Where was dealer gamma on SPX days that moved 1% or more?
SPX sessions moving 1% or more · 178 sessions · the archive filtered by the dealer book · all sessions · the calendar
Short answer. 178 of 1,103 archived SPX sessions matched. Of them 67% closed above the zero-gamma flip (archive 84%) and 28% held the expected-hold band (archive 60%). Counts over finished sessions, recomputed as the archive grows; a share equal to the archive's is a base rate, not a pattern.
178 of 1,103 sessions match. Of them 67% closed above the flip (archive 84%), 28% held the expected-hold band (archive 60%), mean open-to-close move 1.63% (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 |
|---|---|---|---|---|---|---|---|---|
| 2026-08-04 | 7,736.35 | +1.31% | 7,745.1 | -8.8 | 28 | 8 | broke | Housing, JOLTS |
| 2026-08-03 | 7,600.47 | +1.06% | 7,452.4 | +148.1 | 100 | 2 | broke | ISM, Housing, Fed, Refunding |
| 2026-07-29 | 7,317.75 | -1.35% | 7,272.6 | +45.1 | 0 | 3 | broke | VIX settlement, EIA, FOMC |
| 2026-06-17 | 7,420.70 | -1.31% | 7,397.2 | +23.5 | 93 | 2 | broke | Retail sales, VIX settlement, EIA, FOMC |
| 2026-06-11 | 7,393.92 | +1.35% | 7,306.3 | +87.6 | 91 | 2 | broke | PPI, Claims, EIA, Fed, Auctions |
| 2026-06-10 | 7,267.52 | -1.08% | 7,189.3 | +78.2 | 76 | 0 | held | CPI, VIX settlement, EIA, Auctions |
| 2026-06-05 | 7,384.59 | -1.98% | 7,377.3 | +7.3 | 6 | 2 | broke | NFP |
| 2026-04-13 | 6,886.26 | +1.28% | 6,891.2 | -4.9 | 81 | 6 | broke | |
| 2026-04-02 | 6,582.42 | +1.39% | 6,525.0 | +57.4 | 100 | 2 | broke | Claims, EIA |
| 2026-03-31 | 6,528.50 | +1.69% | 6,250.6 | +277.9 | 76 | 0 | held | Confidence, JOLTS |
| 2026-03-30 | 6,344.00 | -1.19% | 6,284.2 | +59.8 | 99 | 0 | held | Fed |
| 2026-03-27 | 6,369.70 | -1.16% | 6,306.9 | +62.8 | 100 | 0 | broke | UMich |
| 2026-03-20 | 6,506.42 | -1.18% | 6,429.4 | +77.0 | 97 | 0 | broke | Opex |
| 2026-03-13 | 6,631.49 | -1.18% | 6,574.8 | +56.7 | 96 | 0 | held | PCE, Housing, GDP, JOLTS, UMich |
| 2026-03-09 | 6,795.55 | +1.63% | 6,574.3 | +221.3 | 4 | 2 | broke | |
| 2026-03-02 | 6,881.05 | +1.10% | 6,759.9 | +121.2 | 95 | 0 | held | ISM |
| 2026-02-23 | 6,837.67 | -1.01% | 6,771.5 | +66.2 | 64 | 1 | held | Housing |
| 2026-02-20 | 6,909.09 | +1.06% | 6,805.7 | +103.4 | 100 | 1 | held | PCE, GDP, UMich, Housing, Opex |
| 2026-02-12 | 6,832.81 | -1.87% | 6,782.2 | +50.6 | 98 | 0 | held | Claims, EIA, Auctions |
| 2026-02-06 | 6,931.92 | +1.36% | 6,786.0 | +145.9 | 99 | 2 | broke | UMich |
| 2026-02-03 | 6,917.89 | -1.02% | 6,828.9 | +89.0 | 92 | 0 | held | |
| 2025-12-17 | 6,722.06 | -1.21% | 6,697.9 | +24.2 | 100 | 1 | held | VIX settlement, EIA, Auctions |
| 2025-11-25 | 6,766.32 | +1.03% | 6,646.2 | +120.1 | 77 | 0 | broke | PPI, Retail sales, Confidence, Auctions |
| 2025-11-20 | 6,539.17 | -3.04% | 6,518.4 | +20.8 | 96 | 12 | broke | NFP, Claims, EIA |
| 2025-11-13 | 6,737.27 | -1.20% | 6,690.3 | +47.0 | 90 | 1 | held | EIA, Auctions |
| 2025-10-10 | 6,552.80 | -2.81% | 6,541.3 | +11.5 | 36 | 0 | held | UMich |
| 2025-08-22 | 6,466.52 | +1.25% | 6,385.9 | +80.6 | 99 | 0 | held | Fed, UMich |
| 2025-07-31 | 6,341.46 | -1.01% | 6,272.4 | +69.1 | 15 | 12 | broke | PCE, Claims, EIA |
| 2025-05-19 | 5,963.97 | +1.04% | 5,851.7 | +112.3 | 100 | 0 | held | |
| 2025-04-30 | 5,563.40 | +1.58% | 5,349.5 | +213.9 | 100 | 0 | held | PCE, GDP, Refunding, VIX settlement, EIA |
| 2025-04-24 | 5,484.65 | +1.96% | 5,220.4 | +264.3 | 100 | 0 | held | Housing, Claims, EIA, Auctions |
| 2025-04-22 | 5,287.57 | +1.51% | 5,140.3 | +147.3 | 99 | 0 | held | Auctions |
| 2025-04-21 | 5,159.90 | -1.34% | 5,114.3 | +45.6 | 100 | 4 | broke | |
| 2025-04-16 | 5,274.90 | -1.27% | 5,138.7 | +136.2 | 100 | 0 | held | Retail sales, VIX settlement, EIA, Auctions, Fed |
| 2025-04-11 | 5,360.72 | +1.90% | 5,182.1 | +178.6 | 37 | 0 | held | PPI, UMich |
| 2025-04-10 | 5,268.22 | -1.47% | 5,234.2 | +34.0 | 68 | 2 | broke | CPI, Claims, EIA, Auctions |
| 2025-04-09 | 5,454.52 | +10.00% | 5,453.0 | +1.5 | 83 | 3 | broke | VIX settlement, EIA, Auctions |
| 2025-04-08 | 4,987.15 | -4.77% | 5,026.0 | -38.9 | 1 | 17 | broke | Auctions |
| 2025-04-07 | 5,063.06 | +3.30% | 5,035.1 | +28.0 | 83 | 14 | broke | Halts |
| 2025-04-04 | 5,074.67 | -3.70% | 5,076.0 | -1.3 | 83 | 3 | broke | NFP, Fed |
| 2025-04-02 | 5,672.04 | +1.79% | 5,530.2 | +141.8 | 100 | 1 | held | Housing, VIX settlement, EIA |
| 2025-03-31 | 5,611.40 | +1.61% | 5,597.2 | +14.2 | 92 | 1 | broke | |
| 2025-03-28 | 5,579.60 | -1.72% | 5,547.2 | +32.4 | 100 | 1 | broke | PCE, UMich |
| 2025-03-26 | 5,712.15 | -1.12% | 5,706.4 | +5.8 | 99 | 0 | broke | Housing, VIX settlement, EIA, Auctions |
| 2025-03-14 | 5,638.54 | +1.23% | 5,539.0 | +99.5 | 79 | 0 | held | UMich |
| 2025-03-13 | 5,521.45 | -1.11% | 5,503.6 | +17.8 | 90 | 0 | broke | PPI, Claims, EIA, Fed, Auctions |
| 2025-03-10 | 5,614.39 | -1.34% | 5,534.3 | +80.1 | 69 | 0 | held | |
| 2025-03-05 | 5,841.37 | +1.00% | 5,627.9 | +213.5 | 71 | 0 | held | Housing, VIX settlement, ISM, EIA, Fed |
| 2025-03-03 | 5,849.17 | -2.04% | 5,819.7 | +29.5 | 0 | 4 | broke | ISM, Housing |
| 2025-02-28 | 5,952.72 | +1.50% | 6,305.7 | -353.0 | 0 | 1 | broke | PCE, UMich, Opex |
| 2025-02-27 | 5,862.32 | -2.05% | 5,855.7 | +6.6 | 75 | 0 | held | Housing, GDP, Claims, EIA |
| 2025-02-21 | 6,013.52 | -1.60% | 5,987.6 | +25.9 | 31 | 0 | held | Opex |
| 2025-02-07 | 6,026.10 | -1.02% | 5,986.1 | +40.0 | 100 | 0 | held | NFP |
| 2025-01-07 | 5,908.07 | -1.50% | 5,899.4 | +8.7 | 93 | 0 | broke | JOLTS, Auctions |
| 2024-12-20 | 5,933.15 | +1.63% | 5,921.5 | +11.6 | 77 | 17 | broke | PCE, Opex |
| 2024-12-18 | 5,872.81 | -2.88% | 5,971.1 | -98.3 | 0 | 5 | broke | Housing, VIX settlement, EIA, FOMC |
| 2024-10-31 | 5,705.57 | -1.11% | 5,681.4 | +24.2 | 100 | 0 | held | PCE, Claims, EIA |
| 2024-09-11 | 5,554.32 | +1.29% | 5,616.0 | -61.7 | 0 | 2 | broke | CPI, VIX settlement, EIA, Auctions |
| 2024-09-06 | 5,409.24 | -1.94% | 5,364.8 | +44.4 | 91 | 37 | broke | NFP |
| 2024-09-03 | 5,527.82 | -1.55% | 5,512.5 | +15.3 | 99 | 1 | broke | ISM, Housing |
| 2024-08-22 | 5,571.35 | -1.23% | 5,537.9 | +33.5 | 80 | 0 | held | Claims, EIA |
| 2024-08-08 | 5,321.16 | +1.23% | 5,231.9 | +89.3 | 13 | 1 | held | Claims, EIA, Auctions |
| 2024-08-07 | 5,200.16 | -1.89% | 5,221.8 | -21.6 | 81 | 10 | broke | VIX settlement, EIA, Auctions |
| 2024-08-05 | 5,187.74 | +1.20% | 5,080.9 | +106.8 | 1 | 16 | broke | ISM, Fed |
| 2024-08-01 | 5,445.16 | -1.80% | 5,369.4 | +75.8 | 90 | 6 | broke | Claims, ISM, Housing, EIA |
| 2024-07-24 | 5,427.81 | -1.46% | 5,422.1 | +5.7 | 87 | 3 | broke | Housing, VIX settlement, EIA, Auctions |
| 2024-05-23 | 5,267.81 | -1.26% | 5,241.0 | +26.8 | 97 | 1 | held | Housing, Claims, EIA |
| 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 |
| 2024-01-31 | 4,845.54 | -1.15% | 4,843.2 | +2.3 | 61 | 4 | broke | Refunding, VIX settlement, EIA, FOMC |
| 2024-01-19 | 4,837.67 | +1.01% | 4,747.7 | +90.0 | 78 | 4 | held | Opex |
| 2024-01-08 | 4,763.77 | +1.28% | 4,679.1 | +84.7 | 88 | 1 | held | |
| 2023-12-20 | 4,699.15 | -1.25% | 4,772.0 | -72.8 | 0 | 1 | broke | VIX settlement, EIA, Auctions |
| 2023-12-13 | 4,706.61 | +1.29% | 4,592.8 | +113.8 | 96 | 0 | held | PPI, VIX settlement, EIA, FOMC |
| 2023-11-10 | 4,416.12 | +1.16% | 4,380.1 | +36.0 | 74 | 2 | broke | UMich |
| 2023-10-20 | 4,223.91 | -1.07% | 4,193.9 | +30.0 | 100 | 1 | held | Opex |
| 2023-10-19 | 4,278.11 | -1.04% | 4,287.6 | -9.5 | 3 | 5 | broke | Claims, EIA |
| 2023-10-09 | 4,335.17 | +1.07% | 4,320.9 | +14.3 | 100 | 4 | broke | |
| 2023-10-06 | 4,307.81 | +1.74% | 4,201.8 | +106.0 | 90 | 0 | held | NFP |
| 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 |
| 2023-08-29 | 4,498.77 | +1.48% | 4,393.9 | +104.9 | 100 | 2 | held | Confidence, JOLTS, Auctions |
| 2023-08-24 | 4,376.61 | -1.71% | 4,384.5 | -7.9 | 6 | 29 | broke | Housing, Claims, EIA |
| 2023-08-17 | 4,373.20 | -1.08% | 4,371.6 | +1.6 | 6 | 7 | broke | Claims, EIA |
| 2023-07-27 | 4,538.94 | -1.33% | 4,539.7 | -0.8 | 37 | 12 | broke | Housing, GDP, Claims, EIA, Auctions |
| 2023-06-15 | 4,426.62 | +1.38% | 4,344.1 | +82.5 | 99 | 4 | broke | Retail sales, Claims, EIA |
| 2023-05-26 | 4,205.21 | +1.10% | 4,211.3 | -6.1 | 4 | 7 | broke | PCE, Housing, UMich |
| 2023-05-18 | 4,198.80 | +1.05% | 4,261.6 | -62.8 | 2 | 5 | broke | Claims, EIA |
| 2023-04-27 | 4,135.57 | +1.37% | 4,045.7 | +89.9 | 91 | 0 | held | GDP, Claims, EIA, Auctions |
| 2023-04-25 | 4,072.09 | -1.15% | 4,072.2 | -0.1 | 12 | 28 | broke | Housing, Confidence |
| 2023-04-13 | 4,146.20 | +1.03% | 4,149.9 | -3.7 | 0 | 1 | broke | PPI, Claims, EIA, Auctions |
| 2023-03-31 | 4,109.76 | +1.14% | 4,014.3 | +95.5 | 0 | 0 | broke | PCE |
| 2023-03-24 | 3,971.87 | +1.02% | 3,968.1 | +3.8 | 4 | 7 | broke | Housing, UMich |
| 2023-03-22 | 3,936.62 | -1.62% | 3,906.4 | +30.2 | 8 | 13 | broke | VIX settlement, EIA, FOMC |
| 2023-03-16 | 3,960.81 | +2.36% | 3,944.6 | +16.2 | 100 | 10 | broke | Housing, Claims, EIA |
| 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 |
| 2023-03-07 | 3,986.70 | -1.49% | 3,963.3 | +23.4 | 97 | 2 | held | VIX settlement, Fed |
| 2023-03-03 | 4,045.96 | +1.24% | 4,048.0 | -2.0 | 5 | 1 | broke | ISM |
| 2023-03-02 | 3,979.92 | +1.18% | 3,893.2 | +86.7 | 100 | 0 | broke | Claims, EIA |
| 2023-02-21 | 3,997.21 | -1.12% | 3,976.6 | +20.6 | 35 | 28 | broke | |
| 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 | |
| 2023-02-01 | 4,117.72 | +1.30% | 4,116.5 | +1.2 | 77 | 10 | broke | Refunding, VIX settlement, ISM, JOLTS, Housing, EIA, FOMC |
| 2023-01-31 | 4,076.19 | +1.23% | 4,053.0 | +23.2 | 99 | 5 | broke | Confidence |
| 2023-01-25 | 4,015.00 | +1.15% | 4,005.9 | +9.1 | 100 | 4 | broke | VIX settlement, EIA, Auctions |
| 2023-01-23 | 4,019.72 | +1.12% | 4,013.1 | +6.6 | 100 | 0 | broke | |
| 2023-01-20 | 3,971.87 | +1.62% | 3,869.2 | +102.7 | 0 | 0 | broke | Opex |
| 2023-01-18 | 3,927.50 | -1.98% | 3,940.2 | -12.7 | 3 | 5 | broke | PPI, Retail sales, VIX settlement, Auctions |
| 2023-01-13 | 3,999.22 | +1.15% | 3,917.5 | +81.7 | 100 | 0 | held | UMich |
| 2023-01-06 | 3,894.32 | +1.50% | 3,983.6 | -89.3 | 98 | 2 | broke | NFP, Housing |
| 2022-12-28 | 3,783.65 | -1.19% | 3,777.0 | +6.7 | 100 | 1 | broke | VIX settlement, Auctions |
| 2022-12-15 | 3,895.91 | -1.35% | 3,856.6 | +39.3 | 97 | 8 | broke | Retail sales, Claims, EIA |
| 2022-12-13 | 4,020.22 | -1.97% | 4,027.2 | -7.0 | 34 | 14 | broke | CPI, Auctions |
| 2022-12-12 | 3,989.64 | +1.11% | 3,893.9 | +95.8 | 0 | 4 | broke | Auctions |
| 2022-12-06 | 3,942.12 | -1.37% | 3,940.8 | +1.3 | 18 | 14 | broke | |
| 2022-12-05 | 4,000.12 | -1.06% | 3,998.0 | +2.1 | 100 | 26 | broke | Housing, ISM |
| 2022-11-30 | 4,075.67 | +2.89% | 4,113.2 | -37.5 | 1 | 11 | broke | GDP, VIX settlement, JOLTS, EIA, Fed, Opex |
| 2022-11-10 | 3,954.42 | +1.62% | 3,954.5 | -0.1 | 86 | 10 | broke | CPI, Claims, EIA, Auctions |
| 2022-11-09 | 3,749.47 | -1.47% | 3,723.7 | +25.8 | 86 | 4 | broke | VIX settlement, EIA, Auctions |
| 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 |
| 2022-10-28 | 3,901.02 | +2.38% | 3,895.9 | +5.1 | 100 | 4 | broke | PCE, UMich |
| 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 |
| 2022-10-18 | 3,720.90 | -1.04% | 3,680.6 | +40.3 | 71 | 16 | broke | |
| 2022-10-14 | 3,586.86 | -2.87% | 3,563.8 | +23.1 | 11 | 23 | broke | Retail sales, UMich |
| 2022-10-13 | 3,670.01 | +4.81% | 3,674.2 | -4.2 | 0 | 14 | broke | CPI, Claims, EIA, Auctions |
| 2022-10-07 | 3,641.52 | -1.59% | 3,608.7 | +32.8 | 98 | 0 | held | NFP |
| 2022-10-04 | 3,790.70 | +1.43% | 3,636.0 | +154.7 | 100 | 0 | held | Housing, JOLTS |
| 2022-10-03 | 3,678.02 | +1.47% | 3,632.1 | +45.9 | 100 | 0 | broke | ISM, Housing |
| 2022-09-30 | 3,587.67 | -1.32% | 3,556.0 | +31.7 | 100 | 24 | broke | PCE |
| 2022-09-29 | 3,640.87 | -1.14% | 3,638.4 | +2.5 | 1 | 10 | broke | GDP, Claims, EIA |
| 2022-09-28 | 3,719.20 | +1.76% | 3,713.3 | +5.9 | 100 | 18 | broke | VIX settlement, Fed, EIA, Auctions |
| 2022-09-27 | 3,646.87 | -1.24% | 3,640.5 | +6.4 | 92 | 8 | broke | Housing, Confidence, Auctions |
| 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 | |
| 2022-09-13 | 3,931.77 | -2.27% | 3,956.7 | -24.9 | 0 | 11 | broke | CPI, Auctions |
| 2022-09-08 | 4,005.42 | +1.50% | 3,929.4 | +76.0 | 24 | 8 | held | Claims, Fed, EIA |
| 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 |
| 2022-08-31 | 3,956.21 | -1.05% | 3,915.1 | +41.1 | 45 | 16 | held | VIX settlement, EIA, Opex |
| 2022-08-30 | 3,986.71 | -1.39% | 3,929.4 | +57.3 | 87 | 12 | broke | Confidence, JOLTS |
| 2022-08-26 | 4,058.52 | -3.35% | 4,090.8 | -32.3 | 1 | 7 | broke | PCE, Fed, UMich |
| 2022-08-25 | 4,199.12 | +1.06% | 4,123.7 | +75.4 | 100 | 26 | held | GDP, Claims, EIA, Auctions |
| 2022-08-12 | 4,279.60 | +1.21% | 4,293.4 | -13.8 | 0 | 2 | broke | UMich |
| 2022-07-29 | 4,131.17 | +1.10% | 4,120.9 | +10.3 | 100 | 10 | broke | PCE |
| 2022-07-27 | 4,022.37 | +1.65% | 4,028.2 | -5.8 | 5 | 13 | broke | Housing, VIX settlement, EIA, FOMC |
| 2022-07-22 | 3,962.12 | -1.02% | 3,967.1 | -5.0 | 3 | 10 | broke | UMich |
| 2022-07-21 | 3,996.62 | +1.16% | 3,992.7 | +3.9 | 100 | 10 | broke | Claims, EIA |
| 2022-07-19 | 3,935.67 | +1.73% | 3,798.0 | +137.7 | 99 | 0 | held | Housing |
| 2022-07-18 | 3,830.77 | -1.65% | 3,861.8 | -31.0 | 0 | 10 | broke | |
| 2022-07-05 | 3,831.12 | +1.66% | 3,828.2 | +2.9 | 98 | 15 | broke | Housing |
| 2022-06-28 | 3,822.21 | -2.57% | 3,851.4 | -29.2 | 1 | 1 | broke | Confidence, Auctions |
| 2022-06-24 | 3,912.02 | +2.14% | 3,886.9 | +25.1 | 100 | 8 | broke | Housing, UMich, Opex |
| 2022-06-22 | 3,760.65 | +1.10% | 3,772.4 | -11.8 | 100 | 5 | broke | Fed, VIX settlement, Auctions |
| 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 |
| 2022-06-07 | 4,160.42 | +1.84% | 4,111.4 | +49.0 | 100 | 3 | broke | |
| 2022-06-02 | 4,176.36 | +1.98% | 4,174.2 | +2.2 | 81 | 6 | broke | Housing, Claims, EIA |
| 2022-06-01 | 4,101.00 | -1.39% | 4,130.3 | -29.3 | 99 | 10 | broke | VIX settlement, ISM, JOLTS, Housing |
| 2022-05-27 | 4,156.57 | +1.71% | 4,138.3 | +18.3 | 100 | 0 | broke | PCE, UMich |
| 2022-05-26 | 4,058.55 | +1.67% | 3,981.7 | +76.9 | 100 | 0 | held | GDP, Claims, EIA, Auctions, Fed |
| 2022-05-25 | 3,978.00 | +1.23% | 3,976.3 | +1.7 | 15 | 5 | broke | Housing, VIX settlement, EIA, Auctions |
| 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 |
| 2022-05-13 | 4,023.25 | +1.24% | 4,062.3 | -39.1 | 26 | 7 | broke | Housing, UMich |
| 2022-05-11 | 3,934.19 | -1.40% | 3,919.7 | +14.5 | 97 | 7 | held | CPI, VIX settlement, EIA, Auctions |
| 2022-05-10 | 4,001.87 | -1.59% | 3,989.0 | +12.9 | 98 | 26 | broke | |
| 2022-05-09 | 3,991.46 | -1.74% | 3,944.6 | +46.9 | 91 | 23 | held | Fed |
| 2022-05-04 | 4,300.15 | +2.88% | 4,302.9 | -2.7 | 12 | 4 | broke | Refunding, VIX settlement, ISM, EIA, FOMC |
| 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 |
| 2022-04-22 | 4,271.75 | -2.43% | 4,264.7 | +7.1 | 99 | 8 | broke | UMich |
| 2022-04-14 | 4,391.30 | -1.33% | 4,366.5 | +24.8 | 100 | 0 | held | Retail sales, Claims, EIA, Opex |
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.