Index Below

Limited upside potential remaining and as ETF gets closer to reset it will be very sensitive to downside moves.

Approaching Cap - Index Above

ETFs where the cap has been reached (≥90%) and the index is above the cap level, providing a downside cushion.

Probability

The statistical likelihood the index will be above the ETF's cap at expiry. Calculated using Implied Volatility.

Priority Color Coding
Green Border Best entry opportunity
Yellow Border Monitor for entry
Red Border Future exit/roll alerts
127
ETFs ANALYZED
10
NEAR ENTRY
2
NEAR ACCELERATION
16
NEAR CAP

🎯 Near Starting Point - Prime Entry Opportunities

ETFs trading within optimal entry range centered around fee-adjusted starting levels

Qualification Criteria:
Annual Buffer ETFs®:
  • Optimal: Fund Return between -1.29% and -0.29%
    (Centered around -0.79% fee breakeven point)
  • Good: Fund Return between -2.0% to -1.30% or -0.28% to +1.0%
    (Extended downside and upside ranges)
Quarterly Buffer ETFs®:
  • Optimal: Fund Return between -0.45% and +0.05%
    (Centered around -0.20% quarterly fee breakeven point)
  • Good: Fund Return between -0.70% to -0.46% or +0.06% to +0.30%
    (Extended downside and upside ranges)
*Ranges centered around fee breakeven for optimal entry timing*
BALT
83 Days Until Reset
Fund Return: +0.19%
|
Index Return: +1.12%
Remaining Cap: 1.72%
|
Buffer: 21%
Cap Yield: 7.6%
|
T-Bill: 3.6%
NNOV
297 Days Until Reset
Fund Return: +0.69%
|
Index Return: -0.80%
Remaining Cap: 14.34%
|
Buffer: 13%
Cap Yield: 17.6%
|
T-Bill: 3.5%
BJAN
358 Days Until Reset
Fund Return: +0.76%
|
Index Return: +1.12%
Remaining Cap: 14.79%
|
Buffer: 8%
Cap Yield: 15.1%
|
T-Bill: 3.5%
IJAN
358 Days Until Reset
Fund Return: +0.97%
|
Index Return: +1.98%
Remaining Cap: 11.85%
|
Buffer: 15%
Cap Yield: 12.1%
|
T-Bill: 3.5%
NJAN
358 Days Until Reset
Fund Return: +0.70%
|
Index Return: +1.58%
Remaining Cap: 13.06%
|
Buffer: 15%
Cap Yield: 13.3%
|
T-Bill: 3.5%
PJAN
358 Days Until Reset
Fund Return: +0.49%
|
Index Return: +1.12%
Remaining Cap: 10.96%
|
Buffer: 15%
Cap Yield: 11.2%
|
T-Bill: 3.5%

🛡 100% Principal Protection

Principal-protected ETFs trading near their starting levels

Qualification Criteria:
100% Buffer ETFs® (Annual/Bi-Annual):
  • Optimal: Fund Return -1% to +0.25%
  • Good: Fund Return between +0.26% and +0.5%
100% Buffer ETFs® (6-Month):
  • Optimal: Fund Return -0.50% to +0.25%
  • Good: Fund Return between +0.26% and +0.50%
*Watch for negative fund return which allows for extra yield compensating for fund fee*
JAJL
174 Days Until Reset
Fund Return: +0.22%
|
Index Return: +1.12%
Remaining Cap: 2.68%
|
Buffer: 99%
Cap Yield: 5.6%
|
T-Bill: 3.6%
ZJAN
358 Days Until Reset
Fund Return: +0.27%
|
Index Return: +1.12%
Remaining Cap: 5.46%
|
Buffer: 99%
Cap Yield: 5.6%
|
T-Bill: 3.5%
AJAN
723 Days Until Reset
Fund Return: +0.35%
|
Index Return: +1.12%
Remaining Cap: 11.31%
|
Buffer: 98%
Cap Yield: 5.7%
|
T-Bill: 3.5%

🚀 Acceleration Zone - Enhanced Returns Available

ETFs with accelerated participation (2x or 3x) in positive index moves

Qualification Criteria:
Near Starting Point (Entry Signal):
• Fund Return between -1.5% and +0.5%
• Provides 2x or 3x acceleration on positive moves
Near Threshold (Monitor Signal):
• Index from (threshold - 1%) up to 85% of maximum cap
• Enhanced returns active - approaching cap trigger
Near Cap (Exit Signal):
• Index ≥ 85% of maximum cap
• Maximum cap likely to be achieved at reset
*Leveraged participation with no downside buffer protection*
1
NEAR START
2
NEAR THRESHOLD
4
NEAR CAP

NEAR STARTING POINT

ETFs close to starting level with accelerated upside potential

XBJA
358 Days Until Reset
Fund Return: +0.40%
|
Index Return: +1.13%
Remaining Cap: 10.70%
|
Buffer: 9%
Cap Yield: 10.9%
|
T-Bill: 3.5%

NEAR THRESHOLD

ETFs within 1% of acceleration threshold - enhanced returns activating

Threshold: 6.33%
QTJL
174 Days Until Reset
Fund Return: +10.70%  |  Index Return: +13.12%
Remaining Cap: 6.69%
Cap Yield: 14.0%  |  T-Bill: 3.60%
Threshold: 5.05%
XTJL
174 Days Until Reset
Fund Return: +8.72%  |  Index Return: +11.62%
Remaining Cap: 5.12%
Cap Yield: 10.7%  |  T-Bill: 3.60%

NEAR MAXIMUM CAP

ETFs approaching maximum cap - consider profit-taking strategies

QTAP
83 Days Until Reset
Fund Return: +18.68%
|
Index Return: +33.08%
Remaining Cap: 1.29%
|
Buffer: 0%
Cap Yield: 5.7%
|
T-Bill: 3.6%
XBAP
83 Days Until Reset
Fund Return: +10.65%
|
Index Return: +23.28%
Remaining Cap: 1.13%
|
Buffer: 16%
Cap Yield: 5.0%
|
T-Bill: 3.6%
XTAP
83 Days Until Reset
Fund Return: +14.23%
|
Index Return: +23.28%
Remaining Cap: 1.33%
|
Buffer: 0%
Cap Yield: 5.8%
|
T-Bill: 3.6%
XBJL
174 Days Until Reset
Fund Return: +6.72%
|
Index Return: +11.61%
Remaining Cap: 4.05%
|
Buffer: 11%
Cap Yield: 8.5%
|
T-Bill: 3.6%

📈 Approaching Cap - Index Is Above Cap

ETF is Nearing the Max Return but Index exceeded Cap

BFEB
24 Days Until Reset
Fund Return: +12.75%
|
Index Return: +14.58%
Remaining Cap: 1.37%
|
Buffer: 8%
Cap Yield: 20.8%
|
T-Bill: 3.6%
IFEB
24 Days Until Reset
Fund Return: +15.73%
|
Index Return: +23.59%
Remaining Cap: 0.21%
|
Buffer: 17%
Cap Yield: 3.2%
|
T-Bill: 3.6%
NFEB
24 Days Until Reset
Fund Return: +13.17%
|
Index Return: +19.48%
Remaining Cap: 0.63%
|
Buffer: 16%
Cap Yield: 9.6%
|
T-Bill: 3.6%
PFEB
24 Days Until Reset
Fund Return: +10.30%
|
Index Return: +14.58%
Remaining Cap: 0.57%
|
Buffer: 16%
Cap Yield: 8.7%
|
T-Bill: 3.6%
UFEB
24 Days Until Reset
Fund Return: +10.25%
|
Index Return: +14.58%
Remaining Cap: 0.53%
|
Buffer: 29%
Cap Yield: 8.1%
|
T-Bill: 3.6%
ZFEB
24 Days Until Reset
Fund Return: +6.50%
|
Index Return: +14.58%
Remaining Cap: 0.28%
|
Buffer: 93%
Cap Yield: 4.3%
|
T-Bill: 3.6%
IMAR
52 Days Until Reset
Fund Return: +14.00%
|
Index Return: +20.04%
Remaining Cap: 0.99%
|
Buffer: 16%
Cap Yield: 6.9%
|
T-Bill: 3.6%
NMAR
52 Days Until Reset
Fund Return: +12.93%
|
Index Return: +22.80%
Remaining Cap: 1.18%
|
Buffer: 19%
Cap Yield: 8.3%
|
T-Bill: 3.6%
AAPR
83 Days Until Reset
Fund Return: +15.15%
|
Index Return: +31.83%
Remaining Cap: 0.88%
|
Buffer: 85%
Cap Yield: 3.9%
|
T-Bill: 3.6%
EAPR
83 Days Until Reset
Fund Return: +12.41%
|
Index Return: +30.09%
Remaining Cap: 1.14%
|
Buffer: 23%
Cap Yield: 5.0%
|
T-Bill: 3.6%
KAPR
83 Days Until Reset
Fund Return: +15.16%
|
Index Return: +28.07%
Remaining Cap: 1.58%
|
Buffer: 20%
Cap Yield: 6.9%
|
T-Bill: 3.6%
NAPR
83 Days Until Reset
Fund Return: +13.10%
|
Index Return: +33.08%
Remaining Cap: 1.24%
|
Buffer: 24%
Cap Yield: 5.5%
|
T-Bill: 3.6%

Important Disclosures

This material is for informational purposes only and does not constitute investment advice. Defined Outcome ETFs® involve significant risks including the potential loss of principal. Past performance does not guarantee future results.

Innovator ETFs® Specific Disclosures are available at Innovatoretfs.com

For complete terms and conditions, visit: harborside.capital/disclaimer

Options Risk Disclosure: Options involve risk and are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy of "Characteristics and Risks of Standardized Options" available at theocc.com.

Please read the full disclaimer and risk disclosure document before making any investment decisions. Consult with a qualified financial advisor regarding your specific investment objectives and risk tolerance.

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