Search: "Mercury retrograde"
Daily Google search volume for "mercury retrograde" in the US, indexed 0–100 by Google. Spikes at the start of each retrograde window (when astrology newsletters and Twitter remind everyone) and decays through the period. We pair it with the calendar indicator above to separate "retrograde happening" from "people thinking about retrograde happening" — which, if you believe in the soft sentiment hypothesis, might matter more for markets than the celestial mechanics.
— Current state —
— What it has historically predicted —
Historically barely better than chance over the next trading day. We surface this for transparency, not because we'd trade on it.
— 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).