Near-ATH Decline
SPY: 3 consecutive down weeks — approaching threshold (4w)
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N consecutive down weeks within X days of an all-time high. Identifies fresh weakness off the highs with elevated mean-reversion odds.
- 7 qualifying signals since 1993-01-01
- SPY: 3 consecutive down weeks — approaching threshold (4w)
- Regime: Above 200D MA
Signals Found
7
since 1993-01-01
3M Avg
+4.7%
100% win rate
6M Avg
+3.3%
71% win rate
200D MA Status
Above 200D MA
$693.85
Above MA
3
4 below
When to run this study
Best run after 3-4 consecutive down weeks following a recent all-time high. Most relevant during early-stage corrections — helps frame whether the pullback is a normal dip or the start of a larger decline based on 200D MA regime.
Historical results
All Qualifying Events (7 total)
| Date | Close | ATH | Days from ATH | % from ATH | Regime | 1W Ret% | 2W Ret% | 1M Ret% | 3M Ret% | 6M Ret% |
|---|---|---|---|---|---|---|---|---|---|---|
| 2026-03-20 | 646.90 | 690.40 | 37 | -6.30 | Below MA | 1.05 | 0.71 | -0.54 | 4.83 | 9.73 |
| 2025-03-14 | 553.34 | 599.44 | 17 | -7.69 | Below MA | 0.77 | -0.32 | 0.48 | 0.61 | -6.04 |
| 2020-09-25 | 303.94 | 322.85 | 16 | -5.86 | Above MA | 1.66 | 1.11 | 2.53 | 5.84 | 0.45 |
| 2019-08-23 | 257.19 | 272.68 | 20 | -5.68 | Above MA | 1.11 | 0.71 | 2.71 | 5.77 | 3.42 |
| 2019-05-31 | 247.34 | 264.19 | 19 | -6.38 | Below MA | -0.25 | 1.91 | 3.46 | 6.46 | 8.49 |
| 2014-10-17 | 154.82 | 164.87 | 21 | -6.09 | Below MA | 0.97 | 2.97 | 3.43 | 7.36 | 9.97 |
| 2006-04-14 | 88.73 | 90.05 | 6 | -1.46 | Above MA | 1.55 | 1.74 | 1.90 | 2.06 | -2.75 |