DPST – Direxion Daily Regional Banks Bull 3X Shares (ETF-US) | 2-wk Markov

How the Markov model works here

A Markov Chain simplifies weekly price action into states—Down, Neutral, Up—and learns the probability of moving from one to the next. It’s “memoryless”: the next step depends on the current state, not distant history.

We present: Prob. Up Next Week (one-week transition), Prob. Up ≤ k (at least one Up in the next k weeks), Expected Run (typical state duration), and Reward Stats (average weekly returns by state/transition).

Higher Up probabilities / longer Up runs = constructive. Persistent negative rewards or Down bias = caution. Educational only – not financial advice.

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Markov Results

k = 2 Reset

Prob. Up Next Week

0.00

Neutral

Prob. Up ≤ k

0.00

At least one Up within k weeks

Expected Up Run (wks)

0.0

Typical

Down-state Reward (%/wk)

0.00

Benign

P20 / P80 (weekly)

-0.29 / 0.28 Range

Reward (Up %/wk)

Positive

Reward (Neutral %/wk)

Baseline

Expected Down Run (wks)

Risk

Lookahead Horizon (k weeks)

2

Move the slider to see probabilities within 1–8 weeks.

DPST - Direxion Daily Regional Banks Bull 3X Shares ETF-US

Metric	Value
Current State	Neutral
Prob. Up Next Week	0.08
Prob. Up ≤ 2	0.13
Expected Run (Current)	6.77
Expected Run (Up)	4.0
P20 / P80 Bands	-0.293 / 0.278

Quick Read

Prob. Up Next Week

0.080

Prob. Up ≤ k

0.130

Expected Run (Current)

6.770

Expected Run (Up)

4.000

Avg Return in Up (wk)

0.024

Avg Return in Neutral

0.012

Avg Return in Down

-0.045

Plain-English Interpretation

Current regime: Neutral.

Short-term odds do not favour an Up move yet. Current regime is usually short-lived. If/when it flips Up, rallies often carry for several weeks. Average weekly return while Up is positive - constructive when the regime turns. Down regime carries negative drift - avoid knife-catching. Typical weekly range sits between -0.293 and 0.278 (20th–80th pct).

Reward Stats (avg % return)

State	Avg Return	Samples
0	-0.045	29
1	0.012	85
2	0.024	29

Transition	Avg Return	Samples
0->0	-0.046	24
0->1	-0.040	5
1->0	0.035	5
1->1	0.021	74
1->2	-0.118	6
2->1	-0.002	6
2->2	0.031	23

Reading the metrics

Prob. Up Next Week — one-step transition. Higher values are constructive.
Prob. Up ≤ k — chance of at least one Up in the next k weeks.
Expected Run — typical duration of current state; longer Up runs support trends.
P20 / P80 — typical weekly range for risk sizing.
Reward Stats — average weekly returns by state/transition; negatives flag caution.

Legend

Positive Negative Neutral k = weeks ahead Probabilities Ranges (P20/P80)

Accents appear where metrics indicate strength or risk.