spy / SPY — Lord of TA levels & hit rates
Historical hit rates on SPY
Historical hit rates for every rank-panel rule on SPY, measured on daily bars (2024-10-14 → 2026-10-12, 500 bars, 329 firings). Not a buy or sell list.
| Rule | Win 5d | Win 1mo | Win 3mo | Count |
|---|---|---|---|---|
| CCI cross -100LONGWin 75.0% · n=20HIST | 47.6% | 75.0%n=20 | 82.4% | 20 |
| Williams %R cross -80LONGWin 75.9% · n=29HIST | 50.0% | 75.9%n=29 | 73.9% | 29 |
| BB lower band bounceLONGWin 66.7% · n=18HIST | 47.4% | 66.7%n=18 | 88.2% | 18 |
| MACD bullish crossLONGWin 66.7% · n=21HIST | 52.2% | 66.7%n=21 | 75.0% | 21 |
| Stoch %K/%D cross (oversold)LONGWin 64.3% · n=14HIST | 53.3% | 64.3%n=14 | 66.7% | 14 |
| EMA 9/21 golden crossLONGWin 70.0% · n=10HIST | 45.5% | 70.0%n=10 | 66.7% | 10 |
| Williams %R cross -20SHORTWin 37.2% · n=43STUDY | 42.2% | 37.2%n=43 | 24.4% | 43 |
| MACD bearish crossSHORTWin 36.4% · n=22STUDY | 34.8% | 36.4%n=22 | 25.0% | 22 |
| Stoch %K/%D cross (overbought)SHORTWin 25.7% · n=35STUDY | 55.6% | 25.7%n=35 | 21.9% | 35 |
| EMA 9/21 death crossSHORTWin 27.3% · n=11STUDY | 18.2% | 27.3%n=11 | 33.3% | 11 |
| CCI cross 100SHORTWin 23.3% · n=30STUDY | 35.5% | 23.3%n=30 | 17.9% | 30 |
| RSI(14) cross 70SHORTWin 20.0% · n=15STUDY | 26.7% | 20.0%n=15 | 6.7% | 15 |
| BB upper band rejectSHORTWin 9.1% · n=11STUDY | 36.4% | 9.1%n=11 | 0.0% | 11 |
| SMA 50/200 golden crossLONGWin 100.0% · n=1STUDY | 100.0% | 100.0%n=1 | 100.0% | 1 |
| ADX +DI/-DI cross (strong)LONGWin 75.0% · n=4STUDY | 75.0% | 75.0%n=4 | 100.0% | 4 |
| RSI(14) cross 30LONGWin 60.0% · n=5STUDY | 80.0% | 60.0%n=5 | 100.0% | 5 |
| MFI cross 20LONGWin 50.0% · n=2STUDY | 100.0% | 50.0%n=2 | 100.0% | 2 |
| Squeeze fire (bullish)LONGWin 42.9% · n=7STUDY | 28.6% | 42.9%n=7 | 66.7% | 7 |
| Squeeze fire (bearish)SHORTWin 16.7% · n=6STUDY | 85.7% | 16.7%n=6 | 33.3% | 6 |
| MFI cross 80SHORTWin 20.0% · n=5STUDY | 0.0% | 20.0%n=5 | 20.0% | 5 |
| ADX -DI/+DI cross (strong)SHORTWin 0.0% · n=4STUDY | 0.0% | 0.0%n=4 | 25.0% | 4 |
Interactive chart with the same engine: /?symbol=SPY. Fresh triggers across mega-caps: /firing.
Prior-session levels
Classic levels for SPY from the last completed US cash session 2026-10-12 (America/New_York). Descriptive market levels from daily bars. Not a forecast and not trade advice.
Prior session
Open, high, low, close, and share volume of the daily bar on that session.
- Date
- 2026-10-12
- Open
- 778.78
- High
- 779.40
- Low
- 777.05
- Close
- 778.10
- Volume
- 18,639,800
Classic floor pivots
Classic floor pivots from that session's high (H), low (L), and close (C), the same formulas as the classic pivot-point indicator: P = (H+L+C)/3, R1 = 2P-L, S1 = 2P-H, R2 = P+(H-L), S2 = P-(H-L), R3 = H+2(P-L), S3 = L-2(H-P). Reference levels for the following session, not forecasts and not price targets.
- P
- 778.18
- R1
- 779.32
- R2
- 780.53
- R3
- 781.67
- S1
- 776.97
- S2
- 775.83
- S3
- 774.62
Simple moving averages
Simple moving averages of daily closes ending on session_date. SMA 20, SMA 50, and SMA 200. null means fewer than that many closes were available.
- SMA 20
- 768.56
- SMA 50
- 766.94
- SMA 200
- 720.14
Stored session 2026-10-12 in the daily top-100 (saved_at 2026-10-12T20:21:48Z (2026-10-12 16:21:48 America/New_York)). Daily top-100 levels archive. Tracked names.
Technicals snapshot
On the last completed daily bar (2026-10-12), oscillators are mixed or neutral (2 overbought, 0 oversold, 3 neutral). RSI(14) is 59.9. No majority overbought or oversold reading. Study reading of last-bar values, not a prediction / not trade advice.
| Indicator | Last bar | Reading |
|---|---|---|
| RSI(14) | 59.9 | Neutral |
| Stochastic %K | 79.2 | Neutral |
| Williams %R | -15.4 | Overbought |
| MFI(14) | 47.4 | Neutral |
| CCI(20) | 106.6 | Overbought |
| MACD (12/26/9) | 3.878 | above signal |
| SMA 20 | 768.56 | close above |
| SMA 50 | 766.94 | close above |
| SMA 200 | 720.14 | close above |
| Pivot PP | 778.18 | close below PP |
| Pivot R1 | 779.32 | classic resistance |
| Pivot S1 | 776.97 | classic support |
Oscillators, MACD, and moving averages for SPY are the last completed US cash session on this page, the same session as Prior-session levels when that block is shown. Oscillator zones match the screener (RSI 70/30, Stochastic 80/20, Williams %R −20/−80, MFI 80/20, CCI 100/−100). SMA 20/50/200 are simple moving averages of closes through that session. Classic floor pivots (PP, R1, S1) use that session's high, low, and close, the same formulas as Prior-session levels. Last close 778.10 on 2026-10-12. Not a forecast.
FAQ
What are the prior-session levels on SPY?
On the last completed US cash session 2026-10-12 (America/New_York), SPY printed open 778.78, high 779.40, low 777.05, close 778.10, volume 18,639,800. Classic floor pivots from that bar: P 778.18, R1 779.32, R2 780.53, R3 781.67, S1 776.97, S2 775.83, S3 774.62. SMA 20 is 768.56; SMA 50 is 766.94; SMA 200 is 720.14. Descriptive market levels from daily bars. Not a forecast and not trade advice.
What is the 1-month hit rate of the top rule on SPY?
On daily bars through 2026-10-12, among rules with at least 10 measurable 1-month firings, CCI cross -100 has Win 75.0% · n=20. That is a historical measurement on this tape, not a forecast. Rows with n<10 are muted anecdotes and are not used as the FAQ headline.
How many rules are measured?
This page scores 21 rank-panel rules on SPY (500 daily bars, 329 firings, 2024-10-14 → 2026-10-12). Count is how many firings had a measurable 1-month forward return.
Is this trade advice?
No. These are historical hit rates of classic TA rules on daily bars, not a buy or sell list and not investment advice. See the help manual and methodology.
Is SPY overbought or oversold?
On the last completed daily bar (2026-10-12), oscillators are mixed or neutral (2 overbought, 0 oversold, 3 neutral). RSI(14) is 59.9. No majority overbought or oversold reading. Study reading of last-bar values, not a prediction / not trade advice. Oscillator zones are last-bar study readings, not a forecast.
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.