S&P 500 3-Day Historical Volatility Below 1 New-trigger client note · September 10, 2026 The S&P 500’s realized (historical) volatility over the trailing 3 sessions dropped to just 0.92, below the 1.0 threshold that marks an unusually placid stretch even by the standards of a low-volatility market. This is a fairly rare condition — 56
NYSE New-Lows Capitulation Spike Original signal debut · September 10, 2026 When the daily count of NYSE stocks hitting new 52-week lows spikes to at least 3.8 times its trailing 20-session average — the top ~2% of all such readings since 1990, and a level the market just hit today, September 10 — the S&P
NYSE TICK Extremes (>+1000) Nearly Absent Over 12 Sessions New-trigger client note · September 4, 2026 NYSE TICK readings above +1000 have occurred at most once in the last twelve sessions, as of today, September 4, 2026 — the first time this has been true since June 30, 2026. This is a small sample (16
Rallying Into Jobs Day Near a High: The Next Session Usually Fades Signal study · September 4, 2026 On the 18 occasions since 1995 the S&P 500 has closed up 1% or more the session immediately before an Employment Situation (jobs) report while already within 1% of its 52-week high, buying that strength has not
Two Straight 0.45%+ Up Days Ahead of a Jobs Report New-trigger client note · September 3, 2026 The S&P 500 just closed up 0.45%+ in back-to-back sessions (+0.46% on 9/2, +1.06% on 9/3) with tomorrow flagged as an Employment Situation release — the 41st time this setup has appeared since 1995. The strongest, most reliable
High-Yield Credit Breadth vs. the S&P 500 A credit-market leading indicator with three clean hits since 2008 — and a fourth reading that’s already run past its usual clock · September 3, 2026 The high-yield bond market’s advance-decline line — a running tally of how many high-yield issues are rising versus falling each day —
Cooled-Off Into Earnings (AVGO) Pre-earnings client note · September 2, 2026 Broadcom reports fiscal Q3 earnings after tonight’s close (consensus EPS estimate $2.83); the market’s reaction will show up in tomorrow’s session. As of roughly 90 minutes before today’s close, AVGO is going into the print cooled off rather than overbought — 3 of 4
Two-Day Decline Into Month-End New-trigger client note · 2026-08-31 The S&P 500 closed lower for a second straight session today, on the final trading day of August. Since 1990 this exact setup — two consecutive declining closes landing on the last session of the month — has happened 92 other times, and the index has