StandardcalendarSP-1184
Day of week
0=Monday 4=Friday.
the verdict —
At the 252d horizon, this signal hits in the predicted direction 45% of fires. Mean SPY forward return when it lights: -1.52%. Status: in sample. n = 6384. Bearish on the underlying when fired.
What to watch when it fires
— Current state —
Latest value · 2026-05-26
1.00
vs ~6 weeks ago
→ 0.0%
vs 60 days ago
→ 0.0%
vs 7 days ago
↓ 75%
last 90 observations · 2026-01-21 → 2026-05-26
— The series — full history —
Daily readings, every reading we have. Pick a window with the time-period buttons; flip to candles via the global toggle in the masthead (or press C). Toggle the SPY overlay to see how this series and the S&P 500 have moved together.
Day of week
3.00▲ +1.00 (+50.00%) over 1Y
Hover for date + value · Toggle SPY to compare relative move
2025-06-11 → 2026-05-28 · 252 bars
— What it has historically predicted —
On days when this signal fires (deviates 2+ standard deviations from its 30-day average, in either direction), SPY has historically averaged -1.5% over the next year, moving in the opposite direction 55% of the time.
48%
−0.03%
↓52%
−0.04%
↓53%
−0.13%
↓53%
−0.37%
↓54%
−0.75%
↓55%
−1.5%
— Beyond SPY — how this signal performs across markets —
Same fire days, different forward returns. Each row asks: when this signal fires, what does that asset do? The big number is the average return; underneath is how often the asset moved the same direction as the signal (50% would be a coin flip).
target
1 d
1 wk
1 mo
3 mo
6 mo
1 yr
SPY
S&P 500 ETF
n=6,384
-0.03%
48% same direction
-0.04%
48% same direction
-0.13%
47% same direction
-0.37%
47% same direction
-0.75%
46% same direction
-1.5%
45% same direction
Gold
futures
n=6,203
+0.01%
51% same direction
-0.04%
49% same direction
-0.18%
49% same direction
-0.63%
47% same direction
-1.3%
46% same direction
-2.6%
45% same direction
Analyst · 6 moreWTI · BTC · Copper · DXY · MOVE · VNQ — see the full 8-target matrix with bootstrap confidence intervals.Join waitlist →
shaded cell = each row's strongest horizon (green = bullish forward return, red = bearish)“same direction” means the asset moved the same way the signal moved — opposite of a coin flip.