SteadyTapeQuantitative Market Research

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.

SPY pullbacks since 2005
56
3% or deeper
Signals graded
32 in 6 groups
Best moment to buy
after 3 signal groups
higher a month later 75% vs 70% base, 52 pullbacks
Right now
no pullback
SPY -1.6% from its high

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 pullbackPullbacksHow often a dip gets this farDays to the low (median)Fired before the lowHigher a month laterTypical 1-month movevs base rate (pts)Higher 3 months laterTypical 3-month move
The first signal of any kind56100-596682.60-2714.10
1 signal group has fired56100-496682.60-2714.10
2 different signal groups have fired5598-496712.701704.30
3 different signal groups have fired5293-590752.705754.50
4 different signal groups have fired4988-678732.503734.20
5 different signal groups have fired4479-5617434724.80
6 different signal groups have fired2952-162763.406716.20
An all-clear thrust fired (comes after the low)2646531621.10-9694.20
The exact low (impossible to know in advance)561000100956.4025899.80
Any day inside a pullback (the base rate)3025702.300745.30