StandardcalendarSP-1957
FOMC meeting today
1 if Fed has a scheduled meeting today.
the verdict —
At the 252d horizon, this signal hits in the predicted direction 26% of fires. Mean SPY forward return when it lights: -7.22%. Status: in sample. n = 6384. Bearish on the underlying when fired.
What to watch when it fires
— Current state —
Latest value · 2026-05-26
0.00
Binary calendar indicator — value is 1 on event days, 0 every other day. A time-series sparkline isn't meaningful here (it's mostly zeros). The hit-rate / magnitude stats below are computed against the event days themselves; see the COMING UP strip on the home page for upcoming instances.
— 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.
FOMC meeting today
0.0000
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 -7.2% over the next year, moving in the opposite direction 74% of the time.
↓54%
−0.04%
↓58%
−0.16%
↓62%
−0.60%
↓66%
−1.7%
↓69%
−3.5%
↓74%
−7.2%
— 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
-0.16%
42% same direction
-0.60%
38% same direction
-1.7%
34% same direction
-3.5%
31% same direction
-7.2%
26% same direction
Gold
futures
n=6,206
-0.06%
47% same direction
-0.26%
44% same direction
-1.0%
43% same direction
-3.1%
36% same direction
-6.3%
29% same direction
-12.7%
25% 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.