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-4601

NYC Temperature (Central Park)

Mean daily temperature at Central Park (C, Open-Meteo ERA5).

the verdict —
At the 63d horizon, this signal hits in the predicted direction 48% of fires. Mean SPY forward return when it lights: -0.15%. Status: OOS validated. n = 6566. Bearish on the underlying when fired.

Current state

Latest value · 2026-05-18
27.1
vs ~6 weeks ago
86%
vs 60 days ago
1594%
vs 7 days ago
94%
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.

NYC Temperature (Central Park)
27.10 +9.60 (+54.86%) over 1Y
Hover for date + value · Toggle SPY to compare relative move
28.7517.606.45-4.70-15.85Sep 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.

50%
−0.01%
1 d
49%
−0.04%
1 wk
49%
−0.07%
1 mo
52%
−0.15%
3 mo
49%
−0.14%
6 mo
52%
−0.19%
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
-0.01%
50% same direction
-0.04%
49% same direction
-0.07%
49% same direction
-0.15%
48% same direction
-0.14%
49% same direction
-0.19%
52% same direction
WTI
crude oil
n=6,402
+0.03%
50% same direction
-0.24%
48% same direction
-1.00%
45% same direction
-4.4%
40% same direction
-4.6%
45% same direction
+0.65%
50% 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:
359 fires · 45% positive · avg 0.33%
−30.5%−15.3%0%+15.3%+30.5%2000-01-18 · ↓ down-fire (z=-2.69) · SPY 63d: +3.47%2000-05-08 · ↑ up-fire (z=2.97) · SPY 63d: +3.98%2000-05-09 · ↑ up-fire (z=3.03) · SPY 63d: +5.22%2000-10-30 · ↓ down-fire (z=-3.02) · SPY 63d: +2.50%2000-11-16 · ↓ down-fire (z=-2.51) · SPY 63d: +6.54%2000-11-20 · ↓ down-fire (z=-2.97) · SPY 63d: +6.59%2000-11-21 · ↓ down-fire (z=-2.99) · SPY 63d: +7.69%2000-11-22 · ↓ down-fire (z=-3.16) · SPY 63d: +3.42%2000-11-24 · ↓ down-fire (z=-3.17) · SPY 63d: +6.23%2000-12-04 · ↓ down-fire (z=-2.54) · SPY 63d: +4.77%2000-12-06 · ↓ down-fire (z=-2.56) · SPY 63d: +8.97%2001-04-23 · ↑ up-fire (z=2.63) · SPY 63d: −2.69%2001-04-24 · ↑ up-fire (z=3.10) · SPY 63d: −3.11%2001-05-01 · ↑ up-fire (z=2.95) · SPY 63d: −4.49%2001-05-02 · ↑ up-fire (z=3.25) · SPY 63d: −3.71%2001-05-03 · ↑ up-fire (z=3.35) · SPY 63d: −2.08%2001-05-04 · ↑ up-fire (z=3.46) · SPY 63d: −4.24%2001-05-10 · ↑ up-fire (z=2.58) · SPY 63d: −5.67%2001-05-11 · ↑ up-fire (z=2.75) · SPY 63d: −4.68%2001-10-29 · ↓ down-fire (z=-2.58) · SPY 63d: −4.11%2001-11-12 · ↓ down-fire (z=-2.89) · SPY 63d: −0.21%2001-11-13 · ↓ down-fire (z=-2.51) · SPY 63d: +2.17%2001-11-21 · ↓ down-fire (z=-2.64) · SPY 63d: +2.27%2001-12-31 · ↓ down-fire (z=-2.51) · SPY 63d: +1.01%2002-04-15 · ↑ up-fire (z=2.60) · SPY 63d: −16.49%2002-04-16 · ↑ up-fire (z=3.10) · SPY 63d: −20.00%2002-04-17 · ↑ up-fire (z=3.42) · SPY 63d: −19.67%2002-04-18 · ↑ up-fire (z=3.27) · SPY 63d: −21.93%2002-04-19 · ↑ up-fire (z=2.75) · SPY 63d: −24.96%2002-07-03 · ↑ up-fire (z=2.52) · SPY 63d: −12.94%2002-10-24 · ↓ down-fire (z=-2.53) · SPY 63d: +3.58%2002-10-29 · ↓ down-fire (z=-2.60) · SPY 63d: +4.67%2002-10-30 · ↓ down-fire (z=-2.78) · SPY 63d: +3.77%2002-10-31 · ↓ down-fire (z=-2.54) · SPY 63d: +2.59%2002-11-01 · ↓ down-fire (z=-2.51) · SPY 63d: +5.42%2002-12-03 · ↓ down-fire (z=-2.79) · SPY 63d: +10.90%2002-12-04 · ↓ down-fire (z=-2.68) · SPY 63d: +9.88%2002-12-06 · ↓ down-fire (z=-2.59) · SPY 63d: +12.51%2002-12-09 · ↓ down-fire (z=-2.67) · SPY 63d: +9.43%2003-04-16 · ↑ up-fire (z=2.75) · SPY 63d: +11.62%2003-10-23 · ↓ down-fire (z=-2.84) · SPY 63d: −12.11%2003-10-24 · ↓ down-fire (z=-2.65) · SPY 63d: −10.72%2003-11-10 · ↓ down-fire (z=-2.93) · SPY 63d: −10.35%2003-11-14 · ↓ down-fire (z=-2.71) · SPY 63d: −9.67%2003-12-02 · ↓ down-fire (z=-2.76) · SPY 63d: −8.07%2003-12-03 · ↓ down-fire (z=-3.22) · SPY 63d: −8.60%2003-12-04 · ↓ down-fire (z=-2.76) · SPY 63d: −6.84%2003-12-05 · ↓ down-fire (z=-2.66) · SPY 63d: −7.16%2003-12-08 · ↓ down-fire (z=-2.99) · SPY 63d: −4.66%2003-12-09 · ↓ down-fire (z=-2.69) · SPY 63d: −4.10%2004-01-15 · ↓ down-fire (z=-2.72) · SPY 63d: −0.04%2004-01-16 · ↓ down-fire (z=-2.74) · SPY 63d: +0.35%2004-05-12 · ↑ up-fire (z=2.67) · SPY 63d: −3.14%2004-11-04 · ↓ down-fire (z=-2.79) · SPY 63d: −3.16%2004-11-08 · ↓ down-fire (z=-2.50) · SPY 63d: −2.65%2004-11-09 · ↓ down-fire (z=-3.56) · SPY 63d: −2.08%2004-11-10 · ↓ down-fire (z=-3.59) · SPY 63d: −2.37%2004-11-12 · ↓ down-fire (z=-2.81) · SPY 63d: −1.59%2004-11-26 · ↓ down-fire (z=-2.53) · SPY 63d: −1.93%2004-12-15 · ↓ down-fire (z=-2.77) · SPY 63d: +1.26%2004-12-20 · ↓ down-fire (z=-3.31) · SPY 63d: +2.15%2004-12-21 · ↓ down-fire (z=-2.70) · SPY 63d: +2.82%2005-01-18 · ↓ down-fire (z=-2.58) · SPY 63d: +3.40%2005-01-21 · ↓ down-fire (z=-2.54) · SPY 63d: +1.04%2005-01-24 · ↓ down-fire (z=-2.63) · SPY 63d: +0.19%2005-01-27 · ↓ down-fire (z=-2.54) · SPY 63d: +2.75%2005-01-28 · ↓ down-fire (z=-2.66) · SPY 63d: +1.43%2005-04-20 · ↑ up-fire (z=2.75) · SPY 63d: +8.47%2005-06-07 · ↑ up-fire (z=2.57) · SPY 63d: +2.97%2005-06-08 · ↑ up-fire (z=2.52) · SPY 63d: +3.34%2005-06-13 · ↑ up-fire (z=2.53) · SPY 63d: +3.13%2005-06-14 · ↑ up-fire (z=2.67) · SPY 63d: +2.32%2005-10-27 · ↓ down-fire (z=-2.54) · SPY 63d: −8.76%2005-10-28 · ↓ down-fire (z=-2.58) · SPY 63d: −6.43%2005-11-11 · ↓ down-fire (z=-2.62) · SPY 63d: −3.22%2005-11-18 · ↓ down-fire (z=-3.00) · SPY 63d: −3.31%2005-11-23 · ↓ down-fire (z=-3.05) · SPY 63d: −1.91%2005-11-25 · ↓ down-fire (z=-3.36) · SPY 63d: −0.86%2005-12-05 · ↓ down-fire (z=-2.68) · SPY 63d: −1.31%2005-12-06 · ↓ down-fire (z=-2.52) · SPY 63d: −0.44%2005-12-07 · ↓ down-fire (z=-2.87) · SPY 63d: −1.99%2005-12-08 · ↓ down-fire (z=-2.92) · SPY 63d: −2.25%2005-12-12 · ↓ down-fire (z=-2.58) · SPY 63d: −3.41%2005-12-13 · ↓ down-fire (z=-3.01) · SPY 63d: −2.92%2005-12-14 · ↓ down-fire (z=-3.14) · SPY 63d: −2.20%2006-05-30 · ↑ up-fire (z=2.57) · SPY 63d: +3.43%2006-06-01 · ↑ up-fire (z=2.59) · SPY 63d: +1.50%2006-10-26 · ↓ down-fire (z=-2.52) · SPY 63d: −2.89%2006-10-27 · ↓ down-fire (z=-2.67) · SPY 63d: −4.23%2006-11-03 · ↓ down-fire (z=-2.65) · SPY 63d: −6.35%2006-11-21 · ↓ down-fire (z=-2.60) · SPY 63d: −3.22%2006-12-05 · ↓ down-fire (z=-2.75) · SPY 63d: +0.79%2006-12-08 · ↓ down-fire (z=-3.01) · SPY 63d: +1.51%2007-01-26 · ↓ down-fire (z=-2.58) · SPY 63d: −5.21%2007-02-05 · ↓ down-fire (z=-2.61) · SPY 63d: −4.21%2007-05-16 · ↑ up-fire (z=2.57) · SPY 63d: −6.97%2007-05-25 · ↑ up-fire (z=2.62) · SPY 63d: −2.21%2007-10-29 · ↓ down-fire (z=-3.13) · SPY 63d: +12.47%2007-10-30 · ↓ down-fire (z=-2.50) · SPY 63d: +10.25%2007-11-02 · ↓ down-fire (z=-2.67) · SPY 63d: +11.29%2007-11-05 · ↓ down-fire (z=-2.72) · SPY 63d: +11.33%2007-11-07 · ↓ down-fire (z=-3.09) · SPY 63d: +10.03%2007-11-08 · ↓ down-fire (z=-3.58) · SPY 63d: +9.11%2007-11-09 · ↓ down-fire (z=-3.09) · SPY 63d: +6.99%2007-11-12 · ↓ down-fire (z=-2.71) · SPY 63d: +5.10%2007-11-16 · ↓ down-fire (z=-2.70) · SPY 63d: +6.77%2007-11-19 · ↓ down-fire (z=-2.78) · SPY 63d: +6.24%2007-11-23 · ↓ down-fire (z=-2.85) · SPY 63d: +4.00%2007-12-04 · ↓ down-fire (z=-2.71) · SPY 63d: +10.45%2007-12-05 · ↓ down-fire (z=-2.80) · SPY 63d: +12.83%2007-12-06 · ↓ down-fire (z=-2.88) · SPY 63d: +15.20%2007-12-07 · ↓ down-fire (z=-2.64) · SPY 63d: +12.13%2008-01-03 · ↓ down-fire (z=-2.53) · SPY 63d: +5.50%2008-04-24 · ↑ up-fire (z=2.72) · SPY 63d: −9.26%2008-05-08 · ↑ up-fire (z=2.52) · SPY 63d: −8.73%2008-05-27 · ↑ up-fire (z=2.67) · SPY 63d: −8.39%2008-06-09 · ↑ up-fire (z=3.09) · SPY 63d: −7.05%2008-06-10 · ↑ up-fire (z=2.99) · SPY 63d: −9.36%2008-10-28 · ↓ down-fire (z=-2.64) · SPY 63d: +9.82%2008-10-29 · ↓ down-fire (z=-2.73) · SPY 63d: +11.01%2008-10-30 · ↓ down-fire (z=-2.85) · SPY 63d: +14.25%2008-11-11 · ↓ down-fire (z=-2.55) · SPY 63d: +6.81%2008-11-17 · ↓ down-fire (z=-2.59) · SPY 63d: +8.53%2008-11-18 · ↓ down-fire (z=-3.01) · SPY 63d: +11.09%2008-11-19 · ↓ down-fire (z=-3.39) · SPY 63d: +8.40%2008-11-20 · ↓ down-fire (z=-3.15) · SPY 63d: −2.69%2008-11-21 · ↓ down-fire (z=-3.18) · SPY 63d: +3.33%2008-12-08 · ↓ down-fire (z=-2.75) · SPY 63d: +20.18%2008-12-22 · ↓ down-fire (z=-2.76) · SPY 63d: +6.44%2009-01-16 · ↓ down-fire (z=-2.60) · SPY 63d: +1.92%2009-04-27 · ↑ up-fire (z=2.67) · SPY 63d: +14.57%2009-04-28 · ↑ up-fire (z=3.21) · SPY 63d: +14.40%2009-10-14 · ↓ down-fire (z=-2.51) · SPY 63d: −5.14%2009-10-15 · ↓ down-fire (z=-3.10) · SPY 63d: −3.58%2009-10-16 · ↓ down-fire (z=-3.06) · SPY 63d: −5.67%2009-10-19 · ↓ down-fire (z=-2.59) · SPY 63d: −3.73%2009-11-06 · ↓ down-fire (z=-2.68) · SPY 63d: −0.08%2009-12-07 · ↓ down-fire (z=-2.58) · SPY 63d: −3.73%2009-12-11 · ↓ down-fire (z=-3.06) · SPY 63d: −4.77%2009-12-17 · ↓ down-fire (z=-2.71) · SPY 63d: −5.82%2009-12-18 · ↓ down-fire (z=-2.80) · SPY 63d: −6.53%2009-12-22 · ↓ down-fire (z=-2.53) · SPY 63d: −4.40%2009-12-23 · ↓ down-fire (z=-2.98) · SPY 63d: −4.14%2010-04-07 · ↑ up-fire (z=2.79) · SPY 63d: −10.35%2010-04-08 · ↑ up-fire (z=2.61) · SPY 63d: −9.78%2010-05-03 · ↑ up-fire (z=2.68) · SPY 63d: −6.31%2010-05-26 · ↑ up-fire (z=2.60) · SPY 63d: −1.15%2010-11-01 · ↓ down-fire (z=-2.84) · SPY 63d: −10.30%2010-11-02 · ↓ down-fire (z=-2.70) · SPY 63d: −9.22%2010-11-08 · ↓ down-fire (z=-2.71) · SPY 63d: −8.23%2010-12-08 · ↓ down-fire (z=-2.51) · SPY 63d: −5.40%2010-12-09 · ↓ down-fire (z=-2.69) · SPY 63d: −5.72%2010-12-10 · ↓ down-fire (z=-2.53) · SPY 63d: −4.47%2010-12-14 · ↓ down-fire (z=-2.66) · SPY 63d: −1.21%2010-12-15 · ↓ down-fire (z=-2.55) · SPY 63d: −3.02%2011-04-26 · ↑ up-fire (z=2.66) · SPY 63d: −1.08%2011-04-27 · ↑ up-fire (z=2.69) · SPY 63d: −3.74%2011-04-28 · ↑ up-fire (z=2.70) · SPY 63d: −4.33%2011-10-28 · ↓ down-fire (z=-3.07) · SPY 63d: −2.11%2011-10-31 · ↓ down-fire (z=-3.17) · SPY 63d: −5.55%2011-11-02 · ↓ down-fire (z=-2.51) · SPY 63d: −8.51%2011-11-18 · ↓ down-fire (z=-2.65) · SPY 63d: −11.52%2012-01-04 · ↓ down-fire (z=-2.58) · SPY 63d: −9.52%2012-04-16 · ↑ up-fire (z=3.20) · SPY 63d: −1.18%2012-04-17 · ↑ up-fire (z=2.97) · SPY 63d: −1.96%2012-05-29 · ↑ up-fire (z=2.92) · SPY 63d: +5.86%2012-06-21 · ↑ up-fire (z=2.73) · SPY 63d: +10.78%2012-11-05 · ↓ down-fire (z=-2.93) · SPY 63d: −6.56%2012-11-06 · ↓ down-fire (z=-3.34) · SPY 63d: −5.60%2012-11-07 · ↓ down-fire (z=-3.30) · SPY 63d: −8.65%2012-11-08 · ↓ down-fire (z=-3.04) · SPY 63d: −9.95%2012-11-09 · ↓ down-fire (z=-2.85) · SPY 63d: −10.03%2012-11-14 · ↓ down-fire (z=-2.53) · SPY 63d: −11.90%2012-11-15 · ↓ down-fire (z=-2.66) · SPY 63d: −12.93%2012-11-16 · ↓ down-fire (z=-2.54) · SPY 63d: −10.98%2013-04-09 · ↑ up-fire (z=2.61) · SPY 63d: +5.35%2013-04-19 · ↑ up-fire (z=2.58) · SPY 63d: +8.80%2013-05-10 · ↑ up-fire (z=2.59) · SPY 63d: +3.61%2013-05-16 · ↑ up-fire (z=2.69) · SPY 63d: +0.63%2013-05-21 · ↑ up-fire (z=3.06) · SPY 63d: −0.95%2013-05-22 · ↑ up-fire (z=2.98) · SPY 63d: −0.83%2013-05-23 · ↑ up-fire (z=2.58) · SPY 63d: +0.37%2013-05-30 · ↑ up-fire (z=3.04) · SPY 63d: −1.16%2013-05-31 · ↑ up-fire (z=2.95) · SPY 63d: +0.44%2013-10-24 · ↓ down-fire (z=-2.52) · SPY 63d: −1.63%2013-10-25 · ↓ down-fire (z=-2.61) · SPY 63d: −1.77%2013-11-04 · ↓ down-fire (z=-3.11) · SPY 63d: +0.94%2013-11-12 · ↓ down-fire (z=-2.75) · SPY 63d: −3.42%2013-11-13 · ↓ down-fire (z=-3.35) · SPY 63d: −3.16%2013-11-14 · ↓ down-fire (z=-2.65) · SPY 63d: −2.77%2013-11-20 · ↓ down-fire (z=-2.74) · SPY 63d: −3.61%2013-11-25 · ↓ down-fire (z=-3.16) · SPY 63d: −2.87%2013-11-26 · ↓ down-fire (z=-2.52) · SPY 63d: −3.10%2013-11-29 · ↓ down-fire (z=-2.64) · SPY 63d: −3.64%2013-12-11 · ↓ down-fire (z=-2.54) · SPY 63d: −3.32%2013-12-12 · ↓ down-fire (z=-2.84) · SPY 63d: −4.60%2013-12-13 · ↓ down-fire (z=-2.57) · SPY 63d: −5.36%2014-01-03 · ↓ down-fire (z=-2.77) · SPY 63d: −1.92%2014-01-07 · ↓ down-fire (z=-2.66) · SPY 63d: −0.88%2014-01-22 · ↓ down-fire (z=-2.50) · SPY 63d: −1.71%2014-01-23 · ↓ down-fire (z=-2.62) · SPY 63d: −2.76%2014-11-03 · ↓ down-fire (z=-2.62) · SPY 63d: −1.14%2014-11-07 · ↓ down-fire (z=-2.58) · SPY 63d: −1.71%2014-11-13 · ↓ down-fire (z=-2.78) · SPY 63d: −2.90%2014-11-14 · ↓ down-fire (z=-3.19) · SPY 63d: −2.88%2014-11-18 · ↓ down-fire (z=-3.34) · SPY 63d: −2.77%2014-11-19 · ↓ down-fire (z=-3.79) · SPY 63d: −2.92%2014-11-20 · ↓ down-fire (z=-2.84) · SPY 63d: −3.03%2014-11-21 · ↓ down-fire (z=-3.21) · SPY 63d: −2.40%2014-11-28 · ↓ down-fire (z=-3.09) · SPY 63d: −1.89%2014-12-08 · ↓ down-fire (z=-2.51) · SPY 63d: +1.02%2015-01-08 · ↓ down-fire (z=-2.67) · SPY 63d: −2.01%2015-05-05 · ↑ up-fire (z=2.70) · SPY 63d: +0.23%2015-05-11 · ↑ up-fire (z=2.60) · SPY 63d: −0.02%2015-05-12 · ↑ up-fire (z=2.82) · SPY 63d: −0.62%2015-10-19 · ↓ down-fire (z=-2.99) · SPY 63d: +8.71%2015-11-23 · ↓ down-fire (z=-2.83) · SPY 63d: +6.47%2015-11-24 · ↓ down-fire (z=-2.96) · SPY 63d: +6.81%2015-11-25 · ↓ down-fire (z=-2.54) · SPY 63d: +7.53%2016-01-05 · ↓ down-fire (z=-2.90) · SPY 63d: −2.51%2016-05-26 · ↑ up-fire (z=2.69) · SPY 63d: +3.99%2016-05-27 · ↑ up-fire (z=2.66) · SPY 63d: +3.35%2016-10-26 · ↓ down-fire (z=-2.73) · SPY 63d: −7.12%2016-11-07 · ↓ down-fire (z=-2.52) · SPY 63d: −7.55%2016-11-21 · ↓ down-fire (z=-2.92) · SPY 63d: −7.40%2016-11-22 · ↓ down-fire (z=-2.87) · SPY 63d: −7.33%2016-11-23 · ↓ down-fire (z=-2.73) · SPY 63d: −7.43%2016-12-15 · ↓ down-fire (z=-2.63) · SPY 63d: −4.39%2016-12-16 · ↓ down-fire (z=-2.77) · SPY 63d: −3.86%2017-01-09 · ↓ down-fire (z=-2.58) · SPY 63d: −3.92%2017-05-02 · ↑ up-fire (z=2.52) · SPY 63d: +3.58%2017-05-17 · ↑ up-fire (z=2.78) · SPY 63d: +4.71%2017-05-18 · ↑ up-fire (z=3.30) · SPY 63d: +2.67%2017-05-19 · ↑ up-fire (z=3.06) · SPY 63d: +1.85%2017-06-12 · ↑ up-fire (z=2.60) · SPY 63d: +2.40%2017-06-13 · ↑ up-fire (z=2.66) · SPY 63d: +2.25%2017-11-07 · ↓ down-fire (z=-3.06) · SPY 63d: +0.40%2017-11-08 · ↓ down-fire (z=-3.20) · SPY 63d: −0.92%2017-11-09 · ↓ down-fire (z=-2.70) · SPY 63d: −2.78%2017-11-10 · ↓ down-fire (z=-3.82) · SPY 63d: −3.06%2017-11-13 · ↓ down-fire (z=-2.98) · SPY 63d: −4.36%2017-11-14 · ↓ down-fire (z=-3.01) · SPY 63d: −5.94%2017-11-15 · ↓ down-fire (z=-2.69) · SPY 63d: −6.50%2017-11-17 · ↓ down-fire (z=-2.64) · SPY 63d: −4.73%2017-11-20 · ↓ down-fire (z=-2.66) · SPY 63d: −4.68%2017-11-24 · ↓ down-fire (z=-2.58) · SPY 63d: −5.40%2017-12-13 · ↓ down-fire (z=-2.96) · SPY 63d: −2.79%2017-12-14 · ↓ down-fire (z=-2.73) · SPY 63d: −1.82%2017-12-15 · ↓ down-fire (z=-2.87) · SPY 63d: −1.67%2017-12-27 · ↓ down-fire (z=-2.62) · SPY 63d: +1.56%2017-12-28 · ↓ down-fire (z=-2.94) · SPY 63d: +3.88%2017-12-29 · ↓ down-fire (z=-2.79) · SPY 63d: +2.28%2018-01-05 · ↓ down-fire (z=-2.75) · SPY 63d: +4.54%2018-05-02 · ↑ up-fire (z=2.96) · SPY 63d: +6.71%2018-05-03 · ↑ up-fire (z=3.28) · SPY 63d: +7.53%2018-05-04 · ↑ up-fire (z=3.17) · SPY 63d: +6.61%2018-05-15 · ↑ up-fire (z=2.61) · SPY 63d: +4.72%2018-10-18 · ↓ down-fire (z=-2.90) · SPY 63d: +4.90%2018-10-22 · ↓ down-fire (z=-2.88) · SPY 63d: +4.17%2018-10-25 · ↓ down-fire (z=-2.88) · SPY 63d: +2.47%2018-10-26 · ↓ down-fire (z=-2.90) · SPY 63d: −0.85%2018-10-30 · ↓ down-fire (z=-2.52) · SPY 63d: −0.85%2018-11-12 · ↓ down-fire (z=-2.75) · SPY 63d: −0.66%2018-11-14 · ↓ down-fire (z=-2.98) · SPY 63d: −2.83%2018-11-15 · ↓ down-fire (z=-3.26) · SPY 63d: −1.97%2018-11-16 · ↓ down-fire (z=-2.57) · SPY 63d: −1.35%2018-11-23 · ↓ down-fire (z=-3.45) · SPY 63d: −6.06%2019-05-20 · ↑ up-fire (z=2.87) · SPY 63d: +2.95%2019-11-04 · ↓ down-fire (z=-2.53) · SPY 63d: −8.29%2019-11-08 · ↓ down-fire (z=-3.62) · SPY 63d: −8.52%2019-11-12 · ↓ down-fire (z=-2.83) · SPY 63d: −9.08%2019-11-13 · ↓ down-fire (z=-4.07) · SPY 63d: −9.22%2019-11-14 · ↓ down-fire (z=-3.28) · SPY 63d: −8.78%2019-11-15 · ↓ down-fire (z=-2.64) · SPY 63d: −8.52%2019-11-18 · ↓ down-fire (z=-2.52) · SPY 63d: −7.99%2019-12-19 · ↓ down-fire (z=-2.63) · SPY 63d: +30.52%2020-05-15 · ↑ up-fire (z=3.34) · SPY 63d: +17.66%2020-05-29 · ↑ up-fire (z=3.01) · SPY 63d: +14.46%2020-06-03 · ↑ up-fire (z=2.57) · SPY 63d: +12.95%2020-06-04 · ↑ up-fire (z=2.84) · SPY 63d: +14.88%2020-06-05 · ↑ up-fire (z=2.56) · SPY 63d: +8.16%2020-06-09 · ↑ up-fire (z=2.53) · SPY 63d: +3.87%2020-06-11 · ↑ up-fire (z=2.61) · SPY 63d: +11.07%2020-10-30 · ↓ down-fire (z=-2.82) · SPY 63d: −16.85%2020-11-02 · ↓ down-fire (z=-2.76) · SPY 63d: −15.64%2020-11-17 · ↓ down-fire (z=-2.70) · SPY 63d: −8.15%2020-11-18 · ↓ down-fire (z=-3.47) · SPY 63d: −8.63%2020-11-19 · ↓ down-fire (z=-3.05) · SPY 63d: −8.31%2020-12-07 · ↓ down-fire (z=-2.60) · SPY 63d: −5.55%2020-12-08 · ↓ down-fire (z=-2.62) · SPY 63d: −6.31%2020-12-16 · ↓ down-fire (z=-2.64) · SPY 63d: −5.22%2020-12-17 · ↓ down-fire (z=-2.64) · SPY 63d: −5.47%2020-12-18 · ↓ down-fire (z=-2.84) · SPY 63d: −5.50%2021-05-19 · ↑ up-fire (z=2.59) · SPY 63d: +6.89%2021-05-26 · ↑ up-fire (z=2.61) · SPY 63d: +7.12%2021-06-07 · ↑ up-fire (z=2.53) · SPY 63d: +7.32%2021-11-02 · ↓ down-fire (z=-2.50) · SPY 63d: +0.98%2021-11-03 · ↓ down-fire (z=-3.01) · SPY 63d: +3.90%2021-11-04 · ↓ down-fire (z=-3.04) · SPY 63d: +3.90%2021-11-05 · ↓ down-fire (z=-3.03) · SPY 63d: +4.54%2021-11-15 · ↓ down-fire (z=-2.85) · SPY 63d: +4.56%2021-11-16 · ↓ down-fire (z=-2.83) · SPY 63d: +4.83%2021-11-23 · ↓ down-fire (z=-3.05) · SPY 63d: +8.52%2021-11-24 · ↓ down-fire (z=-2.96) · SPY 63d: +6.75%2021-11-29 · ↓ down-fire (z=-2.60) · SPY 63d: +7.45%2021-11-30 · ↓ down-fire (z=-2.78) · SPY 63d: +3.88%2022-01-11 · ↓ down-fire (z=-2.55) · SPY 63d: +6.70%2022-05-31 · ↑ up-fire (z=2.84) · SPY 63d: −3.56%2022-11-09 · ↓ down-fire (z=-2.59) · SPY 63d: −9.06%2022-11-14 · ↓ down-fire (z=-2.96) · SPY 63d: −4.77%2022-11-15 · ↓ down-fire (z=-2.98) · SPY 63d: −2.46%2022-11-17 · ↓ down-fire (z=-2.80) · SPY 63d: −1.23%2022-11-18 · ↓ down-fire (z=-2.95) · SPY 63d: −0.63%2022-11-21 · ↓ down-fire (z=-3.15) · SPY 63d: −1.54%2023-04-12 · ↑ up-fire (z=2.69) · SPY 63d: +10.17%2023-04-13 · ↑ up-fire (z=2.96) · SPY 63d: +8.66%2023-04-14 · ↑ up-fire (z=2.90) · SPY 63d: +9.30%2023-05-12 · ↑ up-fire (z=2.79) · SPY 63d: +8.87%2023-11-01 · ↓ down-fire (z=-2.98) · SPY 63d: −16.96%2023-11-02 · ↓ down-fire (z=-3.38) · SPY 63d: −14.34%2023-11-03 · ↓ down-fire (z=-2.84) · SPY 63d: −13.64%2023-11-13 · ↓ down-fire (z=-2.99) · SPY 63d: −13.26%2023-11-15 · ↓ down-fire (z=-2.53) · SPY 63d: −11.08%2023-11-20 · ↓ down-fire (z=-2.73) · SPY 63d: −11.72%2023-11-21 · ↓ down-fire (z=-2.60) · SPY 63d: −12.04%2023-11-28 · ↓ down-fire (z=-2.73) · SPY 63d: −11.68%2023-11-29 · ↓ down-fire (z=-2.97) · SPY 63d: −12.81%2024-04-15 · ↑ up-fire (z=2.51) · SPY 63d: +11.97%2024-04-29 · ↑ up-fire (z=3.17) · SPY 63d: +6.26%2024-05-02 · ↑ up-fire (z=2.63) · SPY 63d: +5.52%2024-05-07 · ↑ up-fire (z=2.68) · SPY 63d: +0.29%2024-05-08 · ↑ up-fire (z=3.34) · SPY 63d: +2.60%2024-05-22 · ↑ up-fire (z=2.69) · SPY 63d: +4.98%2024-05-23 · ↑ up-fire (z=2.75) · SPY 63d: +6.88%2024-05-24 · ↑ up-fire (z=2.65) · SPY 63d: +5.92%2024-10-28 · ↓ down-fire (z=-2.51) · SPY 63d: −4.17%2024-11-13 · ↓ down-fire (z=-3.18) · SPY 63d: −2.40%2024-11-14 · ↓ down-fire (z=-3.16) · SPY 63d: −3.30%2024-11-22 · ↓ down-fire (z=-3.08) · SPY 63d: +1.76%2024-11-29 · ↓ down-fire (z=-2.59) · SPY 63d: +3.23%2024-12-02 · ↓ down-fire (z=-3.00) · SPY 63d: +5.12%2024-12-03 · ↓ down-fire (z=-2.74) · SPY 63d: +4.63%2024-12-04 · ↓ down-fire (z=-2.78) · SPY 63d: +7.75%2024-12-06 · ↓ down-fire (z=-2.83) · SPY 63d: +8.05%2024-12-13 · ↓ down-fire (z=-2.71) · SPY 63d: +6.14%2024-12-23 · ↓ down-fire (z=-3.20) · SPY 63d: +4.64%2025-01-21 · ↓ down-fire (z=-2.52) · SPY 63d: +12.57%2025-01-22 · ↓ down-fire (z=-2.50) · SPY 63d: +11.71%2025-06-05 · ↑ up-fire (z=2.54) · SPY 63d: +9.14%2025-06-23 · ↑ up-fire (z=2.59) · SPY 63d: +11.11%2025-06-24 · ↑ up-fire (z=2.74) · SPY 63d: +9.30%2025-06-25 · ↑ up-fire (z=2.55) · SPY 63d: +8.89%2025-11-11 · ↓ down-fire (z=-3.09) · SPY 63d: +0.25%2025-11-12 · ↓ down-fire (z=-2.51) · SPY 63d: +0.24%2025-11-17 · ↓ down-fire (z=-2.55) · SPY 63d: −2.83%2025-11-20 · ↓ down-fire (z=-2.55) · SPY 63d: −5.34%2025-12-05 · ↓ down-fire (z=-2.88) · SPY 63d: +1.24%2025-12-09 · ↓ down-fire (z=-2.69) · SPY 63d: +2.49%2025-12-15 · ↓ down-fire (z=-2.63) · SPY 63d: +2.83%2000-01-182013-05-212025-12-15
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 High VIX (stress): tuned σ = 2.5, window = 240d, horizon = 63d, hit-rate deviation from chance = 50.0pp.
RegimeσWindowHorizonHit dev
Low VIX (calm)2.75240d126d35.0pp
Normal VIX2.75180d63d42.6pp
High VIX (stress)2.50240d63d50.0pp

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.