Win Streak
No notable streak (current: 0d)
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SPY consecutive up-day streaks with forward returns by streak length.
- 1220 signals since 1995-01-01.
- No notable streak (current: 0d)
Current Streak
0d
As of
2026-06-05
When to run this study
Run when SPY has put together a streak of consecutive up days. Long streaks tend to keep momentum near-term but flag elevated mean-reversion risk within 1-2 weeks.
Historical results
Forward SPY Returns by Streak Length
| Streak (days) | N | 1W med | 1W win | 2W med | 2W win | 1M med | 1M win | 3M med | 3M win | 6M med | 6M win | 1Y med | 1Y win |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 3 | 596 | 0.33 | 57.80 | 0.66 | 60.30 | 1.36 | 65.20 | 3.67 | 70.90 | 6.79 | 76.10 | 14.27 | 82.60 |
| 4 | 305 | 0.35 | 59.50 | 0.82 | 64.40 | 1.63 | 67.70 | 3.70 | 72.10 | 6.45 | 74.80 | 13.87 | 84.20 |
| 5 | 157 | 0.54 | 61.80 | 0.91 | 73.20 | 1.54 | 73.20 | 3.94 | 74.80 | 7.51 | 81 | 13.41 | 83.80 |
| 6 | 79 | 0.46 | 64.60 | 0.68 | 72.20 | 1.12 | 69.60 | 3.25 | 70.50 | 7.17 | 80.80 | 13.60 | 81.80 |
| 7 | 43 | 0.48 | 60.50 | 0.71 | 67.40 | 1.34 | 67.40 | 3.04 | 76.20 | 7.33 | 76.20 | 13.93 | 78.60 |
| 8 | 22 | 0.18 | 59.10 | 0.72 | 68.20 | 1.40 | 86.40 | 3.63 | 68.20 | 8.14 | 81.80 | 15.03 | 86.40 |
| 9 | 7 | 0.20 | 57.10 | 1.01 | 85.70 | 2.35 | 85.70 | -0.46 | 42.90 | 9.07 | 57.10 | 16.46 | 100 |
| 10 | 4 | 1.25 | 100 | 1.20 | 75 | 1.58 | 100 | -0.17 | 50 | 4.08 | 50 | 15.66 | 100 |
| 11 | 3 | 0.86 | 66.70 | 0.86 | 100 | 1.22 | 100 | -4.61 | 33.30 | -2.59 | 33.30 | 16.40 | 100 |
| 12 | 2 | 0.55 | 50 | 1.12 | 100 | 2.83 | 100 | 1.17 | 50 | 4.71 | 50 | 16.10 | 100 |
| 13 | 1 | 1.27 | 100 | 1.27 | 100 | 4.62 | 100 | -3.39 | 0 | -2.37 | 0 | 12.61 | 100 |
| 14 | 1 | 0.19 | 100 | 0.33 | 100 | 2.35 | 100 | -4 | 0 | -2.57 | 0 | 9.87 | 100 |