signals / CCI cross -100
CCI cross -100 is a long-side study. Fires when the Commodity Channel Index crosses above -100.
FAQ
What is CCI cross -100?
CCI cross -100 is a long-side study. Fires when the Commodity Channel Index crosses above -100.
Which names are firing it?
Among mega-caps in the last 5 daily bars: MRK, MRK, WMT, KO, KO, JNJ, JPM, JPM, NFLX, CRM, HD, PEP, PEP, ADBE.
What is the sample?
Hit rates use the same rank engine as /t/spy on a fixed sample (SPY, SPX, QQQ, IWM, AAPL, MSFT, NVDA, TSLA). 8 of those names have a measurable history for this rule. Windows are 5 days, 1 month and 3 months on daily bars. Last bar in sample: 2026-10-12. Method: /methodology. Caveats: /help.
What does CCI cross -100 measure?
Fires when the 20-period CCI crosses above −100. Underlying math: see How it works on this page. Catalog line: Fires when the Commodity Channel Index crosses above -100.
What does a firing mean?
A firing is the daily bar where this rule’s condition becomes true (a cross or a flip). It is a study event, not a recommendation to buy or sell. Forward windows on this site are close-to-close with no costs. Study side is long-side (LONG). A positive forward return is a rise in the close after the print — a scoring convention, not a recommendation to buy. Method: /methodology.
Why can the sample be small?
Hit rates need enough dated prints with a completed forward window. A row with fewer than 10 firings is anecdote, not evidence — the same caveat as /help. Slow rules (especially 50/200 SMA crosses) often have single-digit counts on a two-year tape. We do not invent a hit rate when the count is missing. Names in this sample with a measurable history include AAPL · SPY · SPX · QQQ.
How it works
Commodity Channel Index, period 20. Typical price is (high + low + close) / 3. CCI = (TP − SMA20(TP)) / (0.015 × MAD), where MAD is the 20-bar mean absolute deviation of typical price. The 0.015 constant is Lambert's conventional scaler.
Fires when the 20-period CCI crosses above −100.
Definition comes from the rank-rule catalog and the indicator defaults in this repo. Slug cci-cross-minus-100 is listed on /api/meta.
How to read it
Study side is long-side (labeled LONG on firing chips). A positive forward return on this page is a rise in the close after the print. That is how the event is scored — not a recommendation to buy. CCI measures how far typical price is from its 20-bar mean, scaled so that ±100 are conventional extremes. A cross of −100 / +100 is the event. MAD in the denominator can collapse in a flat tape, which makes CCI jumpy — another reason a single print is a study row, not a thesis.
Scoring on this site is shared across every rule (5-day / 1-month / 3-month close-to-close windows, side-adjusted). See How it is scored here below. Names in the tracked sample with a measurable history include AAPL · SPY · SPX · QQQ. Those figures are the same rows as the hit-rate table below — not a second ranking. Historical hit rates, not a prediction / not trade advice.
When it fails
- Near-zero MAD inflates CCI and can create spurious crosses.
- Trends keep CCI beyond ±100 for long stretches; the exit cross can be late.
- Period 20 and the 0.015 constant are textbook defaults.
- Past ≠ future. A historical hit rate is not a prediction and not investment advice.
- No costs modeled. Forward returns are close-to-close with no commissions, slippage or borrow.
- Small samples. A row with fewer than 10 firings is anecdote, not evidence.
- Overlap bias. Clustered prints can credit the same later move more than once.
Same caveats as the rest of the site: /methodology · /help.
How it is scored here
On this site every rule is scored the same way: run it over about two years of daily bars, record each firing, and measure what the name did 5 days, 1 month and 3 months later. Sell signals are measured as shorts, so a positive return is a profitable short (side-adjusted). The composite score is 0.6 × average return + 0.4 × (win rate − 50), with longer horizons weighted more. Nothing here is a forecast.
Full catalog: /signals. Method: /methodology. Slug cci-cross-minus-100 is stable and listed on /api/meta.
Same family: CCI cross 100
Firing now (mega-caps, last 5 bars)
| Symbol | Last date | Win 1mo | Count |
|---|---|---|---|
| MRK | 2026-10-09Win 70.6% · n=17FIRED | 70.6%n=17 | 17 |
| MRK | 2026-10-07Win 70.6% · n=17FIRED | 70.6%n=17 | 17 |
| WMT | 2026-10-06Win 68.4% · n=19FIRED | 68.4%n=19 | 19 |
| KO | 2026-10-08Win 66.7% · n=27FIRED | 66.7%n=27 | 27 |
| KO | 2026-10-06Win 66.7% · n=27FIRED | 66.7%n=27 | 27 |
| JNJ | 2026-10-09Win 61.5% · n=13FIRED | 61.5%n=13 | 13 |
| JPM | 2026-10-08Win 56.2% · n=16FIRED | 56.2%n=16 | 16 |
| JPM | 2026-10-06Win 56.2% · n=16FIRED | 56.2%n=16 | 16 |
| NFLX | 2026-10-06Win 50.0% · n=26FIRED | 50.0%n=26 | 26 |
| CRM | 2026-10-09Win 52.4% · n=21FIRED | 52.4%n=21 | 21 |
| HD | 2026-10-06Win 47.6% · n=21STUDY | 47.6%n=21 | 21 |
| PEP | 2026-10-08Win 43.8% · n=32STUDY | 43.8%n=32 | 32 |
| PEP | 2026-10-06Win 43.8% · n=32STUDY | 43.8%n=32 | 32 |
| ADBE | 2026-10-08Win 37.5% · n=24STUDY | 37.5%n=24 | 24 |
Hit rates on tracked names
Same rank engine as /t/spy, /t/nvda, and /t/spx, restricted to this rule.
| Symbol | Win 5d | Win 1mo | Win 3mo | Count | Last bar |
|---|---|---|---|---|---|
| SPY | 47.6% | 75.0%n=20 | 82.4% | 20 | 2026-10-12 |
| SPX | 47.6% | 75.0%n=20 | 81.2% | 20 | 2026-10-12 |
| AAPL | 47.4% | 78.9%n=19 | 70.6% | 19 | 2026-10-12 |
| QQQ | 52.6% | 72.2%n=18 | 80.0% | 18 | 2026-10-12 |
| NVDA | 76.0% | 58.3%n=24 | 73.9% | 24 | 2026-10-12 |
| IWM | 38.5% | 66.7%n=24 | 75.0% | 24 | 2026-10-12 |
| MSFT | 31.6% | 47.4%n=19 | 52.6% | 19 | 2026-10-12 |
| TSLA | 41.4% | 32.1%n=28 | 50.0% | 28 | 2026-10-12 |
Honest caveats
- Past ≠ future. Everything here is a historical measurement on daily bars, not a prediction and not investment advice.
- No costs modeled. Forward returns are close-to-close with no commissions, slippage or borrow.
- Overlap bias. Signals that fire in clusters get credit for the same move more than once.
- Small samples. A row with fewer than 10 firings is anecdote, not evidence.
Full method: help manual. Interactive chart: terminal.