How does SPX trade on days it closes in negative gamma?
SPX sessions closed in negative gamma · 177 sessions · the archive filtered by the dealer book · all sessions · the calendar
Short answer. 177 of 1,103 archived SPX sessions matched. Of them 7% held the expected-hold band (archive 60%) and the mean open-to-close move was 0.92% (archive 0.60%). Counts over finished sessions, recomputed as the archive grows; a share equal to the archive's is a base rate, not a pattern.
177 of 1,103 sessions match. Of them 0% closed above the flip (archive 84%), 7% held the expected-hold band (archive 60%), mean open-to-close move 0.92% (archive 0.60%).
Every row is a finished SPX session and links to its page, where the same numbers stand with the day's events and a free minute-by-minute replay. The filters are the closing measurements those pages print: the zero-gamma flip against the close and the open, the net-gamma percentile, how often the flip was crossed, whether the expected-hold band held, and the calendar event the day carried. The shares above are counts over the matched days next to the same counts over the whole archive; a share that matches the archive is a base rate, not a pattern.
| Session | Close | Move | Flip | vs flip | Pctl | Cross | Band | Events |
|---|---|---|---|---|---|---|---|---|
| 2026-09-15 | 7,585.17 | -0.33% | 7,664.3 | -79.1 | 100 | 1 | held | Auctions |
| 2026-09-14 | 7,620.30 | +0.26% | 7,665.1 | -44.8 | 88 | 2 | broke | |
| 2026-09-11 | 7,657.42 | -0.02% | 7,717.1 | -59.7 | 27 | 2 | held | CPI, UMich, Fed |
| 2026-09-10 | 7,591.67 | -0.03% | 7,644.0 | -52.3 | 0 | 1 | held | PPI, Claims, EIA, Auctions |
| 2026-09-09 | 7,636.30 | -0.22% | 7,692.7 | -56.4 | 82 | 2 | held | VIX settlement, Auctions |
| 2026-09-08 | 7,673.30 | -0.43% | 7,713.4 | -40.1 | 22 | 0 | held | Auctions |
| 2026-09-02 | 7,666.27 | +0.39% | 7,705.5 | -39.2 | 0 | 2 | broke | Housing, VIX settlement, EIA, Fed |
| 2026-08-31 | 7,686.10 | -0.06% | 7,730.6 | -44.5 | 77 | 1 | held | Opex |
| 2026-08-28 | 7,711.72 | -0.32% | 7,811.4 | -99.7 | 48 | 2 | broke | UMich |
| 2026-08-18 | 7,690.64 | -0.22% | 7,696.7 | -6.1 | 32 | 3 | held | Housing, Auctions |
| 2026-08-05 | 7,712.99 | -0.94% | 7,720.7 | -7.7 | 0 | 7 | broke | Refunding, VIX settlement, ISM, EIA |
| 2026-08-04 | 7,736.35 | +1.31% | 7,745.1 | -8.8 | 28 | 8 | broke | Housing, JOLTS |
| 2026-07-31 | 7,489.97 | +0.23% | 7,501.1 | -11.1 | 0 | 25 | broke | UMich |
| 2026-07-01 | 7,483.35 | +0.14% | 7,488.2 | -4.8 | 0 | 3 | broke | VIX settlement, ISM, Housing, EIA |
| 2026-06-16 | 7,511.70 | -0.61% | 7,526.0 | -14.3 | 81 | 5 | broke | Housing, Auctions |
| 2026-05-29 | 7,581.22 | +0.11% | 7,584.8 | -3.6 | 2 | 1 | broke | Opex |
| 2026-04-15 | 7,023.14 | +0.66% | 7,026.0 | -2.9 | 0 | 1 | broke | VIX settlement, EIA, Fed |
| 2026-04-13 | 6,886.26 | +1.28% | 6,891.2 | -4.9 | 81 | 6 | broke | |
| 2025-12-01 | 6,812.80 | +0.09% | 6,818.7 | -5.9 | 0 | 3 | broke | ISM, Fed |
| 2025-09-16 | 6,607.10 | -0.26% | 6,610.2 | -3.1 | 1 | 2 | broke | Retail sales, Auctions |
| 2025-09-04 | 6,501.80 | +0.74% | 6,566.4 | -64.6 | 0 | 1 | broke | Claims, ISM, EIA |
| 2025-05-06 | 5,607.32 | +0.15% | 5,630.3 | -23.0 | 58 | 2 | broke | Auctions |
| 2025-04-08 | 4,987.15 | -4.77% | 5,026.0 | -38.9 | 1 | 17 | broke | Auctions |
| 2025-04-04 | 5,074.67 | -3.70% | 5,076.0 | -1.3 | 83 | 3 | broke | NFP, Fed |
| 2025-04-01 | 5,632.60 | +0.78% | 5,634.1 | -1.5 | 1 | 3 | broke | ISM, JOLTS, Housing |
| 2025-03-27 | 5,692.62 | -0.05% | 5,712.4 | -19.8 | 99 | 4 | broke | GDP, Claims, EIA, Auctions |
| 2025-03-20 | 5,662.02 | +0.48% | 5,663.3 | -1.3 | 74 | 16 | broke | Claims, EIA |
| 2025-03-19 | 5,675.42 | +0.73% | 5,682.0 | -6.6 | 92 | 29 | broke | EIA, FOMC |
| 2025-03-12 | 5,600.19 | -0.49% | 5,609.6 | -9.4 | 0 | 1 | broke | CPI, VIX settlement, EIA, Auctions |
| 2025-02-28 | 5,952.72 | +1.50% | 6,305.7 | -353.0 | 0 | 1 | broke | PCE, UMich, Opex |
| 2024-12-18 | 5,872.81 | -2.88% | 5,971.1 | -98.3 | 0 | 5 | broke | Housing, VIX settlement, EIA, FOMC |
| 2024-09-11 | 5,554.32 | +1.29% | 5,616.0 | -61.7 | 0 | 2 | broke | CPI, VIX settlement, EIA, Auctions |
| 2024-08-07 | 5,200.16 | -1.89% | 5,221.8 | -21.6 | 81 | 10 | broke | VIX settlement, EIA, Auctions |
| 2024-07-18 | 5,545.79 | -0.97% | 5,642.3 | -96.5 | 0 | 6 | broke | Claims, EIA |
| 2024-07-03 | 5,534.72 | +0.42% | 5,542.0 | -7.3 | 3 | 2 | broke | Housing, Claims, VIX settlement, ISM, EIA |
| 2024-06-12 | 5,420.71 | +0.02% | 5,421.1 | -0.4 | 6 | 10 | broke | CPI, VIX settlement, EIA, FOMC |
| 2024-04-30 | 5,036.57 | -1.21% | 5,043.8 | -7.2 | 0 | 8 | broke | Confidence |
| 2024-04-15 | 5,061.25 | -1.99% | 5,067.1 | -5.9 | 0 | 4 | broke | Retail sales |
| 2024-04-04 | 5,148.32 | -1.98% | 5,166.1 | -17.8 | 55 | 4 | broke | Claims, EIA |
| 2024-03-19 | 5,177.35 | +0.75% | 5,182.3 | -4.9 | 0 | 4 | broke | Housing, Auctions |
| 2024-03-08 | 5,124.37 | -0.73% | 5,134.1 | -9.7 | 0 | 18 | broke | NFP, UMich |
| 2024-02-13 | 4,952.15 | -0.07% | 4,992.9 | -40.8 | 0 | 3 | broke | CPI |
| 2023-12-20 | 4,699.15 | -1.25% | 4,772.0 | -72.8 | 0 | 1 | broke | VIX settlement, EIA, Auctions |
| 2023-10-26 | 4,136.60 | -0.95% | 4,153.9 | -17.3 | 82 | 28 | broke | Housing, GDP, Claims, EIA, Auctions |
| 2023-10-19 | 4,278.11 | -1.04% | 4,287.6 | -9.5 | 3 | 5 | broke | Claims, EIA |
| 2023-09-28 | 4,298.86 | +0.73% | 4,327.6 | -28.7 | 9 | 7 | broke | GDP, Claims, EIA, Auctions |
| 2023-09-21 | 4,329.91 | -1.05% | 4,337.7 | -7.8 | 2 | 10 | broke | Claims, EIA |
| 2023-09-20 | 4,401.82 | -1.15% | 4,409.4 | -7.6 | 75 | 10 | broke | VIX settlement, EIA, FOMC |
| 2023-09-15 | 4,448.62 | -0.92% | 4,454.1 | -5.5 | 0 | 8 | broke | Opex |
| 2023-08-24 | 4,376.61 | -1.71% | 4,384.5 | -7.9 | 6 | 29 | broke | Housing, Claims, EIA |
| 2023-08-21 | 4,400.05 | +0.43% | 4,405.7 | -5.6 | 0 | 1 | broke | |
| 2023-08-16 | 4,404.85 | -0.68% | 4,433.7 | -28.8 | 99 | 22 | broke | Housing, VIX settlement, EIA |
| 2023-08-11 | 4,463.11 | +0.36% | 4,469.6 | -6.5 | 2 | 1 | broke | PPI, UMich |
| 2023-08-10 | 4,469.11 | -0.52% | 4,472.8 | -3.7 | 8 | 7 | broke | CPI, Claims, EIA, Auctions |
| 2023-08-04 | 4,477.02 | -0.88% | 4,481.2 | -4.2 | 0 | 11 | broke | NFP |
| 2023-08-03 | 4,501.19 | +0.13% | 4,509.6 | -8.4 | 98 | 2 | broke | Housing, Claims, ISM, EIA |
| 2023-08-01 | 4,576.87 | +0.05% | 4,582.7 | -5.8 | 7 | 9 | broke | ISM, JOLTS, Housing |
| 2023-07-28 | 4,581.45 | +0.20% | 4,587.4 | -5.9 | 19 | 2 | broke | PCE, UMich |
| 2023-07-27 | 4,538.94 | -1.33% | 4,539.7 | -0.8 | 37 | 12 | broke | Housing, GDP, Claims, EIA, Auctions |
| 2023-07-25 | 4,567.82 | +0.33% | 4,574.0 | -6.2 | 14 | 3 | broke | Confidence, Auctions |
| 2023-07-24 | 4,554.77 | +0.08% | 4,559.0 | -4.2 | 0 | 1 | broke | |
| 2023-07-06 | 4,412.17 | +0.06% | 4,412.3 | -0.1 | 2 | 15 | broke | Claims, ISM, JOLTS, EIA |
| 2023-07-05 | 4,446.82 | +0.22% | 4,453.0 | -6.2 | 5 | 7 | broke | Housing, VIX settlement, EIA |
| 2023-06-28 | 4,377.60 | +0.24% | 4,384.8 | -7.2 | 1 | 5 | broke | VIX settlement, EIA, Auctions, Fed |
| 2023-06-23 | 4,348.00 | +0.04% | 4,362.1 | -14.1 | 75 | 16 | broke | UMich, Opex |
| 2023-06-16 | 4,409.32 | -0.78% | 4,409.9 | -0.6 | 92 | 0 | broke | Opex |
| 2023-06-01 | 4,220.32 | +0.93% | 4,302.3 | -82.0 | 0 | 3 | broke | Claims, ISM, Housing, EIA |
| 2023-05-26 | 4,205.21 | +1.10% | 4,211.3 | -6.1 | 4 | 7 | broke | PCE, Housing, UMich |
| 2023-05-25 | 4,151.32 | +0.18% | 4,162.7 | -11.4 | 93 | 8 | broke | GDP, Claims, EIA, Auctions |
| 2023-05-24 | 4,115.62 | -0.28% | 4,135.1 | -19.5 | 1 | 1 | broke | VIX settlement, EIA, Auctions |
| 2023-05-18 | 4,198.80 | +1.05% | 4,261.6 | -62.8 | 2 | 5 | broke | Claims, EIA |
| 2023-05-17 | 4,158.57 | +0.71% | 4,178.7 | -20.1 | 0 | 1 | broke | Housing, VIX settlement, EIA, Auctions |
| 2023-05-04 | 4,060.30 | -0.48% | 4,079.3 | -19.0 | 99 | 34 | broke | Claims, EIA |
| 2023-05-02 | 4,119.11 | -0.88% | 4,126.1 | -7.0 | 2 | 13 | broke | Housing, JOLTS |
| 2023-04-26 | 4,057.32 | -0.58% | 4,068.7 | -11.4 | 1 | 1 | broke | Housing, VIX settlement, EIA, Auctions |
| 2023-04-25 | 4,072.09 | -1.15% | 4,072.2 | -0.1 | 12 | 28 | broke | Housing, Confidence |
| 2023-04-20 | 4,129.42 | +0.10% | 4,135.2 | -5.8 | 99 | 4 | broke | Claims, EIA |
| 2023-04-13 | 4,146.20 | +1.03% | 4,149.9 | -3.7 | 0 | 1 | broke | PPI, Claims, EIA, Auctions |
| 2023-04-11 | 4,108.77 | -0.07% | 4,109.0 | -0.2 | 100 | 8 | broke | |
| 2023-04-06 | 4,104.22 | +0.57% | 4,105.8 | -1.6 | 2 | 7 | broke | Claims, EIA |
| 2023-03-30 | 4,050.82 | -0.05% | 4,054.5 | -3.7 | 0 | 1 | broke | GDP, Claims, EIA |
| 2023-03-29 | 4,027.37 | +0.42% | 4,035.1 | -7.7 | 40 | 4 | broke | VIX settlement, EIA, Auctions |
| 2023-03-21 | 4,000.74 | +0.23% | 4,003.2 | -2.5 | 95 | 26 | broke | Auctions |
| 2023-03-17 | 3,915.85 | -0.89% | 3,921.2 | -5.3 | 89 | 10 | broke | Opex |
| 2023-03-14 | 3,920.85 | +0.32% | 3,921.0 | -0.2 | 2 | 3 | broke | CPI |
| 2023-03-10 | 3,861.60 | -1.16% | 3,863.4 | -1.8 | 1 | 3 | broke | NFP, UMich |
| 2023-03-09 | 3,917.82 | -2.06% | 3,950.9 | -33.1 | 0 | 1 | broke | Claims, EIA, Fed, Auctions |
| 2023-03-03 | 4,045.96 | +1.24% | 4,048.0 | -2.0 | 5 | 1 | broke | ISM |
| 2023-02-27 | 3,981.87 | -0.53% | 3,990.2 | -8.3 | 93 | 3 | broke | Housing |
| 2023-02-23 | 4,012.80 | -0.20% | 4,014.8 | -2.0 | 6 | 9 | broke | GDP, Claims, EIA, Auctions |
| 2023-02-17 | 4,078.72 | +0.28% | 4,079.8 | -1.1 | 32 | 6 | broke | Opex |
| 2023-02-16 | 4,092.07 | -0.21% | 4,100.6 | -8.5 | 46 | 8 | broke | Housing, PPI, Claims, EIA |
| 2023-02-09 | 4,081.49 | -1.74% | 4,089.5 | -8.0 | 2 | 9 | broke | Claims, EIA, Auctions, Fed |
| 2023-02-07 | 4,165.82 | +1.61% | 4,171.1 | -5.3 | 0 | 11 | broke | |
| 2023-01-26 | 4,060.85 | +0.33% | 4,078.6 | -17.8 | 70 | 4 | broke | Housing, GDP, Claims, EIA, Auctions |
| 2023-01-18 | 3,927.50 | -1.98% | 3,940.2 | -12.7 | 3 | 5 | broke | PPI, Retail sales, VIX settlement, Auctions |
| 2023-01-06 | 3,894.32 | +1.50% | 3,983.6 | -89.3 | 98 | 2 | broke | NFP, Housing |
| 2022-12-30 | 3,838.27 | +0.39% | 3,840.0 | -1.7 | 1 | 5 | broke | |
| 2022-12-27 | 3,828.47 | -0.40% | 3,829.8 | -1.3 | 3 | 7 | broke | Confidence |
| 2022-12-13 | 4,020.22 | -1.97% | 4,027.2 | -7.0 | 34 | 14 | broke | CPI, Auctions |
| 2022-12-09 | 3,933.92 | -0.49% | 3,934.1 | -0.2 | 27 | 2 | broke | PPI, UMich, Fed |
| 2022-12-02 | 4,071.20 | +0.95% | 4,079.6 | -8.4 | 0 | 5 | broke | NFP |
| 2022-11-30 | 4,075.67 | +2.89% | 4,113.2 | -37.5 | 1 | 11 | broke | GDP, VIX settlement, JOLTS, EIA, Fed, Opex |
| 2022-11-25 | 4,027.02 | +0.04% | 4,030.5 | -3.5 | 15 | 9 | broke | UMich, EIA |
| 2022-11-15 | 3,991.67 | -0.71% | 4,003.5 | -11.8 | 3 | 12 | broke | PPI, Fed |
| 2022-11-14 | 3,957.77 | -0.44% | 3,969.8 | -12.0 | 16 | 1 | broke | |
| 2022-11-11 | 3,993.00 | +0.80% | 4,028.4 | -35.4 | 28 | 3 | broke | UMich |
| 2022-11-10 | 3,954.42 | +1.62% | 3,954.5 | -0.1 | 86 | 10 | broke | CPI, Claims, EIA, Auctions |
| 2022-11-07 | 3,807.45 | +0.48% | 3,821.1 | -13.7 | 0 | 3 | broke | Fed |
| 2022-11-02 | 3,760.95 | -2.27% | 3,792.3 | -31.4 | 21 | 13 | broke | Refunding, VIX settlement, EIA, FOMC |
| 2022-11-01 | 3,857.77 | -1.35% | 3,864.2 | -6.4 | 0 | 24 | broke | ISM, JOLTS, Housing |
| 2022-10-27 | 3,808.69 | -0.99% | 3,818.5 | -9.8 | 0 | 17 | broke | Housing, GDP, Claims, EIA, Auctions |
| 2022-10-26 | 3,830.19 | +0.09% | 3,841.2 | -11.0 | 100 | 4 | broke | Housing, VIX settlement, EIA, Auctions |
| 2022-10-25 | 3,858.97 | +1.43% | 3,868.1 | -9.1 | 96 | 1 | broke | Confidence |
| 2022-10-21 | 3,753.64 | +2.73% | 3,755.3 | -1.7 | 92 | 2 | broke | Opex |
| 2022-10-13 | 3,670.01 | +4.81% | 3,674.2 | -4.2 | 0 | 14 | broke | CPI, Claims, EIA, Auctions |
| 2022-10-10 | 3,613.57 | -1.00% | 3,619.1 | -5.5 | 1 | 17 | broke | |
| 2022-10-05 | 3,780.25 | +0.84% | 3,782.9 | -2.7 | 0 | 3 | broke | VIX settlement, ISM, EIA |
| 2022-09-26 | 3,656.12 | -0.70% | 3,662.9 | -6.8 | 4 | 11 | broke | |
| 2022-09-22 | 3,758.69 | -0.79% | 3,790.7 | -32.0 | 5 | 23 | broke | Claims, EIA |
| 2022-09-21 | 3,790.82 | -2.29% | 3,805.7 | -14.9 | 84 | 6 | broke | VIX settlement, EIA, FOMC |
| 2022-09-19 | 3,899.47 | +1.57% | 3,901.1 | -1.6 | 0 | 18 | broke | |
| 2022-09-16 | 3,874.41 | +0.45% | 3,890.0 | -15.6 | 14 | 7 | broke | Opex |
| 2022-09-15 | 3,902.26 | -0.71% | 3,932.5 | -30.2 | 50 | 20 | broke | Retail sales, Claims, EIA |
| 2022-09-14 | 3,947.10 | +0.10% | 3,960.9 | -13.8 | 0 | 3 | broke | PPI, VIX settlement, EIA |
| 2022-09-13 | 3,931.77 | -2.27% | 3,956.7 | -24.9 | 0 | 11 | broke | CPI, Auctions |
| 2022-09-09 | 4,067.94 | +0.90% | 4,075.7 | -7.8 | 7 | 3 | broke | UMich, Fed |
| 2022-09-07 | 3,979.57 | +1.90% | 3,986.0 | -6.4 | 0 | 7 | broke | VIX settlement |
| 2022-09-02 | 3,923.30 | -1.90% | 3,955.7 | -32.4 | 1 | 6 | broke | NFP, Housing |
| 2022-08-26 | 4,058.52 | -3.35% | 4,090.8 | -32.3 | 1 | 7 | broke | PCE, Fed, UMich |
| 2022-08-24 | 4,140.40 | +0.32% | 4,145.2 | -4.8 | 0 | 5 | broke | Housing, VIX settlement, EIA, Auctions |
| 2022-08-23 | 4,129.42 | -0.19% | 4,132.5 | -3.1 | 8 | 7 | broke | Housing |
| 2022-08-18 | 4,283.35 | +0.17% | 4,284.7 | -1.3 | 6 | 17 | broke | Claims, EIA |
| 2022-08-15 | 4,297.02 | +0.89% | 4,307.1 | -10.1 | 97 | 4 | broke | |
| 2022-08-12 | 4,279.60 | +1.21% | 4,293.4 | -13.8 | 0 | 2 | broke | UMich |
| 2022-08-11 | 4,205.50 | -0.75% | 4,228.6 | -23.1 | 0 | 1 | broke | PPI, Claims, EIA, Auctions |
| 2022-08-09 | 4,121.89 | -0.31% | 4,125.8 | -3.9 | 0 | 2 | held | |
| 2022-08-08 | 4,140.82 | -0.54% | 4,143.8 | -3.0 | 0 | 9 | broke | |
| 2022-08-03 | 4,155.25 | +0.97% | 4,168.6 | -13.4 | 4 | 7 | held | Housing, Refunding, VIX settlement, ISM, EIA |
| 2022-08-02 | 4,093.17 | -0.18% | 4,112.3 | -19.1 | 98 | 16 | broke | JOLTS |
| 2022-08-01 | 4,120.02 | +0.36% | 4,172.5 | -52.5 | 6 | 3 | broke | ISM, Housing, Fed, Refunding |
| 2022-07-27 | 4,022.37 | +1.65% | 4,028.2 | -5.8 | 5 | 13 | broke | Housing, VIX settlement, EIA, FOMC |
| 2022-07-26 | 3,921.47 | -0.72% | 3,928.0 | -6.5 | 2 | 1 | held | Housing, Confidence, Auctions |
| 2022-07-25 | 3,967.75 | -0.03% | 3,982.5 | -14.8 | 2 | 29 | broke | |
| 2022-07-22 | 3,962.12 | -1.02% | 3,967.1 | -5.0 | 3 | 10 | broke | UMich |
| 2022-07-20 | 3,959.29 | +0.69% | 3,966.7 | -7.4 | 0 | 19 | broke | VIX settlement, EIA, Auctions |
| 2022-07-18 | 3,830.77 | -1.65% | 3,861.8 | -31.0 | 0 | 10 | broke | |
| 2022-07-14 | 3,789.32 | +0.98% | 3,798.2 | -8.9 | 0 | 12 | held | PPI, Claims, EIA |
| 2022-07-12 | 3,819.22 | -0.89% | 3,846.5 | -27.3 | 76 | 10 | broke | Auctions |
| 2022-07-08 | 3,898.52 | +0.35% | 3,905.9 | -7.4 | 5 | 20 | broke | NFP, UMich |
| 2022-07-07 | 3,903.32 | +0.86% | 3,904.6 | -1.3 | 10 | 3 | broke | Claims, EIA |
| 2022-06-28 | 3,822.21 | -2.57% | 3,851.4 | -29.2 | 1 | 1 | broke | Confidence, Auctions |
| 2022-06-27 | 3,898.57 | -0.70% | 3,915.1 | -16.5 | 7 | 13 | broke | Housing, Auctions |
| 2022-06-22 | 3,760.65 | +1.10% | 3,772.4 | -11.8 | 100 | 5 | broke | Fed, VIX settlement, Auctions |
| 2022-06-21 | 3,763.82 | +0.78% | 3,771.9 | -8.1 | 5 | 1 | held | |
| 2022-06-17 | 3,673.32 | -0.08% | 3,716.2 | -42.9 | 0 | 11 | broke | Fed, Opex |
| 2022-06-16 | 3,665.62 | -0.99% | 3,727.6 | -62.0 | 9 | 1 | broke | Housing, Claims, EIA |
| 2022-06-15 | 3,788.75 | +0.46% | 3,853.9 | -65.2 | 100 | 18 | broke | Retail sales, VIX settlement, EIA, FOMC |
| 2022-06-13 | 3,751.84 | -1.38% | 3,779.6 | -27.8 | 1 | 3 | broke | |
| 2022-06-10 | 3,898.87 | -1.37% | 4,034.8 | -135.9 | 0 | 3 | held | CPI, UMich |
| 2022-06-09 | 4,017.54 | -1.96% | 4,090.9 | -73.4 | 99 | 26 | broke | Claims, EIA, Fed, Auctions |
| 2022-06-08 | 4,115.20 | -0.56% | 4,128.3 | -13.1 | 100 | 17 | broke | VIX settlement, EIA, Auctions |
| 2022-06-03 | 4,107.97 | -0.42% | 4,123.7 | -15.7 | 26 | 6 | broke | NFP, ISM |
| 2022-06-01 | 4,101.00 | -1.39% | 4,130.3 | -29.3 | 99 | 10 | broke | VIX settlement, ISM, JOLTS, Housing |
| 2022-05-31 | 4,133.06 | -0.18% | 4,158.7 | -25.6 | 24 | 8 | broke | Confidence, Opex |
| 2022-05-24 | 3,940.41 | +0.19% | 3,941.2 | -0.8 | 96 | 10 | broke | Housing, Fed |
| 2022-05-23 | 3,973.02 | +1.01% | 3,974.2 | -1.2 | 68 | 12 | broke | |
| 2022-05-18 | 3,924.20 | -2.87% | 3,961.3 | -37.1 | 41 | 15 | broke | Housing, VIX settlement, EIA, Auctions |
| 2022-05-17 | 4,088.22 | +0.45% | 4,098.2 | -10.0 | 1 | 2 | broke | Retail sales, Fed |
| 2022-05-13 | 4,023.25 | +1.24% | 4,062.3 | -39.1 | 26 | 7 | broke | Housing, UMich |
| 2022-05-04 | 4,300.15 | +2.88% | 4,302.9 | -2.7 | 12 | 4 | broke | Refunding, VIX settlement, ISM, EIA, FOMC |
| 2022-05-02 | 4,155.12 | +0.42% | 4,168.1 | -13.0 | 20 | 3 | broke | ISM, Housing, Refunding |
| 2022-04-29 | 4,131.27 | -2.73% | 4,168.8 | -37.5 | 0 | 1 | broke | PCE |
| 2022-04-26 | 4,177.05 | -2.16% | 4,189.3 | -12.3 | 14 | 13 | broke | Housing, Confidence |
| 2022-04-25 | 4,296.66 | +1.28% | 4,315.2 | -18.5 | 61 | 9 | broke | Retail sales |
| 2022-04-18 | 4,391.07 | +0.00% | 4,435.2 | -44.1 | 0 | 18 | broke | |
| 2019-06-19 | 2,929.35 | +0.29% | 2,933.3 | -4.0 | 100 | 35 | broke | VIX settlement, EIA, FOMC |
Turn a filter into a rule
A count is where a question starts. The Lab takes a rule in plain
words ("sell the 0DTE straddle at 10:00 on days that opened below the flip with the
percentile under 20"), compiles it against every archived session and reports the
out-of-sample verdict with day-clustered intervals. An assistant with the
MCP server can page through the same archive with
list_sessions and get_session.
Measurements are model output derived from public trade and quote data; they are approximations and can be wrong. Nothing here is investment advice; see the Terms.