Williams AO/AC Signals W31 2026 — 31 Signals Across 9 Sectors

Edition 15 · July 31, 2026

W30 Scorecard

🔴 MODEL OUTPUT — Published candidates from last week. No edits. No omissions.

Performance of all Category A candidates named in W30. Prices measured from the Thursday close of W30 (2026-07-24) to the Thursday close of W31 (2026-07-31).

Result key: ✓ escalation or confirmation · ✗ signal lost · — holding/no position. Entry Reference = Thursday close of W30 (2026-07-24). W31 Close = Thursday 2026-07-31. Source: radar.db weekly_bars.

Scorecard summary: 7 escalated/confirmed · 4 lost signal · 18 holding · 15 of 29 positive · Avg Δ: +0.7% · SPY W30→W31: +1.2%

Análisis de Salidas — Señales W30

🔴 ANÁLISIS — ¿Los 4 nombres que perdieron señal salieron por apreciación real o por ruido?

Resumen: 3 apreciación real (75%) · 1 rango (25%) · 0 deterioro (0%)

Semana inusualmente limpia en salidas: los cuatro nombres que abandonaron la lista lo hicieron con precio positivo. CRM con +6.1% es la salida más convincente en semanas — una señal S2D que resolvió al alza. SPOT con +2.5% confirma la segunda resolución alcista consecutiva desde niveles estructurales.

Portfolio Tracker

🟢 LIVE POSITIONS — Actual entries with real or paper capital. Updated every week.

Mode: Paper

The Number of the Week

🔴 MODEL OUTPUT

31 active signals across 388 tickers analyzed — 8.0% of the universe.

From 30 signals last week to 31 this week — a marginal expansion on the surface, but the composition underneath is the story. This is not the same 31 as W29's 33: that cohort was dominated by energy (7 XLE names flooding in simultaneously). W31's 31 is structurally different — it's a consolidation week where the S2D layer thickened significantly.

The S2D count moved from 4 to 9. That's the headline number. CRM and SPOT resolved cleanly and exited, but five new names escalated in the same week: MSFT, CME, T, FOXA, RRC, COP — a cross-sector wave that suggests the setup is broadening, not narrowing. When S2D expansion happens across XLK, XLF, XLC, and XLE simultaneously, it's not a sector story. It's a market-wide AO/AC structure finding its legs.

Two names confirmed their second consecutive S2D week: TSN and PLTR. TSN went from S1→S2D in W30 and held through W31 with +5.7% price action. PLTR did the same: S1→S2D in W30, confirmed W31 with +7.0%. Two-week S2D confirmation is the model's strongest near-term signal — these names are no longer candidates, they are the closest thing to entries the model produces.

The XLB materials bloc is the week's concern: HUN at p22% down -8.3%, DOW -3.7%, LYB -2.8% — these names are deteriorating while still on the list. They haven't lost signal because AO/AC hasn't reversed, but price is moving against them. Worth watching for false-signal patterns.

Follow-Up — W30 Key Names

🔴 MODEL OUTPUT

W31 Candidates — Category A

🔴 MODEL OUTPUT — Algorithm-generated. Not editorial picks.

The 31 tickers the model flagged as priority for W32 monitoring. Ordered by price percentile (lower = more depressed relative to 52-week range).

Ticker of the Week

🔴 MODEL OUTPUT

MSFT — Microsoft Corporation (XLK, p19%)

MSFT escalated from S1 to S2D this week — the largest company by market cap on the entire signal list. AO is deeply negative (-29.6), AC just crossed positive (+7.2), acColor green. Price is at the 19th percentile of its 52-week range, with nearLows flagged.

The signal here is structural: this is not a beaten-down small cap finding a floor. This is a mega-cap with AO/AC structure forming at an unusually compressed price level. The model doesn't distinguish between a $10 ticker and a $389 ticker — it reads the oscillator geometry. And the geometry here is the same as any other S2D: AO negative, AC crossing from below, momentum inflecting.

What makes MSFT the name of the week is the combination of percentile and escalation timing. At p19%, it's in the bottom fifth of its annual range. The AC cross happened simultaneously with 8 other S2D escalations — this is a market-wide structure, not an idiosyncratic event. If the S2D cluster holds for a second consecutive week, MSFT at these levels is an unusually high-quality setup.

Manager Note

🔴 MODEL OUTPUT

Nine S2D names. Two consecutive confirmations. A market in oscillator re-alignment.

The S2D expansion from 4 to 9 in a single week is one of the largest single-week S2D jumps in the radar's history. The last comparable event was W28's mass escalation (5 names to S2D simultaneously), which the W28 edition called the "signature of a market finding its legs." W31 goes further: nine names across six sectors, with two of them (TSN, PLTR) already carrying a second consecutive S2D week.

The exit pattern reinforces the signal: CRM (+6.1%), SPOT (+2.5%), LVS (+3.6%) all resolved upward. The S2D layer is not producing false alarms this week — names that escalated last week resolved with price movement in the correct direction. That's the feedback loop the model needs to function: escalation signals that lead, even briefly, to price confirmation.

The concern is XLB. Seven materials names are on the list (FMC, OLN, HUN, DOW, LYB, CC, ALB, NEM) — an unusually concentrated sectoral presence. When a sector floods the list with S1 names that are declining in price while maintaining AO/AC signal, it typically means one of two things: early accumulation ahead of a sector-level turn, or a false signal driven by sector-wide structural deterioration. The oscillator can't distinguish between them — only price action over the next 2-3 weeks will.

W32 is the checkpoint. If the S2D cluster (9 names, 6 sectors) holds through next week, the radar's signal quality is in a constructive phase. If it collapses — as it did in W28's first S2D cohort — we're in a noise environment and the threshold for action rises accordingly.

The Williams Entry Radar is a systematic signal tool based on Bill Williams' Awesome Oscillator and Accelerator Oscillator. Signals are model outputs, not investment recommendations. This edition is for educational purposes only and does not constitute financial advice. All signal data is derived from weekly closing prices. Past signal performance does not guarantee future results.