📈 AUNA NO_SETUP (Regime Gated)

🏢 Company Overview

Auna S.A. | Sector: Healthcare | Industry: Medical – Care Facilities

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This report provides a simplified overview of the adaptive price movement analysis for AUNA. Using historical price data up to 2026-02-17, it identifies stock-specific trading zones based on distances from 1-month highs, tailored to AUNA’s unique behavior. The analysis accounts for volatility relative to the S&P 500, recent price patterns, and broader market trends. This is not financial advice—always conduct your own research and consult a professional advisor. Past performance does not guarantee future results.

📊 Key Data Points

• Symbol: AUNA
• Analysis Date: 2026-02-17
• Current Price: $4.96
• 1-Month High: $5.74 (reached on 2026-01-26 00:00:00)
• Distance from High: 13.6%

🛡️ Regime & Gating

• Regime: NEUTRAL_TRANSITION
• Disabled Lanes: SHALLOW_PULLBACK (probability 15% < 35% floor)
• Probability Floor: 35%
• Notes: No gating notes
• Badge: Regime: NEUTRAL_TRANSITION | Disabled: SHALLOW_PULLBACK (probability 15% < 35% floor) | Prob floor: 35%

📈 Price Trajectory (Multi-Timeframe Analysis)

• Short-term (5 days): Mild rally (+3.3% in 5 days)
• Medium-term (3 months): Mild downtrend (-3.3% in 3 months)
• Long-term (12 months): Bear market (-43.1% in 12 months)

Interpretation: The short-term shows immediate momentum from 2026-02-09 00:00:00 to 2026-02-17, while medium and long-term trends reveal the broader price structure. Current overall direction: MIXED at NORMAL pace.

📊 RSI Momentum Indicator (RFC-008 Phase 2)

The Relative Strength Index (RSI) measures momentum on a 0-100 scale using 14-period Wilder’s smoothing. Values above 70 indicate overbought conditions (potential pullback), while values below 30 suggest oversold conditions (potential bounce).

Current RSI Status

🟢 Neutral Zone

Metric	Value	Interpretation
RSI (14-day)	52.6	Neutral
Signal	🟢 Neutral	RSI at 52.6 – no extreme conditions, normal market activity

Trading Implication: RSI between 30-70 indicates normal market conditions for AUNA without extreme momentum. This is:
– Ideal for swing trading setups using price zones
– Less likely to experience immediate reversals
– Good time to wait for clear directional signals

Strategy: Focus on price zone positions and volume confirmation rather than momentum extremes.

Methodology: Classic Wilder’s smoothing algorithm – first period uses simple average of 14-day gains/losses, subsequent periods apply exponential smoothing (prior_avg × 13 + current) / 14 for momentum continuity.

⏱️ Microstructure Timing Signals (Last 10 Candles (Feb 02 – Feb 13, 2026))

⚠️ Confluence Score: 2/4 (moderate_microstructure_edge)

Signal	Status	Value
🔵 Range Compression	Normal	0.000
🔵 Volume Activity	Normal	0.000
🔵 Wick Patterns	4 upper rejections vs 2 lower absorptions – selling pressure at highs	4 rejections / 2 absorptions
🔵 Candlestick Patterns	Pattern cluster: multiple shooting stars (bearish reversal), indecision patterns (doji/spinning tops)	7 patterns

Battle Dynamics: Battle Dynamics:
The wick patterns show a bearish-tilted directional bias, with upper rejections outnumbering lower absorptions, indicating sellers have a slight edge. The candlestick patterns, featuring indecision through dojis and spinning tops, combined with mixed momentum, suggest market sentiment is uncertain. Currently, bears hold a slight advantage, but the overall battle remains relatively balanced.

Timing: Moderate edge present. Monitor for additional signal convergence before acting (3-7 days).

Pattern Formation Timeline

Candlestick Patterns Detected:
– 🔴 Shooting Star: Feb 04, Feb 05 (bearish reversal signals)
– 🟢 Hammer: Feb 12 (bullish reversal signals)
– ⚪ Doji: Feb 12, Feb 13 (indecision)
– 🔵 Spinning Top: Feb 09, Feb 13 (indecision)

Wick Events:
– ⬆️ Upper Rejections: Feb 04, Feb 05, Feb 09, Feb 13 (selling pressure)
– ⬇️ Lower Absorptions: Feb 12, Feb 13 (buying support)

Microstructure analysis examines the last 10 candles (Feb 02 – Feb 13, 2026) for timing signals.

📉 Volatility and Market Context

AUNA’s price movements are classified as “Very High (speculative / event-driven)” with an annualized volatility of 47.3% and a typical daily price swing of 2.98% ($0.15). This means AUNA can move about 2.98% daily, which is high compared to other stocks.

• 🎯 Relative Volatility: AUNA’s current volatility ranks in the 95.0th percentile compared to the historical volatility of the S&P 500 (SPY). This means AUNA’s price swings are larger than those of the broader market on 95.0% of historical trading days, indicating higher risk than the market.
• 🌍 Market Environment: The analysis identifies a neutral market, with the S&P 500 (SPY) trading at $681.75, -0.8% below its 50-day moving average ($687.36). Bear markets increase selling pressure, requiring wider safety margins.

Metric	Value	Explanation
📊 Stock Volatility	47.3% (annualized)	Yearly price fluctuations; higher means more risk/reward
📅 Daily Volatility (σ)	2.98% ($0.15)	Typical 1-day move (std deviation) for context
🎯 Volatility vs. SPY	95.0th percentile	higher risk than the market
📈 Market Trend	neutral (-0.8% vs. SMA50)	Challenging market conditions; zones are wider to account for higher risk.
⚖️ Baseline Setup R/R	1.42:1	Risk/Reward for a baseline entry at current price with a wide stop (see RFC-008 section)

🎯 Lane R/R Analysis (RFC-029)

AUNA offers different risk/reward profiles depending on entry timing. Each lane represents a strategic price level for entry, with its own risk/reward ratio and probability based on historical performance:

Lane	Entry	Target	R/R	Probability	Expectancy	Best For
🚀 Breakout	$5.80	$5.91	0.63:1	61%	-0.01	Momentum entry with close-based confirmation
📉 Deep Pullback	$5.42	$5.80	0.27:1	44%	-0.44	Conservative entry at optimal buy zone
⚖️ Current (Baseline)	$4.96	$5.91	1.42:1	37%	-0.09	Baseline only (not an entry lane)

Ranked by Expectancy:
– 🥇 Breakout 🚀: -0.01 EV
– 🥈 Current (Baseline) ⚖️: -0.09 EV
– 🥉 Pullback 📉: -0.44 EV

🎯 FINAL_ACTION: NO_SETUP (Regime Gated)

💡 Best Current Opportunity: ⏸️ No positive-EV lane (-0.01 EV) – Stand aside until a lane’s EV turns positive or probability/targets improve.

🎯 Price-Based Trading Zones

This analysis uses AUNA’s historical price patterns to define trading zones based on percentage distances from its 1-month high ($5.74). These zones are adjusted for AUNA’s high volatility (widened for larger swings), recent price behavior (emphasizing data from the last ~1.3 years), and the neutral market environment (wider near-high zones). The zones are based on 55 historical reversal points (21 resistance, 34 support), with recent patterns weighted more heavily (average weight: 0.11).

Zone	Distance (%)	Price Level	Trading Insight
🔴 Resistance	1.5	$5.65	Avoid buying; strong selling pressure likely
🟡 Caution	3.3	$5.55	Reduce positions or hedge; watch for reversals
🟢 Sweet Spot	5.6	$5.42	Optimal buy zone with 0.0% success rate
💎 Value	8.0	$5.28	Attractive buy on pullback; strong bounce zone
🔵 Deep Value	13.0	$4.99	Potential reversal, but risky; confirm with catalysts
⚠️ Extreme Value	16.7	$4.78	Severe oversold; high crash risk—wait for catalyst
🚨 Crash Zone	>30%	Below extreme	Critical danger zone—avoid unless deep value investor

📈 Historical Performance at This Exact Distance: When AUNA was specifically at 5.6% from its high (the sweet spot zone), it broke out to new all-time highs 0.0% of the time, with 30.0% crashing (−10%+). Historical sweet spot entries averaged 0.0:1 reward-to-risk (based on past breakouts from this zone).

Note: This measures outcomes at this specific distance. For broader success analysis across similar market contexts (not just distance), see Advanced Success Analysis below.

🎯 Advanced Success Analysis (RFC-011 Phase 2)

Scope Difference: Unlike the zone-specific breakout rate above (which only looks at exact distance from high), this analysis examines a BROADER set of similar market contexts—matching on trajectory, volume patterns, regime, and zone—not just distance. This explains why success rates may differ.

This analysis uses two methods to measure historical success when AUNA was in similar price contexts:

📊 Binary Success (Traditional Method)
– What it measures: Did the stock reach NEW all-time highs?
– Rate: 44.1%
– Limitation: All-or-nothing – ignores partial progress

📈 Graded Success (Enhanced Method)
– What it measures: Progress toward the next high, with partial credit:
– 🟢 100% = Made new high (full success)
– 🟡 85% = Reached 85% of the way to new high
– 🟡 75% = Reached 75% of the way
– 🟠 50% = Reached halfway point
– 🔴 25% = Made 25% progress
– ❌ 0% = No progress or declined
– Rate: 60.7%
– Advantage: Shows favorable risk/reward even with conservative targets

Metric	Value	Notes
Binary Success	44.1%	111 samples – moderate confidence
Graded Success	60.7%	111 samples – moderate confidence
Improvement	+16.6 points	Graded method captures partial gains

📊 Confidence Breakdown (40.5/100 – Low):
– Sample Size: 40/40 points – Based on 97.8 weighted samples
– Quality: 0.5/40 points – Average similarity and recency (0.82)
– Consistency: 0.0/20 points – Low variance = predictable outcomes

🔍 Sample Quality & Reliability:
– Total Samples: 111 similar historical contexts
– Effective Samples: 97.8 (weighted by recency)
– Recent Data: 100.0% from last 3 years
– Raw Rate: 44.1% (before adjustments)
– Cap Applied: No (N/A% max prevents overconfidence)

📊 What This Means: The graded success rate of 60.7% vs binary 44.1% (improvement: +16.6pp) shows that even when $AUNA doesn’t make new highs, it often makes significant partial progress (50-85% of the way), indicating favorable risk/reward even with conservative price targets.

💰 Price Targets and Risk Management

These price levels translate the percentage zones into actionable dollar amounts, with stop-loss suggestions based on AUNA’s daily volatility (ATR).

Target Type	Price Level	Notes
🟢 Optimal Buy	$5.42	Enter in sweet spot for best risk/reward.
🟢 Good Value	$5.28	Strong buy opportunity on deeper pullback.
🟢 Deep Value	$4.99	Oversold; wait for reversal signals (e.g., high volume, news).

| 🔴 Reduce Position | $5.55 | In caution zone—scale back exposure. |
| 🔴 Exit/Hedge | $5.65 | Near resistance—consider selling or hedging. |
| 🚀 Breakout Confirmation | $5.8 | 1% above high—signals new uptrend. |
| 🚀 Strong Breakout | $5.91 | 3% above high—confirms bullish momentum. |
| 📊 Position Sizing | 10-25% (Deep value) (Current price) | Low confidence due to EXTREME_VALUE_ZONE. |

Note: Stop-loss levels are shown within each trading scenario below, tailored to the specific entry strategy (value entries use wider ATR-based stops; breakout entries use tighter setup-specific stops below breakout level).

⚖️ Risk/Reward Methodology (RFC-008 Phase 5)

Transparent breakdown of risk/reward calculation using current price, target price projection, and volatility-adjusted stop loss.

Risk/Reward Analysis

🟠 Quality Assessment: Marginal (1.42:1)

Component	Value	Notes
Entry Price	$4.96	Current market price for AUNA
Target Price	$5.91	Projected resistance or breakout level
Stop Loss	$4.29	Risk management exit point
Potential Reward	$0.95	Target – Entry
Potential Risk	$0.67	Entry – Stop
R/R Ratio	1.42:1	Reward divided by Risk

Calculation Breakdown

Formula: (Target - Entry) / (Entry - Stop)

Step-by-step:
1. Reward = $5.91 (target) – $4.96 (entry) = $0.95
2. Risk = $4.96 (entry) – $4.29 (stop) = $0.67
3. Ratio = $0.95 / $0.67 = 1.42:1

Stop Loss Determination: Normal stop level ($4.29)
14-Day ATR: $0.21 (~4.2% of entry price) – stop is 3.2x ATR for volatility adjustment

💡 Interpretation

A ratio between 1.0-1.5:1 is marginal – reward barely exceeds risk. Consider waiting for better setup or wider targets.

Position Sizing Guidance: With a 1.42:1 R/R ratio, if you risk 1% of portfolio capital, you target 1.42% potential gain. Adjust position size so that hitting the stop loss = acceptable portfolio loss (typically 0.5-2% per trade).

Important: This R/R calculation assumes execution at entry price and hitting either target or stop. Actual results may vary with slippage, partial exits, or trailing stops.

🎯 Dual-Lane Analysis (RFC-028)

The analysis identifies three distinct trading lanes with different entry strategies:

🛡️ Regime Gating:
– Regime: NEUTRAL_TRANSITION
– Probability floor: 35%
– Disabled lanes: SHALLOW_PULLBACK (probability 15% < 35% floor)

📊 Lanes Ranked by Expectancy (EV per 1R):
🥇 Breakout Lane 🚀: -0.01 EV
🥈 Current Lane ⚖️: -0.09 EV
🥉 Pullback Lane 📉: -0.44 EV

Detailed Comparison Table (ACTIVE lanes only; disabled lanes omitted):

Definitions:
– p = modeled probability of hitting the lane target before the lane stop (proxy from historical analog contexts)
– R = lane reward-to-risk multiple for that entry/stop/target
– EV = p × R − (1 − p) (per 1R)

R/R Labels:
– Baseline Setup R/R uses current price + broader ATR-based stop (context)
– Lane R/R uses each lane’s own entry/stop/target (action model)

Lane	Entry	Target	Stop	Reward	Risk	R/R Ratio	Probability	Expectancy
🚀 Breakout	$5.80	$5.91	$5.63	$0.11	$0.17	0.63:1	61%	-0.01
📉 Deep Pullback	$5.42	$5.80	$4.00	$0.38	$1.42	0.27:1	44%	-0.44

💡 Recommendation:
🚀 Wait for breakout above $5.80 – Breakout Lane has EV -0.01R.

📐 Expectancy Calculation (EV per 1R): EV = p × R − (1 − p)
– Higher EV = better average edge per unit risk (1R)
– Breakeven win rate: p = 1 / (1 + R)
– Pullback Lane: Wider stops, better entry, potentially higher R
– Breakout Lane: Tighter stops, confirmation required, potentially higher p
– Current Lane: Immediate entry, typically lower edge vs planned entries

📌 Breakout Multi-Target Variant (simple model)
– T1 R: 0.65R, T2 R: 2.39R (T2 = T1×1.05)
– 50/50 scale-out effective R: 1.52R
– EV (using same p): 0.53R | Breakeven p: 40%
(This is an illustrative payoff curve; actual multi-target probabilities may differ.)

Note: The summary table at the top of the report shows simplified lane comparison; this section provides full details including stop-loss levels.

🎯 Current Analysis

Current Position: AUNA is in the EXTREME_VALUE_ZONE at $4.96, 13.6% below its high

🎯 FINAL_ACTION: NO_SETUP (Regime Gated)

📋 Recommendations (Two Lanes)
Holder: HOLD (LOW) — Maintain exposure per the broader trend; manage risk with stops and sizing.
New Entry: NO_TRADE (LOW) — No positive-EV lane today (best EV -0.01R).

🔍 Confidence: LOW

📈 Historical Success: 0.61

⚖️ Risk/Reward: 1.42

📋 Trading Scenarios

Based on current price position and technical setup, here are actionable trade scenarios with defined entries, targets, and stops:

🎯 FINAL_ACTION: NO_SETUP (Regime Gated)

🎯 FINAL_ACTION

Primary Setup: NO_SETUP (Regime Gated)

⏸️ No Setup (Regime Gated)

No active setup is recommended right now.

Alerts:
– Pullback zone: $5.42-$5.28
– Breakout trigger: > $5.80

📊 Comprehensive Volume Analysis

Volume analysis provides institutional-level insights into supply and demand dynamics. This advanced analysis combines multiple volume indicators to identify accumulation, distribution, and potential divergences.

On-Balance Volume (OBV) – Cumulative Volume Pressure

📈 Current Trend: Up
10-Day Net Change: +470,578
Interpretation: Bullish – OBV rising over 10 days (+470,578)

OBV tracks cumulative buying and selling pressure. Rising OBV with price suggests healthy accumulation; falling OBV with rising price may indicate distribution (bearish divergence).

VWAP Multi-Timeframe Confluence

🟡 Confluence Signal: Mixed Signals

Timeframe	Signal	Weight	Interpretation
5-Day	Neutral	High	Immediate institutional positioning
14-Day	Neutral	Medium	Swing accumulation/distribution
30-Day	Neutral	Medium	Trend-level volume commitment

VWAP (Volume-Weighted Average Price) represents the average price paid by institutions. Price above VWAP with accumulation suggests bullish control; below VWAP with distribution indicates bearish pressure.

Volume Activity Metrics

➡️ Relative Volume: 1.00x
vs. 20-Day Average: +0.2%
Recent Volume Spikes: 0 in last 30 days
Quality Ratio: 0.99 (Neutral)

⚠️ Volume-Price Divergence Analysis

Severity: Moderate
Type: Bullish Confirmation (confidence +10%)

Signals:
– ✅ Bullish confirmation: Price up +3.1% with OBV rising +3.1x – buying pressure

Divergences between price and volume can signal potential reversals or continuations. Monitor closely for confirmation.

💡 Volume Integration with Price Zones

Combining volume analysis with price-based zones enhances decision accuracy:
– Near Resistance + Distribution: High risk—institutions may be selling into strength
– Value Zone + Accumulation: Strong buy signal—institutions building positions
– Breakout + High Volume: Confirms new trend—likely to sustain
– Price Divergence + Volume Divergence: Critical warning—potential reversal imminent

Use volume to validate price zone recommendations and improve entry/exit timing.

📊 Moving Average Cluster Analysis

Current MA Positioning

MA Period	Price	Distance	Slope	Direction	Support Quality
SMA10	$4.76	-4.0%	-3.52%	📉 Falling	–
SMA20	$4.96	0.0%	+0.69%	📈 Rising	Moderate
SMA50	$4.83	-2.6%	+0.27%	➡️ Flat	–
SMA200	$5.89	+18.7%	-0.91%	📉 Falling	–

🎯 Detected MA Clusters

STRONG Cluster Detected:
– SMA10 + SMA50 converging at $4.79 (3.4% below current price)
– 2 moving averages within 3% range
– Cluster strength: STRONG
– Interpretation: Price above cluster support. Strong support zone if tested on pullback.

🎚️ Prioritized Pullback Targets

1️⃣ Primary Target: $4.79 (3.3% pullback)

• MA Level: UNKNOWN
• Probability: VERY_HIGH (Priority Score: 140)
• MA Characteristics: MA Cluster (SMA10, SMA50) – STRONG support
• Risk/Reward: Uncertain support, deep pullback required
• What to Watch: Price action at this level, volume decrease on approach

💡 MA Cluster Alignment (Governed by FINAL_ACTION)

FINAL_ACTION: NO_SETUP (Regime Gated)
Alignment: Neutral
Note: MA pullback targets are available but do not change the primary plan.

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🔄 Peer Momentum Comparison (RFC-008)

Understanding relative performance vs. sector peers clarifies whether price movement is company-specific or sector-wide.

Peers Analyzed: 1 (LLM-discovered, programmatically validated)

Target vs. Sector Performance

Metric	AUNA	Sector Avg	Relative	Status
5-Day Change	+3.33%	+8.57%	-5.24pp	📉 Underperforming
10-Day Change	+3.12%	+6.54%	-3.42pp	📉 Underperforming

Peer Momentum Breakdown

Ticker	5-Day	10-Day
CYH	+8.57%	+6.54%

💡 Interpretation

⚠️ Company-specific weakness: AUNA is lagging peers, indicating potential company-level issues or missed opportunities relative to sector.

Discovery Method: LLM-driven peer identification with programmatic validation (sector match, market cap band 0.25x-4x).
The selected peers are all healthcare service providers that operate hospitals and clinics, similar to Auna. They were chosen based on their business model proximity to Auna’s operations in Mexico, Peru, and Colombia.

💼 Investment Considerations

• 🏦 Long-Term Investors: Consider entry points near $5.28 (value zone) to $4.99 (deep value) with wide stops ($4.0) to manage downside. Current price at $4.96 is 13.6% below high. Monitor upcoming earnings or sector news for catalysts.
• ⚡ Short-Term Traders: Wait for a breakout above $5.8 or a confirmed bounce in the deep value zone. Track Medical – Care Facilities sector trends.
• 🌍 Market Context: The neutral market supports potential upside, but AUNA’s high relative volatility (95.0th percentile) suggests bigger swings—diversify and stay cautious.

🔬 Methodology

This analysis uses the Adaptive Peak Distance Analyzer, a proprietary tool that studies AUNA’s historical price movements to identify optimal trading zones. It calculates:
– 📊 Price Zones: Based on distances from 52-week highs where AUNA historically breaks out or reverses, using 476 days of data (since ~2024).
– 📈 Volatility Adjustment: Compares AUNA’s 30-day volatility (47.3%) to SPY’s historical distribution, ranking at the 95.0th percentile, widening zones for safety.
– ⏰ Time Decay: Weights recent price reversals (~1.3 years) more heavily (average weight: 0.11) to reflect current behavior.
– 🌍 Market Regime: Adjusts zones based on SPY’s position (-0.8% vs. 50-day SMA), wider near-high zones.
– 📊 Volume Analysis: When available, integrates volume profile analysis including On-Balance Volume (OBV), Volume Weighted Average Price (VWAP), and volume-price divergence patterns to validate price movements and identify institutional accumulation/distribution.
– 📏 Metrics: Daily Volatility (σ) 2.98% typical 1-day move. Uses 14-Day ATR for volatility-adjusted stop-losses (RFC-011). Historical sweet spot entries averaged 0.0:1 reward-to-risk; current R/R from today’s price shown in Risk/Reward section below.

The analysis is robust (476 samples, “High (Robust dataset)” quality) but focuses on price patterns and volume trends, not fundamental analysis. For broader context, check financial news or analyst reports.

🏢 About Auna S.A.

Sector: Healthcare | Industry: Medical – Care Facilities

Auna S.A., a healthcare service provider, operates hospitals and clinics in Mexico, Peru, and Colombia. The company provides prepaid healthcare plans in Peru; and dental and vision plans in Mexico. The company was founded in 1989 and is based in Luxembourg, Luxembourg.

📊 Understanding Expectancy

What is Expectancy (EV)? Expectancy represents your average profit per unit of risk (1R) across many similar trades.

Definition (per 1R):
– EV = p × R − (1 − p)
– p = win probability
– R = reward-to-risk multiple (e.g., R=2.0 means +2R on wins, −1R on losses)

Breakeven win rate:
– p = 1 / (1 + R) → for the BREAKOUT lane here, breakeven is 61%

Worked example with AUNA (BREAKOUT lane)

Assume 100 trades, risking $100 each (total risk = $10000):
– Expected win profit: p × N × $risk × R = $3843
– Expected losses: (1−p) × N × $risk = −$3900
– Expected net: EV × N × $risk = $-57
– Expected per trade: EV × $risk = $-1

How to use this: The system recommends the lane with the highest EV because, statistically, it offers the best risk-adjusted edge (per 1R). Individual outcomes will vary.

⚠️ Disclaimer

This report is for informational purposes only and does not constitute financial advice. Investing in stocks like AUNA involves risks, including loss of principal. The analysis relies on historical price data and may not predict future performance. Always conduct your own research, consider your financial situation, and consult a licensed financial advisor before making investment decisions.

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Report generated on February 17, 2026