Rolling-Weekly 2-Streak >=2% Barometer

Rolling-weekly thrust fired 2026-04-16 (2 consecutive 5d windows >= 2%). Anchor close $701.66. Median 6 months forward: +9.3%. Historical edge after 2-streak: 3M median +4.4% WR 71% (n=38); 6M median +9.3% WR 76% (n=38); RoY median +5.4% WR 71% (n=38). 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.

38 signals since 1993-01-29.
Rolling-weekly thrust fired 2026-04-16 (2 consecutive 5d windows >= 2%). Anchor close $701.66. Median 6 months forward: +9.3%. Historical edge after 2-streak: 3M median +4.4% WR 71% (n=38); 6M median +9.3% WR 76% (n=38); RoY median +5.4% WR 71% (n=38). Use the anchor close as a floor reference.

Latest fire

2026-04-16

Anchor close

$701.66

3M edge

med +4.4% / WR 71% (n=38)

6M edge

med +9.3% / WR 76% (n=38)

RoY edge

med +5.4% / WR 71% (n=38)

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	701.66
2024-08-19	548.08	5.42	7.90	5.40
2023-11-14	434.95	11.77	18.83	6.35
2022-10-25	367.32	5.88	8.97	-0.19
2022-06-02	394.97	-5.62	-1.69	-7.18
2022-03-29	436.75	-17.91	-20.73	-16.06
2020-12-04	342.84	5.78	14.87	1.52
2020-10-08	318.68	10.62	21	9.22
2020-09-02	330.26	2.92	7.60	5.39
2020-05-18	271.18	15.30	23.94	28.35
2018-02-26	244.60	-2.81	5.16	-8.36
2016-07-11	182.25	1.81	7.28	5.90
2012-01-04	99.47	9.95	7.12	13.99
2011-10-28	99.54	3.66	10.29	-1.79
2011-10-14	94.87	7.37	14.30	3.04

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