S&P 500 ETF (SPY) (SPY)

TRACKINGMODEL FROZEN ✓Out-of-sample validated ✓Sector surface ✓QUOTE 16:00 ET

last quote 778.01 · as of 07:01 ET (Yahoo tick 2026-10-13T20:00:00.000Z)

Measured odds. No trade calls. what this means →

Historical period 2020-2026, these 12 names selected ex-post (survivorship) — calibration applies to these names, not a random stock. Live frozen scorecard accumulates from launch.

FOXALGO / SPY CANDLESTICK

TRACKING15m DELAYED MARKET DATALAST 778.01

SPY · CURRENT SESSION · 15m

View as table

level	price	P(touch)	status
+0.25 ATR	779.57	66.8%	not touched yet
-0.25 ATR	776.45	66.5%	not touched yet
+0.50 ATR	781.13	40.8%	not touched yet
-0.50 ATR	774.89	42.0%	not touched yet
+0.75 ATR	782.70	21.5%	not touched yet
-0.75 ATR	773.32	25.7%	not touched yet
+1.00 ATR	784.26	9.5%	not touched yet
-1.00 ATR	771.76	14.3%	not touched yet
+1.50 ATR	787.38	1.9%	not touched yet
-1.50 ATR	768.64	3.8%	not touched yet

today's range so far

2.8000

high 778.75 / low 775.95 · n=27 bars

position in today's range

73.6%

0% = today's low so far, 100% = today's high so far — descriptive, not a signal

change from open

+0.6700

open 777.34

Live hit rate — SPY

Live hit rate

97%

n = 30

95% confidence interval

83–99%

Wilson interval

All six markets

97%

n = 30

Vs. all markets

+0.0 pp

SPY minus the combined rate, in percentage points

506070809010016

Oct 05Oct 06

SPYAll six markets (dashed)

By tier

Tier	Hit	n	Hit %
S	27	28	96.4%
A	2	2	100.0%
B	0	0	—

See all markets →

Range state now

Where this market's operating range stands on each timeframe. A description, not a call.

S&P 500 ETF (SPY)

4 up, 1 down

As of 2026-10-13 16:00 ET (last closed bar, feed delayed about 15 minutes)

TF	Direction	High	Mid	Low	Size (ATR)	Position	Age (bars)
15m	▲	778.47	778.04	777.62	1.3	49%	3
30m	▲	778.53	778.08	777.62	1.1	46%	1
1h	▲	778.53	777.91	777.28	1.1	61%	1
2h	▼	778.75	777.42	776.08	1.3	73%	3
4h	▲	778.70	776.92	775.14	1.0	81%	5

See the range state of every market

Historical backfill, year by year

This is a rules-based backfill, not the live record — see /record for every market.

SPY: 89.6% actual vs. 88.4% stated (+1.2 pp) across 26,900 calls

See every market on /record →

What's happening now

Regime of the day

day-width regime: not yet measured for stocks — no first-hit grid exists yet, so width_bounds.json has no tercile boundaries to compare against.

FOXALGO / SPY INSTRUMENT 02

Next hour

distance (ATR)	P(touch up, next 60m)	P(touch down, next 60m)	n
0.1	60.0%	62.7%	1,861
0.25	20.5%	25.5%	1,861
0.5	4.4%	5.7%	1,861

Measured from the 330-minute mark (minutes since 09:30 ET), next 60 minutes.

Touch ladder

Levels at ±0.25 / 0.5 / 0.75 / 1 / 1.5 ATR from the last quote, with p(touch by close 16:00 et).

FOXALGO / SPY INSTRUMENT 01

SPY · P(touch by close 16:00 ET)

distance (ATR)	up level	P(touch by close 16:00 ET) up	down level	P(touch by close 16:00 ET) down	n
0.25	779.57	66.8%	776.45	66.5%	1,861
0.5	781.13	40.8%	774.89	42.0%	1,861
0.75	782.70	21.5%	773.32	25.7%	1,861
1	784.26	9.5%	771.76	14.3%	1,861
1.5	787.38	1.9%	768.64	3.8%	1,861

Brackets

Not measured for stocks — the first-hit grid (brackets.json) is futures-only.

Track record — wins & losses

Calibration for S&P 500 ETF (SPY)

ETF

MAE: 1.09 pp · n = 7,475,484

0-20%

predicted 3.9% · realized 4.5% · n = 4,907,228

20-40%

predicted 29.3% · realized 29.8% · n = 843,064

40-60%

predicted 50.4% · realized 50.2% · n = 727,647

60-80%

predicted 70.5% · realized 70.7% · n = 757,861

80-100%

predicted 82.4% · realized 81.8% · n = 239,684

Per-sector breakdown, not per-symbol — the source data does not carry a per-symbol (e.g. ES vs NQ, or AAPL vs MSFT) calibration split, only per-sector/scope. 20-point-percentage bins (coarser than the 10pp futures/fx/stocks breakdown above) to keep per-sector cells sampled. Stocks: historical period 2020-2026, these 12 names selected ex-post (survivorship) — calibration applies to these names, not a random stock.

Recent wins & losses (backtested reconstruction)

Backtested reconstruction from historical daily bars — NOT frozen predictions. The frozen live record starts at launch (see below). Shown chronologically, wins and losses both — no cherry-picking.

date	level (open + 0.5 ATR)	P(touch)	result
2026-09-29	770.35	40.8%	not touched ✗
2026-09-30	769.96	40.8%	not touched ✗
2026-10-01	767.92	40.8%	not touched ✗
2026-10-02	774.08	40.8%	not touched ✗
2026-10-05	773.27	40.8%	touched ✓
2026-10-06	781.81	40.8%	not touched ✗
2026-10-07	779.24	40.8%	not touched ✗
2026-10-08	778.19	40.8%	not touched ✗
2026-10-09	779.65	40.8%	not touched ✗
2026-10-12	781.91	40.8%	not touched ✗

Live frozen record

Not tracked yet — the frozen live prediction record currently runs for the 6 futures markets only. See scorecard for the full picture as it grows.

See all verified findings →