Signals

What actually happened after the signal fired. Each study detects every historical occurrence of a well-known SPY technical trigger across 30+ years of daily data, then measures forward returns at six horizons (1 week to 12 months). No forecasts — just the documented base rates.

Recomputed after every market close · data through 2026-06-05 · 20-trading-day cooldown between occurrences

01

Methodology

Every signal is detected mechanically over SPY's full daily history (February 1993 to present) from our TradeStation-sourced close series. A 20-trading-day cooldown deduplicates clustered triggers so each occurrence is an independent episode. Forward returns are measured from the trigger day's close to the close 5, 21, 63, 126, 189, and 252 trading days later (≈1w, 1m, 3m, 6m, 9m, 12m); horizons that haven't elapsed yet for a recent trigger are shown as pending rather than estimated.

The usual caveats apply and we'd rather state them than bury them: these are small samples (7–24 occurrences), exclusively from a period in which US equities trended upward; positive base rates partly reflect that drift. Base rates are evidence about conditional tendencies, not predictions. Nothing here is investment advice.