As of 2026-09-22 | SPX 7734.40 | five-factor model (P, V, DIX, GEX, IV proxy)
Suggestion: No turn signal; bottom 6% / top 8% are near baselines (15%/11%).
Probability a BOTTOM is near (swing low within ~2 weeks)
6%
normal baseline 15% (white mark) | model OOS AUC 0.74
Probability a TOP is near (swing high within ~2 weeks)
8%
normal baseline 11% (white mark) | model OOS AUC 0.61 (weak: tops are hard)
DIX
0.477
85th pctile
GEX $bn
8.40
96th pos
IV
IV proxy 8%
38th pctile
P trend
+0.10
+1 up / -1 dn
V trend
+0.000
vol rising/falling
Regime: Accumulation (bullish tilt)
Hidden buying above average. Forward returns have skewed higher over weeks to a quarter.
Nearest-analog forecast (468 most-similar past days)
21d: +1.21%71% positive
63d: +2.54%78% positive
Baseline (all history)
21d: +1.05%67% positive
63d: +3.15%76% positive
Historical pattern analysis, not investment advice. Probabilities come from a logistic model fit on 2011-2026 and validated walk-forward out-of-sample; they are tilts, not certainties (bottom AUC 0.74, top AUC 0.61), built from data known as of 2026-09-22. Tops are weakly predictable. Past behavior does not guarantee future results.