PoorlyweatherSP-4701

Sacramento Temperature

Mean daily temperature (Sacramento, C).

Sectors:Regional Metros Weather & Climate

the verdict —

At the 63d horizon, this signal hits in the predicted direction 52% of fires. Mean SPY forward return when it lights: +0.04%. Status: OOS validated. n = 6557. Bullish on the underlying when fired.

— Current state —

Latest value · 2026-05-18

23.0

vs ~6 weeks ago

↑ 40%

vs 60 days ago

↑ 3.1%

vs 7 days ago

→ 0.0%

last 90 observations · 2026-02-18 → 2026-05-18

— 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.

51%

−0.01%

1 d

48%

−0.06%

1 wk

51%

−0.01%

1 mo

↑52%

+0.04%

3 mo

51%

+0.09%

6 mo

49%

+0.16%

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=6,557

-0.01%

51% same direction

-0.06%

48% same direction

-0.01%

51% same direction

+0.04%

52% same direction

+0.09%

51% same direction

+0.16%

49% same direction

— 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:

482 fires · 54% positive · avg +0.62%

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 = 2.75, window = 240d, horizon = 21d, hit-rate deviation from chance = 50.0pp.

Regime	σ	Window	Horizon	Hit dev
● Low VIX (calm)	2.00	180d	21d	23.4pp
● Normal VIX	2.75	240d	252d	32.6pp
● High VIX (stress)	2.75	240d	21d	50.0pp

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.