PoorlyweatherSP-4832

Denver Snowfall

Total daily snowfall (Denver, cm).

Sectors:Regional Metros Weather & Climate

the verdict —

At the 252d horizon, this signal hits in the predicted direction 31% of fires. Mean SPY forward return when it lights: -5.87%. Status: OOS validated. n = 6384. Bearish on the underlying when fired.

— Current state —

Latest value · 2026-05-18

0.00

last 90 observations · 2026-02-18 → 2026-05-18

— 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.

Denver Snowfall

0.0000

Hover for date + value · Toggle SPY to compare relative move

2025-09-09 → 2026-05-18  ·  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 -5.9% over the next year, moving in the opposite direction 69% of the time.

↓54%

−0.04%

1 d

↓56%

−0.12%

1 wk

↓60%

−0.51%

1 mo

↓63%

−1.4%

3 mo

↓66%

−2.9%

6 mo

↓69%

−5.9%

1 yr

— 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

-0.04%

46% same direction

-0.12%

44% same direction

-0.51%

40% same direction

-1.4%

37% same direction

-2.9%

34% same direction

-5.9%

31% same direction

Gold

futures

n=6,205

-0.03%

48% same direction

-0.16%

46% same direction

-0.72%

45% same direction

-2.4%

39% same direction

-5.3%

33% same direction

-10.1%

31% same direction

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Regime-tuned params · AutoResearch v13Analyst · preview

Regime matters

This indicator's strongest predictive edge sits in Low VIX (calm): tuned σ = 2, window = 90d, horizon = 126d, hit-rate deviation from chance = 50.0pp.

Regime	σ	Window	Horizon	Hit dev
● Low VIX (calm)	2.00	90d	126d	50.0pp
● Normal VIX	2.75	90d	252d	33.3pp
● High VIX (stress)	2.00	90d	252d	43.1pp

Hit-rate deviation = |hit% − 50%| at the row's tuned horizon. Big deviation = strong directional edge in that regime. Regimes split by daily VIX terciles (low / normal / high) over a 1-year rolling window. Analyst + Trader subscribers will be able to filter the home grid and the fire-history bar chart by regime.

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.