How often does SPX reclaim the zero-gamma flip after opening below it?
SPX sessions opened below the flip · 200 sessions · the archive filtered by the dealer book · all sessions · the calendar
Short answer. 200 of 1,103 archived SPX sessions matched. Of them 79% closed above the zero-gamma flip (archive 84%), 56% held the expected-hold band (archive 60%) and the mean open-to-close move was 0.70% (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.
200 of 1,103 sessions match. Of them 79% closed above the flip (archive 84%), 56% held the expected-hold band (archive 60%), mean open-to-close move 0.70% (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 |
|---|---|---|---|---|---|---|---|---|
| 2026-09-14 | 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 |
| 2026-09-09 | 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 |
| 2026-09-03 | 7,747.67 | +0.62% | 7,659.6 | +88.1 | 100 | 1 | broke | Claims, ISM, EIA, Auctions |
| 2026-09-02 | 7,666.27 | +0.39% | 7,705.5 | -39.2 | 0 | 2 | broke | Housing, VIX settlement, EIA, Fed |
| 2026-09-01 | 7,631.02 | -0.00% | 7,579.9 | +51.1 | 68 | 1 | held | ISM, JOLTS, Housing |
| 2026-08-28 | 7,711.72 | -0.32% | 7,811.4 | -99.7 | 48 | 2 | broke | UMich |
| 2026-08-27 | 7,731.45 | +0.36% | 7,654.1 | +77.3 | 69 | 3 | broke | Claims, EIA, Auctions |
| 2026-08-26 | 7,675.95 | +0.13% | 7,663.1 | +12.8 | 99 | 3 | broke | PCE, Housing, GDP, VIX settlement, EIA, Auctions |
| 2026-08-24 | 7,653.24 | -0.03% | 7,604.6 | +48.6 | 82 | 1 | held | |
| 2026-08-18 | 7,690.64 | -0.22% | 7,696.7 | -6.1 | 32 | 3 | held | Housing, Auctions |
| 2026-08-17 | 7,745.45 | -0.53% | 7,745.0 | +0.4 | 0 | 2 | broke | |
| 2026-07-30 | 7,437.15 | +0.79% | 7,407.7 | +29.4 | 100 | 3 | broke | PCE, GDP, Claims, EIA |
| 2026-06-16 | 7,511.70 | -0.61% | 7,526.0 | -14.3 | 81 | 5 | broke | Housing, Auctions |
| 2026-06-04 | 7,585.25 | +0.68% | 7,476.7 | +108.6 | 100 | 1 | held | Claims, Fed, EIA |
| 2026-05-26 | 7,519.02 | +0.03% | 7,461.9 | +57.1 | 100 | 1 | held | Confidence, Auctions |
| 2026-05-15 | 7,407.72 | -0.30% | 7,328.6 | +79.1 | 98 | 1 | held | Opex |
| 2026-05-14 | 7,501.21 | +0.51% | 7,491.8 | +9.4 | 100 | 7 | broke | Retail sales, Claims, EIA |
| 2026-04-24 | 7,164.55 | +0.53% | 7,055.7 | +108.9 | 100 | 1 | held | UMich |
| 2026-03-16 | 6,699.55 | +0.12% | 6,583.5 | +116.1 | 94 | 1 | held | |
| 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 |
| 2026-01-30 | 6,938.85 | -0.19% | 6,845.5 | +93.4 | 89 | 1 | held | PPI |
| 2026-01-26 | 6,950.70 | +0.37% | 6,881.4 | +69.3 | 99 | 1 | held | Housing, Auctions |
| 2026-01-22 | 6,912.90 | -0.12% | 6,837.0 | +75.9 | 74 | 1 | held | PCE, GDP, Claims, EIA |
| 2026-01-21 | 6,875.10 | +0.73% | 6,858.4 | +16.7 | 100 | 7 | broke | VIX settlement, Housing, Auctions |
| 2026-01-15 | 6,944.02 | -0.30% | 6,904.8 | +39.2 | 92 | 3 | held | Claims, EIA |
| 2026-01-14 | 6,927.60 | -0.14% | 6,857.2 | +70.4 | 75 | 1 | held | PPI, Retail sales, VIX settlement, EIA, Fed |
| 2026-01-12 | 6,977.82 | +0.57% | 6,911.4 | +66.4 | 99 | 1 | held | Auctions |
| 2026-01-07 | 6,921.37 | -0.33% | 6,903.3 | +18.1 | 93 | 1 | held | Housing, VIX settlement, JOLTS, EIA |
| 2026-01-02 | 6,858.32 | -0.40% | 6,786.7 | +71.6 | 96 | 1 | held | ISM, EIA |
| 2025-12-29 | 6,905.56 | +0.02% | 6,856.3 | +49.3 | 100 | 1 | held | |
| 2025-12-22 | 6,878.40 | +0.18% | 6,821.4 | +57.0 | 100 | 1 | held | Auctions |
| 2025-12-17 | 6,722.06 | -1.21% | 6,697.9 | +24.2 | 100 | 1 | held | VIX settlement, EIA, Auctions |
| 2025-12-11 | 6,900.94 | +0.63% | 6,811.1 | +89.8 | 100 | 1 | held | Claims, EIA, Auctions |
| 2025-12-10 | 6,886.21 | +0.73% | 6,827.2 | +59.0 | 96 | 1 | broke | VIX settlement, EIA, FOMC |
| 2025-12-05 | 6,870.36 | -0.03% | 6,806.9 | +63.5 | 100 | 1 | held | PCE |
| 2025-11-13 | 6,737.27 | -1.20% | 6,690.3 | +47.0 | 90 | 1 | held | EIA, Auctions |
| 2025-11-07 | 6,728.72 | +0.64% | 6,599.3 | +129.4 | 93 | 5 | held | |
| 2025-11-03 | 6,851.32 | -0.32% | 6,771.9 | +79.4 | 97 | 1 | held | ISM, Fed, Refunding |
| 2025-10-02 | 6,715.97 | -0.12% | 6,641.0 | +75.0 | 99 | 1 | held | EIA |
| 2025-09-29 | 6,661.52 | -0.09% | 6,628.5 | +33.0 | 97 | 1 | held | |
| 2025-08-28 | 6,502.27 | +0.16% | 6,414.6 | +87.7 | 100 | 1 | held | GDP, Claims, EIA, Auctions |
| 2025-06-13 | 5,976.75 | -0.39% | 5,870.1 | +106.6 | 92 | 1 | held | UMich, Fed |
| 2025-04-09 | 5,454.52 | +10.00% | 5,453.0 | +1.5 | 83 | 3 | broke | VIX settlement, EIA, Auctions |
| 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 |
| 2025-03-19 | 5,675.42 | +0.73% | 5,682.0 | -6.6 | 92 | 29 | broke | EIA, FOMC |
| 2025-03-03 | 5,849.17 | -2.04% | 5,819.7 | +29.5 | 0 | 4 | broke | ISM, Housing |
| 2025-02-24 | 5,984.55 | -0.84% | 5,976.8 | +7.8 | 97 | 1 | held | Auctions |
| 2025-02-06 | 6,082.67 | +0.14% | 6,011.2 | +71.5 | 97 | 1 | held | Claims, EIA |
| 2025-01-29 | 6,038.10 | -0.31% | 6,011.2 | +26.9 | 80 | 9 | held | VIX settlement, EIA, FOMC |
| 2025-01-27 | 6,012.80 | +0.47% | 5,908.0 | +104.8 | 81 | 1 | held | Housing, Auctions |
| 2024-12-24 | 6,037.27 | +0.92% | 6,026.6 | +10.7 | 4 | 2 | broke | VIX settlement, Auctions |
| 2024-12-20 | 5,933.15 | +1.63% | 5,921.5 | +11.6 | 77 | 17 | broke | PCE, Opex |
| 2024-12-16 | 6,073.85 | +0.11% | 6,027.4 | +46.5 | 100 | 1 | held | |
| 2024-12-13 | 6,050.30 | -0.35% | 6,015.4 | +34.9 | 100 | 1 | held | UMich |
| 2024-12-09 | 6,053.07 | -0.48% | 6,039.6 | +13.5 | 90 | 1 | held | |
| 2024-11-27 | 5,997.97 | -0.24% | 5,960.4 | +37.6 | 98 | 1 | held | PCE, Housing, GDP, Claims, VIX settlement, EIA, Auctions |
| 2024-11-26 | 6,021.37 | +0.34% | 5,957.0 | +64.4 | 100 | 1 | held | Housing, Confidence, Auctions |
| 2024-11-22 | 5,969.55 | +0.28% | 5,936.2 | +33.4 | 100 | 1 | held | UMich |
| 2024-11-21 | 5,948.87 | +0.15% | 5,857.6 | +91.3 | 97 | 1 | held | Claims, EIA |
| 2024-11-19 | 5,916.82 | +0.95% | 5,882.2 | +34.6 | 89 | 1 | broke | Housing |
| 2024-11-05 | 5,782.72 | +0.96% | 5,716.2 | +66.5 | 48 | 9 | held | ISM, Auctions |
| 2024-10-30 | 5,816.10 | -0.20% | 5,801.4 | +14.7 | 98 | 9 | held | GDP, Refunding, VIX settlement, EIA |
| 2024-10-28 | 5,824.36 | -0.21% | 5,795.2 | +29.2 | 100 | 1 | held | Auctions, Refunding |
| 2024-10-24 | 5,809.82 | -0.06% | 5,753.3 | +56.5 | 99 | 1 | held | Housing, Claims, EIA |
| 2024-10-22 | 5,851.67 | +0.41% | 5,784.0 | +67.7 | 100 | 1 | held | |
| 2024-10-16 | 5,842.72 | +0.47% | 5,772.4 | +70.3 | 90 | 1 | held | VIX settlement |
| 2024-10-10 | 5,780.35 | +0.11% | 5,723.2 | +57.2 | 100 | 1 | held | CPI, Claims, EIA, Auctions |
| 2024-09-26 | 5,746.17 | -0.25% | 5,717.8 | +28.4 | 100 | 1 | held | Housing, GDP, Claims, EIA, Auctions |
| 2024-09-16 | 5,632.35 | +0.15% | 5,582.9 | +49.5 | 100 | 1 | held | |
| 2024-09-12 | 5,594.92 | +0.76% | 5,523.4 | +71.5 | 93 | 1 | held | PPI, Claims, EIA, Fed, Auctions |
| 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 |
| 2024-09-04 | 5,520.47 | +0.15% | 5,473.2 | +47.3 | 88 | 1 | held | Housing, VIX settlement, JOLTS |
| 2024-09-03 | 5,527.82 | -1.55% | 5,512.5 | +15.3 | 99 | 1 | broke | ISM, Housing |
| 2024-08-26 | 5,616.92 | -0.49% | 5,586.9 | +30.0 | 97 | 1 | held | Housing |
| 2024-08-12 | 5,343.62 | -0.26% | 5,293.4 | +50.2 | 97 | 1 | held | |
| 2024-08-05 | 5,187.74 | +1.20% | 5,080.9 | +106.8 | 1 | 16 | broke | ISM, Fed |
| 2024-07-31 | 5,522.19 | +0.37% | 5,513.7 | +8.5 | 55 | 9 | broke | Refunding, VIX settlement, EIA, FOMC |
| 2024-07-30 | 5,436.27 | -0.75% | 5,409.5 | +26.8 | 90 | 9 | broke | Confidence, JOLTS |
| 2024-07-29 | 5,464.52 | -0.13% | 5,427.2 | +37.3 | 93 | 1 | held | Refunding |
| 2024-07-26 | 5,459.37 | +0.47% | 5,409.8 | +49.6 | 62 | 1 | broke | PCE, UMich |
| 2024-07-24 | 5,427.81 | -1.46% | 5,422.1 | +5.7 | 87 | 3 | broke | Housing, VIX settlement, EIA, Auctions |
| 2024-07-22 | 5,564.96 | +0.42% | 5,496.0 | +69.0 | 100 | 1 | held | |
| 2024-07-18 | 5,545.79 | -0.97% | 5,642.3 | -96.5 | 0 | 6 | broke | Claims, EIA |
| 2024-07-17 | 5,589.10 | -0.40% | 5,540.4 | +48.7 | 100 | 1 | held | Housing, VIX settlement, EIA, Auctions |
| 2024-07-12 | 5,611.87 | +0.30% | 5,545.7 | +66.2 | 73 | 1 | held | PPI, UMich |
| 2024-07-09 | 5,577.12 | -0.09% | 5,543.9 | +33.2 | 62 | 3 | held | Fed, Auctions |
| 2024-07-05 | 5,567.10 | +0.55% | 5,505.3 | +61.8 | 96 | 1 | held | NFP, EIA |
| 2024-07-02 | 5,508.77 | +0.92% | 5,434.7 | +74.1 | 49 | 1 | held | JOLTS |
| 2024-06-25 | 5,470.15 | +0.20% | 5,428.2 | +41.9 | 100 | 1 | held | Confidence |
| 2024-06-21 | 5,467.02 | +0.06% | 5,421.6 | +45.4 | 76 | 1 | held | Opex |
| 2024-06-05 | 5,353.32 | +0.80% | 5,253.3 | +100.0 | 80 | 1 | held | VIX settlement, ISM, EIA |
| 2024-06-03 | 5,281.82 | -0.25% | 5,218.3 | +63.5 | 95 | 1 | held | ISM, Housing, Halts |
| 2024-05-29 | 5,266.90 | -0.04% | 5,236.7 | +30.2 | 89 | 13 | broke | VIX settlement, Auctions |
| 2024-05-24 | 5,304.00 | +0.34% | 5,243.6 | +60.4 | 100 | 1 | held | Housing, UMich |
| 2024-05-23 | 5,267.81 | -1.26% | 5,241.0 | +26.8 | 97 | 1 | held | Housing, Claims, EIA |
| 2024-05-03 | 5,128.77 | +0.03% | 5,076.6 | +52.2 | 100 | 15 | held | NFP, ISM |
| 2024-05-01 | 5,020.27 | -0.22% | 5,008.0 | +12.3 | 98 | 19 | broke | Refunding, VIX settlement, ISM, JOLTS, Housing, EIA, FOMC |
| 2024-04-30 | 5,036.57 | -1.21% | 5,043.8 | -7.2 | 0 | 8 | broke | Confidence |
| 2024-04-25 | 5,048.87 | +0.82% | 4,945.9 | +103.0 | 100 | 3 | held | GDP, Claims, EIA, Auctions |
| 2024-04-18 | 5,011.00 | -0.50% | 4,960.8 | +50.2 | 79 | 1 | held | Claims, EIA |
| 2024-04-15 | 5,061.25 | -1.99% | 5,067.1 | -5.9 | 0 | 4 | broke | Retail sales |
| 2024-04-12 | 5,122.80 | -0.74% | 5,074.0 | +48.8 | 86 | 1 | held | UMich |
| 2024-04-10 | 5,161.75 | +0.23% | 5,094.2 | +67.6 | 84 | 1 | held | CPI, VIX settlement, EIA, Auctions |
| 2024-04-02 | 5,206.17 | +0.06% | 5,162.4 | +43.8 | 97 | 1 | held | Housing, JOLTS |
| 2024-03-21 | 5,242.55 | -0.17% | 5,218.5 | +24.1 | 98 | 1 | held | Claims, EIA |
| 2024-03-19 | 5,177.35 | +0.75% | 5,182.3 | -4.9 | 0 | 4 | broke | Housing, Auctions |
| 2024-03-15 | 5,115.77 | -0.23% | 5,080.0 | +35.8 | 97 | 1 | held | Opex |
| 2024-03-14 | 5,151.45 | -0.43% | 5,113.2 | +38.3 | 65 | 1 | held | PPI, Retail sales, Claims, Halts, EIA |
| 2024-03-13 | 5,165.45 | -0.20% | 5,135.2 | +30.3 | 100 | 1 | held | VIX settlement, EIA, Auctions |
| 2024-03-12 | 5,175.49 | +0.65% | 5,098.4 | +77.1 | 100 | 1 | held | CPI, Auctions |
| 2024-03-08 | 5,124.37 | -0.73% | 5,134.1 | -9.7 | 0 | 18 | broke | NFP, UMich |
| 2024-01-26 | 4,890.10 | -0.05% | 4,853.7 | +36.4 | 100 | 1 | held | PCE, UMich |
| 2024-01-24 | 4,867.95 | -0.46% | 4,857.5 | +10.4 | 96 | 1 | held | VIX settlement, EIA, Auctions |
| 2024-01-17 | 4,739.26 | +0.12% | 4,694.5 | +44.8 | 100 | 1 | held | Retail sales, VIX settlement, Auctions |
| 2024-01-16 | 4,765.57 | -0.11% | 4,729.2 | +36.4 | 100 | 1 | held | |
| 2024-01-09 | 4,755.17 | +0.41% | 4,706.9 | +48.3 | 100 | 3 | held | Auctions |
| 2024-01-08 | 4,763.77 | +1.28% | 4,679.1 | +84.7 | 88 | 1 | held | |
| 2023-12-22 | 4,755.32 | -0.08% | 4,728.5 | +26.8 | 0 | 2 | held | PCE, Housing, UMich |
| 2023-12-12 | 4,642.97 | +0.55% | 4,584.7 | +58.3 | 86 | 1 | held | CPI, Auctions |
| 2023-12-04 | 4,570.02 | +0.21% | 4,530.3 | +39.7 | 100 | 1 | broke | Housing |
| 2023-11-27 | 4,551.25 | -0.13% | 4,524.2 | +27.1 | 100 | 1 | held | Housing, Auctions |
| 2023-11-21 | 4,538.99 | +0.04% | 4,500.0 | +39.0 | 97 | 1 | held | |
| 2023-11-13 | 4,411.12 | +0.17% | 4,383.0 | +28.1 | 100 | 1 | held | |
| 2023-11-01 | 4,237.42 | +0.85% | 4,216.4 | +21.0 | 95 | 11 | broke | Refunding, VIX settlement, ISM, JOLTS, Housing, EIA, FOMC |
| 2023-10-20 | 4,223.91 | -1.07% | 4,193.9 | +30.0 | 100 | 1 | held | Opex |
| 2023-10-17 | 4,373.10 | +0.68% | 4,344.1 | +29.0 | 98 | 1 | broke | Retail sales |
| 2023-09-22 | 4,319.57 | -0.42% | 4,310.7 | +8.9 | 97 | 1 | broke | UMich |
| 2023-09-21 | 4,329.91 | -1.05% | 4,337.7 | -7.8 | 2 | 10 | broke | Claims, EIA |
| 2023-09-18 | 4,454.15 | +0.13% | 4,450.3 | +3.8 | 98 | 1 | broke | |
| 2023-09-15 | 4,448.62 | -0.92% | 4,454.1 | -5.5 | 0 | 8 | broke | Opex |
| 2023-09-14 | 4,505.61 | +0.38% | 4,455.7 | +49.9 | 100 | 1 | held | PPI, Retail sales, Claims, EIA |
| 2023-09-11 | 4,488.10 | +0.01% | 4,442.8 | +45.3 | 65 | 1 | held | |
| 2023-09-08 | 4,458.17 | +0.06% | 4,432.2 | +26.0 | 90 | 1 | held | UMich, Fed |
| 2023-09-07 | 4,452.17 | +0.36% | 4,433.1 | +19.1 | 95 | 1 | broke | Claims, EIA |
| 2023-09-05 | 4,496.90 | -0.33% | 4,490.1 | +6.8 | 83 | 5 | broke | Housing |
| 2023-09-01 | 4,514.42 | -0.48% | 4,484.4 | +30.0 | 100 | 1 | broke | NFP, ISM, Housing |
| 2023-08-25 | 4,405.15 | +0.21% | 4,310.4 | +94.8 | 92 | 13 | held | UMich |
| 2023-06-30 | 4,450.05 | +0.51% | 4,391.7 | +58.4 | 3 | 2 | held | PCE |
| 2023-06-21 | 4,365.75 | -0.17% | 4,332.8 | +32.9 | 99 | 7 | broke | Fed, VIX settlement, Auctions |
| 2023-06-06 | 4,284.77 | +0.42% | 4,251.0 | +33.8 | 100 | 1 | held | |
| 2023-06-02 | 4,281.02 | +0.65% | 4,214.2 | +66.8 | 100 | 3 | held | NFP |
| 2023-05-12 | 4,124.30 | -0.42% | 4,079.2 | +45.1 | 100 | 1 | held | Housing, UMich |
| 2023-04-25 | 4,072.09 | -1.15% | 4,072.2 | -0.1 | 12 | 28 | broke | Housing, Confidence |
| 2023-02-27 | 3,981.87 | -0.53% | 3,990.2 | -8.3 | 93 | 3 | broke | Housing |
| 2023-02-24 | 3,969.55 | +0.20% | 3,961.2 | +8.4 | 100 | 35 | broke | PCE, Housing, UMich |
| 2023-02-08 | 4,119.07 | -0.61% | 4,081.5 | +37.6 | 99 | 1 | held | VIX settlement, EIA, Auctions |
| 2023-01-31 | 4,076.19 | +1.23% | 4,053.0 | +23.2 | 99 | 5 | broke | Confidence |
| 2023-01-24 | 4,017.17 | +0.49% | 3,939.9 | +77.3 | 100 | 1 | held | Halts |
| 2023-01-03 | 3,824.57 | -0.83% | 3,797.0 | +27.6 | 3 | 28 | broke | ISM, Housing |
| 2022-12-28 | 3,783.65 | -1.19% | 3,777.0 | +6.7 | 100 | 1 | broke | VIX settlement, Auctions |
| 2022-12-07 | 3,934.77 | +0.00% | 3,912.1 | +22.7 | 8 | 2 | held | VIX settlement, EIA |
| 2022-11-22 | 4,005.01 | +0.86% | 3,908.0 | +97.0 | 100 | 1 | held | Auctions |
| 2022-11-17 | 3,947.65 | +0.86% | 3,850.1 | +97.6 | 100 | 1 | held | Housing, Claims, EIA |
| 2022-11-15 | 3,991.67 | -0.71% | 4,003.5 | -11.8 | 3 | 12 | broke | PPI, Fed |
| 2022-11-01 | 3,857.77 | -1.35% | 3,864.2 | -6.4 | 0 | 24 | broke | ISM, JOLTS, Housing |
| 2022-10-25 | 3,858.97 | +1.43% | 3,868.1 | -9.1 | 96 | 1 | broke | Confidence |
| 2022-10-24 | 3,798.55 | +0.85% | 3,679.4 | +119.2 | 97 | 3 | broke | |
| 2022-10-13 | 3,670.01 | +4.81% | 3,674.2 | -4.2 | 0 | 14 | broke | CPI, Claims, EIA, Auctions |
| 2022-10-06 | 3,743.92 | -0.68% | 3,671.0 | +72.9 | 44 | 1 | broke | GDP, Claims, EIA |
| 2022-09-29 | 3,640.87 | -1.14% | 3,638.4 | +2.5 | 1 | 10 | broke | GDP, Claims, EIA |
| 2022-09-19 | 3,899.47 | +1.57% | 3,901.1 | -1.6 | 0 | 18 | broke | |
| 2022-09-08 | 4,005.42 | +1.50% | 3,929.4 | +76.0 | 24 | 8 | held | Claims, Fed, EIA |
| 2022-09-02 | 3,923.30 | -1.90% | 3,955.7 | -32.4 | 1 | 6 | broke | NFP, Housing |
| 2022-08-19 | 4,230.02 | -0.63% | 4,227.2 | +2.8 | 100 | 1 | broke | Opex |
| 2022-08-16 | 4,306.22 | +0.41% | 4,237.1 | +69.1 | 40 | 18 | held | Housing |
| 2022-08-12 | 4,279.60 | +1.21% | 4,293.4 | -13.8 | 0 | 2 | broke | UMich |
| 2022-08-09 | 4,121.89 | -0.31% | 4,125.8 | -3.9 | 0 | 2 | held | |
| 2022-07-22 | 3,962.12 | -1.02% | 3,967.1 | -5.0 | 3 | 10 | broke | UMich |
| 2022-07-18 | 3,830.77 | -1.65% | 3,861.8 | -31.0 | 0 | 10 | broke | |
| 2022-07-15 | 3,862.20 | +0.50% | 3,858.0 | +4.2 | 99 | 17 | broke | Retail sales, Opex |
| 2022-07-14 | 3,789.32 | +0.98% | 3,798.2 | -8.9 | 0 | 12 | held | PPI, Claims, EIA |
| 2022-07-08 | 3,898.52 | +0.35% | 3,905.9 | -7.4 | 5 | 20 | broke | NFP, UMich |
| 2022-07-06 | 3,844.71 | +0.30% | 3,835.3 | +9.4 | 100 | 3 | broke | VIX settlement, ISM, JOLTS |
| 2022-07-05 | 3,831.12 | +1.66% | 3,828.2 | +2.9 | 98 | 15 | broke | Housing |
| 2022-07-01 | 3,822.85 | +0.97% | 3,761.8 | +61.0 | 100 | 11 | broke | ISM, Housing |
| 2022-06-22 | 3,760.65 | +1.10% | 3,772.4 | -11.8 | 100 | 5 | broke | Fed, VIX settlement, Auctions |
| 2022-06-14 | 3,736.39 | -0.84% | 3,727.6 | +8.8 | 100 | 7 | broke | PPI |
| 2022-06-08 | 4,115.20 | -0.56% | 4,128.3 | -13.1 | 100 | 17 | broke | VIX settlement, EIA, Auctions |
| 2022-06-07 | 4,160.42 | +1.84% | 4,111.4 | +49.0 | 100 | 3 | broke | |
| 2022-06-06 | 4,122.72 | -0.76% | 4,066.2 | +56.5 | 97 | 21 | broke | Fed |
| 2022-06-03 | 4,107.97 | -0.42% | 4,123.7 | -15.7 | 26 | 6 | broke | NFP, ISM |
| 2022-05-31 | 4,133.06 | -0.18% | 4,158.7 | -25.6 | 24 | 8 | broke | Confidence, Opex |
| 2022-05-19 | 3,901.97 | +0.21% | 3,893.4 | +8.6 | 99 | 5 | broke | Claims, EIA |
| 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 |
| 2022-05-11 | 3,934.19 | -1.40% | 3,919.7 | +14.5 | 97 | 7 | held | CPI, VIX settlement, EIA, Auctions |
| 2022-05-09 | 3,991.46 | -1.74% | 3,944.6 | +46.9 | 91 | 23 | held | Fed |
| 2022-05-06 | 4,125.09 | +0.08% | 4,115.3 | +9.8 | 99 | 5 | broke | NFP |
| 2022-05-04 | 4,300.15 | +2.88% | 4,302.9 | -2.7 | 12 | 4 | broke | Refunding, VIX settlement, ISM, EIA, FOMC |
| 2022-04-27 | 4,185.27 | -0.12% | 4,160.1 | +25.2 | 98 | 3 | broke | VIX settlement, EIA, Auctions |
| 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.