PoorlyweatherSP-5648
Salt Lake City Snowfall
Total daily snowfall (Salt Lake City, cm).
the verdict —
At the 252d horizon, this signal hits in the predicted direction 31% of fires. Mean SPY forward return when it lights: -5.70%. Status: OOS validated. n = 6420. Bearish on the underlying when fired.
— Current state —
Latest value · 2026-06-01
0.00
vs 60 days ago
↓ 100%
last 90 observations · 2026-03-04 → 2026-06-01
— 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.
Salt Lake City Snowfall
0.0000
Hover for date + value · Toggle SPY to compare relative move
2025-09-23 → 2026-06-01 · 252 bars
— 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 -5.7% over the next year, moving in the opposite direction 69% of the time.
↓53%
−0.03%
↓55%
−0.13%
↓60%
−0.51%
↓64%
−1.5%
↓66%
−2.9%
↓69%
−5.7%
— 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=6,420
-0.03%
47% same direction
-0.13%
45% same direction
-0.51%
40% same direction
-1.5%
36% same direction
-2.9%
34% same direction
-5.7%
31% same direction
Gold
futures
n=6,246
-0.04%
48% same direction
-0.17%
46% same direction
-0.60%
47% same direction
-2.2%
41% same direction
-4.9%
34% same direction
-9.5%
33% same direction
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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.
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