SPDR S&P 500 ETF Trust

SPY.US

Unconditional (B1)

July 26, 2021 → Sept. 3, 2026 · adj close-to-close · always long

n
1283
Next adj up
54.1%
Mean
5.5 bp
Median
6.9 bp
Down / flat
45.8% / 0.2%
Analysis Summary

Sept. 3, 2026

Stack score
5
Trend strength
35.00
MA stack
3X_BULLISH_STACK
Signal
Bias
BULLISH
Price Analysis
Live
TS episodes

Long while TS>0, short while TS<0. Entry = next adj open. Exit = adj close of the TS=0 day.

Episodes

Count · side mix

Closed

30

Open

1

Long / short

22 / 8

Rules-based

TS = 0 exit

Hit

30.0%

Mean PnL

-0.97%

Median PnL

-0.97%

Sum PnL

-29.0%

Long / short mean

-0.18% / -3.13%

Optimal

Best PnL path

Hit

70.0%

Mean PnL

1.91%

Median PnL

1.37%

Sum PnL

57.3%

Long / short mean

1.31% / 3.57%

Side TS window Entry Exit Bars Best PnL Worst PnL PnL
LONG · open July 30, 2026 → Sept. 3, 2026 July 31, 2026 @ 744.68 26 4.46% 0.32%
LONG June 11, 2026 → June 16, 2026 June 12, 2026 @ 738.81 June 17, 2026 @ 739.06 4 1.91% 0.03% 0.03%
SHORT March 23, 2026 → March 30, 2026 March 24, 2026 @ 649.65 March 31, 2026 @ 648.67 6 2.97% -0.84% 0.15%
LONG Jan. 21, 2026 → Feb. 2, 2026 Jan. 22, 2026 @ 686.20 Feb. 3, 2026 @ 685.89 9 0.82% -0.13% -0.05%
LONG Nov. 21, 2025 → Jan. 16, 2026 Nov. 24, 2025 @ 657.24 Jan. 20, 2026 @ 674.00 38 5.21% 0.91% 2.55%
LONG Sept. 19, 2025 → Oct. 9, 2025 Sept. 22, 2025 @ 656.76 Oct. 10, 2025 @ 647.65 15 1.65% -1.39% -1.39%
SHORT April 3, 2025 → May 1, 2025 April 4, 2025 @ 516.40 May 2, 2025 @ 558.89 20 5.19% -8.23% -8.23%
LONG Feb. 28, 2025 → Feb. 28, 2025 March 3, 2025 @ 586.14 March 3, 2025 @ 573.94 1 -2.08% -2.08% -2.08%
LONG Feb. 3, 2025 → Feb. 24, 2025 Feb. 4, 2025 @ 587.76 Feb. 25, 2025 @ 584.23 15 2.53% -0.60% -0.60%
LONG Jan. 27, 2025 → Jan. 30, 2025 Jan. 28, 2025 @ 590.50 Jan. 31, 2025 @ 591.68 4 0.74% 0.20% 0.20%
LONG Dec. 20, 2024 → Dec. 26, 2024 Dec. 23, 2024 @ 580.94 Dec. 27, 2024 @ 584.99 4 1.77% 0.64% 0.70%
LONG Nov. 6, 2024 → Nov. 14, 2024 Nov. 7, 2024 @ 581.13 Nov. 15, 2024 @ 573.95 7 0.96% -1.24% -1.24%
LONG Sept. 11, 2024 → Oct. 30, 2024 Sept. 12, 2024 @ 542.17 Oct. 31, 2024 @ 557.19 36 5.65% 0.74% 2.77%
LONG July 31, 2024 → July 31, 2024 Aug. 1, 2024 @ 539.78 Aug. 1, 2024 @ 530.44 1 -1.73% -1.73% -1.73%
LONG May 31, 2024 → July 18, 2024 June 3, 2024 @ 515.12 July 19, 2024 @ 536.29 33 7.12% -0.23% 4.11%
LONG Jan. 19, 2024 → Jan. 30, 2024 Jan. 22, 2024 @ 469.83 Jan. 31, 2024 @ 468.73 8 1.50% -0.23% -0.23%
LONG Dec. 13, 2023 → Dec. 19, 2023 Dec. 14, 2023 @ 456.80 Dec. 20, 2023 @ 454.54 5 0.90% -0.50% -0.50%
SHORT Oct. 19, 2023 → Nov. 1, 2023 Oct. 20, 2023 @ 411.83 Nov. 2, 2023 @ 416.45 10 3.59% -1.12% -1.12%
LONG Aug. 18, 2023 → Sept. 14, 2023 Aug. 21, 2023 @ 421.53 Sept. 15, 2023 @ 428.64 19 3.12% -0.15% 1.69%
LONG March 16, 2023 → March 16, 2023 March 17, 2023 @ 377.42 March 17, 2023 @ 374.32 1 -0.82% -0.82% -0.82%
LONG Feb. 24, 2023 → Feb. 28, 2023 Feb. 27, 2023 @ 382.34 March 1, 2023 @ 377.44 3 -0.54% -1.28% -1.28%
LONG Nov. 30, 2022 → Dec. 12, 2022 Dec. 1, 2022 @ 389.07 Dec. 13, 2022 @ 382.59 9 -0.34% -3.82% -1.66%
SHORT Sept. 21, 2022 → Nov. 9, 2022 Sept. 22, 2022 @ 358.43 Nov. 10, 2022 @ 375.66 36 5.32% -4.81% -4.81%
SHORT May 5, 2022 → July 27, 2022 May 6, 2022 @ 388.01 July 28, 2022 @ 384.91 57 10.81% -1.53% 0.80%
SHORT April 29, 2022 → May 3, 2022 May 2, 2022 @ 388.92 May 4, 2022 @ 404.96 3 -0.58% -4.12% -4.12%
SHORT March 8, 2022 → March 17, 2022 March 9, 2022 @ 400.02 March 18, 2022 @ 419.55 8 1.91% -4.88% -4.88%
LONG Jan. 10, 2022 → Jan. 14, 2022 Jan. 11, 2022 @ 437.74 Jan. 18, 2022 @ 429.51 5 1.24% -1.88% -1.88%
LONG Dec. 2, 2021 → Dec. 2, 2021 Dec. 3, 2021 @ 430.52 Dec. 3, 2021 @ 425.13 1 -1.25% -1.25% -1.25%
SHORT Oct. 4, 2021 → Oct. 13, 2021 Oct. 5, 2021 @ 403.39 Oct. 14, 2021 @ 414.89 8 -0.66% -2.85% -2.85%
LONG Aug. 27, 2021 → Sept. 9, 2021 Aug. 30, 2021 @ 421.48 Sept. 10, 2021 @ 416.31 9 0.49% -1.23% -1.23%
LONG Aug. 16, 2021 → Aug. 16, 2021 Aug. 17, 2021 @ 415.19 Aug. 17, 2021 @ 415.00 1 -0.05% -0.05% -0.05%
Full Analysis

Sept. 3, 2026

Moving averages

Price MA20
769.21
Price EMA100
741.05
Price EMA200
713.24
Volume MA20
35517666

Distance & streak

% from MA20
0.51%
% from EMA100
4.15%
MA20 streak
0
Above
0
Below
0

Volume

Vol / Vol MA
120%
OBV
590391243

Candle

Close / Open %
0.69%
Body
5.270
Upper shadow
0.860
Lower shadow
0.450
Total range
6.580
Body / range
0.80
Upper / range
0.13
Lower / range
0.07
Lower 7% Body 80% Upper 13%

MA inside candle

MA20 in EMA100 out EMA200 out

Candle patterns

Has bullish pattern No bearish pattern
Dragonfly Doji Gravestone Doji Bullish Doji Bearish Doji Hammer Hanging Man Inverted Hammer Shooting Star Bullish Spinning Top Bearish Spinning Top Bullish Fat Body Bearish Fat Body Fed Cow Starving Cow

Stack flags

Perfect bullish Perfect bearish Bullish trend change Bearish trend change Fresh 3× bullish Fresh 3× bearish

Trend deltas · H1–H8

Long regime

H1

Bullish pullback

0

H2

Bullish momentum

0

H3

Strong bullish mom.

0

H4

Bearish warning

0

Short regime

H5

Bearish pullback

0

H6

Bearish momentum

0

H7

Strong bearish mom.

0

H8

Bullish warning

0