VOL. I · NO. 119 · standardpoorly.comTHU · MAY 28 · 2026FORWARD HORIZON · 1 d / 1 wk / 1 mo / 3 mo
STANDARD Poorly
"All the correlations that are barely fit to print"
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PoorlyweatherSP-4414

Denver Temperature

Mean daily temperature (Denver, C).

the verdict —
At the 63d horizon, this signal hits in the predicted direction 52% of fires. Mean SPY forward return when it lights: +0.39%. Status: OOS validated. n = 6563. Bullish on the underlying when fired.

Current state

Latest value · 2026-05-18
6.90
vs ~6 weeks ago
57%
vs 60 days ago
61%
vs 7 days ago
63%
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 Temperature
6.90 -15.50 (-69.20%) over 1Y
Hover for date + value · Toggle SPY to compare relative move
26.0115.815.60-4.61-14.81Sep 25Nov 25Jan 26Mar 26May 26
2025-09-09 → 2026-05-18 · 252 bars

What it has historically predicted

Historically barely better than chance over the next trading quarter. We surface this for transparency, not because we'd trade on it.

51%
+0.03%
1 d
51%
+0.03%
1 wk
52%
+0.24%
1 mo
52%
+0.39%
3 mo
52%
+0.73%
6 mo
52%
+1.3%
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=6,563
+0.03%
51% same direction
+0.03%
51% same direction
+0.24%
52% same direction
+0.39%
52% same direction
+0.73%
52% same direction
+1.3%
52% same direction
WTI
crude oil
n=6,398
+0.15%
51% same direction
+0.07%
49% same direction
-0.45%
46% same direction
-3.6%
41% same direction
-3.7%
45% same direction
+0.67%
51% same direction
Analyst · 6 moreGold · BTC · Copper · DXY · MOVE · VNQ see the full 8-target matrix with bootstrap confidence intervals.Join waitlist →

Each fire in history — when the signal popped, what SPY did next

Each bar is one historical fire — the indicator's value moved 2.5+ standard deviations from its rolling 180 trading-day mean (~9 months), or for monotonic “days since” indicators, crossed an 80th/90th/95th/99th percentile. Bar height = SPY's forward return at the selected horizon, signed by signal direction. Green above zero means the market moved with the signal; red below zero means it moved against.

horizon:
340 fires · 40% positive · avg 0.90%
−21.1%−10.5%0%+10.5%+21.1%2000-05-04 · ↑ up-fire (z=2.69) · SPY 63d: +2.67%2000-05-05 · ↑ up-fire (z=2.85) · SPY 63d: +1.98%2000-05-23 · ↑ up-fire (z=2.57) · SPY 63d: +8.88%2000-10-06 · ↓ down-fire (z=-2.68) · SPY 63d: +7.71%2000-11-02 · ↓ down-fire (z=-2.57) · SPY 63d: +4.84%2000-11-03 · ↓ down-fire (z=-2.57) · SPY 63d: +5.18%2000-11-06 · ↓ down-fire (z=-3.15) · SPY 63d: +6.32%2000-11-07 · ↓ down-fire (z=-3.80) · SPY 63d: +7.40%2000-11-08 · ↓ down-fire (z=-3.50) · SPY 63d: +6.21%2000-11-09 · ↓ down-fire (z=-3.23) · SPY 63d: +4.77%2000-11-10 · ↓ down-fire (z=-2.95) · SPY 63d: +3.19%2000-11-13 · ↓ down-fire (z=-3.88) · SPY 63d: +2.58%2000-11-14 · ↓ down-fire (z=-3.35) · SPY 63d: +4.16%2000-11-15 · ↓ down-fire (z=-3.03) · SPY 63d: +6.57%2000-11-16 · ↓ down-fire (z=-3.19) · SPY 63d: +6.54%2000-11-17 · ↓ down-fire (z=-3.11) · SPY 63d: +8.06%2001-04-19 · ↑ up-fire (z=2.54) · SPY 63d: −2.85%2001-04-27 · ↑ up-fire (z=2.61) · SPY 63d: −3.95%2001-04-30 · ↑ up-fire (z=2.57) · SPY 63d: −4.59%2001-05-01 · ↑ up-fire (z=3.00) · SPY 63d: −4.49%2001-05-14 · ↑ up-fire (z=2.60) · SPY 63d: −4.85%2001-05-15 · ↑ up-fire (z=2.70) · SPY 63d: −5.33%2001-05-16 · ↑ up-fire (z=2.64) · SPY 63d: −8.31%2001-11-08 · ↓ down-fire (z=-2.67) · SPY 63d: +1.03%2001-11-09 · ↓ down-fire (z=-2.57) · SPY 63d: +1.45%2001-11-26 · ↓ down-fire (z=-3.14) · SPY 63d: +3.69%2001-11-27 · ↓ down-fire (z=-3.81) · SPY 63d: +3.71%2001-11-28 · ↓ down-fire (z=-3.94) · SPY 63d: −0.35%2001-11-29 · ↓ down-fire (z=-3.08) · SPY 63d: −0.77%2001-11-30 · ↓ down-fire (z=-2.78) · SPY 63d: −1.17%2002-04-15 · ↑ up-fire (z=2.52) · SPY 63d: −16.49%2002-05-31 · ↑ up-fire (z=2.68) · SPY 63d: −14.06%2002-10-23 · ↓ down-fire (z=-2.94) · SPY 63d: +4.23%2002-10-24 · ↓ down-fire (z=-2.79) · SPY 63d: +3.58%2002-10-29 · ↓ down-fire (z=-2.90) · SPY 63d: +4.67%2002-10-30 · ↓ down-fire (z=-3.91) · SPY 63d: +3.77%2002-10-31 · ↓ down-fire (z=-3.84) · SPY 63d: +2.59%2002-11-01 · ↓ down-fire (z=-3.55) · SPY 63d: +5.42%2002-11-04 · ↓ down-fire (z=-3.22) · SPY 63d: +6.89%2002-11-05 · ↓ down-fire (z=-2.78) · SPY 63d: +8.06%2003-02-07 · ↓ down-fire (z=-2.51) · SPY 63d: −12.36%2003-05-29 · ↑ up-fire (z=2.88) · SPY 63d: +4.95%2003-05-30 · ↑ up-fire (z=2.76) · SPY 63d: +3.93%2003-10-30 · ↓ down-fire (z=-2.68) · SPY 63d: −8.13%2003-10-31 · ↓ down-fire (z=-3.31) · SPY 63d: −8.05%2003-11-05 · ↓ down-fire (z=-2.97) · SPY 63d: −8.13%2003-11-06 · ↓ down-fire (z=-2.84) · SPY 63d: −7.59%2003-11-07 · ↓ down-fire (z=-2.63) · SPY 63d: −8.75%2003-11-24 · ↓ down-fire (z=-2.96) · SPY 63d: −8.86%2003-12-10 · ↓ down-fire (z=-2.72) · SPY 63d: −5.48%2003-12-12 · ↓ down-fire (z=-2.51) · SPY 63d: −3.38%2004-01-05 · ↓ down-fire (z=-2.71) · SPY 63d: −2.52%2004-05-05 · ↑ up-fire (z=2.62) · SPY 63d: −3.88%2004-05-06 · ↑ up-fire (z=2.59) · SPY 63d: −4.44%2004-11-01 · ↓ down-fire (z=-3.80) · SPY 63d: −4.76%2004-11-02 · ↓ down-fire (z=-5.03) · SPY 63d: −5.04%2004-11-03 · ↓ down-fire (z=-3.35) · SPY 63d: −3.46%2004-11-04 · ↓ down-fire (z=-2.59) · SPY 63d: −3.16%2004-11-12 · ↓ down-fire (z=-2.56) · SPY 63d: −1.59%2004-11-22 · ↓ down-fire (z=-2.67) · SPY 63d: −1.25%2004-11-29 · ↓ down-fire (z=-3.41) · SPY 63d: −2.90%2004-11-30 · ↓ down-fire (z=-3.73) · SPY 63d: −2.78%2004-12-01 · ↓ down-fire (z=-3.18) · SPY 63d: −1.67%2004-12-02 · ↓ down-fire (z=-3.49) · SPY 63d: −2.85%2004-12-03 · ↓ down-fire (z=-2.91) · SPY 63d: −2.97%2004-12-23 · ↓ down-fire (z=-2.74) · SPY 63d: +2.86%2005-01-05 · ↓ down-fire (z=-2.60) · SPY 63d: −1.04%2005-05-19 · ↑ up-fire (z=2.72) · SPY 63d: +2.43%2005-05-20 · ↑ up-fire (z=3.02) · SPY 63d: +2.81%2005-05-23 · ↑ up-fire (z=2.76) · SPY 63d: +2.25%2005-05-24 · ↑ up-fire (z=2.50) · SPY 63d: +2.29%2005-10-10 · ↓ down-fire (z=-2.83) · SPY 63d: −8.69%2005-10-11 · ↓ down-fire (z=-2.84) · SPY 63d: −9.19%2005-10-12 · ↓ down-fire (z=-2.55) · SPY 63d: −9.62%2005-11-15 · ↓ down-fire (z=-3.28) · SPY 63d: −4.80%2005-11-16 · ↓ down-fire (z=-3.04) · SPY 63d: −4.31%2005-11-17 · ↓ down-fire (z=-2.98) · SPY 63d: −3.09%2005-11-18 · ↓ down-fire (z=-2.77) · SPY 63d: −3.31%2005-11-28 · ↓ down-fire (z=-2.51) · SPY 63d: −2.49%2005-11-29 · ↓ down-fire (z=-2.53) · SPY 63d: −2.59%2005-12-05 · ↓ down-fire (z=-3.37) · SPY 63d: −1.31%2005-12-06 · ↓ down-fire (z=-3.54) · SPY 63d: −0.44%2005-12-07 · ↓ down-fire (z=-3.70) · SPY 63d: −1.99%2005-12-08 · ↓ down-fire (z=-3.67) · SPY 63d: −2.25%2005-12-09 · ↓ down-fire (z=-2.80) · SPY 63d: −3.05%2005-12-15 · ↓ down-fire (z=-2.67) · SPY 63d: −2.33%2006-10-17 · ↓ down-fire (z=-2.56) · SPY 63d: −4.70%2006-10-18 · ↓ down-fire (z=-3.50) · SPY 63d: −4.24%2006-10-19 · ↓ down-fire (z=-3.39) · SPY 63d: −4.38%2006-10-26 · ↓ down-fire (z=-2.58) · SPY 63d: −2.89%2006-10-27 · ↓ down-fire (z=-2.89) · SPY 63d: −4.23%2006-10-31 · ↓ down-fire (z=-2.95) · SPY 63d: −5.10%2006-11-01 · ↓ down-fire (z=-2.69) · SPY 63d: −5.84%2006-11-29 · ↓ down-fire (z=-2.81) · SPY 63d: +2.22%2006-11-30 · ↓ down-fire (z=-3.54) · SPY 63d: +0.59%2006-12-01 · ↓ down-fire (z=-2.54) · SPY 63d: +0.47%2007-10-22 · ↓ down-fire (z=-3.40) · SPY 63d: +11.08%2007-11-14 · ↓ down-fire (z=-2.65) · SPY 63d: +8.48%2007-11-21 · ↓ down-fire (z=-3.30) · SPY 63d: +3.07%2007-11-23 · ↓ down-fire (z=-3.59) · SPY 63d: +4.00%2007-11-26 · ↓ down-fire (z=-2.57) · SPY 63d: +1.94%2007-11-28 · ↓ down-fire (z=-2.56) · SPY 63d: +9.05%2007-11-29 · ↓ down-fire (z=-2.82) · SPY 63d: +9.29%2007-12-10 · ↓ down-fire (z=-2.59) · SPY 63d: +13.62%2007-12-12 · ↓ down-fire (z=-2.79) · SPY 63d: +13.23%2007-12-13 · ↓ down-fire (z=-2.52) · SPY 63d: +13.93%2007-12-14 · ↓ down-fire (z=-2.63) · SPY 63d: +9.20%2008-05-19 · ↑ up-fire (z=2.62) · SPY 63d: −10.25%2008-05-20 · ↑ up-fire (z=2.53) · SPY 63d: −10.50%2008-05-21 · ↑ up-fire (z=2.62) · SPY 63d: −8.54%2008-10-22 · ↓ down-fire (z=-2.52) · SPY 63d: +8.31%2008-11-06 · ↓ down-fire (z=-2.52) · SPY 63d: +4.14%2008-12-03 · ↓ down-fire (z=-2.51) · SPY 63d: +21.07%2008-12-04 · ↓ down-fire (z=-3.08) · SPY 63d: +20.15%2008-12-05 · ↓ down-fire (z=-2.93) · SPY 63d: +17.92%2008-12-09 · ↓ down-fire (z=-2.77) · SPY 63d: +15.64%2008-12-15 · ↓ down-fire (z=-3.70) · SPY 63d: +8.91%2008-12-17 · ↓ down-fire (z=-2.56) · SPY 63d: +15.69%2008-12-24 · ↓ down-fire (z=-2.59) · SPY 63d: +5.83%2009-05-19 · ↑ up-fire (z=2.59) · SPY 63d: +8.75%2009-05-20 · ↑ up-fire (z=2.56) · SPY 63d: +10.44%2009-10-21 · ↓ down-fire (z=-2.59) · SPY 63d: −0.91%2009-10-22 · ↓ down-fire (z=-2.66) · SPY 63d: −0.40%2009-10-23 · ↓ down-fire (z=-2.53) · SPY 63d: −1.14%2009-10-26 · ↓ down-fire (z=-2.80) · SPY 63d: −2.73%2009-10-28 · ↓ down-fire (z=-2.94) · SPY 63d: −2.85%2009-10-29 · ↓ down-fire (z=-3.37) · SPY 63d: −2.26%2009-10-30 · ↓ down-fire (z=-2.92) · SPY 63d: −6.59%2009-11-02 · ↓ down-fire (z=-2.77) · SPY 63d: −5.28%2009-11-16 · ↓ down-fire (z=-3.37) · SPY 63d: +0.27%2009-11-17 · ↓ down-fire (z=-2.61) · SPY 63d: +0.18%2009-11-19 · ↓ down-fire (z=-2.54) · SPY 63d: +0.01%2009-11-20 · ↓ down-fire (z=-2.53) · SPY 63d: −1.27%2009-12-03 · ↓ down-fire (z=-2.57) · SPY 63d: −3.52%2009-12-07 · ↓ down-fire (z=-2.63) · SPY 63d: −3.73%2009-12-08 · ↓ down-fire (z=-2.98) · SPY 63d: −5.33%2009-12-09 · ↓ down-fire (z=-2.86) · SPY 63d: −4.95%2009-12-10 · ↓ down-fire (z=-2.51) · SPY 63d: −4.38%2010-05-27 · ↑ up-fire (z=2.67) · SPY 63d: −4.99%2010-05-28 · ↑ up-fire (z=2.82) · SPY 63d: −2.30%2010-06-07 · ↑ up-fire (z=2.57) · SPY 63d: +5.12%2010-11-10 · ↓ down-fire (z=-3.47) · SPY 63d: −8.37%2010-11-11 · ↓ down-fire (z=-3.69) · SPY 63d: −9.43%2010-11-12 · ↓ down-fire (z=-3.70) · SPY 63d: −11.01%2010-11-15 · ↓ down-fire (z=-3.31) · SPY 63d: −10.81%2010-11-16 · ↓ down-fire (z=-2.79) · SPY 63d: −13.28%2010-11-17 · ↓ down-fire (z=-2.84) · SPY 63d: −13.56%2010-11-18 · ↓ down-fire (z=-2.56) · SPY 63d: −12.15%2010-11-22 · ↓ down-fire (z=-2.62) · SPY 63d: −9.01%2010-11-23 · ↓ down-fire (z=-2.53) · SPY 63d: −10.54%2010-11-24 · ↓ down-fire (z=-2.62) · SPY 63d: −10.09%2010-11-29 · ↓ down-fire (z=-2.71) · SPY 63d: −9.88%2010-11-30 · ↓ down-fire (z=-3.33) · SPY 63d: −10.73%2010-12-31 · ↓ down-fire (z=-3.02) · SPY 63d: −5.88%2011-01-11 · ↓ down-fire (z=-2.81) · SPY 63d: −3.17%2011-02-01 · ↓ down-fire (z=-2.57) · SPY 63d: −3.82%2011-10-26 · ↓ down-fire (z=-3.09) · SPY 63d: −6.05%2011-10-27 · ↓ down-fire (z=-3.55) · SPY 63d: −2.13%2011-10-28 · ↓ down-fire (z=-3.71) · SPY 63d: −2.11%2011-11-02 · ↓ down-fire (z=-3.14) · SPY 63d: −8.51%2011-11-03 · ↓ down-fire (z=-3.79) · SPY 63d: −6.49%2011-11-04 · ↓ down-fire (z=-2.85) · SPY 63d: −7.42%2011-11-07 · ↓ down-fire (z=-2.77) · SPY 63d: −7.07%2011-11-09 · ↓ down-fire (z=-2.57) · SPY 63d: −9.09%2011-12-05 · ↓ down-fire (z=-3.07) · SPY 63d: −7.50%2011-12-06 · ↓ down-fire (z=-3.35) · SPY 63d: −8.54%2012-04-24 · ↑ up-fire (z=2.51) · SPY 63d: −2.46%2012-10-04 · ↓ down-fire (z=-2.55) · SPY 63d: +0.40%2012-10-05 · ↓ down-fire (z=-2.88) · SPY 63d: +0.15%2012-10-25 · ↓ down-fire (z=-3.39) · SPY 63d: −6.11%2012-10-26 · ↓ down-fire (z=-3.59) · SPY 63d: −5.91%2012-11-12 · ↓ down-fire (z=-2.67) · SPY 63d: −10.04%2012-12-10 · ↓ down-fire (z=-2.96) · SPY 63d: −9.43%2012-12-11 · ↓ down-fire (z=-2.56) · SPY 63d: −9.26%2012-12-26 · ↓ down-fire (z=-2.54) · SPY 63d: −10.53%2013-05-13 · ↑ up-fire (z=2.70) · SPY 63d: +3.41%2013-05-14 · ↑ up-fire (z=2.73) · SPY 63d: +2.65%2013-05-15 · ↑ up-fire (z=2.55) · SPY 63d: +1.58%2013-05-17 · ↑ up-fire (z=2.68) · SPY 63d: −0.66%2013-06-10 · ↑ up-fire (z=2.64) · SPY 63d: +1.72%2013-06-11 · ↑ up-fire (z=2.62) · SPY 63d: +3.54%2013-11-05 · ↓ down-fire (z=-2.54) · SPY 63d: −0.69%2013-11-21 · ↓ down-fire (z=-2.94) · SPY 63d: −2.74%2013-11-22 · ↓ down-fire (z=-2.68) · SPY 63d: −2.23%2013-12-04 · ↓ down-fire (z=-3.36) · SPY 63d: −4.75%2013-12-05 · ↓ down-fire (z=-3.95) · SPY 63d: −5.15%2013-12-06 · ↓ down-fire (z=-3.64) · SPY 63d: −3.48%2013-12-09 · ↓ down-fire (z=-2.79) · SPY 63d: −3.24%2014-02-05 · ↓ down-fire (z=-2.52) · SPY 63d: −7.26%2014-02-06 · ↓ down-fire (z=-2.62) · SPY 63d: −5.75%2014-11-10 · ↓ down-fire (z=-2.76) · SPY 63d: −1.45%2014-11-11 · ↓ down-fire (z=-5.34) · SPY 63d: −2.32%2014-11-12 · ↓ down-fire (z=-6.03) · SPY 63d: −2.85%2014-11-13 · ↓ down-fire (z=-5.45) · SPY 63d: −2.90%2014-11-14 · ↓ down-fire (z=-3.35) · SPY 63d: −2.88%2014-11-17 · ↓ down-fire (z=-4.02) · SPY 63d: −2.74%2014-11-18 · ↓ down-fire (z=-2.87) · SPY 63d: −2.77%2014-11-19 · ↓ down-fire (z=-2.55) · SPY 63d: −2.92%2014-12-29 · ↓ down-fire (z=-2.56) · SPY 63d: +1.10%2014-12-30 · ↓ down-fire (z=-2.95) · SPY 63d: +0.92%2014-12-31 · ↓ down-fire (z=-2.76) · SPY 63d: −0.44%2015-11-05 · ↓ down-fire (z=-3.03) · SPY 63d: +11.77%2015-11-06 · ↓ down-fire (z=-3.75) · SPY 63d: +11.72%2015-11-11 · ↓ down-fire (z=-2.81) · SPY 63d: +10.16%2015-11-12 · ↓ down-fire (z=-3.69) · SPY 63d: +7.35%2015-11-13 · ↓ down-fire (z=-3.53) · SPY 63d: +4.77%2015-11-17 · ↓ down-fire (z=-2.73) · SPY 63d: +6.56%2015-11-19 · ↓ down-fire (z=-3.01) · SPY 63d: +7.78%2015-11-20 · ↓ down-fire (z=-2.95) · SPY 63d: +7.70%2015-11-23 · ↓ down-fire (z=-2.76) · SPY 63d: +6.47%2015-11-24 · ↓ down-fire (z=-2.52) · SPY 63d: +6.81%2015-11-25 · ↓ down-fire (z=-2.67) · SPY 63d: +7.53%2015-11-27 · ↓ down-fire (z=-3.37) · SPY 63d: +5.46%2015-11-30 · ↓ down-fire (z=-2.74) · SPY 63d: +4.64%2015-12-16 · ↓ down-fire (z=-2.72) · SPY 63d: +1.75%2015-12-17 · ↓ down-fire (z=-2.79) · SPY 63d: +0.09%2016-11-17 · ↓ down-fire (z=-3.21) · SPY 63d: −7.99%2016-11-18 · ↓ down-fire (z=-3.68) · SPY 63d: −8.14%2016-11-22 · ↓ down-fire (z=-2.66) · SPY 63d: −7.33%2016-11-23 · ↓ down-fire (z=-2.95) · SPY 63d: −7.43%2016-11-25 · ↓ down-fire (z=-2.72) · SPY 63d: −6.75%2016-11-28 · ↓ down-fire (z=-2.52) · SPY 63d: −8.75%2016-11-29 · ↓ down-fire (z=-2.95) · SPY 63d: −7.86%2016-11-30 · ↓ down-fire (z=-3.14) · SPY 63d: −8.19%2016-12-01 · ↓ down-fire (z=-3.00) · SPY 63d: −8.26%2016-12-02 · ↓ down-fire (z=-2.97) · SPY 63d: −7.88%2016-12-06 · ↓ down-fire (z=-2.98) · SPY 63d: −6.84%2016-12-07 · ↓ down-fire (z=-3.42) · SPY 63d: −5.83%2016-12-08 · ↓ down-fire (z=-3.68) · SPY 63d: −5.62%2016-12-14 · ↓ down-fire (z=-2.50) · SPY 63d: −4.94%2016-12-19 · ↓ down-fire (z=-2.79) · SPY 63d: −3.88%2017-01-05 · ↓ down-fire (z=-3.02) · SPY 63d: −3.99%2017-01-06 · ↓ down-fire (z=-2.85) · SPY 63d: −3.52%2017-10-09 · ↓ down-fire (z=-2.93) · SPY 63d: −8.11%2017-10-10 · ↓ down-fire (z=-3.57) · SPY 63d: −7.66%2017-10-27 · ↓ down-fire (z=-2.67) · SPY 63d: −9.33%2017-10-30 · ↓ down-fire (z=-2.63) · SPY 63d: −9.80%2017-11-07 · ↓ down-fire (z=-2.62) · SPY 63d: +0.40%2017-12-26 · ↓ down-fire (z=-3.16) · SPY 63d: +2.76%2018-06-05 · ↑ up-fire (z=2.50) · SPY 63d: +5.35%2018-10-08 · ↓ down-fire (z=-2.57) · SPY 63d: +10.37%2018-10-09 · ↓ down-fire (z=-2.69) · SPY 63d: +9.92%2018-10-10 · ↓ down-fire (z=-2.92) · SPY 63d: +6.94%2018-10-11 · ↓ down-fire (z=-2.63) · SPY 63d: +5.43%2018-10-15 · ↓ down-fire (z=-3.29) · SPY 63d: +4.89%2018-10-16 · ↓ down-fire (z=-2.65) · SPY 63d: +6.22%2018-11-07 · ↓ down-fire (z=-2.70) · SPY 63d: +3.70%2018-11-08 · ↓ down-fire (z=-2.71) · SPY 63d: +2.28%2018-11-09 · ↓ down-fire (z=-2.78) · SPY 63d: +1.00%2018-11-12 · ↓ down-fire (z=-3.32) · SPY 63d: −0.66%2018-11-13 · ↓ down-fire (z=-3.06) · SPY 63d: −1.95%2019-05-15 · ↑ up-fire (z=2.54) · SPY 63d: −0.41%2019-05-16 · ↑ up-fire (z=2.51) · SPY 63d: −1.06%2019-10-10 · ↓ down-fire (z=-3.35) · SPY 63d: −11.07%2019-10-11 · ↓ down-fire (z=-3.56) · SPY 63d: −10.69%2019-10-24 · ↓ down-fire (z=-2.61) · SPY 63d: −7.70%2019-10-28 · ↓ down-fire (z=-3.75) · SPY 63d: −7.69%2019-10-29 · ↓ down-fire (z=-4.02) · SPY 63d: −8.07%2019-10-30 · ↓ down-fire (z=-4.20) · SPY 63d: −5.78%2019-10-31 · ↓ down-fire (z=-3.44) · SPY 63d: −6.85%2019-11-01 · ↓ down-fire (z=-2.82) · SPY 63d: −7.49%2019-11-27 · ↓ down-fire (z=-3.17) · SPY 63d: +2.02%2020-04-27 · ↑ up-fire (z=2.53) · SPY 63d: +12.60%2020-04-28 · ↑ up-fire (z=2.50) · SPY 63d: +12.40%2020-04-30 · ↑ up-fire (z=2.85) · SPY 63d: +11.53%2020-05-01 · ↑ up-fire (z=3.00) · SPY 63d: +15.46%2020-05-19 · ↑ up-fire (z=2.73) · SPY 63d: +15.98%2020-05-20 · ↑ up-fire (z=2.88) · SPY 63d: +13.57%2020-06-01 · ↑ up-fire (z=2.58) · SPY 63d: +14.74%2020-06-02 · ↑ up-fire (z=2.58) · SPY 63d: +13.38%2020-10-22 · ↓ down-fire (z=-2.66) · SPY 63d: −11.54%2020-10-23 · ↓ down-fire (z=-3.87) · SPY 63d: −10.99%2020-10-26 · ↓ down-fire (z=-5.21) · SPY 63d: −10.32%2020-10-27 · ↓ down-fire (z=-4.59) · SPY 63d: −11.65%2020-10-28 · ↓ down-fire (z=-3.17) · SPY 63d: −13.29%2021-04-26 · ↑ up-fire (z=2.63) · SPY 63d: +5.61%2021-05-07 · ↑ up-fire (z=2.61) · SPY 63d: +4.83%2021-05-21 · ↑ up-fire (z=2.73) · SPY 63d: +6.85%2021-06-04 · ↑ up-fire (z=2.55) · SPY 63d: +7.24%2021-06-07 · ↑ up-fire (z=2.59) · SPY 63d: +7.32%2021-06-08 · ↑ up-fire (z=2.63) · SPY 63d: +6.91%2021-06-09 · ↑ up-fire (z=2.62) · SPY 63d: +6.94%2021-06-10 · ↑ up-fire (z=2.76) · SPY 63d: +5.99%2021-06-14 · ↑ up-fire (z=2.52) · SPY 63d: +5.01%2021-06-15 · ↑ up-fire (z=2.59) · SPY 63d: +4.64%2021-06-16 · ↑ up-fire (z=2.78) · SPY 63d: +6.11%2021-06-17 · ↑ up-fire (z=2.66) · SPY 63d: +5.97%2021-11-01 · ↓ down-fire (z=-2.70) · SPY 63d: +1.54%2021-11-02 · ↓ down-fire (z=-2.68) · SPY 63d: +0.98%2021-11-17 · ↓ down-fire (z=-2.75) · SPY 63d: +6.64%2021-11-18 · ↓ down-fire (z=-2.92) · SPY 63d: +7.56%2021-12-06 · ↓ down-fire (z=-2.96) · SPY 63d: +9.27%2022-01-06 · ↓ down-fire (z=-3.04) · SPY 63d: +4.10%2022-02-03 · ↓ down-fire (z=-2.82) · SPY 63d: +7.34%2022-10-27 · ↓ down-fire (z=-2.52) · SPY 63d: −5.42%2022-10-28 · ↓ down-fire (z=-2.54) · SPY 63d: −4.49%2022-11-04 · ↓ down-fire (z=-2.82) · SPY 63d: −10.32%2022-11-11 · ↓ down-fire (z=-2.93) · SPY 63d: −3.55%2022-11-14 · ↓ down-fire (z=-2.80) · SPY 63d: −4.77%2022-11-15 · ↓ down-fire (z=-2.79) · SPY 63d: −2.46%2022-11-16 · ↓ down-fire (z=-2.62) · SPY 63d: −2.99%2022-11-17 · ↓ down-fire (z=-2.98) · SPY 63d: −1.23%2022-11-18 · ↓ down-fire (z=-3.44) · SPY 63d: −0.63%2022-11-29 · ↓ down-fire (z=-2.60) · SPY 63d: −0.65%2022-11-30 · ↓ down-fire (z=-2.73) · SPY 63d: +0.86%2022-12-22 · ↓ down-fire (z=-3.53) · SPY 63d: −4.14%2022-12-23 · ↓ down-fire (z=-3.25) · SPY 63d: −3.31%2023-01-30 · ↓ down-fire (z=-2.62) · SPY 63d: −3.72%2023-04-12 · ↑ up-fire (z=2.51) · SPY 63d: +10.17%2023-04-13 · ↑ up-fire (z=2.60) · SPY 63d: +8.66%2023-10-27 · ↓ down-fire (z=-3.03) · SPY 63d: −19.53%2023-10-30 · ↓ down-fire (z=-5.39) · SPY 63d: −16.19%2023-10-31 · ↓ down-fire (z=-4.37) · SPY 63d: −16.98%2023-11-01 · ↓ down-fire (z=-3.07) · SPY 63d: −16.96%2023-11-10 · ↓ down-fire (z=-2.64) · SPY 63d: −12.13%2023-11-24 · ↓ down-fire (z=-2.98) · SPY 63d: −11.34%2024-01-16 · ↓ down-fire (z=-2.82) · SPY 63d: −6.02%2024-06-07 · ↑ up-fire (z=2.75) · SPY 63d: +2.32%2024-10-30 · ↓ down-fire (z=-3.24) · SPY 63d: −3.06%2024-10-31 · ↓ down-fire (z=-2.92) · SPY 63d: −5.83%2024-11-01 · ↓ down-fire (z=-2.94) · SPY 63d: −5.81%2024-11-04 · ↓ down-fire (z=-3.03) · SPY 63d: −6.41%2024-11-05 · ↓ down-fire (z=-3.21) · SPY 63d: −4.17%2024-11-06 · ↓ down-fire (z=-3.66) · SPY 63d: −2.34%2024-11-07 · ↓ down-fire (z=-3.96) · SPY 63d: −1.63%2024-11-08 · ↓ down-fire (z=-3.42) · SPY 63d: −0.86%2024-11-11 · ↓ down-fire (z=-3.45) · SPY 63d: −1.83%2024-11-12 · ↓ down-fire (z=-3.25) · SPY 63d: −2.14%2024-11-14 · ↓ down-fire (z=-2.57) · SPY 63d: −3.30%2024-11-15 · ↓ down-fire (z=-2.56) · SPY 63d: −4.21%2024-11-20 · ↓ down-fire (z=-2.56) · SPY 63d: −0.63%2024-11-29 · ↓ down-fire (z=-2.88) · SPY 63d: +3.23%2025-05-13 · ↑ up-fire (z=2.56) · SPY 63d: +9.89%2025-10-28 · ↓ down-fire (z=-2.57) · SPY 63d: −1.02%2025-10-29 · ↓ down-fire (z=-2.76) · SPY 63d: −0.67%2025-10-31 · ↓ down-fire (z=-2.66) · SPY 63d: −1.09%2025-11-26 · ↓ down-fire (z=-2.82) · SPY 63d: −0.99%2025-12-01 · ↓ down-fire (z=-2.95) · SPY 63d: −0.71%2025-12-04 · ↓ down-fire (z=-3.26) · SPY 63d: +0.89%2025-12-05 · ↓ down-fire (z=-2.89) · SPY 63d: +1.24%2000-05-042012-10-262025-12-05
Each bar = one fire day (|z|≥2.5 from 180-day rolling baseline). Bar height = SPY return over the the next trading quarter, signed by signal direction. Dashed line = average across fires.
Regime-tuned params · AutoResearch v13Analyst · preview
Regime matters
This indicator's strongest predictive edge sits in Low VIX (calm): tuned σ = 2.5, window = 240d, horizon = 126d, hit-rate deviation from chance = 50.0pp.
RegimeσWindowHorizonHit dev
Low VIX (calm)2.50240d126d50.0pp
Normal VIX2.7590d252d41.7pp
High VIX (stress)2.7590d252d43.3pp

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.