Dashboard — ^GSPC

All key signals at a glance · Seasonality · Strategies · Risk · Events

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📚 Methodology

The dashboard combines the most important signals from the 19 analysis pages on one page. All calculations run client-side in the browser (no server round-trip).

  • Seasonal Score (0–10): four components for the next 30 calendar days — share of positive prior years (up to 20), their average return (−3 % … +3 % → 0 … 1), and the same two values for the five years with the most similar path so far. No bullish/bearish label. Same calculation as in the Scanner and on /ki-saisonalitaet.
  • Stress light (0–100): stress measure = 0.3 × volatility (5 days) + 0.3 × volatility (20 days) + 0.4 × distance from the 20-day high; score = rank against up to 2,520 preceding trading days of the same ticker (at least 756). Thresholds: yellow from 70, red from 90.
  • Anomaly Radar: 10-day return (10 daily returns) against the same calendar window in up to 30 prior years (min. 10); z with sample standard deviation, rank with ties counted half. Unusual from |z| 1.33, strongly unusual from 2.33 (set thresholds).
  • Seasonal Annual Progression: Average over all years + current year in gold + 25th/75th percentile bands.
  • TDOM Progression: Cumulative log-return curve for the current month. TDOM 0 = prior month close.
  • TruePath: Weighted average of the top 5 most similar historical years (Pearson correlation on the path to today) + 30d forward projection.
  • Monthly Performance: Historical average return, win rate, best/worst of the current month over N years.
  • 2-Week Phase: Current H1/H2 phase in the month with average return, rank (1–24) and status.
  • TDOM Today/Tomorrow: Win rate and average return at today's/tomorrow's TDOM position over N years.
  • Overnight: Average overnight return (Close→Open) of the current weekday vs. intraday (Open→Close). Residual approach.
  • Weekday: Win rate, average return and current win/loss streak of all 5 weekdays (Mon–Fri).
  • Trifecta: SCR + FFD + JanB conditions for the current year — applied to the entered ticker (original concept is for indices).
  • Risk Metrics: Current DD vs. historical average max DD, current 20d volatility annualized + percentile rank.
  • Strategies: All 22 Plain Vanilla strategies are applied to the ticker. Filtered by "next signal within the next 30 days". Current streak (last W or L in a row) as badge.
  • Next Events: Per event type (FOMC, OPEX, Full Moon, NYSE Holiday) the next date + historical performance of the ticker in window t-3 to t+3 (Full Moon/FOMC/OPEX) or t-3 to t+0 (Pre-Holiday Effect). With current win streak.