Rolling-Weekly 2-Streak >=2% Barometer

Rolling-weekly thrust fired 2026-04-16 (2 consecutive 5d windows >= 2%). Anchor close $699.86. Median 6 months forward: +9.6%. Historical edge after 2-streak: 3M median +4.4% WR 72% (n=29); 6M median +9.6% WR 79% (n=29); RoY median +5.0% WR 72% (n=29). Use the anchor close as a floor reference.

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Wayne Whaley-style thrust: 2 consecutive non-overlapping 5-day windows each returning >= +2%. Historical 6M edge: 78% WR train, 85% holdout WR (n=64). Strongest sample size in the floor cluster. Fires multiple times per year in trending markets.

29 signals since 2005-01-03.
Rolling-weekly thrust fired 2026-04-16 (2 consecutive 5d windows >= 2%). Anchor close $699.86. Median 6 months forward: +9.6%. Historical edge after 2-streak: 3M median +4.4% WR 72% (n=29); 6M median +9.6% WR 79% (n=29); RoY median +5.0% WR 72% (n=29). Use the anchor close as a floor reference.

Latest fire

2026-04-16

Anchor close

$699.86

3M edge

med +4.4% / WR 72% (n=29)

6M edge

med +9.6% / WR 79% (n=29)

RoY edge

med +5.0% / WR 72% (n=29)

When to run this study

Run any time. The signal fires whenever SPX records 2 consecutive non-overlapping 5-day windows each returning at least +2%. 6M holdout WR 85% (strongest), 3M holdout WR 80%. Use the most-recent firing's close as a floor reference.

Historical results

All 2-Streak Events (>= 2%) -- Multi-Horizon Returns

Sig Date	Anchor $	3M	6M	RoY
2026-04-16	699.86	6.03
2024-08-19	546.67	5.42	7.90	5.40
2023-11-14	433.83	11.77	18.83	6.35
2022-10-25	366.37	5.88	8.97	-0.19
2022-06-02	393.95	-5.62	-1.69	-7.18
2022-03-29	435.63	-17.91	-20.73	-16.06
2020-12-04	341.96	5.78	14.87	1.52
2020-10-08	317.86	10.62	21	9.22
2020-09-02	329.41	2.92	7.60	5.39
2020-05-18	270.48	15.30	23.94	28.35
2018-02-26	243.97	-2.81	5.16	-8.36
2016-07-11	181.78	1.81	7.28	5.90
2012-01-04	99.21	9.95	7.12	13.99
2011-10-28	99.28	3.66	10.29	-1.79
2011-10-14	94.63	7.37	14.30	3.04

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