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Quantifiable Edges @quantifiableedges.bsky.social · 22/09/2026

Despite this historically being one of the most volatile weeks of the year, $SPY just posted its narrowest intraday range of 2026.

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Quantifiable Edges @quantifiableedges.bsky.social · 13/08/2026

One Backtest Might Just Be Lucky youtu.be/vuPaos-ME9k

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Quantifiable Edges @quantifiableedges.bsky.social · 12/08/2026

$SPY range in the 1st 5 minutes today was about the same as the total range the rest of the day. Have fun with that. #summerdoldrums

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Quantifiable Edges @quantifiableedges.bsky.social · 03/08/2026

How August and September Have Fared After June & July Both Close Lower quantifiableedges.com/how-august-a... $SPX $SPY #seasonality

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Quantifiable Edges @quantifiableedges.bsky.social · 27/07/2026

How Changing Correlation Impacts the Range of Probable Outcomes youtu.be/z7ZXzbZkIfk

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Quantifiable Edges @quantifiableedges.bsky.social · 22/07/2026

Three Benefits of (Non)Correlation youtu.be/otbtJ8AD0ws

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Quantifiable Edges @quantifiableedges.bsky.social · 21/07/2026

Introducing the Quantifiable Edges Hypothetical Correlation Tool quantifiableedges.com/introducing-...

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Quantifiable Edges @quantifiableedges.bsky.social · 23/06/2026

Using Claude Code to Backtest with RealTest youtu.be/n444wX0QC6s $SPX $SPY #AI

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Quantifiable Edges @quantifiableedges.bsky.social · 08/06/2026

A TICK TomOscillator Study Suggesting a Monday Bounce quantifiableedges.com/a-tick-tomos... $SPX $SPY $TICK

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Quantifiable Edges @quantifiableedges.bsky.social · 25/05/2026

Memorial Week History And The One Day That's Been Consistent quantifiableedges.com/memorial-wee... $SPX $SPY

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Quantifiable Edges @quantifiableedges.bsky.social · 19/05/2026

Inspired by @bespoke x.com/bespokeinves... I examined # of days $SPX direction has diverged from SPX adv/decl for every rolling 100-day period 1957-now. Yesterday 5/18/26 was the 32nd day in last 100 that breadth diverged. (15 days up on bad breadth, 17 down on good breadth). Highest reading ever.

x.com

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Quantifiable Edges @quantifiableedges.bsky.social · 15/05/2026

A Historical Look at the Top 20 6-week $SPX Rallies Since 1950 quantifiableedges.com/a-historical... $SPX $SPY

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Quantifiable Edges @quantifiableedges.bsky.social · 06/05/2026

Modeling with the NAAIM Exposure Index quantifiableedges.com/modeling-wit... $SPX $SPY

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Quantifiable Edges @quantifiableedges.bsky.social · 04/05/2026

A Strong Start to May Has Often Been Followed by a Short-Term Dip quantifiableedges.com/a-strong-sta... $SPX $SPY

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Quantifiable Edges @quantifiableedges.bsky.social · 15/04/2026

$SPX and $NDX have both gone from a 100-day low to a 200-day closing high in 11 days. $SPX has never done it that fast before. (12 days 10/31/2014 was the closest). $NDX did it once (1/31/1985). So...wow.

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Quantifiable Edges @quantifiableedges.bsky.social · 12/04/2026

Marsten Parker gave a presentation to the Australian Technical Analysts Association a couple of days ago showing how Claude Code can be used in conjunction with Realtest. Exciting possibilities for research! www.youtube.com/watch?v=RJHz...

youtube.com

ATAA Trading Expert Series presents Marsten Parker

"Systematic Strategy Development in the Age of AI" What happens when one of the most accomplished systematic traders in the world starts handing strategy research to AI? Marsten Parker — the only…

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Quantifiable Edges @quantifiableedges.bsky.social · 01/04/2026

A 2nd impressive day for the indices $SPX $COMP $NDX, but like yesterday, breadth is only moderately strong. At this point NYSE Up Issues % is 72% and the Up Volume % is just 61%.

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Quantifiable Edges @quantifiableedges.bsky.social · 20/03/2026

5yr bond rates closed Feb at the lowest level since Oct of 2024. They are now at the highest level since July of 2025. When rates move that quickly, it makes for a tough market environment.

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Quantifiable Edges @quantifiableedges.bsky.social · 19/03/2026

Massive $VIX option trades occurred at 10:11am this morning 100k May 47.5 strike calls and 100k Aug 55 strikes. Most likely a spread trade. For perspective, there was less than 13k Aug 55s open interest before trade went off. Someone making big volatility bets.

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Quantifiable Edges @quantifiableedges.bsky.social · 18/03/2026

$SPX and $NDX just slightly above their 200-day moving averages. $NASDAQ Composite is just below it.

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Quantifiable Edges @quantifiableedges.bsky.social · 06/03/2026

$VIX reached 28.57 earlier - a little below October high of 28.99. Still no 29+ since April tariff tantrum.

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Quantifiable Edges @quantifiableedges.bsky.social · 05/02/2026

While $SPX / $SPY closed down 5 of 6 days heading into today, it never closed in the bottom third of its intraday range. Always some optimism into the close. That may change today. Not looking strong so far...

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Quantifiable Edges @quantifiableedges.bsky.social · 20/01/2026

Jan $VIX futures / options expiring Wed morning. Action could be interesting there over the next 24hrs.

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Quantifiable Edges @quantifiableedges.bsky.social · 09/12/2025

A down close today would mean a 5-day $SPX low close ahead of a Fed Day. This post from a while back shows why that has been a much better setup than a 5-day high close: quantifiableedges.com/action-mon-t... More Fed studies here: quantifiableedges.com/category/fed... $SPY $FED

quantifiableedges.com

Action Mon-Tues Can Skew $FED Day Odds On Wednesday | Quantifiable Edges

While the Fed decision will certainly play a part in how the market performs on Wednesday, another factor that has historically played into Fed Day odds is simply how the market performed leading up…

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Quantifiable Edges @quantifiableedges.bsky.social · 01/12/2025

Final reminder that the Quantifiable Edges Black Friday -> Cyber Monday sale ends in a few hours. Last chance to save until next Thanksgiving! quantifiableedges.com/subscribers/...

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Quantifiable Edges @quantifiableedges.bsky.social · 01/12/2025

The Quantifiable Edges 2025 Black Friday sale was extended through Monday. Save on subscriptions and courses at the only sale of the year: quantifiableedges.com/subscribers/...

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Quantifiable Edges @quantifiableedges.bsky.social · 28/11/2025

$SPX trying hard to close over 6840.20 and finish the month positive. Let's see...

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Quantifiable Edges @quantifiableedges.bsky.social · 28/11/2025

Quantifiable Edges Black Friday sale is live: quantifiableedges.com/subscribers/... It's the only sale we've had since last Black Friday...so don't miss out!

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Quantifiable Edges @quantifiableedges.bsky.social · 25/11/2025

If Mon & Tues close higher does that kill the Wed-Fri Thanksgiving bullish edge? Nope. I'll be discussing this study and more in tonight's letter. Also...Black Friday sale coming later this week so it might be a good time to take a free trial: quantifiableedges.com/subscribers/... $SPY $SPX

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Quantifiable Edges @quantifiableedges.bsky.social · 25/11/2025

Yesterday I posted Thanksgiving week stats.Wed-Fri both have bullish tendencies. This is NOT a secret. In fact, it is an edge that is often front-run on Tuesday afternoon...I say this because 9 of last 10 Thanksgiving-week Tuesdays saw $SPY close in the top 1/2 of its intraday range. $SPX $STUDY

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Quantifiable Edges @quantifiableedges.bsky.social · 24/11/2025

An updated look at Thanksgiving week stats: quantifiableedges.com/an-updated-l... $SPX $SPY $STUDY

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Quantifiable Edges @quantifiableedges.bsky.social · 20/11/2025

Previous research of mine has shown 1) Friday is the least likely day of the week to see a bounce from an intermediate-term low, BUT 2) If $SPX does bounce, Friday is the most likely day to see short-term follow-through. $SPY

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Quantifiable Edges @quantifiableedges.bsky.social · 20/11/2025

If the market closed right now, the Quantifiable Edges Capitulative Breadth Indicator (CBI) would finish at 7. Perking up, but not yet at the 10+ level I look for as a strong indication of a bounce. Lots of CBI research here: quantifiableedges.com/category/cbi/ $SPX $SPY #CBI

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Quantifiable Edges @quantifiableedges.bsky.social · 14/11/2025

Looking forward to joining Simon on the Algo Advantage podcast www.algoadvantage.io/podcast/ in the next week or so! Let @algo_advantage know if there is anything you want to hear us talk about.

algoadvantage.io

Podcast

"The Algorithmic Advantage" is the podcast and research newsletter of Algo Advantage. Check us out on YouTube!

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Quantifiable Edges @quantifiableedges.bsky.social · 13/11/2025

Despite spike in $VIX the Nov-Dec futures are still slightly in contango. And rest of term structure looks orderly. Selloff not creating panic yet.

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Quantifiable Edges @quantifiableedges.bsky.social · 11/11/2025

$NYSE volume is very light today. That is normal on days the stock market is open an the bond market is closed (Veteran's Day, Columbus Day). Don't make the mistake of reading into the low volume and thinking it is an indication of something more.

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Quantifiable Edges @quantifiableedges.bsky.social · 23/09/2025

This is the 3rd day in a row that we are seeing $VIX and $VX futures rise along with $SPX. Unusual action.

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Quantifiable Edges @quantifiableedges.bsky.social · 16/09/2025

A bunch of Fed Day studies to help you prep for tomorrow... quantifiableedges.com/category/fed...

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Quantifiable Edges @quantifiableedges.bsky.social · 11/09/2025

Since the 9/11/2001 attacks and tragedy, September 11th has been a very strong day for the market. See study below, which will be included in tonight's subscriber letter. $SPX $SPY

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Quantifiable Edges @quantifiableedges.bsky.social · 01/09/2025

The Reversal Tendency of Labor Day Week: quantifiableedges.com/the-reversal... $SPX $SPY $QUANT $STUDY #seasonality

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Quantifiable Edges @quantifiableedges.bsky.social · 31/07/2025

First trading day of the month has generally been strong...except August: quantifiableedges.com/first-tradin... $SPX $SPY #seasonality $QUANT $STUDY

quantifiableedges.com

First trading day of the month has generally been strong…except August. | Quantifiable Edges

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Quantifiable Edges @quantifiableedges.bsky.social · 28/07/2025

$SPX 21-day realized vol closing at lowest level (6.24) since July 2024. $VIX may seem low at 15, but it is almost 9 points above realized. Opportunities for real vol this week with earnings, $FED and jobs report. But if realized stays low through this, $VIX could be a good bit lower next week.

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Quantifiable Edges @quantifiableedges.bsky.social · 28/07/2025

$FED Day coming Wednesday. A few notes about Wed odds for you to prep as we approach... edge has been stronger with selling ahead of announcement. 3 examples: quantifiableedges.com/action-mon-t... and quantifiableedges.com/why-a-new-hi... and quantifiableedges.com/strong-selli...

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Quantifiable Edges @quantifiableedges.bsky.social · 16/07/2025

I really liked this recent paper, by Tom Carlson. It presents a interesting approach to a Defense First strategy. papers.ssrn.com/sol3/papers.... $QUANT $STUDY

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Quantifiable Edges @quantifiableedges.bsky.social · 01/07/2025

July has historically seen the best 1st day of any month. Performance from 1989 - 2024 can be seen in the attached chart. Note the last 14 years in a row have closed higher!

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Quantifiable Edges @quantifiableedges.bsky.social · 26/06/2025

$SPX is very close to a new all-time high. Interestingly, the 50ma is still below the 200ma (Death Cross formation). It takes a sharp rally to accomplish that. I looked back and found only 4 previous instances where $SPX closed at a new high while Death Cross was still in effect. $SPY $QUANT $STUDY

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