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-4378

LA Temperature

Mean daily temperature in Los Angeles (C).

the verdict —
At the 63d horizon, this signal hits in the predicted direction 52% of fires. Mean SPY forward return when it lights: -0.02%. Status: OOS validated. n = 6566. Bearish on the underlying when fired.

Current state

Latest value · 2026-05-18
19.9
vs ~6 weeks ago
1.0%
vs 60 days ago
21%
vs 7 days ago
7.0%
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.

LA Temperature
19.90 -2.50 (-11.16%) over 1Y
Hover for date + value · Toggle SPY to compare relative move
27.1222.2417.3512.467.58Sep 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.

49%
−0.02%
1 d
48%
−0.06%
1 wk
50%
−0.08%
1 mo
52%
−0.02%
3 mo
50%
−0.00%
6 mo
48%
−0.31%
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=6,566
-0.02%
49% same direction
-0.06%
48% same direction
-0.08%
50% same direction
-0.02%
52% same direction
-0.00%
50% same direction
-0.31%
48% same direction
WTI
crude oil
n=6,392
+0.13%
50% same direction
+0.13%
49% same direction
-0.46%
46% same direction
-3.6%
41% same direction
-3.7%
46% same direction
-0.83%
49% 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:
284 fires · 56% positive · avg +1.04%
−30.5%−15.3%0%+15.3%+30.5%2000-04-26 · ↑ up-fire (z=2.57) · SPY 63d: −0.42%2000-05-01 · ↑ up-fire (z=2.61) · SPY 63d: −2.76%2000-05-19 · ↑ up-fire (z=2.78) · SPY 63d: +6.07%2000-05-22 · ↑ up-fire (z=2.96) · SPY 63d: +7.45%2000-07-19 · ↑ up-fire (z=2.57) · SPY 63d: −9.30%2000-11-10 · ↓ down-fire (z=-2.69) · SPY 63d: +3.19%2000-11-13 · ↓ down-fire (z=-2.55) · SPY 63d: +2.58%2000-11-14 · ↓ down-fire (z=-2.73) · SPY 63d: +4.16%2000-11-15 · ↓ down-fire (z=-2.67) · SPY 63d: +6.57%2000-11-16 · ↓ down-fire (z=-2.56) · SPY 63d: +6.54%2001-04-24 · ↑ up-fire (z=3.03) · SPY 63d: −3.11%2001-04-25 · ↑ up-fire (z=3.15) · SPY 63d: −3.30%2001-05-07 · ↑ up-fire (z=2.91) · SPY 63d: −4.71%2001-05-08 · ↑ up-fire (z=3.37) · SPY 63d: −4.29%2001-05-09 · ↑ up-fire (z=3.08) · SPY 63d: −5.67%2001-05-23 · ↑ up-fire (z=3.03) · SPY 63d: −9.46%2001-11-13 · ↓ down-fire (z=-2.60) · SPY 63d: +2.17%2001-11-26 · ↓ down-fire (z=-3.32) · SPY 63d: +3.69%2001-11-27 · ↓ down-fire (z=-3.35) · SPY 63d: +3.71%2001-11-28 · ↓ down-fire (z=-3.47) · SPY 63d: −0.35%2001-11-29 · ↓ down-fire (z=-3.19) · SPY 63d: −0.77%2001-11-30 · ↓ down-fire (z=-3.12) · SPY 63d: −1.17%2001-12-04 · ↓ down-fire (z=-2.85) · SPY 63d: −1.05%2001-12-05 · ↓ down-fire (z=-2.91) · SPY 63d: +0.35%2001-12-10 · ↓ down-fire (z=-2.82) · SPY 63d: −1.45%2001-12-11 · ↓ down-fire (z=-2.66) · SPY 63d: −1.52%2001-12-14 · ↓ down-fire (z=-2.64) · SPY 63d: −3.82%2002-05-13 · ↑ up-fire (z=3.71) · SPY 63d: −15.99%2002-05-14 · ↑ up-fire (z=2.85) · SPY 63d: −19.28%2002-05-29 · ↑ up-fire (z=2.84) · SPY 63d: −12.25%2002-05-30 · ↑ up-fire (z=2.82) · SPY 63d: −13.93%2002-06-05 · ↑ up-fire (z=3.06) · SPY 63d: −15.22%2002-06-06 · ↑ up-fire (z=3.10) · SPY 63d: −14.19%2002-07-09 · ↑ up-fire (z=2.63) · SPY 63d: −17.23%2002-12-18 · ↓ down-fire (z=-2.57) · SPY 63d: +0.14%2002-12-19 · ↓ down-fire (z=-2.57) · SPY 63d: +2.77%2003-05-20 · ↑ up-fire (z=3.28) · SPY 63d: +9.09%2003-05-21 · ↑ up-fire (z=3.95) · SPY 63d: +8.42%2003-05-22 · ↑ up-fire (z=3.47) · SPY 63d: +7.70%2003-05-27 · ↑ up-fire (z=2.85) · SPY 63d: +4.75%2003-05-28 · ↑ up-fire (z=3.70) · SPY 63d: +4.64%2003-05-29 · ↑ up-fire (z=2.89) · SPY 63d: +4.95%2003-06-26 · ↑ up-fire (z=2.79) · SPY 63d: +1.50%2003-06-27 · ↑ up-fire (z=2.55) · SPY 63d: +2.34%2003-07-01 · ↑ up-fire (z=2.75) · SPY 63d: +1.44%2003-07-02 · ↑ up-fire (z=2.68) · SPY 63d: +2.31%2003-07-03 · ↑ up-fire (z=2.85) · SPY 63d: +3.76%2003-07-14 · ↑ up-fire (z=2.53) · SPY 63d: +3.81%2003-07-15 · ↑ up-fire (z=2.59) · SPY 63d: +4.37%2003-07-16 · ↑ up-fire (z=2.64) · SPY 63d: +5.35%2003-07-17 · ↑ up-fire (z=2.55) · SPY 63d: +6.59%2003-10-31 · ↓ down-fire (z=-2.55) · SPY 63d: −8.05%2003-11-03 · ↓ down-fire (z=-3.01) · SPY 63d: −6.47%2003-11-04 · ↓ down-fire (z=-2.75) · SPY 63d: −7.02%2003-11-05 · ↓ down-fire (z=-2.79) · SPY 63d: −8.13%2004-04-26 · ↑ up-fire (z=3.86) · SPY 63d: −3.88%2004-04-27 · ↑ up-fire (z=4.07) · SPY 63d: −3.67%2004-05-03 · ↑ up-fire (z=3.77) · SPY 63d: −1.73%2004-05-04 · ↑ up-fire (z=3.21) · SPY 63d: −1.66%2004-10-21 · ↓ down-fire (z=-2.63) · SPY 63d: −4.98%2004-10-27 · ↓ down-fire (z=-2.67) · SPY 63d: −4.03%2004-10-28 · ↓ down-fire (z=-2.70) · SPY 63d: −3.72%2004-11-05 · ↓ down-fire (z=-2.55) · SPY 63d: −2.38%2004-11-29 · ↓ down-fire (z=-2.77) · SPY 63d: −2.90%2004-11-30 · ↓ down-fire (z=-2.65) · SPY 63d: −2.78%2004-12-01 · ↓ down-fire (z=-2.53) · SPY 63d: −1.67%2005-05-13 · ↑ up-fire (z=3.35) · SPY 63d: +6.34%2005-05-19 · ↑ up-fire (z=2.89) · SPY 63d: +2.43%2005-05-20 · ↑ up-fire (z=3.62) · SPY 63d: +2.81%2005-05-23 · ↑ up-fire (z=2.91) · SPY 63d: +2.25%2005-06-21 · ↑ up-fire (z=2.64) · SPY 63d: +0.48%2005-06-22 · ↑ up-fire (z=2.64) · SPY 63d: −0.54%2005-07-13 · ↑ up-fire (z=2.73) · SPY 63d: −3.27%2005-07-14 · ↑ up-fire (z=2.87) · SPY 63d: −4.40%2005-07-19 · ↑ up-fire (z=2.55) · SPY 63d: −3.18%2005-07-20 · ↑ up-fire (z=2.51) · SPY 63d: −4.55%2005-07-21 · ↑ up-fire (z=2.80) · SPY 63d: −2.40%2005-07-22 · ↑ up-fire (z=3.00) · SPY 63d: −4.75%2006-05-17 · ↑ up-fire (z=2.75) · SPY 63d: +2.25%2006-05-24 · ↑ up-fire (z=2.54) · SPY 63d: +2.84%2006-05-31 · ↑ up-fire (z=3.02) · SPY 63d: +2.41%2006-06-01 · ↑ up-fire (z=2.99) · SPY 63d: +1.50%2006-06-02 · ↑ up-fire (z=3.01) · SPY 63d: +1.27%2006-06-16 · ↑ up-fire (z=2.94) · SPY 63d: +5.86%2006-06-26 · ↑ up-fire (z=2.79) · SPY 63d: +5.99%2006-06-27 · ↑ up-fire (z=2.59) · SPY 63d: +7.80%2006-06-28 · ↑ up-fire (z=2.83) · SPY 63d: +7.21%2006-06-29 · ↑ up-fire (z=2.52) · SPY 63d: +5.04%2006-06-30 · ↑ up-fire (z=2.52) · SPY 63d: +4.95%2006-11-28 · ↓ down-fire (z=-2.51) · SPY 63d: +0.25%2006-11-29 · ↓ down-fire (z=-2.90) · SPY 63d: +2.22%2006-11-30 · ↓ down-fire (z=-2.91) · SPY 63d: +0.59%2006-12-18 · ↓ down-fire (z=-2.70) · SPY 63d: −0.87%2006-12-19 · ↓ down-fire (z=-2.61) · SPY 63d: −0.82%2006-12-20 · ↓ down-fire (z=-2.55) · SPY 63d: −0.75%2007-05-07 · ↑ up-fire (z=2.63) · SPY 63d: −3.14%2007-05-08 · ↑ up-fire (z=3.18) · SPY 63d: −1.98%2007-05-09 · ↑ up-fire (z=2.94) · SPY 63d: −0.88%2007-12-10 · ↓ down-fire (z=-2.53) · SPY 63d: +13.62%2007-12-12 · ↓ down-fire (z=-2.50) · SPY 63d: +13.23%2008-04-28 · ↑ up-fire (z=3.15) · SPY 63d: −11.45%2008-05-15 · ↑ up-fire (z=2.79) · SPY 63d: −9.11%2008-05-16 · ↑ up-fire (z=3.36) · SPY 63d: −8.76%2008-05-19 · ↑ up-fire (z=3.08) · SPY 63d: −10.25%2008-06-18 · ↑ up-fire (z=2.64) · SPY 63d: −13.14%2008-06-19 · ↑ up-fire (z=2.86) · SPY 63d: −10.67%2008-06-20 · ↑ up-fire (z=3.05) · SPY 63d: −5.67%2008-11-10 · ↓ down-fire (z=-2.64) · SPY 63d: +9.75%2008-11-28 · ↓ down-fire (z=-2.62) · SPY 63d: +22.22%2008-12-04 · ↓ down-fire (z=-2.63) · SPY 63d: +20.15%2008-12-08 · ↓ down-fire (z=-2.74) · SPY 63d: +20.18%2008-12-09 · ↓ down-fire (z=-2.73) · SPY 63d: +15.64%2008-12-15 · ↓ down-fire (z=-3.12) · SPY 63d: +8.91%2008-12-16 · ↓ down-fire (z=-3.08) · SPY 63d: +14.08%2008-12-17 · ↓ down-fire (z=-3.04) · SPY 63d: +15.69%2008-12-18 · ↓ down-fire (z=-3.19) · SPY 63d: +7.92%2008-12-19 · ↓ down-fire (z=-3.14) · SPY 63d: +8.61%2008-12-23 · ↓ down-fire (z=-2.73) · SPY 63d: +3.54%2008-12-26 · ↓ down-fire (z=-2.73) · SPY 63d: +9.60%2009-04-20 · ↑ up-fire (z=2.83) · SPY 63d: +14.02%2009-04-21 · ↑ up-fire (z=2.90) · SPY 63d: +12.36%2009-05-07 · ↑ up-fire (z=2.84) · SPY 63d: +9.94%2009-12-07 · ↓ down-fire (z=-2.58) · SPY 63d: −3.73%2009-12-08 · ↓ down-fire (z=-3.21) · SPY 63d: −5.33%2009-12-09 · ↓ down-fire (z=-2.89) · SPY 63d: −4.95%2009-12-10 · ↓ down-fire (z=-2.65) · SPY 63d: −4.38%2010-06-14 · ↑ up-fire (z=2.55) · SPY 63d: +2.93%2010-07-14 · ↑ up-fire (z=3.08) · SPY 63d: +6.71%2010-07-15 · ↑ up-fire (z=3.50) · SPY 63d: +7.51%2010-07-16 · ↑ up-fire (z=3.37) · SPY 63d: +10.13%2010-08-24 · ↑ up-fire (z=2.51) · SPY 63d: +13.89%2010-08-25 · ↑ up-fire (z=2.72) · SPY 63d: +11.81%2010-08-26 · ↑ up-fire (z=2.50) · SPY 63d: +14.23%2010-09-27 · ↑ up-fire (z=2.75) · SPY 63d: +9.96%2010-11-22 · ↓ down-fire (z=-2.88) · SPY 63d: −9.01%2010-11-23 · ↓ down-fire (z=-2.84) · SPY 63d: −10.54%2010-11-26 · ↓ down-fire (z=-2.74) · SPY 63d: −12.08%2010-11-29 · ↓ down-fire (z=-2.72) · SPY 63d: −9.88%2010-11-30 · ↓ down-fire (z=-2.55) · SPY 63d: −10.73%2011-05-03 · ↑ up-fire (z=2.86) · SPY 63d: −7.54%2011-05-04 · ↑ up-fire (z=3.02) · SPY 63d: −6.42%2011-05-05 · ↑ up-fire (z=2.58) · SPY 63d: −9.99%2011-07-06 · ↑ up-fire (z=2.53) · SPY 63d: −16.14%2011-07-07 · ↑ up-fire (z=2.50) · SPY 63d: −15.47%2011-11-07 · ↓ down-fire (z=-2.80) · SPY 63d: −7.07%2011-11-21 · ↓ down-fire (z=-2.52) · SPY 63d: −14.18%2012-04-20 · ↑ up-fire (z=2.72) · SPY 63d: −1.07%2012-05-08 · ↑ up-fire (z=2.97) · SPY 63d: +2.76%2012-05-09 · ↑ up-fire (z=3.05) · SPY 63d: +3.50%2012-05-21 · ↑ up-fire (z=2.94) · SPY 63d: +7.74%2012-07-10 · ↑ up-fire (z=2.66) · SPY 63d: +8.57%2012-11-09 · ↓ down-fire (z=-2.65) · SPY 63d: −10.03%2012-11-12 · ↓ down-fire (z=-2.56) · SPY 63d: −10.04%2012-12-14 · ↓ down-fire (z=-2.72) · SPY 63d: −8.80%2012-12-19 · ↓ down-fire (z=-2.68) · SPY 63d: −7.84%2012-12-20 · ↓ down-fire (z=-2.50) · SPY 63d: −6.77%2013-05-02 · ↑ up-fire (z=2.56) · SPY 63d: +6.83%2013-05-03 · ↑ up-fire (z=2.89) · SPY 63d: +5.94%2013-05-13 · ↑ up-fire (z=3.51) · SPY 63d: +3.41%2013-10-10 · ↓ down-fire (z=-2.51) · SPY 63d: −8.85%2013-12-05 · ↓ down-fire (z=-2.84) · SPY 63d: −5.15%2013-12-06 · ↓ down-fire (z=-2.94) · SPY 63d: −3.48%2013-12-09 · ↓ down-fire (z=-3.00) · SPY 63d: −3.24%2013-12-10 · ↓ down-fire (z=-2.57) · SPY 63d: −2.45%2014-04-08 · ↑ up-fire (z=2.52) · SPY 63d: +6.49%2014-04-29 · ↑ up-fire (z=2.97) · SPY 63d: +4.90%2014-04-30 · ↑ up-fire (z=3.01) · SPY 63d: +4.60%2014-05-01 · ↑ up-fire (z=3.12) · SPY 63d: +2.53%2014-05-02 · ↑ up-fire (z=3.22) · SPY 63d: +2.36%2014-05-13 · ↑ up-fire (z=2.96) · SPY 63d: +1.88%2014-05-14 · ↑ up-fire (z=3.44) · SPY 63d: +3.06%2014-05-15 · ↑ up-fire (z=3.59) · SPY 63d: +4.46%2014-05-16 · ↑ up-fire (z=3.13) · SPY 63d: +4.08%2014-11-03 · ↓ down-fire (z=-2.52) · SPY 63d: −1.14%2014-11-20 · ↓ down-fire (z=-2.52) · SPY 63d: −3.03%2014-12-15 · ↓ down-fire (z=-2.62) · SPY 63d: −5.49%2014-12-26 · ↓ down-fire (z=-2.61) · SPY 63d: +0.09%2014-12-29 · ↓ down-fire (z=-2.59) · SPY 63d: +1.10%2014-12-30 · ↓ down-fire (z=-2.57) · SPY 63d: +0.92%2015-01-02 · ↓ down-fire (z=-2.61) · SPY 63d: −1.17%2015-04-29 · ↑ up-fire (z=2.51) · SPY 63d: +0.10%2015-04-30 · ↑ up-fire (z=2.52) · SPY 63d: +1.13%2015-11-16 · ↓ down-fire (z=-2.84) · SPY 63d: +6.58%2015-11-25 · ↓ down-fire (z=-2.59) · SPY 63d: +7.53%2015-11-27 · ↓ down-fire (z=-2.84) · SPY 63d: +5.46%2015-11-30 · ↓ down-fire (z=-2.78) · SPY 63d: +4.64%2015-12-14 · ↓ down-fire (z=-2.60) · SPY 63d: −0.22%2015-12-15 · ↓ down-fire (z=-2.82) · SPY 63d: +0.19%2015-12-16 · ↓ down-fire (z=-2.74) · SPY 63d: +1.75%2015-12-28 · ↓ down-fire (z=-2.57) · SPY 63d: −0.40%2016-06-03 · ↑ up-fire (z=2.54) · SPY 63d: +3.38%2016-06-20 · ↑ up-fire (z=4.11) · SPY 63d: +2.67%2016-06-21 · ↑ up-fire (z=2.76) · SPY 63d: +2.39%2016-07-21 · ↑ up-fire (z=2.54) · SPY 63d: −0.92%2016-07-22 · ↑ up-fire (z=2.79) · SPY 63d: −1.55%2016-11-28 · ↓ down-fire (z=-3.11) · SPY 63d: −8.75%2016-11-29 · ↓ down-fire (z=-2.67) · SPY 63d: −7.86%2016-11-30 · ↓ down-fire (z=-2.70) · SPY 63d: −8.19%2016-12-01 · ↓ down-fire (z=-2.54) · SPY 63d: −8.26%2016-12-02 · ↓ down-fire (z=-2.62) · SPY 63d: −7.88%2017-07-07 · ↑ up-fire (z=2.50) · SPY 63d: +5.18%2017-07-10 · ↑ up-fire (z=2.52) · SPY 63d: +4.95%2017-08-31 · ↑ up-fire (z=2.86) · SPY 63d: +7.08%2017-09-01 · ↑ up-fire (z=2.82) · SPY 63d: +6.71%2017-10-24 · ↑ up-fire (z=2.95) · SPY 63d: +10.42%2017-12-20 · ↓ down-fire (z=-2.74) · SPY 63d: +3.36%2017-12-21 · ↓ down-fire (z=-2.81) · SPY 63d: +0.92%2017-12-22 · ↓ down-fire (z=-2.85) · SPY 63d: +2.58%2018-07-06 · ↑ up-fire (z=4.60) · SPY 63d: +5.09%2018-07-09 · ↑ up-fire (z=3.23) · SPY 63d: +3.57%2018-07-10 · ↑ up-fire (z=2.57) · SPY 63d: +3.20%2018-12-03 · ↓ down-fire (z=-2.75) · SPY 63d: +1.54%2019-06-10 · ↑ up-fire (z=3.32) · SPY 63d: +3.19%2019-06-11 · ↑ up-fire (z=3.24) · SPY 63d: +3.19%2019-06-12 · ↑ up-fire (z=2.51) · SPY 63d: +4.11%2019-07-23 · ↑ up-fire (z=2.58) · SPY 63d: −0.01%2019-07-24 · ↑ up-fire (z=2.72) · SPY 63d: −0.81%2019-11-26 · ↓ down-fire (z=-2.62) · SPY 63d: +5.67%2019-11-27 · ↓ down-fire (z=-3.24) · SPY 63d: +2.02%2019-11-29 · ↓ down-fire (z=-3.89) · SPY 63d: +4.48%2019-12-16 · ↓ down-fire (z=-2.58) · SPY 63d: +24.88%2019-12-17 · ↓ down-fire (z=-2.83) · SPY 63d: +24.74%2019-12-18 · ↓ down-fire (z=-2.58) · SPY 63d: +28.41%2019-12-19 · ↓ down-fire (z=-2.62) · SPY 63d: +30.52%2019-12-26 · ↓ down-fire (z=-2.57) · SPY 63d: +21.53%2020-04-23 · ↑ up-fire (z=3.25) · SPY 63d: +15.72%2020-04-24 · ↑ up-fire (z=3.76) · SPY 63d: +13.40%2020-05-05 · ↑ up-fire (z=3.01) · SPY 63d: +15.33%2020-05-06 · ↑ up-fire (z=3.25) · SPY 63d: +16.84%2020-05-07 · ↑ up-fire (z=3.33) · SPY 63d: +16.22%2020-06-09 · ↑ up-fire (z=2.81) · SPY 63d: +3.87%2020-06-10 · ↑ up-fire (z=3.15) · SPY 63d: +6.52%2020-11-09 · ↓ down-fire (z=-3.56) · SPY 63d: −10.02%2020-11-10 · ↓ down-fire (z=-2.99) · SPY 63d: −10.36%2020-11-11 · ↓ down-fire (z=-2.53) · SPY 63d: −10.08%2020-11-13 · ↓ down-fire (z=-2.52) · SPY 63d: −9.58%2021-04-29 · ↑ up-fire (z=2.53) · SPY 63d: +4.90%2021-04-30 · ↑ up-fire (z=3.14) · SPY 63d: +5.08%2021-05-25 · ↑ up-fire (z=2.89) · SPY 63d: +7.11%2021-06-15 · ↑ up-fire (z=2.91) · SPY 63d: +4.64%2021-10-26 · ↓ down-fire (z=-2.69) · SPY 63d: +4.95%2021-12-03 · ↓ down-fire (z=-2.58) · SPY 63d: +7.50%2021-12-10 · ↓ down-fire (z=-2.63) · SPY 63d: +11.42%2021-12-13 · ↓ down-fire (z=-2.69) · SPY 63d: +8.66%2021-12-15 · ↓ down-fire (z=-3.63) · SPY 63d: +6.28%2021-12-16 · ↓ down-fire (z=-3.03) · SPY 63d: +4.70%2021-12-29 · ↓ down-fire (z=-2.51) · SPY 63d: +3.93%2022-04-07 · ↑ up-fire (z=2.92) · SPY 63d: −14.38%2022-04-08 · ↑ up-fire (z=2.99) · SPY 63d: −14.91%2022-09-01 · ↑ up-fire (z=2.80) · SPY 63d: +2.77%2022-09-09 · ↑ up-fire (z=2.67) · SPY 63d: −2.55%2022-11-03 · ↓ down-fire (z=-2.64) · SPY 63d: −10.46%2022-11-04 · ↓ down-fire (z=-2.78) · SPY 63d: −10.32%2022-11-09 · ↓ down-fire (z=-3.04) · SPY 63d: −9.06%2022-11-10 · ↓ down-fire (z=-3.25) · SPY 63d: −4.60%2022-11-11 · ↓ down-fire (z=-2.94) · SPY 63d: −3.55%2022-11-14 · ↓ down-fire (z=-2.68) · SPY 63d: −4.77%2022-12-08 · ↓ down-fire (z=-2.52) · SPY 63d: +2.75%2022-12-12 · ↓ down-fire (z=-2.73) · SPY 63d: +2.42%2022-12-13 · ↓ down-fire (z=-2.75) · SPY 63d: +1.46%2023-04-21 · ↑ up-fire (z=3.68) · SPY 63d: +10.19%2023-07-12 · ↑ up-fire (z=2.71) · SPY 63d: −2.57%2023-07-13 · ↑ up-fire (z=2.67) · SPY 63d: −2.94%2023-07-14 · ↑ up-fire (z=2.52) · SPY 63d: −3.48%2023-07-26 · ↑ up-fire (z=2.68) · SPY 63d: −7.00%2023-07-27 · ↑ up-fire (z=2.50) · SPY 63d: −7.72%2023-11-20 · ↓ down-fire (z=-2.69) · SPY 63d: −11.72%2024-01-08 · ↓ down-fire (z=-2.77) · SPY 63d: −9.42%2024-06-24 · ↑ up-fire (z=3.32) · SPY 63d: +4.96%2024-06-25 · ↑ up-fire (z=2.66) · SPY 63d: +4.86%2024-09-05 · ↑ up-fire (z=3.22) · SPY 63d: +10.56%2024-09-06 · ↑ up-fire (z=3.40) · SPY 63d: +12.27%2024-09-09 · ↑ up-fire (z=3.17) · SPY 63d: +11.24%2025-05-09 · ↑ up-fire (z=4.50) · SPY 63d: +12.68%2025-05-20 · ↑ up-fire (z=2.87) · SPY 63d: +7.63%2025-05-21 · ↑ up-fire (z=3.09) · SPY 63d: +9.04%2025-05-22 · ↑ up-fire (z=2.54) · SPY 63d: +10.67%2025-05-30 · ↑ up-fire (z=2.56) · SPY 63d: +9.44%2025-11-17 · ↓ down-fire (z=-2.54) · SPY 63d: −2.83%2025-11-18 · ↓ down-fire (z=-3.31) · SPY 63d: −4.45%2025-11-19 · ↓ down-fire (z=-3.34) · SPY 63d: −2.98%2025-11-20 · ↓ down-fire (z=-3.26) · SPY 63d: −5.34%2025-11-21 · ↓ down-fire (z=-2.53) · SPY 63d: −5.18%2025-12-05 · ↓ down-fire (z=-2.51) · SPY 63d: +1.24%2000-04-262011-07-062025-12-05
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 = 2.75, window = 90d, horizon = 126d, hit-rate deviation from chance = 50.0pp.
RegimeσWindowHorizonHit dev
Low VIX (calm)2.7590d126d50.0pp
Normal VIX2.75240d252d35.0pp
High VIX (stress)2.75180d63d37.5pp

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.