Dip Sequencer
Across 56 pullbacks, buying once 3 different signal groups had fired was higher a month later 75% of the time, against 70% for any day inside a pullback.
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When the S&P 500 (SPY) pulls back 3% or more, which of our dip signals fire first, which ones confirm, and how many different kinds of signal need to agree before buying the dip has actually beaten the odds. The signals are sorted into plain groups: fear gauges (VIX), market breadth (how many stocks are falling), losing streaks, oversold readings (RSI, Bollinger), price vs moving averages, leadership (QQQ vs SPY), and the thrust signals that give the all-clear after the low. Measured on SPY only, because it is the market-wide dip clock; the per-stock version is a later study. Every member study stays on the site on its own; this board lines up their published signal dates inside each pullback since 2005 and shows how many days before the low each fired, what SPY did a month later, the usual order, and where today sits in that sequence. Context, not an entry.
- Measured on the S&P 500 (SPY) only: it is the market-wide dip clock. SPY is 1.6% below its high, so no 3%+ pullback is under way.
- Across 56 pullbacks, buying once 3 different signal groups had fired was higher a month later 75% of the time, against 70% for any day inside a pullback.
- The first warning light comes too early, and the all-clear thrusts come after the low. No single study is the reason to buy; how many different kinds of signal agree, and in what order, is the read.
When to run this study
Read it whenever the S&P 500 (SPY) is more than a few percent off its high and the dip signals start lighting up one by one. Everything here is measured on SPY, because it is the market-wide dip clock; a per-stock version is a later study. The board shows which signal groups have fired in the current pullback, how often each fired before the low in past pullbacks, and what SPY did a month and a quarter later once two, three or four different kinds of signal agreed. No single study here is a reason to buy; the count and the order are the read. Context, not an entry.
Historical results
What SPY did a month later, by how many signal groups had fired (56 pullbacks of 3%+ since 2005)
| Moment in the pullback | Pullbacks | How often a dip gets this far | Days to the low (median) | Fired before the low | Higher a month later | Typical 1-month move | vs base rate (pts) | Higher 3 months later | Typical 3-month move |
|---|---|---|---|---|---|---|---|---|---|
| The first signal of any kind | 56 | 100 | -5 | 96 | 68 | 2.60 | -2 | 71 | 4.10 |
| 1 signal group has fired | 56 | 100 | -4 | 96 | 68 | 2.60 | -2 | 71 | 4.10 |
| 2 different signal groups have fired | 55 | 98 | -4 | 96 | 71 | 2.70 | 1 | 70 | 4.30 |
| 3 different signal groups have fired | 52 | 93 | -5 | 90 | 75 | 2.70 | 5 | 75 | 4.50 |
| 4 different signal groups have fired | 49 | 88 | -6 | 78 | 73 | 2.50 | 3 | 73 | 4.20 |
| 5 different signal groups have fired | 44 | 79 | -5 | 61 | 74 | 3 | 4 | 72 | 4.80 |
| 6 different signal groups have fired | 29 | 52 | -1 | 62 | 76 | 3.40 | 6 | 71 | 6.20 |
| An all-clear thrust fired (comes after the low) | 26 | 46 | 5 | 31 | 62 | 1.10 | -9 | 69 | 4.20 |
| The exact low (impossible to know in advance) | 56 | 100 | 0 | 100 | 95 | 6.40 | 25 | 89 | 9.80 |
| Any day inside a pullback (the base rate) | 3025 | 70 | 2.30 | 0 | 74 | 5.30 |