Public
SPY MACD turns positive
Fragile
“When the MACD histogram on SPY turns positive after being negative for at least 5 days, invest $2,000.”
From Public
As tested: MACD (12/26/9) histogram turns positive after 5+ negative sessions → buy at the next open. The prompt never says when to sell, so this holds 20 sessions and compares with buying SPY on any day.
Edge per trade+0.23%% vs buying SPY on any day, per trade
t-stat0.4095% range -0.88 to +1.34
Trades59Sep 1, 2016 – Oct 12, 2026
Win rate63%beat the comparison
Last 12 months+0.22%6 signals
Why fragile
- t-stat 0.4 is inside the noise
- 33% of resamples have no edge
- 79% of nudged versions keep the edge, so it isn't one lucky setting
- one half carries it (+0.61 before 2021, -0.14 after)
Year by year
2016
-0.68%2
2017
+0.30%6
2018
-0.68%6
2019
+2.89%6
2020
-0.27%5
2021
+1.01%7
2022
-2.11%5
2023
+1.22%6
2024
+0.39%7
2025
-1.92%6
2026
+1.99%3
Every signal
| Signal | Basket | Comparison | Edge |
|---|---|---|---|
| Sep 22, 2026 · still open | +0.59% | +0.82% | -0.24% |
| Jul 6, 2026 | +0.89% | +1.19% | -0.30% |
| Apr 2, 2026 | +9.78% | +1.19% | +8.58% |
| Jan 28, 2026 | -1.12% | +1.19% | -2.31% |
| Nov 28, 2025 | +1.53% | +1.19% | +0.34% |
| Oct 24, 2025 | -3.57% | +1.19% | -4.77% |
| Aug 13, 2025 | +2.21% | +1.19% | +1.01% |
| Jun 26, 2025 | +3.85% | +1.19% | +2.66% |
| Mar 21, 2025 | -10.07% | +1.19% | -11.27% |
| Jan 17, 2025 | +1.70% | +1.19% | +0.51% |
| Nov 7, 2024 | +1.85% | +1.19% | +0.66% |
| Sep 13, 2024 | +3.39% | +1.19% | +2.20% |
| Aug 14, 2024 | +1.65% | +1.19% | +0.45% |
| Jun 6, 2024 | +4.29% | +1.19% | +3.09% |
| May 3, 2024 | +2.63% | +1.19% | +1.44% |
| Mar 21, 2024 | -5.26% | +1.19% | -6.46% |
| Jan 22, 2024 | +2.53% | +1.19% | +1.34% |
| Oct 9, 2023 | +0.54% | +1.19% | -0.66% |
| Aug 29, 2023 | -4.98% | +1.19% | -6.18% |
| Jul 3, 2023 | +3.20% | +1.19% | +2.00% |
| May 18, 2023 | +4.88% | +1.19% | +3.69% |
| Mar 21, 2023 | +3.76% | +1.19% | +2.57% |
| Jan 9, 2023 | +7.11% | +1.19% | +5.92% |
| Oct 5, 2022 | -0.30% | +1.19% | -1.49% |
| Jun 27, 2022 | +0.07% | +1.19% | -1.13% |
| May 24, 2022 | -3.32% | +1.19% | -4.51% |
| Mar 16, 2022 | +2.46% | +1.19% | +1.26% |
| Feb 2, 2022 | -3.48% | +1.19% | -4.67% |
| Dec 10, 2021 | -0.75% | +1.19% | -1.94% |
| Oct 8, 2021 | +7.08% | +1.19% | +5.88% |
| Aug 25, 2021 | -0.99% | +1.19% | -2.19% |
| Jul 26, 2021 | +1.57% | +1.19% | +0.38% |
| May 27, 2021 | +1.57% | +1.19% | +0.38% |
| Mar 11, 2021 | +5.20% | +1.19% | +4.00% |
| Jan 7, 2021 | +1.75% | +1.19% | +0.56% |
| Nov 5, 2020 | +5.57% | +1.19% | +4.38% |
| Oct 1, 2020 | -0.59% | +1.19% | -1.78% |
| Jul 8, 2020 | +4.69% | +1.19% | +3.50% |
| Mar 26, 2020 | +11.60% | +1.19% | +10.40% |
| Feb 7, 2020 | -16.68% | +1.19% | -17.87% |
| Dec 13, 2019 | +2.97% | +1.19% | +1.78% |
| Oct 15, 2019 | +3.45% | +1.19% | +2.25% |
| Aug 21, 2019 | +2.57% | +1.19% | +1.38% |
| Jun 6, 2019 | +4.72% | +1.19% | +3.53% |
| Mar 18, 2019 | +2.18% | +1.19% | +0.99% |
| Jan 2, 2019 | +8.59% | +1.19% | +7.40% |
| Nov 2, 2018 | +2.40% | +1.19% | +1.21% |
| Aug 22, 2018 | +2.54% | +1.19% | +1.35% |
| Jul 9, 2018 | +2.14% | +1.19% | +0.95% |
| Apr 10, 2018 | +1.20% | +1.19% | +0.00% |
| Feb 23, 2018 | -6.22% | +1.19% | -7.41% |
| Jan 4, 2018 | +1.00% | +1.19% | -0.19% |
| Nov 27, 2017 | +2.87% | +1.19% | +1.68% |
| Aug 31, 2017 | +1.71% | +1.19% | +0.52% |
| Jul 13, 2017 | -0.37% | +1.19% | -1.57% |
| May 25, 2017 | +1.06% | +1.19% | -0.13% |
| Apr 24, 2017 | +0.58% | +1.19% | -0.62% |
| Jan 26, 2017 | +3.10% | +1.19% | +1.91% |
| Oct 24, 2016 | +2.43% | +1.19% | +1.24% |
| Sep 22, 2016 | -1.40% | +1.19% | -2.60% |