ETF Insights V2 - September 20, 2025

Enhanced analysis with improved commentary: 15 near entry opportunities, 0 approaching cap. Total 15 signals with actionable insights.

HARBORSIDE - ETF Insights V2 - September 20, 2025
Harborside Capital
Defined Outcome ETF Insights V2
September 20, 2025 - Enhanced Commentary Edition

Understanding Key Metrics & Enhanced Commentary

✨ NEW: Enhanced Actionable Commentary

Each ETF now includes personalized, actionable insights

📊 Position Snapshot
Shows if the ETF is within optimal entry range for new money, with specific distance from ideal entry point
📈 Upside Scenario
Calculates exact reward-to-risk ratio with remaining cap and downside protection levels
🛡️ Downside Protection
Evaluates buffer proximity and suggests whether to average in, hold, or consider rolling
🔮 Strategic Outlook
Comprehensive recommendation comparing to T-Bills and other ETF opportunities
📊 Fee-Adjusted Entry Rules

Entry ranges are calculated relative to each ETF's after-fee starting point

🟢 GREEN - Best Entry
Standard Buffer (Annual):
Fee-adjusted start ± 1.0%
Example: 0.79% fee = -1.79% to +0.21%

Ultra Buffer (30%):
Fee-adjusted start -6% to -4%
Example: 0.79% fee = -6.79% to -4.79%
🟡 YELLOW - Monitor Entry
Standard Buffer (Annual):
Fee-adjusted start ± 1.01% to ± 2.0%
Example: 0.79% fee = -2.79% to -1.80% OR +0.22% to +1.21%

Ultra Buffer (30%):
Extended monitoring ranges on either side of green zone
Reward-to-Risk Ratio

Calculated as remaining cap divided by downside before buffer. A ratio of 8:1 means 8% potential upside for each 1% of risk before protection kicks in.

Cap Yield (Annualized)

The remaining upside potential converted to an annual percentage, for direct comparison to T-Bill yields.

Probability Analysis

Statistical likelihood the index will be above the ETF's cap at expiry, calculated using Black-Scholes with current implied volatility.

Priority Color Coding
Green Border
Best entry opportunity - ETF within fee-adjusted optimal range
Yellow Border
Monitor for entry - ETF within watch range OR cap reached with index above
Red Border
Future exit/roll alerts - ETF near maximum cap with limited upside
118
ETFs Analyzed
15
Near Entry
0
Near Cap
ETFs With No Alerts & Expiring Within 30 Days
APOC (11d)
BALT (11d)
BOCT (11d)
EALT (11d)
EBUF (11d)
EOCT (11d)
IBUF (11d)
IOCT (11d)
KOCT (11d)
NOCT (11d)
POCT (11d)
QBUF (11d)
RBUF (11d)
UOCT (11d)
ZALT (11d)
ZOCT (11d)
 
 
ENTRY OPPORTUNITIES
- FEE-ADJUSTED OPTIMAL RANGE -
ISEP (15% Buffer)     346 Days Until Reset
Fund Return: 0.69%  |  Index Return: 1.66%
Remaining Cap: 12.16%  |  Downside Before Buffer: -1.54%
Cap Yield: 13.68%  |  T-Bill Yield: 3.88%
ACCELERATION ZONE ALERTS
🎯 Light Green Border
Fund Between -1.5% and 0% of Starting Point
👀 Yellow Border
Index Within 1% of Acceleration Threshold
(Monitor for acceleration opportunity)
🎯🎯 Bright Green Border
Index Is ≥ Acceleration Threshold
(Reset Above Gets Max Cap)
Note: Acceleration ETFs can show multiple alerts simultaneously. For example, an ETF near its starting point may also be approaching its acceleration threshold.
QTOC (3x Accelerated - No Buffer)     11 Days Until Reset
Fund Return: 18.85%  |  Index Return: 22.80%
QQQ Return to Achieve Cap: 6.57%  |  Remaining Cap: -0.02%
T-Bill Yield: 3.88%
XBOC (2x Accelerated & 9% Buffer)     11 Days Until Reset
Fund Return: 10.40%  |  Index Return: 15.68%
SPY Return to Achieve Cap: 5.61%  |  Remaining Cap: -0.02%
T-Bill Yield: 3.88%
XDQQ (2x Accelerated Quarterly)     11 Days Until Reset
Fund Return: 7.95%  |  Index Return: 8.65%
QQQ Return to Achieve Cap: 4.26%  |  Remaining Cap: 0.33%
Cap Yield: 11.61%  |  T-Bill Yield: 3.88%
XDSQ (2x Accelerated Quarterly)     11 Days Until Reset
Fund Return: 6.37%  |  Index Return: 7.42%
SPY Return to Achieve Cap: 3.41%  |  Remaining Cap: 0.23%
Cap Yield: 8.30%  |  T-Bill Yield: 3.88%
XTOC (3x Accelerated - No Buffer)     11 Days Until Reset
Fund Return: 13.38%  |  Index Return: 15.68%
SPY Return to Achieve Cap: 4.75%  |  Remaining Cap: -0.02%
T-Bill Yield: 3.88%
QTJA (3x Accelerated - No Buffer)     103 Days Until Reset
Fund Return: 14.67%  |  Index Return: 17.24%
QQQ Return to Achieve Cap: 6.48%  |  Remaining Cap: 3.37%
Cap Yield: 12.72%  |  T-Bill Yield: 3.88%
XBJA (2x Accelerated & 9% Buffer)     103 Days Until Reset
Fund Return: 8.42%  |  Index Return: 13.25%
SPY Return to Achieve Cap: 5.85%  |  Remaining Cap: 2.24%
Cap Yield: 8.72%  |  T-Bill Yield: 3.88%
XTJA (3x Accelerated - No Buffer)     103 Days Until Reset
Fund Return: 10.62%  |  Index Return: 13.25%
SPY Return to Achieve Cap: 4.88%  |  Remaining Cap: 2.84%
Cap Yield: 10.84%  |  T-Bill Yield: 3.88%
QTAP (3x Accelerated - No Buffer)     193 Days Until Reset
Fund Return: 15.28%  |  Index Return: 27.81%
QQQ Return to Achieve Cap: 7.05%  |  Remaining Cap: 4.30%
Cap Yield: 8.93%  |  T-Bill Yield: 3.88%
XBAP (2x Accelerated & 9% Buffer)     193 Days Until Reset
Fund Return: 8.09%  |  Index Return: 18.65%
SPY Return to Achieve Cap: 6.39%  |  Remaining Cap: 3.54%
Cap Yield: 7.49%  |  T-Bill Yield: 3.88%
XTAP (3x Accelerated - No Buffer)     193 Days Until Reset
Fund Return: 10.98%  |  Index Return: 18.65%
SPY Return to Achieve Cap: 5.55%  |  Remaining Cap: 4.32%
Cap Yield: 8.96%  |  T-Bill Yield: 3.88%
QTJL (3x Accelerated - No Buffer)     284 Days Until Reset
Fund Return: 6.56%  |  Index Return: 8.65%
QQQ Return to Achieve Cap: 6.33%  |  Remaining Cap: 10.88%
Cap Yield: 14.77%  |  T-Bill Yield: 3.88%
XBJL (2x Accelerated & 9% Buffer)     284 Days Until Reset
Fund Return: 3.98%  |  Index Return: 7.42%
SPY Return to Achieve Cap: 5.94%  |  Remaining Cap: 6.81%
Cap Yield: 9.54%  |  T-Bill Yield: 3.88%
XTJL (3x Accelerated - No Buffer)     284 Days Until Reset
Fund Return: 5.30%  |  Index Return: 7.43%
SPY Return to Achieve Cap: 5.05%  |  Remaining Cap: 8.57%
Cap Yield: 11.80%  |  T-Bill Yield: 3.88%

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 Specific Disclosures are available at Innovatoretfs.com

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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.