sportsSP-0088

Knicks won last night

1 if the Knicks won, else 0.

the verdict —

At the 21d horizon, this signal hits in the predicted direction 50% of fires. Status: not significant. n = 410. Bullish on the underlying when fired.

— Current state —

Latest value

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— 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.

↑53%

1 d

49%

1 wk

50%

1 mo

51%

3 mo

— 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=410

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53% same direction

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49% same direction

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50% same direction

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51% same direction

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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.