SPX Market Probability Report

Learn what the market is likely to do over the next 1, 2 and 3 weeks in terms of price and volatility.

We define market condition using 3 variables:

Trend (50 SMA)

2-day Price Action

Stochastic Situation (15-3-3)

We derive statistics for all past occurrences of the day’s Close,

And then we break it down between those past occurrences when, the next day, the index ascended above the day’s High, and those occurrences when it descended below the day’s Low.

We go back to January 2000 for our look-back period.  Here, you will count 78 past occurrences of this particular market condition.

Our report presents several columns and rows.  On the far right are the population and sample counts.

The top row shows 4760 Closes of the index since January 2000.  There were 78 total occurences of the market condition, 28 of which occurred when the index ascended the next day above the day’s High.  There were 45 occurrences when it descended below the day’s low.

We have data on the 5, 10, and 15 day Forward Rate of Change. See above.

And Z-Scores to alert you how significant those differences are from the market baseline.  See above.

Finally, the report includes data on Realized Volatility, otherwise known as Statistical Volatility or Historical Volatility

For a more detailed explanation of this report, please watch the 14 minute video above.


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