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-4611

Las Vegas Precipitation

Total daily precipitation (Las Vegas, mm).

the verdict —
At the 252d horizon, this signal hits in the predicted direction 30% of fires. Mean SPY forward return when it lights: -5.91%. Status: in sample. 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

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 70% of the time.

53%
−0.03%
1 d
55%
−0.12%
1 wk
61%
−0.50%
1 mo
64%
−1.4%
3 mo
65%
−2.8%
6 mo
70%
−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
-0.03%
47% same direction
-0.12%
45% same direction
-0.50%
39% same direction
-1.4%
36% same direction
-2.8%
35% same direction
-5.9%
30% same direction
Regime-tuned params · AutoResearch v13Analyst · preview
Regime matters
This indicator's strongest predictive edge sits in High VIX (stress): tuned σ = 2, window = 180d, horizon = 63d, hit-rate deviation from chance = 50.0pp.
RegimeσWindowHorizonHit dev
Low VIX (calm)2.00180d126d44.4pp
Normal VIX2.75240d63d40.5pp
High VIX (stress)2.00180d63d50.0pp

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.