VOL. I · NO. 119 · standardpoorly.comTUE · SEP 15 · 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-6198

Weather grade: Los Angeles

Composite weather grade Los Angeles.

Sectors:Regional MetrosWeather & Climate
the verdict —
At the 63d horizon, this signal hits in the predicted direction 57% of fires. Mean SPY forward return when it lights: +0.73%. Status: OOS validated. n = 6639. Bullish on the underlying when fired.

— Current state —

Latest value · 2026-06-01
92.4
vs ~6 weeks ago
↓ 7.3%
vs 60 days ago
↓ 3.9%
vs 7 days ago
↓ 7.3%
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.

Weather grade: Los Angeles
92.44▲ +7.83 (+9.25%) over 1Y
Hover for date + value · Toggle SPY to compare relative move
104.077.0050.0023.00-4.00Sep 25Nov 25Jan 26Mar 26Jun 26
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 +0.73% over the next trading quarter, moving in the same direction as the signal 57% of the time.

51%
+0.01%
1 d
↑52%
+0.07%
1 wk
↑55%
+0.34%
1 mo
↑57%
+0.73%
3 mo
↑57%
+1.3%
6 mo
↑57%
+2.3%
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=6,639
+0.01%
51% same direction
+0.07%
52% same direction
+0.34%
55% same direction
+0.73%
57% same direction
+1.3%
57% same direction
+2.3%
57% same direction
Gold
futures
n=6,360
+0.00%
51% same direction
+0.08%
51% same direction
+0.10%
50% same direction
+0.73%
54% same direction
+1.7%
55% same direction
+3.5%
55% same direction
Analyst · 6 moreWTI · 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:
237 fires · 32% positive · avg −2.84%
⚠ This indicator hasn't fired since 2026-02-19 (208 calendar days ago). Currently quiet — chart shows historical fires only.
−39.3%−19.7%0%+19.7%+39.3%2000-04-17 · ↓ down-fire (z=-3.45) · SPY 63d: −6.40%2000-04-18 · ↓ down-fire (z=-2.95) · SPY 63d: −2.83%2000-10-27 · ↓ down-fire (z=-6.35) · SPY 63d: +1.06%2001-01-08 · ↓ down-fire (z=-2.58) · SPY 63d: +12.00%2001-01-10 · ↓ down-fire (z=-8.76) · SPY 63d: +11.65%2001-01-11 · ↓ down-fire (z=-7.59) · SPY 63d: +10.13%2001-01-12 · ↓ down-fire (z=-3.09) · SPY 63d: +10.91%2001-01-24 · ↓ down-fire (z=-3.81) · SPY 63d: +9.68%2001-01-26 · ↓ down-fire (z=-6.01) · SPY 63d: +7.43%2001-02-12 · ↓ down-fire (z=-5.27) · SPY 63d: +5.96%2001-02-13 · ↓ down-fire (z=-4.89) · SPY 63d: +4.75%2001-02-26 · ↓ down-fire (z=-3.73) · SPY 63d: −0.38%2001-02-27 · ↓ down-fire (z=-3.97) · SPY 63d: −0.51%2001-03-05 · ↓ down-fire (z=-3.72) · SPY 63d: −2.08%2001-03-06 · ↓ down-fire (z=-3.56) · SPY 63d: −2.16%2001-11-12 · ↓ down-fire (z=-3.91) · SPY 63d: −0.21%2001-11-29 · ↓ down-fire (z=-3.54) · SPY 63d: −0.77%2001-12-14 · ↓ down-fire (z=-3.39) · SPY 63d: −3.82%2001-12-21 · ↓ down-fire (z=-4.62) · SPY 63d: +0.59%2002-11-08 · ↓ down-fire (z=-12.26) · SPY 63d: +6.94%2002-12-16 · ↓ down-fire (z=-9.33) · SPY 63d: +4.03%2002-12-20 · ↓ down-fire (z=-7.55) · SPY 63d: +2.74%2003-02-11 · ↓ down-fire (z=-6.15) · SPY 63d: −13.52%2003-02-12 · ↓ down-fire (z=-5.56) · SPY 63d: −15.12%2003-02-13 · ↓ down-fire (z=-3.03) · SPY 63d: −15.50%2003-02-25 · ↓ down-fire (z=-4.65) · SPY 63d: −12.94%2003-04-14 · ↓ down-fire (z=-4.16) · SPY 63d: −13.00%2003-11-12 · ↓ down-fire (z=-3.83) · SPY 63d: −8.28%2004-01-02 · ↓ down-fire (z=-2.77) · SPY 63d: −3.07%2004-02-03 · ↓ down-fire (z=-5.88) · SPY 63d: +1.51%2004-02-18 · ↓ down-fire (z=-4.41) · SPY 63d: +5.20%2004-02-26 · ↓ down-fire (z=-6.03) · SPY 63d: +2.35%2004-03-02 · ↓ down-fire (z=-4.68) · SPY 63d: +2.40%2004-10-18 · ↓ down-fire (z=-2.97) · SPY 63d: −6.98%2004-10-19 · ↓ down-fire (z=-2.90) · SPY 63d: −6.75%2004-10-20 · ↓ down-fire (z=-9.18) · SPY 63d: −6.32%2004-10-27 · ↓ down-fire (z=-7.52) · SPY 63d: −4.03%2004-12-28 · ↓ down-fire (z=-5.71) · SPY 63d: +2.48%2004-12-29 · ↓ down-fire (z=-5.23) · SPY 63d: +2.80%2004-12-31 · ↓ down-fire (z=-4.85) · SPY 63d: +2.68%2005-01-03 · ↓ down-fire (z=-4.49) · SPY 63d: +1.75%2005-01-07 · ↓ down-fire (z=-4.22) · SPY 63d: +0.30%2005-01-10 · ↓ down-fire (z=-3.65) · SPY 63d: +0.25%2005-01-11 · ↓ down-fire (z=-3.51) · SPY 63d: +0.74%2005-02-11 · ↓ down-fire (z=-3.33) · SPY 63d: +4.18%2005-02-18 · ↓ down-fire (z=-3.19) · SPY 63d: +1.05%2005-02-22 · ↓ down-fire (z=-2.86) · SPY 63d: −1.00%2005-04-28 · ↓ down-fire (z=-2.93) · SPY 63d: −9.08%2005-09-20 · ↓ down-fire (z=-6.47) · SPY 63d: −3.00%2005-10-17 · ↓ down-fire (z=-7.50) · SPY 63d: −7.31%2006-02-27 · ↓ down-fire (z=-6.06) · SPY 63d: +0.83%2006-02-28 · ↓ down-fire (z=-5.49) · SPY 63d: +1.66%2006-03-03 · ↓ down-fire (z=-3.07) · SPY 63d: −0.19%2006-03-28 · ↓ down-fire (z=-4.70) · SPY 63d: +4.11%2006-04-04 · ↓ down-fire (z=-4.38) · SPY 63d: +2.67%2006-04-05 · ↓ down-fire (z=-2.90) · SPY 63d: +2.73%2007-01-30 · ↓ down-fire (z=-3.52) · SPY 63d: −4.12%2007-02-22 · ↓ down-fire (z=-5.04) · SPY 63d: −4.50%2007-04-20 · ↓ down-fire (z=-6.90) · SPY 63d: −3.28%2007-12-07 · ↓ down-fire (z=-3.15) · SPY 63d: +12.13%2007-12-18 · ↓ down-fire (z=-2.61) · SPY 63d: +9.46%2008-01-04 · ↓ down-fire (z=-4.09) · SPY 63d: +3.08%2008-01-07 · ↓ down-fire (z=-3.27) · SPY 63d: +3.09%2008-01-23 · ↓ down-fire (z=-5.79) · SPY 63d: −2.88%2008-01-24 · ↓ down-fire (z=-5.02) · SPY 63d: −2.47%2008-01-25 · ↓ down-fire (z=-4.93) · SPY 63d: −4.93%2008-01-28 · ↓ down-fire (z=-2.53) · SPY 63d: −3.25%2008-11-26 · ↓ down-fire (z=-11.02) · SPY 63d: +20.65%2008-12-15 · ↓ down-fire (z=-8.68) · SPY 63d: +8.91%2008-12-17 · ↓ down-fire (z=-5.52) · SPY 63d: +15.69%2008-12-22 · ↓ down-fire (z=-2.78) · SPY 63d: +6.44%2009-02-05 · ↓ down-fire (z=-4.57) · SPY 63d: −7.44%2009-02-06 · ↓ down-fire (z=-5.82) · SPY 63d: −6.90%2009-02-13 · ↓ down-fire (z=-2.89) · SPY 63d: −7.19%2009-10-14 · ↓ down-fire (z=-9.90) · SPY 63d: −5.14%2009-12-07 · ↓ down-fire (z=-8.11) · SPY 63d: −3.73%2009-12-11 · ↓ down-fire (z=-2.65) · SPY 63d: −4.77%2010-01-19 · ↓ down-fire (z=-5.36) · SPY 63d: −5.06%2010-01-20 · ↓ down-fire (z=-4.95) · SPY 63d: −5.94%2010-01-21 · ↓ down-fire (z=-4.62) · SPY 63d: −8.34%2010-01-22 · ↓ down-fire (z=-4.35) · SPY 63d: −11.54%2010-02-05 · ↓ down-fire (z=-3.37) · SPY 63d: −4.31%2010-02-09 · ↓ down-fire (z=-3.06) · SPY 63d: −8.03%2010-04-12 · ↓ down-fire (z=-3.15) · SPY 63d: +9.78%2010-09-27 · ↓ down-fire (z=-2.58) · SPY 63d: −9.96%2010-10-06 · ↓ down-fire (z=-4.55) · SPY 63d: −10.01%2010-12-17 · ↓ down-fire (z=-2.95) · SPY 63d: −4.38%2010-12-20 · ↓ down-fire (z=-5.91) · SPY 63d: −3.76%2010-12-21 · ↓ down-fire (z=-5.06) · SPY 63d: −3.40%2010-12-22 · ↓ down-fire (z=-5.01) · SPY 63d: −4.07%2010-12-29 · ↓ down-fire (z=-4.15) · SPY 63d: −5.44%2011-02-18 · ↓ down-fire (z=-3.38) · SPY 63d: +0.68%2011-03-21 · ↓ down-fire (z=-2.88) · SPY 63d: +1.57%2011-10-05 · ↓ down-fire (z=-10.91) · SPY 63d: −11.90%2011-11-04 · ↓ down-fire (z=-3.98) · SPY 63d: −7.42%2011-12-12 · ↓ down-fire (z=-4.75) · SPY 63d: −12.64%2012-04-11 · ↓ down-fire (z=-4.86) · SPY 63d: +2.07%2012-04-13 · ↓ down-fire (z=-4.92) · SPY 63d: +1.01%2012-04-26 · ↓ down-fire (z=-2.63) · SPY 63d: +2.85%2012-12-03 · ↓ down-fire (z=-3.95) · SPY 63d: −9.23%2012-12-13 · ↓ down-fire (z=-2.73) · SPY 63d: −8.65%2012-12-18 · ↓ down-fire (z=-4.84) · SPY 63d: −6.18%2013-03-08 · ↓ down-fire (z=-4.00) · SPY 63d: −6.02%2013-10-09 · ↓ down-fire (z=-3.74) · SPY 63d: −10.89%2013-11-21 · ↓ down-fire (z=-4.50) · SPY 63d: −2.74%2013-11-29 · ↓ down-fire (z=-2.60) · SPY 63d: −3.64%2014-02-27 · ↓ down-fire (z=-6.44) · SPY 63d: −3.52%2014-02-28 · ↓ down-fire (z=-8.05) · SPY 63d: −3.43%2014-07-15 · ↓ down-fire (z=-5.37) · SPY 63d: +4.98%2014-12-02 · ↓ down-fire (z=-8.48) · SPY 63d: −1.63%2014-12-03 · ↓ down-fire (z=-6.70) · SPY 63d: +0.19%2014-12-12 · ↓ down-fire (z=-6.33) · SPY 63d: −3.52%2014-12-16 · ↓ down-fire (z=-3.10) · SPY 63d: −5.86%2014-12-17 · ↓ down-fire (z=-2.70) · SPY 63d: −4.27%2015-03-02 · ↓ down-fire (z=-3.90) · SPY 63d: +0.20%2015-09-09 · ↓ down-fire (z=-2.52) · SPY 63d: −6.24%2015-09-15 · ↓ down-fire (z=-7.46) · SPY 63d: −2.24%2015-12-22 · ↓ down-fire (z=-3.11) · SPY 63d: +0.19%2016-01-05 · ↓ down-fire (z=-7.58) · SPY 63d: −2.51%2016-01-06 · ↓ down-fire (z=-6.58) · SPY 63d: −2.58%2016-01-07 · ↓ down-fire (z=-3.82) · SPY 63d: −5.38%2016-11-21 · ↓ down-fire (z=-8.10) · SPY 63d: −7.40%2016-12-16 · ↓ down-fire (z=-8.98) · SPY 63d: −3.86%2016-12-21 · ↓ down-fire (z=-2.96) · SPY 63d: −3.58%2016-12-22 · ↓ down-fire (z=-3.61) · SPY 63d: −3.66%2016-12-23 · ↓ down-fire (z=-2.77) · SPY 63d: −4.26%2017-01-05 · ↓ down-fire (z=-3.25) · SPY 63d: −3.99%2017-01-09 · ↓ down-fire (z=-5.33) · SPY 63d: −3.92%2017-01-11 · ↓ down-fire (z=-3.47) · SPY 63d: −3.05%2017-01-12 · ↓ down-fire (z=-5.04) · SPY 63d: −2.64%2017-01-19 · ↓ down-fire (z=-3.17) · SPY 63d: −4.17%2017-01-20 · ↓ down-fire (z=-4.58) · SPY 63d: −3.46%2017-01-23 · ↓ down-fire (z=-3.79) · SPY 63d: −4.87%2017-02-17 · ↓ down-fire (z=-3.78) · SPY 63d: −1.37%2017-08-31 · ↓ down-fire (z=-3.20) · SPY 63d: −7.08%2017-09-01 · ↓ down-fire (z=-2.52) · SPY 63d: −6.71%2017-10-24 · ↓ down-fire (z=-2.94) · SPY 63d: −10.42%2018-01-08 · ↓ down-fire (z=-7.15) · SPY 63d: +3.20%2018-01-09 · ↓ down-fire (z=-9.99) · SPY 63d: +3.93%2018-02-27 · ↓ down-fire (z=-3.58) · SPY 63d: +1.97%2018-03-02 · ↓ down-fire (z=-7.20) · SPY 63d: −1.68%2018-03-15 · ↓ down-fire (z=-6.34) · SPY 63d: −1.36%2018-03-22 · ↓ down-fire (z=-6.06) · SPY 63d: −4.01%2018-03-23 · ↓ down-fire (z=-2.76) · SPY 63d: −6.47%2018-10-03 · ↓ down-fire (z=-3.56) · SPY 63d: +13.48%2018-11-29 · ↓ down-fire (z=-7.89) · SPY 63d: −1.84%2018-12-06 · ↓ down-fire (z=-6.23) · SPY 63d: −3.19%2019-01-14 · ↓ down-fire (z=-5.18) · SPY 63d: −12.65%2019-01-16 · ↓ down-fire (z=-4.75) · SPY 63d: −10.91%2019-01-17 · ↓ down-fire (z=-4.45) · SPY 63d: −10.29%2019-01-31 · ↓ down-fire (z=-3.93) · SPY 63d: −7.87%2019-02-14 · ↓ down-fire (z=-3.61) · SPY 63d: −4.86%2019-03-06 · ↓ down-fire (z=-3.29) · SPY 63d: −2.03%2019-11-20 · ↓ down-fire (z=-3.55) · SPY 63d: −3.75%2019-11-27 · ↓ down-fire (z=-11.49) · SPY 63d: +2.02%2019-11-29 · ↓ down-fire (z=-3.90) · SPY 63d: +4.48%2019-12-04 · ↓ down-fire (z=-7.80) · SPY 63d: +4.50%2019-12-23 · ↓ down-fire (z=-6.63) · SPY 63d: +23.17%2019-12-26 · ↓ down-fire (z=-5.89) · SPY 63d: +21.53%2020-03-10 · ↓ down-fire (z=-5.22) · SPY 63d: −11.22%2020-03-11 · ↓ down-fire (z=-3.38) · SPY 63d: −16.27%2020-03-12 · ↓ down-fire (z=-3.86) · SPY 63d: −21.16%2020-03-13 · ↓ down-fire (z=-4.48) · SPY 63d: −12.96%2020-03-16 · ↓ down-fire (z=-2.57) · SPY 63d: −28.02%2020-03-23 · ↓ down-fire (z=-4.06) · SPY 63d: −39.32%2020-04-06 · ↓ down-fire (z=-3.87) · SPY 63d: −18.47%2020-04-07 · ↓ down-fire (z=-2.91) · SPY 63d: −19.25%2020-04-09 · ↓ down-fire (z=-3.53) · SPY 63d: −14.16%2020-12-28 · ↓ down-fire (z=-11.26) · SPY 63d: −6.06%2021-01-25 · ↓ down-fire (z=-3.42) · SPY 63d: −8.64%2021-01-29 · ↓ down-fire (z=-7.22) · SPY 63d: −12.76%2021-03-10 · ↓ down-fire (z=-2.96) · SPY 63d: −8.23%2021-03-11 · ↓ down-fire (z=-3.24) · SPY 63d: −7.64%2021-03-15 · ↓ down-fire (z=-3.00) · SPY 63d: −7.28%2021-07-26 · ↓ down-fire (z=-2.78) · SPY 63d: −2.74%2021-10-18 · ↓ down-fire (z=-2.54) · SPY 63d: −2.08%2021-10-25 · ↓ down-fire (z=-9.45) · SPY 63d: +4.63%2021-12-09 · ↓ down-fire (z=-4.09) · SPY 63d: +9.92%2021-12-14 · ↓ down-fire (z=-10.42) · SPY 63d: +5.99%2021-12-23 · ↓ down-fire (z=-8.01) · SPY 63d: +3.81%2021-12-29 · ↓ down-fire (z=-4.57) · SPY 63d: +3.93%2021-12-30 · ↓ down-fire (z=-5.51) · SPY 63d: +5.15%2022-03-04 · ↓ down-fire (z=-3.05) · SPY 63d: +5.00%2022-03-28 · ↓ down-fire (z=-4.79) · SPY 63d: +16.51%2022-06-22 · ↓ down-fire (z=-5.46) · SPY 63d: −0.80%2022-09-09 · ↓ down-fire (z=-5.84) · SPY 63d: +2.55%2022-11-02 · ↓ down-fire (z=-3.89) · SPY 63d: −10.00%2022-11-08 · ↓ down-fire (z=-6.62) · SPY 63d: −6.57%2022-12-12 · ↓ down-fire (z=-2.67) · SPY 63d: +2.42%2022-12-28 · ↓ down-fire (z=-2.78) · SPY 63d: −7.18%2023-01-04 · ↓ down-fire (z=-4.91) · SPY 63d: −6.21%2023-01-05 · ↓ down-fire (z=-4.59) · SPY 63d: −7.86%2023-01-09 · ↓ down-fire (z=-4.32) · SPY 63d: −5.64%2023-01-10 · ↓ down-fire (z=-4.09) · SPY 63d: −4.47%2023-01-30 · ↓ down-fire (z=-3.52) · SPY 63d: −3.72%2023-02-23 · ↓ down-fire (z=-2.94) · SPY 63d: −2.60%2023-02-24 · ↓ down-fire (z=-3.29) · SPY 63d: −4.61%2023-03-01 · ↓ down-fire (z=-2.96) · SPY 63d: −5.85%2023-03-10 · ↓ down-fire (z=-2.99) · SPY 63d: −11.40%2023-03-14 · ↓ down-fire (z=-2.53) · SPY 63d: −11.47%2023-03-15 · ↓ down-fire (z=-2.84) · SPY 63d: −12.31%2023-03-21 · ↓ down-fire (z=-2.77) · SPY 63d: −9.03%2023-03-22 · ↓ down-fire (z=-2.69) · SPY 63d: −11.32%2023-03-29 · ↓ down-fire (z=-2.62) · SPY 63d: −9.16%2023-08-21 · ↓ down-fire (z=-3.44) · SPY 63d: −2.61%2023-11-15 · ↓ down-fire (z=-6.37) · SPY 63d: −11.08%2023-12-20 · ↓ down-fire (z=-5.70) · SPY 63d: −11.31%2023-12-21 · ↓ down-fire (z=-5.22) · SPY 63d: −9.96%2023-12-22 · ↓ down-fire (z=-4.79) · SPY 63d: −9.53%2024-01-22 · ↓ down-fire (z=-3.99) · SPY 63d: −3.36%2024-02-01 · ↓ down-fire (z=-3.81) · SPY 63d: −3.24%2024-02-05 · ↓ down-fire (z=-3.48) · SPY 63d: −4.88%2024-02-06 · ↓ down-fire (z=-3.35) · SPY 63d: −4.69%2024-02-20 · ↓ down-fire (z=-3.32) · SPY 63d: −6.70%2024-03-06 · ↓ down-fire (z=-3.19) · SPY 63d: −4.89%2024-09-05 · ↓ down-fire (z=-2.58) · SPY 63d: −10.56%2024-09-06 · ↓ down-fire (z=-2.82) · SPY 63d: −12.27%2024-09-09 · ↓ down-fire (z=-2.68) · SPY 63d: −11.24%2025-01-27 · ↓ down-fire (z=-3.69) · SPY 63d: +8.09%2025-02-05 · ↓ down-fire (z=-3.47) · SPY 63d: +7.13%2025-02-07 · ↓ down-fire (z=-8.71) · SPY 63d: +6.06%2025-02-13 · ↓ down-fire (z=-7.22) · SPY 63d: +3.16%2025-03-05 · ↓ down-fire (z=-6.37) · SPY 63d: −2.21%2025-03-06 · ↓ down-fire (z=-3.62) · SPY 63d: −3.55%2025-03-13 · ↓ down-fire (z=-5.69) · SPY 63d: −9.49%2025-09-18 · ↓ down-fire (z=-12.65) · SPY 63d: −1.38%2025-10-10 · ↓ down-fire (z=-8.46) · SPY 63d: −6.45%2025-10-14 · ↓ down-fire (z=-7.80) · SPY 63d: −4.25%2025-11-14 · ↓ down-fire (z=-6.81) · SPY 63d: −2.14%2025-11-17 · ↓ down-fire (z=-5.05) · SPY 63d: −2.83%2025-11-20 · ↓ down-fire (z=-3.39) · SPY 63d: −5.34%2025-11-21 · ↓ down-fire (z=-4.53) · SPY 63d: −5.18%2025-12-24 · ↓ down-fire (z=-4.30) · SPY 63d: +8.15%2025-12-26 · ↓ down-fire (z=-3.96) · SPY 63d: +8.45%2025-12-31 · ↓ down-fire (z=-3.77) · SPY 63d: +3.83%2026-02-11 · ↓ down-fire (z=-2.60) · SPY 63d: −7.28%2026-02-19 · ↓ down-fire (z=-2.62) · SPY 63d: −8.29%2000-04-172016-01-052026-02-19
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, window = 90d, horizon = 126d, hit-rate deviation from chance = 50.0pp.
RegimeσWindowHorizonHit dev
● Low VIX (calm)2.5090d252d43.1pp
● Normal VIX2.5090d252d31.3pp
● High VIX (stress)2.0090d126d50.0pp

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.
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