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-6157

US National Sunshine Duration (pop-weighted)

Pop-weighted mean of daily sunshine duration across top-30 metros (sec). The "is the country having a sunny day" indicator.

the verdict —
At the 5d horizon, this signal hits in the predicted direction 48% of fires. Mean SPY forward return when it lights: -0.04%. Status: OOS validated. n = 6612. Bearish on the underlying when fired.

Current state

Latest value · 2026-05-18
42,648
vs ~6 weeks ago
14%
vs 60 days ago
20%
vs 7 days ago
18%
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.

US National Sunshine Duration (pop-weighted)
42,648 +3,785 (+9.74%) over 1Y
Hover for date + value · Toggle SPY to compare relative move
45,28836,79428,29919,80511,311Sep 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 week. We surface this for transparency, not because we'd trade on it.

49%
−0.00%
1 d
48%
−0.04%
1 wk
49%
−0.10%
1 mo
51%
+0.20%
3 mo
51%
+0.30%
6 mo
51%
+0.27%
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=6,612
-0.00%
49% same direction
-0.04%
48% same direction
-0.10%
49% same direction
+0.20%
51% same direction
+0.30%
51% same direction
+0.27%
51% same direction
WTI
crude oil
n=6,402
+0.07%
51% same direction
-0.11%
49% same direction
-0.18%
47% same direction
-2.5%
43% same direction
-3.8%
45% same direction
+1.2%
51% 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:
283 fires · 46% positive · avg 0.11%
−17.2%−8.6%0%+8.6%+17.2%2000-10-09 · ↓ down-fire (z=-2.64) · SPY 5d: +1.29%2000-11-07 · ↓ down-fire (z=-2.83) · SPY 5d: +3.22%2000-11-08 · ↓ down-fire (z=-2.52) · SPY 5d: +0.71%2000-11-09 · ↓ down-fire (z=-3.25) · SPY 5d: +1.90%2000-12-11 · ↓ down-fire (z=-3.18) · SPY 5d: +4.26%2000-12-14 · ↓ down-fire (z=-2.75) · SPY 5d: +5.42%2001-03-23 · ↑ up-fire (z=2.65) · SPY 5d: +1.93%2001-04-09 · ↑ up-fire (z=2.58) · SPY 5d: +4.10%2001-04-24 · ↑ up-fire (z=2.59) · SPY 5d: +4.50%2001-04-26 · ↑ up-fire (z=2.85) · SPY 5d: +1.20%2001-04-27 · ↑ up-fire (z=2.63) · SPY 5d: +1.24%2001-05-01 · ↑ up-fire (z=2.58) · SPY 5d: −0.69%2001-05-02 · ↑ up-fire (z=2.64) · SPY 5d: −0.92%2001-09-24 · ↓ down-fire (z=-2.51) · SPY 5d: −3.55%2001-10-10 · ↓ down-fire (z=-2.52) · SPY 5d: +0.62%2001-10-12 · ↓ down-fire (z=-3.85) · SPY 5d: +1.96%2001-10-22 · ↓ down-fire (z=-2.51) · SPY 5d: +1.85%2001-11-15 · ↓ down-fire (z=-3.08) · SPY 5d: −0.70%2001-11-27 · ↓ down-fire (z=-2.72) · SPY 5d: +0.12%2001-11-28 · ↓ down-fire (z=-3.75) · SPY 5d: −3.58%2001-11-29 · ↓ down-fire (z=-2.90) · SPY 5d: −2.15%2001-11-30 · ↓ down-fire (z=-2.73) · SPY 5d: −2.20%2001-12-12 · ↓ down-fire (z=-2.53) · SPY 5d: −1.32%2001-12-13 · ↓ down-fire (z=-3.13) · SPY 5d: −2.31%2002-04-23 · ↑ up-fire (z=2.77) · SPY 5d: −2.41%2002-09-26 · ↓ down-fire (z=-3.05) · SPY 5d: +3.99%2002-10-09 · ↓ down-fire (z=-2.64) · SPY 5d: −10.82%2002-10-10 · ↓ down-fire (z=-2.61) · SPY 5d: −9.47%2002-10-11 · ↓ down-fire (z=-3.95) · SPY 5d: −5.32%2002-10-24 · ↓ down-fire (z=-3.23) · SPY 5d: −0.18%2002-10-25 · ↓ down-fire (z=-3.96) · SPY 5d: −0.08%2002-10-28 · ↓ down-fire (z=-2.83) · SPY 5d: −1.70%2002-10-29 · ↓ down-fire (z=-2.78) · SPY 5d: −3.70%2002-10-30 · ↓ down-fire (z=-2.71) · SPY 5d: −4.04%2002-12-13 · ↓ down-fire (z=-2.96) · SPY 5d: −0.73%2003-03-31 · ↑ up-fire (z=2.65) · SPY 5d: +3.91%2003-04-02 · ↑ up-fire (z=2.95) · SPY 5d: −1.24%2003-04-14 · ↑ up-fire (z=2.79) · SPY 5d: +2.69%2003-10-28 · ↓ down-fire (z=-2.82) · SPY 5d: −0.69%2003-11-05 · ↓ down-fire (z=-2.53) · SPY 5d: −0.46%2003-11-06 · ↓ down-fire (z=-2.84) · SPY 5d: +0.04%2003-11-11 · ↓ down-fire (z=-2.56) · SPY 5d: +1.25%2003-11-18 · ↓ down-fire (z=-2.63) · SPY 5d: −2.07%2003-11-19 · ↓ down-fire (z=-2.78) · SPY 5d: −1.58%2003-11-28 · ↓ down-fire (z=-3.39) · SPY 5d: −0.38%2003-12-04 · ↓ down-fire (z=-2.90) · SPY 5d: −0.31%2003-12-05 · ↓ down-fire (z=-3.44) · SPY 5d: −1.21%2003-12-10 · ↓ down-fire (z=-2.78) · SPY 5d: −1.66%2004-04-16 · ↑ up-fire (z=2.78) · SPY 5d: +0.47%2004-10-14 · ↓ down-fire (z=-2.84) · SPY 5d: −0.54%2004-10-18 · ↓ down-fire (z=-3.17) · SPY 5d: +1.63%2004-10-19 · ↓ down-fire (z=-5.14) · SPY 5d: −0.72%2004-10-20 · ↓ down-fire (z=-3.66) · SPY 5d: −2.14%2004-10-21 · ↓ down-fire (z=-3.60) · SPY 5d: −1.78%2004-10-22 · ↓ down-fire (z=-3.47) · SPY 5d: −2.92%2004-10-26 · ↓ down-fire (z=-2.61) · SPY 5d: −1.80%2004-11-22 · ↓ down-fire (z=-3.24) · SPY 5d: +0.08%2004-11-23 · ↓ down-fire (z=-2.89) · SPY 5d: −0.91%2004-11-24 · ↓ down-fire (z=-2.59) · SPY 5d: −0.75%2004-12-06 · ↓ down-fire (z=-2.72) · SPY 5d: −0.97%2004-12-07 · ↓ down-fire (z=-2.58) · SPY 5d: −2.28%2005-04-04 · ↑ up-fire (z=2.61) · SPY 5d: +0.39%2005-04-14 · ↑ up-fire (z=2.72) · SPY 5d: +0.21%2005-10-06 · ↓ down-fire (z=-3.09) · SPY 5d: +1.49%2005-10-07 · ↓ down-fire (z=-4.97) · SPY 5d: +0.79%2005-10-10 · ↓ down-fire (z=-3.75) · SPY 5d: −0.43%2005-10-11 · ↓ down-fire (z=-3.78) · SPY 5d: +0.52%2005-10-12 · ↓ down-fire (z=-3.20) · SPY 5d: −1.94%2005-10-13 · ↓ down-fire (z=-2.62) · SPY 5d: −0.20%2005-10-21 · ↓ down-fire (z=-2.79) · SPY 5d: −1.41%2005-11-28 · ↓ down-fire (z=-3.34) · SPY 5d: −0.28%2005-11-29 · ↓ down-fire (z=-3.46) · SPY 5d: −0.58%2006-04-10 · ↑ up-fire (z=2.67) · SPY 5d: +0.74%2006-04-18 · ↑ up-fire (z=2.94) · SPY 5d: −0.25%2006-05-02 · ↑ up-fire (z=2.51) · SPY 5d: +0.94%2006-09-13 · ↓ down-fire (z=-3.34) · SPY 5d: −0.22%2006-10-11 · ↓ down-fire (z=-2.82) · SPY 5d: −1.09%2006-10-16 · ↓ down-fire (z=-3.01) · SPY 5d: −0.46%2006-10-17 · ↓ down-fire (z=-3.91) · SPY 5d: −1.08%2006-10-18 · ↓ down-fire (z=-2.63) · SPY 5d: −1.29%2006-10-19 · ↓ down-fire (z=-2.92) · SPY 5d: −1.44%2006-10-27 · ↓ down-fire (z=-3.03) · SPY 5d: +0.99%2006-11-07 · ↓ down-fire (z=-3.18) · SPY 5d: −0.73%2006-11-13 · ↓ down-fire (z=-2.65) · SPY 5d: −1.39%2007-05-07 · ↑ up-fire (z=2.67) · SPY 5d: −0.28%2007-05-08 · ↑ up-fire (z=2.66) · SPY 5d: −0.12%2007-10-02 · ↓ down-fire (z=-2.51) · SPY 5d: −1.55%2007-10-16 · ↓ down-fire (z=-2.50) · SPY 5d: +1.31%2007-10-18 · ↓ down-fire (z=-2.89) · SPY 5d: +1.20%2007-10-19 · ↓ down-fire (z=-3.49) · SPY 5d: −2.64%2007-10-24 · ↓ down-fire (z=-3.25) · SPY 5d: −2.09%2007-10-25 · ↓ down-fire (z=-4.28) · SPY 5d: +0.53%2007-10-26 · ↓ down-fire (z=-4.42) · SPY 5d: +1.57%2007-11-12 · ↓ down-fire (z=-2.98) · SPY 5d: −0.04%2007-11-19 · ↓ down-fire (z=-2.71) · SPY 5d: +0.83%2007-11-26 · ↓ down-fire (z=-3.41) · SPY 5d: −4.78%2008-04-15 · ↑ up-fire (z=2.88) · SPY 5d: +3.53%2008-04-17 · ↑ up-fire (z=2.83) · SPY 5d: +0.93%2008-04-29 · ↑ up-fire (z=2.54) · SPY 5d: +2.14%2008-04-30 · ↑ up-fire (z=2.62) · SPY 5d: +0.91%2008-10-24 · ↓ down-fire (z=-2.80) · SPY 5d: −11.25%2008-11-03 · ↓ down-fire (z=-3.20) · SPY 5d: +4.61%2008-11-05 · ↓ down-fire (z=-2.83) · SPY 5d: +10.78%2008-11-13 · ↓ down-fire (z=-2.77) · SPY 5d: +17.24%2008-11-14 · ↓ down-fire (z=-2.88) · SPY 5d: +8.20%2008-12-11 · ↓ down-fire (z=-2.51) · SPY 5d: −1.54%2008-12-16 · ↓ down-fire (z=-2.73) · SPY 5d: +6.23%2008-12-17 · ↓ down-fire (z=-2.89) · SPY 5d: +4.76%2008-12-24 · ↓ down-fire (z=-2.63) · SPY 5d: −7.27%2009-04-21 · ↑ up-fire (z=2.65) · SPY 5d: +0.60%2009-04-22 · ↑ up-fire (z=2.59) · SPY 5d: +3.37%2009-04-23 · ↑ up-fire (z=2.62) · SPY 5d: +2.40%2009-10-12 · ↓ down-fire (z=-4.28) · SPY 5d: −1.96%2009-10-13 · ↓ down-fire (z=-2.92) · SPY 5d: −1.63%2009-10-14 · ↓ down-fire (z=-3.25) · SPY 5d: +0.99%2009-10-15 · ↓ down-fire (z=-3.69) · SPY 5d: +0.35%2009-10-16 · ↓ down-fire (z=-2.69) · SPY 5d: +0.74%2009-10-27 · ↓ down-fire (z=-2.60) · SPY 5d: +1.66%2009-11-24 · ↓ down-fire (z=-2.61) · SPY 5d: −0.23%2010-04-01 · ↑ up-fire (z=2.63) · SPY 5d: +1.49%2010-09-27 · ↓ down-fire (z=-2.79) · SPY 5d: +0.46%2010-10-04 · ↓ down-fire (z=-2.70) · SPY 5d: −2.55%2010-10-26 · ↓ down-fire (z=-2.77) · SPY 5d: −0.63%2010-11-04 · ↓ down-fire (z=-3.22) · SPY 5d: +0.51%2010-11-16 · ↓ down-fire (z=-3.52) · SPY 5d: −0.24%2010-11-30 · ↓ down-fire (z=-3.12) · SPY 5d: −3.66%2010-12-16 · ↓ down-fire (z=-2.51) · SPY 5d: −0.63%2011-04-21 · ↑ up-fire (z=2.59) · SPY 5d: +1.98%2011-10-10 · ↓ down-fire (z=-3.07) · SPY 5d: −0.54%2011-10-12 · ↓ down-fire (z=-2.86) · SPY 5d: −0.32%2011-10-19 · ↓ down-fire (z=-3.34) · SPY 5d: −2.62%2011-10-28 · ↓ down-fire (z=-2.64) · SPY 5d: +2.43%2011-11-16 · ↓ down-fire (z=-2.74) · SPY 5d: +6.06%2011-11-21 · ↓ down-fire (z=-2.90) · SPY 5d: −0.33%2011-11-22 · ↓ down-fire (z=-2.76) · SPY 5d: −4.87%2012-03-26 · ↑ up-fire (z=2.57) · SPY 5d: +0.16%2012-04-02 · ↑ up-fire (z=2.60) · SPY 5d: −4.19%2012-05-11 · ↑ up-fire (z=2.62) · SPY 5d: −4.33%2012-05-18 · ↑ up-fire (z=2.55) · SPY 5d: +1.82%2012-09-18 · ↓ down-fire (z=-2.98) · SPY 5d: +1.72%2012-10-01 · ↓ down-fire (z=-2.67) · SPY 5d: −0.89%2012-10-08 · ↓ down-fire (z=-3.10) · SPY 5d: +1.07%2012-10-15 · ↓ down-fire (z=-3.54) · SPY 5d: +0.46%2012-10-26 · ↓ down-fire (z=-2.73) · SPY 5d: −1.14%2012-11-13 · ↓ down-fire (z=-2.55) · SPY 5d: −1.02%2012-12-07 · ↓ down-fire (z=-2.96) · SPY 5d: +0.22%2013-03-27 · ↑ up-fire (z=2.53) · SPY 5d: −0.21%2013-04-22 · ↑ up-fire (z=2.58) · SPY 5d: +2.00%2013-09-20 · ↓ down-fire (z=-2.65) · SPY 5d: +1.06%2013-10-07 · ↓ down-fire (z=-2.82) · SPY 5d: −2.10%2013-10-11 · ↓ down-fire (z=-2.50) · SPY 5d: −2.43%2013-10-31 · ↓ down-fire (z=-3.51) · SPY 5d: +0.49%2013-11-04 · ↓ down-fire (z=-2.57) · SPY 5d: −0.28%2013-11-21 · ↓ down-fire (z=-2.83) · SPY 5d: −0.61%2013-11-22 · ↓ down-fire (z=-3.57) · SPY 5d: +0.15%2013-11-26 · ↓ down-fire (z=-2.90) · SPY 5d: +0.53%2013-12-05 · ↓ down-fire (z=-2.72) · SPY 5d: +0.45%2013-12-06 · ↓ down-fire (z=-2.74) · SPY 5d: +1.56%2013-12-09 · ↓ down-fire (z=-2.58) · SPY 5d: +1.20%2014-04-09 · ↑ up-fire (z=2.91) · SPY 5d: −0.51%2014-04-10 · ↑ up-fire (z=2.77) · SPY 5d: +1.76%2014-04-24 · ↑ up-fire (z=2.63) · SPY 5d: +0.27%2014-05-05 · ↑ up-fire (z=2.57) · SPY 5d: +0.73%2014-05-06 · ↑ up-fire (z=2.67) · SPY 5d: +1.70%2014-09-29 · ↓ down-fire (z=-2.50) · SPY 5d: +0.63%2014-10-10 · ↓ down-fire (z=-2.62) · SPY 5d: +1.09%2014-10-13 · ↓ down-fire (z=-2.96) · SPY 5d: −1.54%2014-10-14 · ↓ down-fire (z=-3.31) · SPY 5d: −3.39%2014-10-15 · ↓ down-fire (z=-3.64) · SPY 5d: −3.36%2014-10-22 · ↓ down-fire (z=-2.78) · SPY 5d: −2.81%2014-11-04 · ↓ down-fire (z=-2.66) · SPY 5d: −1.55%2014-11-05 · ↓ down-fire (z=-3.29) · SPY 5d: −0.80%2014-11-06 · ↓ down-fire (z=-3.25) · SPY 5d: −0.51%2014-11-13 · ↓ down-fire (z=-3.16) · SPY 5d: −0.68%2014-11-17 · ↓ down-fire (z=-2.60) · SPY 5d: −1.41%2014-11-26 · ↓ down-fire (z=-3.03) · SPY 5d: −0.01%2014-12-02 · ↓ down-fire (z=-2.89) · SPY 5d: +0.30%2014-12-03 · ↓ down-fire (z=-2.52) · SPY 5d: +2.27%2014-12-04 · ↓ down-fire (z=-2.67) · SPY 5d: +1.67%2014-12-05 · ↓ down-fire (z=-3.44) · SPY 5d: +3.42%2014-12-08 · ↓ down-fire (z=-2.59) · SPY 5d: +3.44%2015-09-29 · ↓ down-fire (z=-3.30) · SPY 5d: −5.14%2015-10-02 · ↓ down-fire (z=-2.97) · SPY 5d: −3.25%2015-10-27 · ↓ down-fire (z=-4.32) · SPY 5d: −2.13%2015-10-28 · ↓ down-fire (z=-3.32) · SPY 5d: −0.68%2015-11-30 · ↓ down-fire (z=-2.99) · SPY 5d: +0.16%2015-12-02 · ↓ down-fire (z=-2.71) · SPY 5d: +1.53%2016-10-07 · ↓ down-fire (z=-3.33) · SPY 5d: +0.89%2016-10-27 · ↓ down-fire (z=-2.79) · SPY 5d: +2.06%2016-11-09 · ↓ down-fire (z=-3.02) · SPY 5d: −0.69%2016-11-25 · ↓ down-fire (z=-2.93) · SPY 5d: +0.83%2016-11-28 · ↓ down-fire (z=-2.66) · SPY 5d: −0.24%2016-11-30 · ↓ down-fire (z=-2.53) · SPY 5d: −1.92%2016-12-06 · ↓ down-fire (z=-2.83) · SPY 5d: −2.73%2017-04-27 · ↑ up-fire (z=2.56) · SPY 5d: +0.07%2017-10-05 · ↓ down-fire (z=-2.76) · SPY 5d: +0.01%2017-10-23 · ↓ down-fire (z=-3.48) · SPY 5d: −0.25%2017-11-01 · ↓ down-fire (z=-2.62) · SPY 5d: −0.63%2017-11-07 · ↓ down-fire (z=-3.73) · SPY 5d: +0.36%2017-11-08 · ↓ down-fire (z=-3.13) · SPY 5d: +1.03%2017-11-09 · ↓ down-fire (z=-2.92) · SPY 5d: −0.17%2018-04-12 · ↑ up-fire (z=2.74) · SPY 5d: +1.11%2018-04-20 · ↑ up-fire (z=2.89) · SPY 5d: −0.02%2018-04-26 · ↑ up-fire (z=2.73) · SPY 5d: −1.39%2018-05-02 · ↑ up-fire (z=2.62) · SPY 5d: +2.39%2018-05-07 · ↑ up-fire (z=3.05) · SPY 5d: +2.27%2018-05-08 · ↑ up-fire (z=3.04) · SPY 5d: +1.57%2018-05-09 · ↑ up-fire (z=2.81) · SPY 5d: +1.02%2018-05-23 · ↑ up-fire (z=2.83) · SPY 5d: −0.89%2018-10-26 · ↓ down-fire (z=-3.50) · SPY 5d: −2.47%2018-11-05 · ↓ down-fire (z=-2.62) · SPY 5d: +0.30%2018-11-09 · ↓ down-fire (z=-2.85) · SPY 5d: +1.45%2018-11-12 · ↓ down-fire (z=-2.69) · SPY 5d: +1.27%2018-12-20 · ↓ down-fire (z=-2.78) · SPY 5d: −0.24%2019-03-26 · ↑ up-fire (z=2.85) · SPY 5d: +1.73%2019-10-16 · ↓ down-fire (z=-4.38) · SPY 5d: −0.50%2019-10-22 · ↓ down-fire (z=-2.64) · SPY 5d: −1.41%2019-10-25 · ↓ down-fire (z=-2.63) · SPY 5d: −1.50%2019-10-29 · ↓ down-fire (z=-2.68) · SPY 5d: −1.26%2019-10-30 · ↓ down-fire (z=-3.85) · SPY 5d: −0.97%2019-10-31 · ↓ down-fire (z=-2.64) · SPY 5d: −1.60%2019-11-07 · ↓ down-fire (z=-2.60) · SPY 5d: −0.45%2019-11-12 · ↓ down-fire (z=-2.80) · SPY 5d: −0.95%2019-11-14 · ↓ down-fire (z=-2.56) · SPY 5d: −0.23%2019-12-10 · ↓ down-fire (z=-2.79) · SPY 5d: −1.93%2019-12-13 · ↓ down-fire (z=-2.79) · SPY 5d: −1.07%2020-05-04 · ↑ up-fire (z=2.59) · SPY 5d: +3.15%2020-05-07 · ↑ up-fire (z=2.65) · SPY 5d: −0.94%2020-10-20 · ↓ down-fire (z=-2.78) · SPY 5d: +1.50%2020-10-26 · ↓ down-fire (z=-2.77) · SPY 5d: +2.71%2020-10-27 · ↓ down-fire (z=-2.90) · SPY 5d: +0.65%2020-10-29 · ↓ down-fire (z=-2.65) · SPY 5d: −6.14%2020-11-11 · ↓ down-fire (z=-2.88) · SPY 5d: +0.11%2021-09-21 · ↓ down-fire (z=-3.09) · SPY 5d: −0.02%2021-10-05 · ↓ down-fire (z=-2.50) · SPY 5d: −0.12%2021-10-25 · ↓ down-fire (z=-3.44) · SPY 5d: −0.99%2021-10-28 · ↓ down-fire (z=-2.95) · SPY 5d: −1.87%2021-10-29 · ↓ down-fire (z=-2.76) · SPY 5d: −2.02%2021-11-04 · ↓ down-fire (z=-2.61) · SPY 5d: +0.67%2021-11-18 · ↓ down-fire (z=-2.65) · SPY 5d: +2.29%2022-05-09 · ↑ up-fire (z=2.81) · SPY 5d: +0.48%2022-05-10 · ↑ up-fire (z=2.56) · SPY 5d: +2.31%2022-05-17 · ↑ up-fire (z=2.69) · SPY 5d: −3.53%2022-05-31 · ↑ up-fire (z=2.57) · SPY 5d: +0.68%2022-10-31 · ↓ down-fire (z=-3.30) · SPY 5d: +1.62%2022-11-02 · ↓ down-fire (z=-3.06) · SPY 5d: +0.20%2022-11-11 · ↓ down-fire (z=-3.43) · SPY 5d: +0.62%2022-11-15 · ↓ down-fire (z=-3.31) · SPY 5d: −0.35%2022-12-06 · ↓ down-fire (z=-3.46) · SPY 5d: −2.07%2022-12-08 · ↓ down-fire (z=-2.63) · SPY 5d: +1.67%2022-12-22 · ↓ down-fire (z=-2.76) · SPY 5d: −0.45%2023-01-04 · ↓ down-fire (z=-2.52) · SPY 5d: −3.06%2023-04-11 · ↑ up-fire (z=2.64) · SPY 5d: +1.10%2023-04-13 · ↑ up-fire (z=2.61) · SPY 5d: −0.39%2023-05-10 · ↑ up-fire (z=2.52) · SPY 5d: +0.58%2023-05-17 · ↑ up-fire (z=2.62) · SPY 5d: −1.00%2023-11-10 · ↓ down-fire (z=-3.08) · SPY 5d: −2.31%2023-11-15 · ↓ down-fire (z=-2.88) · SPY 5d: −1.19%2023-11-21 · ↓ down-fire (z=-2.99) · SPY 5d: −0.30%2023-12-01 · ↓ down-fire (z=-2.80) · SPY 5d: −0.24%2023-12-27 · ↓ down-fire (z=-2.64) · SPY 5d: +1.94%2024-01-09 · ↓ down-fire (z=-2.69) · SPY 5d: +0.34%2024-04-22 · ↑ up-fire (z=2.64) · SPY 5d: +2.07%2024-09-25 · ↓ down-fire (z=-2.61) · SPY 5d: +0.21%2024-09-26 · ↓ down-fire (z=-3.12) · SPY 5d: +0.78%2024-09-27 · ↓ down-fire (z=-3.05) · SPY 5d: −0.26%2024-11-05 · ↓ down-fire (z=-2.88) · SPY 5d: −3.50%2024-11-14 · ↓ down-fire (z=-3.38) · SPY 5d: −0.05%2024-11-19 · ↓ down-fire (z=-2.57) · SPY 5d: −1.75%2024-11-22 · ↓ down-fire (z=-2.70) · SPY 5d: −1.36%2024-12-20 · ↓ down-fire (z=-2.63) · SPY 5d: +0.50%2025-04-23 · ↑ up-fire (z=2.63) · SPY 5d: +3.57%2025-09-29 · ↓ down-fire (z=-3.02) · SPY 5d: −1.20%2025-10-28 · ↓ down-fire (z=-3.12) · SPY 5d: +1.72%2025-10-29 · ↓ down-fire (z=-2.95) · SPY 5d: +1.43%2025-11-19 · ↓ down-fire (z=-2.80) · SPY 5d: −2.57%2025-11-20 · ↓ down-fire (z=-3.02) · SPY 5d: −4.73%2025-11-21 · ↓ down-fire (z=-3.37) · SPY 5d: −3.22%2025-11-25 · ↓ down-fire (z=-3.15) · SPY 5d: −1.31%2025-12-02 · ↓ down-fire (z=-2.93) · SPY 5d: −0.22%2025-12-05 · ↓ down-fire (z=-2.58) · SPY 5d: +0.57%2025-12-08 · ↓ down-fire (z=-2.59) · SPY 5d: +0.42%2026-04-08 · ↑ up-fire (z=2.73) · SPY 5d: +3.54%2000-10-092012-10-082026-04-08
Each bar = one fire day (|z|≥2.5 from 180-day rolling baseline). Bar height = SPY return over the the next trading week, 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 Low VIX (calm): tuned σ = 2.75, window = 180d, horizon = 21d, hit-rate deviation from chance = 50.0pp.
RegimeσWindowHorizonHit dev
Low VIX (calm)2.75180d21d50.0pp
Normal VIX2.7590d252d50.0pp
High VIX (stress)2.7590d252d42.3pp

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.