SPX sessions closed in positive gamma, with the net-gamma percentile 80 and above, on housing and durables days
175 sessions · the archive filtered by the dealer book · all sessions · the calendar
175 of 1,111 sessions match. Of them 100% closed above the flip (archive 84%), 70% held the expected-hold band (archive 60%), mean open-to-close move 0.53% (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 |
|---|---|---|---|---|---|---|---|---|
| 2026-09-25 | 7,743.25 | +0.42% | 7,650.2 | +93.1 | 85 | 1 | held | Housing, UMich |
| 2026-08-26 | 7,675.95 | +0.13% | 7,663.1 | +12.8 | 99 | 3 | broke | PCE, Housing, GDP, VIX settlement, EIA, Auctions |
| 2026-08-25 | 7,677.30 | -0.05% | 7,621.5 | +55.8 | 98 | 0 | held | Housing, Confidence, Auctions |
| 2026-08-03 | 7,600.47 | +1.06% | 7,452.4 | +148.1 | 100 | 2 | broke | ISM, Housing, Fed, Refunding |
| 2026-07-27 | 7,412.22 | -0.78% | 7,363.7 | +48.5 | 100 | 0 | held | Housing, Auctions |
| 2026-07-24 | 7,410.80 | -0.01% | 7,361.6 | +49.2 | 98 | 8 | held | Housing |
| 2026-07-02 | 7,479.37 | -0.35% | 7,406.2 | +73.2 | 95 | 0 | held | NFP, Housing, Claims, EIA |
| 2026-06-25 | 7,355.80 | -0.86% | 7,293.6 | +62.2 | 94 | 0 | held | PCE, Housing, GDP, Claims, EIA, Auctions |
| 2026-06-24 | 7,358.75 | -0.22% | 7,293.2 | +65.6 | 96 | 0 | broke | Housing, VIX settlement, EIA, Auctions, Fed |
| 2026-06-03 | 7,554.39 | -0.60% | 7,542.6 | +11.8 | 97 | 0 | held | Housing, ISM, EIA, Fed |
| 2026-06-01 | 7,599.70 | +0.45% | 7,506.9 | +92.8 | 100 | 0 | held | ISM, Housing |
| 2026-05-28 | 7,563.45 | +0.59% | 7,455.3 | +108.1 | 100 | 0 | held | PCE, Housing, GDP, Claims, EIA, Auctions |
| 2026-05-21 | 7,445.56 | +0.62% | 7,293.8 | +151.8 | 100 | 0 | held | Housing, Claims, EIA |
| 2026-05-07 | 7,336.90 | -0.48% | 7,303.3 | +33.6 | 100 | 0 | held | Claims, Housing, EIA |
| 2026-05-05 | 7,259.52 | +0.26% | 7,247.3 | +12.2 | 100 | 12 | broke | Housing, ISM, JOLTS |
| 2026-05-04 | 7,200.92 | -0.26% | 7,195.2 | +5.7 | 100 | 18 | broke | Housing, Fed |
| 2026-04-29 | 7,136.05 | +0.11% | 7,120.2 | +15.9 | 100 | 4 | broke | Housing, Refunding, VIX settlement, EIA, FOMC |
| 2026-04-10 | 6,816.69 | -0.31% | 6,769.2 | +47.5 | 98 | 0 | held | CPI, Housing, UMich |
| 2026-03-23 | 6,582.06 | -0.30% | 6,487.0 | +95.1 | 96 | 0 | held | Housing |
| 2026-03-19 | 6,606.92 | +0.61% | 6,495.7 | +111.2 | 98 | 0 | held | Housing, Claims, EIA, Fed |
| 2026-03-18 | 6,624.85 | -0.98% | 6,572.1 | +52.8 | 96 | 8 | broke | Housing, PPI, VIX settlement, EIA, FOMC |
| 2026-03-13 | 6,631.49 | -1.18% | 6,574.8 | +56.7 | 96 | 0 | held | PCE, Housing, GDP, JOLTS, UMich |
| 2026-03-12 | 6,673.29 | -0.66% | 6,607.4 | +65.9 | 100 | 4 | held | Housing, Claims, EIA, Auctions |
| 2026-02-27 | 6,879.27 | +0.43% | 6,745.2 | +134.1 | 95 | 0 | held | PPI, Housing, Opex |
| 2026-02-20 | 6,909.09 | +1.06% | 6,805.7 | +103.4 | 100 | 1 | held | PCE, GDP, UMich, Housing, Opex |
| 2026-02-18 | 6,880.55 | +0.46% | 6,795.1 | +85.4 | 91 | 0 | held | Housing, VIX settlement, Auctions |
| 2026-01-29 | 6,967.37 | -0.31% | 6,814.6 | +152.8 | 85 | 0 | broke | Housing, Claims, EIA, Auctions |
| 2026-01-26 | 6,950.70 | +0.37% | 6,881.4 | +69.3 | 99 | 1 | held | Housing, Auctions |
| 2026-01-21 | 6,875.10 | +0.73% | 6,858.4 | +16.7 | 100 | 7 | broke | VIX settlement, Housing, Auctions |
| 2026-01-13 | 6,963.52 | -0.27% | 6,920.0 | +43.5 | 97 | 0 | held | CPI, Housing, Auctions |
| 2026-01-09 | 6,966.60 | +0.49% | 6,899.1 | +67.5 | 96 | 2 | held | NFP, Housing, UMich, Fed |
| 2026-01-07 | 6,921.37 | -0.33% | 6,903.3 | +18.1 | 93 | 1 | held | Housing, VIX settlement, JOLTS, EIA |
| 2025-12-23 | 6,909.75 | +0.42% | 6,839.1 | +70.6 | 100 | 0 | held | PCE, Housing, GDP, Auctions |
| 2025-12-04 | 6,855.99 | -0.10% | 6,816.6 | +39.4 | 94 | 0 | held | Housing, Claims, EIA |
| 2025-11-26 | 6,812.45 | +0.26% | 6,769.8 | +42.6 | 100 | 0 | held | Housing, Claims, VIX settlement, EIA, Auctions, Fed |
| 2025-11-18 | 6,617.56 | -0.33% | 6,544.1 | +73.5 | 88 | 0 | held | Housing |
| 2025-11-17 | 6,672.66 | -0.52% | 6,603.1 | +69.6 | 87 | 0 | broke | Housing |
| 2025-09-25 | 6,604.25 | +0.08% | 6,528.2 | +76.1 | 100 | 0 | held | Housing, GDP, Claims, EIA, Auctions |
| 2025-09-24 | 6,637.55 | -0.44% | 6,575.2 | +62.4 | 88 | 0 | held | Housing, VIX settlement, EIA, Auctions |
| 2025-09-17 | 6,600.65 | -0.18% | 6,466.4 | +134.3 | 84 | 0 | held | Housing, VIX settlement, EIA, FOMC |
| 2025-09-02 | 6,415.17 | +0.60% | 6,307.1 | +108.1 | 100 | 0 | held | ISM, Housing |
| 2025-08-26 | 6,466.07 | +0.50% | 6,395.6 | +70.5 | 93 | 0 | held | Housing, Confidence, Auctions |
| 2025-08-25 | 6,439.75 | -0.23% | 6,429.5 | +10.3 | 99 | 0 | held | Housing |
| 2025-08-19 | 6,411.52 | -0.53% | 6,400.2 | +11.3 | 99 | 0 | held | Housing |
| 2025-08-04 | 6,329.57 | +0.78% | 6,238.3 | +91.3 | 100 | 0 | held | Housing, Fed |
| 2025-07-25 | 6,389.17 | +0.28% | 6,312.0 | +77.2 | 100 | 0 | held | Housing, UMich |
| 2025-07-18 | 6,296.72 | -0.19% | 6,257.3 | +39.4 | 98 | 0 | held | Housing, Opex |
| 2025-07-03 | 6,277.30 | +0.42% | 6,229.2 | +48.1 | 91 | 0 | held | NFP, Housing, Claims, ISM, EIA |
| 2025-07-01 | 6,198.07 | +0.15% | 6,111.8 | +86.3 | 99 | 0 | held | Fed, ISM, JOLTS, Housing |
| 2025-06-26 | 6,141.37 | +0.44% | 6,057.0 | +84.4 | 100 | 0 | held | Housing, GDP, Claims, EIA, Auctions |
| 2025-06-25 | 6,092.50 | -0.21% | 6,025.1 | +67.4 | 99 | 0 | held | Housing, VIX settlement, Fed, EIA, Auctions |
| 2025-06-18 | 5,980.50 | -0.10% | 5,881.0 | +99.5 | 95 | 16 | broke | Housing, Claims, VIX settlement, EIA, FOMC |
| 2025-06-03 | 5,970.55 | +0.49% | 5,859.7 | +110.9 | 100 | 0 | held | Housing, VIX settlement, JOLTS |
| 2025-06-02 | 5,935.80 | +0.69% | 5,784.7 | +151.1 | 100 | 0 | held | ISM, Housing, Fed |
| 2025-05-27 | 5,921.17 | +0.80% | 5,823.0 | +98.2 | 100 | 0 | held | Housing, Confidence, Auctions |
| 2025-05-23 | 5,802.87 | +0.50% | 5,668.2 | +134.7 | 100 | 0 | held | Housing, UMich |
| 2025-05-16 | 5,958.37 | +0.64% | 5,823.9 | +134.5 | 100 | 0 | held | Housing, Opex |
| 2025-05-02 | 5,687.32 | +0.43% | 5,484.4 | +202.9 | 99 | 8 | broke | NFP, Housing |
| 2025-05-01 | 5,602.91 | -0.30% | 5,446.6 | +156.3 | 100 | 0 | broke | Claims, ISM, Housing, EIA |
| 2025-04-24 | 5,484.65 | +1.96% | 5,220.4 | +264.3 | 100 | 0 | held | Housing, Claims, EIA, Auctions |
| 2025-04-23 | 5,377.07 | -0.77% | 5,307.0 | +70.1 | 94 | 0 | held | Housing, VIX settlement, EIA, Auctions, Fed |
| 2025-04-17 | 5,282.85 | -0.33% | 5,161.1 | +121.8 | 99 | 0 | held | Housing, Claims, EIA, Fed, Opex |
| 2025-04-02 | 5,672.04 | +1.79% | 5,530.2 | +141.8 | 100 | 1 | held | Housing, VIX settlement, EIA |
| 2025-03-26 | 5,712.15 | -1.12% | 5,706.4 | +5.8 | 99 | 0 | broke | Housing, VIX settlement, EIA, Auctions |
| 2025-03-25 | 5,776.52 | -0.02% | 5,732.6 | +43.9 | 100 | 0 | held | Housing, Confidence, Auctions |
| 2025-03-18 | 5,614.57 | -0.60% | 5,506.4 | +108.2 | 89 | 0 | held | Housing, VIX settlement, Auctions |
| 2025-02-19 | 6,144.07 | +0.47% | 6,081.9 | +62.2 | 100 | 0 | held | Housing, VIX settlement, Auctions |
| 2025-02-04 | 6,037.37 | +0.70% | 5,988.7 | +48.7 | 94 | 0 | held | Housing, JOLTS |
| 2025-01-28 | 6,067.06 | +0.70% | 5,975.3 | +91.8 | 95 | 0 | held | Housing, Confidence, Auctions |
| 2025-01-27 | 6,012.80 | +0.47% | 5,908.0 | +104.8 | 81 | 1 | held | Housing, Auctions |
| 2025-01-17 | 5,996.74 | +0.17% | 5,948.5 | +48.2 | 100 | 0 | held | Housing, Opex |
| 2025-01-06 | 5,974.64 | -0.20% | 5,945.3 | +29.3 | 100 | 0 | held | Housing, ISM, Auctions |
| 2024-12-23 | 5,972.75 | +0.52% | 5,892.0 | +80.8 | 82 | 0 | held | Housing, Auctions, Fed |
| 2024-12-04 | 6,086.15 | +0.32% | 6,033.5 | +52.6 | 100 | 2 | held | Housing, VIX settlement, ISM, EIA |
| 2024-12-02 | 6,047.52 | +0.05% | 6,007.2 | +40.3 | 99 | 0 | held | ISM, Housing |
| 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 |
| 2024-11-19 | 5,916.82 | +0.95% | 5,882.2 | +34.6 | 89 | 1 | broke | Housing |
| 2024-11-04 | 5,713.45 | -0.30% | 5,679.4 | +34.1 | 92 | 0 | held | Housing, Auctions |
| 2024-11-01 | 5,729.05 | -0.04% | 5,696.2 | +32.9 | 100 | 0 | held | NFP, ISM, Housing |
| 2024-10-25 | 5,808.12 | -0.56% | 5,797.5 | +10.6 | 87 | 4 | held | Housing, UMich |
| 2024-10-24 | 5,809.82 | -0.06% | 5,753.3 | +56.5 | 99 | 1 | held | Housing, Claims, EIA |
| 2024-10-18 | 5,864.02 | +0.18% | 5,818.2 | +45.8 | 100 | 0 | held | Housing, Opex |
| 2024-10-03 | 5,700.27 | +0.06% | 5,646.6 | +53.7 | 100 | 0 | held | Housing, Claims, ISM, EIA |
| 2024-10-01 | 5,707.97 | -0.75% | 5,693.8 | +14.2 | 95 | 0 | broke | ISM, JOLTS, Housing |
| 2024-09-26 | 5,746.17 | -0.25% | 5,717.8 | +28.4 | 100 | 1 | held | Housing, GDP, Claims, EIA, Auctions |
| 2024-09-25 | 5,721.32 | -0.33% | 5,694.0 | +27.3 | 100 | 0 | held | Housing, VIX settlement, EIA, Auctions |
| 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 |
| 2024-08-23 | 5,634.17 | +0.54% | 5,574.8 | +59.4 | 100 | 6 | held | Housing, UMich |
| 2024-08-16 | 5,554.05 | +0.50% | 5,516.7 | +37.4 | 98 | 0 | held | Housing, Opex |
| 2024-08-01 | 5,445.16 | -1.80% | 5,369.4 | +75.8 | 90 | 6 | broke | Claims, ISM, Housing, EIA |
| 2024-07-25 | 5,399.37 | -0.56% | 5,393.8 | +5.6 | 100 | 6 | broke | Housing, GDP, Claims, EIA, Auctions |
| 2024-07-24 | 5,427.81 | -1.46% | 5,422.1 | +5.7 | 87 | 3 | broke | Housing, VIX settlement, EIA, Auctions |
| 2024-07-17 | 5,589.10 | -0.40% | 5,540.4 | +48.7 | 100 | 1 | held | Housing, VIX settlement, EIA, Auctions |
| 2024-07-01 | 5,474.70 | -0.02% | 5,424.1 | +50.6 | 100 | 0 | held | ISM, Housing |
| 2024-06-27 | 5,481.85 | +0.08% | 5,442.1 | +39.8 | 100 | 0 | held | Housing, GDP, Claims, EIA, Auctions |
| 2024-06-26 | 5,478.66 | +0.39% | 5,426.3 | +52.4 | 92 | 0 | held | Housing, VIX settlement, EIA, Auctions, Fed |
| 2024-06-20 | 5,472.82 | -0.43% | 5,454.1 | +18.7 | 92 | 4 | held | Housing, Claims, EIA |
| 2024-06-04 | 5,290.62 | +0.34% | 5,223.8 | +66.8 | 100 | 0 | held | Housing, JOLTS |
| 2024-06-03 | 5,281.82 | -0.25% | 5,218.3 | +63.5 | 95 | 1 | held | ISM, Housing, Halts |
| 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 |
| 2024-05-16 | 5,297.22 | -0.27% | 5,281.2 | +16.0 | 99 | 0 | held | Housing, Claims, EIA |
| 2024-05-14 | 5,247.92 | +0.43% | 5,188.8 | +59.1 | 100 | 0 | held | Housing, PPI |
| 2024-05-02 | 5,063.30 | +0.15% | 4,990.5 | +72.8 | 94 | 0 | held | Housing, Claims, EIA |
| 2024-05-01 | 5,020.27 | -0.22% | 5,008.0 | +12.3 | 98 | 19 | broke | Refunding, VIX settlement, ISM, JOLTS, Housing, EIA, FOMC |
| 2024-04-24 | 5,072.77 | -0.13% | 5,018.7 | +54.1 | 95 | 0 | held | Housing, VIX settlement, EIA, Auctions |
| 2024-04-23 | 5,070.45 | +0.81% | 4,966.1 | +104.3 | 98 | 0 | held | Housing, Retail sales |
| 2024-04-16 | 5,052.19 | -0.25% | 4,935.5 | +116.7 | 87 | 0 | held | Housing |
| 2024-04-02 | 5,206.17 | +0.06% | 5,162.4 | +43.8 | 97 | 1 | held | Housing, JOLTS |
| 2024-04-01 | 5,243.57 | -0.22% | 5,219.7 | +23.9 | 100 | 0 | held | ISM, Housing |
| 2024-03-26 | 5,204.49 | -0.48% | 5,204.0 | +0.5 | 90 | 0 | held | Housing, Confidence, Auctions |
| 2024-03-25 | 5,219.07 | -0.00% | 5,193.8 | +25.3 | 94 | 0 | held | Housing |
| 2024-03-05 | 5,078.42 | -0.61% | 5,069.2 | +9.2 | 91 | 32 | broke | Housing, ISM |
| 2024-03-01 | 5,137.40 | +0.68% | 5,070.6 | +66.8 | 85 | 0 | held | ISM, Housing |
| 2024-02-27 | 5,079.15 | +0.08% | 5,036.6 | +42.5 | 100 | 0 | held | Housing, VIX settlement, Confidence, Auctions |
| 2024-02-26 | 5,069.60 | -0.46% | 5,053.0 | +16.6 | 100 | 0 | held | Housing, Auctions |
| 2024-02-16 | 5,004.90 | -0.43% | 4,973.9 | +31.0 | 100 | 0 | held | Housing, PPI, Opex |
| 2024-02-02 | 4,959.30 | +0.95% | 4,906.2 | +53.1 | 90 | 0 | held | NFP, Housing |
| 2024-02-01 | 4,905.95 | +0.79% | 4,822.5 | +83.4 | 96 | 0 | held | Claims, ISM, Housing, EIA |
| 2024-01-25 | 4,894.47 | +0.18% | 4,853.1 | +41.4 | 91 | 0 | held | Housing, GDP, Claims, EIA, Auctions |
| 2024-01-18 | 4,781.45 | +0.53% | 4,728.1 | +53.3 | 100 | 0 | held | Housing, Claims, EIA |
| 2024-01-05 | 4,696.42 | +0.11% | 4,661.7 | +34.7 | 93 | 0 | broke | NFP, Housing |
| 2024-01-02 | 4,742.79 | -0.03% | 4,705.8 | +37.0 | 81 | 0 | held | ISM, Housing |
| 2023-12-19 | 4,768.01 | +0.43% | 4,751.6 | +16.4 | 88 | 0 | broke | Housing |
| 2023-12-04 | 4,570.02 | +0.21% | 4,530.3 | +39.7 | 100 | 1 | broke | Housing |
| 2023-12-01 | 4,593.65 | +0.76% | 4,527.8 | +65.8 | 95 | 0 | held | ISM, Housing |
| 2023-11-27 | 4,551.25 | -0.13% | 4,524.2 | +27.1 | 100 | 1 | held | Housing, Auctions |
| 2023-11-22 | 4,556.65 | -0.05% | 4,526.8 | +29.8 | 96 | 0 | broke | Housing, Claims, VIX settlement, EIA |
| 2023-11-17 | 4,513.91 | +0.09% | 4,466.2 | +47.7 | 97 | 0 | held | GDP, Housing, Opex |
| 2023-11-02 | 4,318.57 | +0.95% | 4,286.1 | +32.5 | 99 | 0 | broke | Housing, Claims, EIA |
| 2023-11-01 | 4,237.42 | +0.85% | 4,216.4 | +21.0 | 95 | 11 | broke | Refunding, VIX settlement, ISM, JOLTS, Housing, EIA, FOMC |
| 2023-10-25 | 4,186.77 | -0.99% | 4,164.7 | +22.1 | 90 | 22 | broke | Housing, VIX settlement, EIA, Auctions |
| 2023-10-18 | 4,313.90 | -0.94% | 4,295.6 | +18.3 | 100 | 0 | broke | Housing, VIX settlement, EIA, Auctions |
| 2023-10-04 | 4,263.76 | +0.57% | 4,199.3 | +64.5 | 100 | 0 | held | Housing, VIX settlement, ISM, EIA |
| 2023-09-27 | 4,274.12 | -0.34% | 4,254.6 | +19.5 | 99 | 14 | broke | Housing, VIX settlement, EIA, Auctions |
| 2023-09-26 | 4,274.47 | -0.81% | 4,253.7 | +20.8 | 99 | 12 | broke | Housing, Confidence |
| 2023-09-19 | 4,444.30 | +0.02% | 4,419.2 | +25.1 | 95 | 2 | broke | Housing, Auctions |
| 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 |
| 2023-08-23 | 4,435.60 | +0.75% | 4,357.1 | +78.5 | 100 | 0 | held | Housing, VIX settlement, EIA, Auctions |
| 2023-07-03 | 4,454.89 | +0.27% | 4,423.2 | +31.7 | 100 | 0 | held | ISM, Housing |
| 2023-06-27 | 4,378.60 | +0.84% | 4,311.7 | +66.9 | 95 | 10 | held | Housing, Confidence, Auctions, Halts |
| 2023-06-20 | 4,389.45 | -0.02% | 4,352.3 | +37.1 | 98 | 0 | held | Housing |
| 2023-06-05 | 4,274.77 | -0.28% | 4,238.6 | +36.2 | 100 | 0 | held | Housing, ISM |
| 2023-05-23 | 4,146.99 | -0.66% | 4,134.9 | +12.1 | 82 | 2 | broke | Housing |
| 2023-05-12 | 4,124.30 | -0.42% | 4,079.2 | +45.1 | 100 | 1 | held | Housing, UMich |
| 2023-05-01 | 4,167.52 | +0.00% | 4,151.9 | +15.6 | 100 | 0 | held | ISM, Housing, Refunding |
| 2023-04-18 | 4,155.20 | -0.22% | 4,116.4 | +38.8 | 92 | 0 | held | Housing |
| 2023-04-04 | 4,099.47 | -0.72% | 4,097.0 | +2.5 | 100 | 12 | broke | Housing, JOLTS |
| 2023-04-03 | 4,124.42 | +0.51% | 4,107.3 | +17.1 | 100 | 0 | broke | ISM, Housing |
| 2023-03-23 | 3,948.67 | -0.54% | 3,912.3 | +36.4 | 84 | 0 | held | Housing, Claims, EIA |
| 2023-03-16 | 3,960.81 | +2.36% | 3,944.6 | +16.2 | 100 | 10 | broke | Housing, Claims, EIA |
| 2023-03-06 | 4,049.27 | -0.11% | 3,998.4 | +50.9 | 100 | 0 | held | Housing |
| 2023-03-01 | 3,951.47 | -0.14% | 3,908.2 | +43.3 | 100 | 0 | held | VIX settlement, ISM, Housing, EIA |
| 2023-02-24 | 3,969.55 | +0.20% | 3,961.2 | +8.4 | 100 | 35 | broke | PCE, Housing, UMich |
| 2023-02-02 | 4,178.67 | +0.41% | 4,151.8 | +26.9 | 100 | 0 | broke | Housing, Claims, EIA |
| 2022-12-23 | 3,843.40 | +0.70% | 3,790.8 | +52.6 | 100 | 0 | held | PCE, Housing, UMich |
| 2022-12-05 | 4,000.12 | -1.06% | 3,998.0 | +2.1 | 100 | 26 | broke | Housing, ISM |
| 2022-12-01 | 4,077.89 | -0.19% | 4,019.6 | +58.3 | 99 | 8 | held | PCE, Claims, ISM, Housing, EIA |
| 2022-11-17 | 3,947.65 | +0.86% | 3,850.1 | +97.6 | 100 | 1 | held | Housing, Claims, EIA |
| 2022-11-03 | 3,721.19 | +0.09% | 3,714.1 | +7.1 | 99 | 0 | broke | Housing, Claims, ISM, EIA |
| 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 |
| 2022-09-27 | 3,646.87 | -1.24% | 3,640.5 | +6.4 | 92 | 8 | broke | Housing, Confidence, Auctions |
| 2022-09-20 | 3,855.72 | -0.28% | 3,825.5 | +30.2 | 99 | 12 | broke | Housing, Auctions |
| 2022-09-01 | 3,969.80 | +0.89% | 3,964.1 | +5.7 | 84 | 4 | broke | Claims, ISM, Housing, EIA |
| 2022-07-19 | 3,935.67 | +1.73% | 3,798.0 | +137.7 | 99 | 0 | held | Housing |
| 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 |
| 2022-06-24 | 3,912.02 | +2.14% | 3,886.9 | +25.1 | 100 | 8 | broke | Housing, UMich, Opex |
| 2022-06-02 | 4,176.36 | +1.98% | 4,174.2 | +2.2 | 81 | 6 | broke | Housing, Claims, EIA |
| 2022-05-03 | 4,173.47 | +0.40% | 4,123.4 | +50.1 | 88 | 6 | broke | Housing, JOLTS |
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.