Win Streak
No notable streak (current: 0d)
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SPY consecutive up-day streaks with forward returns by streak length.
- 881 signals since 1995-01-01.
- No notable streak (current: 0d)
Current Streak
0d
As of
2026-09-14
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 | 423 | 0.32 | 58.40 | 0.65 | 60.80 | 1.42 | 65.20 | 3.79 | 72.80 | 6.70 | 77.80 | 14.33 | 84.70 |
| 4 | 218 | 0.24 | 56.90 | 0.76 | 63.80 | 1.65 | 67.40 | 3.70 | 73.70 | 6.45 | 77.50 | 14.21 | 86.40 |
| 5 | 114 | 0.55 | 61.40 | 0.81 | 73.70 | 1.50 | 73.70 | 3.99 | 78.10 | 7.41 | 82.10 | 13.61 | 85 |
| 6 | 63 | 0.54 | 65.10 | 0.75 | 74.60 | 1.12 | 69.80 | 3.49 | 74.60 | 7.80 | 82.30 | 14.28 | 83.90 |
| 7 | 34 | 0.68 | 64.70 | 0.92 | 70.60 | 1.30 | 70.60 | 3.04 | 82.40 | 7.34 | 78.80 | 14.25 | 81.80 |
| 8 | 16 | 0.37 | 68.80 | 0.97 | 75 | 1.40 | 87.50 | 3.15 | 62.50 | 6.30 | 75 | 14.88 | 81.20 |
| 9 | 5 | 0.20 | 60 | 1.01 | 100 | 3.66 | 100 | -0.46 | 40 | 9.07 | 60 | 16.46 | 100 |
| 10 | 3 | 1.13 | 100 | 1.46 | 66.70 | 2.45 | 100 | -5.07 | 33.30 | -3.07 | 33.30 | 14.76 | 100 |
| 11 | 2 | 0.35 | 50 | 1.12 | 100 | 2.71 | 100 | -12.84 | 0 | -4.36 | 0 | 15.97 | 100 |
| 12 | 1 | 1.37 | 100 | 2 | 100 | 5.37 | 100 | -4.79 | 0 | -1.53 | 0 | 14.82 | 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 |