Win Streak
No notable streak (current: 0d)
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SPY consecutive up-day streaks with forward returns by streak length.
- 1230 signals since 1995-01-01.
- No notable streak (current: 0d)
Current Streak
0d
As of
2026-10-29
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 | 604 | 0.32 | 57.70 | 0.65 | 60 | 1.35 | 64.70 | 3.64 | 71.20 | 6.85 | 76.40 | 14.33 | 82.90 |
| 4 | 307 | 0.33 | 59 | 0.81 | 63.50 | 1.50 | 67 | 3.70 | 72.50 | 6.53 | 75.20 | 13.89 | 84.50 |
| 5 | 157 | 0.54 | 61.80 | 0.91 | 73.20 | 1.54 | 73.20 | 4.03 | 75.20 | 7.65 | 81.50 | 13.60 | 84.10 |
| 6 | 79 | 0.46 | 64.60 | 0.68 | 72.20 | 1.12 | 69.60 | 3.25 | 70.90 | 7.42 | 81 | 13.71 | 82.10 |
| 7 | 43 | 0.48 | 60.50 | 0.71 | 67.40 | 1.34 | 67.40 | 3.36 | 76.70 | 7.34 | 76.70 | 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 |