Signals
Historical base rates for SPY technical triggers. Each signal is detected across the full SPY history and the forward return distribution is computed at 1w, 1m, 3m, 6m, 9m, and 12m horizons. Use the base rates — not a single forecast — to frame risk and position your book.
50/200 MA Reclaim
FiringSPY closes above both its 50- and 200-day moving averages after being below both.
7 occurrencessince 19931m: 50% pos · avg -3.6%12m: 83% pos · avg +2.8%
RSI Oversold Thrust
FiringSPY RSI(14) rallies from below 30 to above 60 within 20 trading days.
13 occurrencessince 19931m: 75% pos · avg +1.8%12m: 92% pos · avg +18.3%
Golden Cross
SPY's 50-day simple moving average crosses above its 200-day simple moving average.
15 occurrencessince 19931m: 73% pos · avg +2.4%12m: 93% pos · avg +13.7%
Monthly Faber Crossover
SPY month-end close crosses above its 10-month simple moving average.
23 occurrencessince 19931m: 70% pos · avg +0.4%12m: 91% pos · avg +12.2%