foxalgo.io

S&P 500 ETF (SPY) (SPY)

TRACKINGMODEL FROZEN ✓Out-of-sample validated ✓Sector surface ✓QUOTE 10:15 ET

last quote 765.16 · as of 10:21 ET (Yahoo tick 2026-08-25T14:15:00.000Z)

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 765.16

SPY · CURRENT SESSION · 15m

View as table
levelpriceP(touch)status
+0.25 ATR766.4462.2%✓ touched
-0.25 ATR763.8861.3%not touched yet
+0.50 ATR767.7134.7%not touched yet
-0.50 ATR762.6136.5%not touched yet
+0.75 ATR768.9915.9%not touched yet
-0.75 ATR761.3321.3%not touched yet
+1.00 ATR770.267.2%not touched yet
-1.00 ATR760.0611.2%not touched yet
+1.50 ATR772.811.1%not touched yet
-1.50 ATR757.512.9%not touched yet
today's range so far
1.6801
high 766.78 / low 765.10 · n=4 bars
position in today's range
3.6%
0% = today's low so far, 100% = today's high so far — descriptive, not a signal
change from open
-1.0000
open 766.16

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
0.171.0%72.0%1,861
0.2535.8%39.1%1,861
0.58.2%12.0%1,861

Measured from the 30-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)

0%25%50%75%100%0.250.50.7511.5distance from current price (ATR multiples)
distance (ATR)up levelP(touch by close 16:00 ET) updown levelP(touch by close 16:00 ET) downn
0.25766.4462.2%763.8861.3%1,861
0.5767.7134.7%762.6136.5%1,861
0.75768.9915.9%761.3321.3%1,861
1770.267.2%760.0611.2%1,861
1.5772.811.1%757.512.9%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.

datelevel (open + 0.5 ATR)P(touch)result
2026-08-11778.9734.7%not touched ✗
2026-08-12779.2134.7%not touched ✗
2026-08-13779.0934.7%touched ✓
2026-08-14782.7834.7%not touched ✗
2026-08-17780.1934.7%not touched ✗
2026-08-18772.6234.7%not touched ✗
2026-08-19774.0034.7%not touched ✗
2026-08-20769.3234.7%not touched ✗
2026-08-21769.2634.7%not touched ✗
2026-08-24767.7634.7%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 →