PoorlyweatherSP-5041
Philadelphia Snowfall
Total daily snowfall (Philadelphia, cm).
the verdict —
At the 252d horizon, this signal hits in the predicted direction 27% of fires. Mean SPY forward return when it lights: -6.79%. Status: OOS validated. 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 -6.8% over the next year, moving in the opposite direction 73% of the time.
↓54%
−0.03%
↓57%
−0.15%
↓62%
−0.60%
↓65%
−1.6%
↓68%
−3.3%
↓73%
−6.8%
— 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%
46% same direction
-0.15%
43% same direction
-0.60%
38% same direction
-1.6%
35% same direction
-3.3%
32% same direction
-6.8%
27% same direction
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.