Quantifiable Edges
@quantifiableedges.bsky.social
Assessing Market Action Through Indicators & History
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...
February 5, 2026 at 8:26 PM
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...
Plenty more Fed Day research here: quantifiableedges.com/category/fed... $FED $SPX $SPY
Fed Study | Quantifiable Edges
DISCLAIMER: PAST PERFORMANCE, WHETHER ACTUAL OR TESTED, DOES NOT GUARANTEE FUTURE RESULTS, PROFITABILITY, OR CORRELATION TO ANY LISTED SECURITY OR TRADE IDEA.
quantifiableedges.com
January 27, 2026 at 6:03 PM
Plenty more Fed Day research here: quantifiableedges.com/category/fed... $FED $SPX $SPY
Tomorrow is a $FED Day. Historically, Fed Days have shown a bullish edge, but not when $SPX makes a new high the day before. From a couple years back... quantifiableedges.com/why-a-new-hi... $SPY
Why A New High Before A Fed Day Is Discouraging | Quantifiable Edges
Wednesday is a Fed Day. Fed Days have historically shown an upside tendency. I have documented this tendency in great detail over the years. A higher close today would not be the most favorable Fed…
quantifiableedges.com
January 27, 2026 at 5:25 PM
Tomorrow is a $FED Day. Historically, Fed Days have shown a bullish edge, but not when $SPX makes a new high the day before. From a couple years back... quantifiableedges.com/why-a-new-hi... $SPY
Jan $VIX futures / options expiring Wed morning. Action could be interesting there over the next 24hrs.
January 20, 2026 at 1:56 PM
Jan $VIX futures / options expiring Wed morning. Action could be interesting there over the next 24hrs.
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
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…
quantifiableedges.com
December 9, 2025 at 8:36 PM
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
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/...
December 1, 2025 at 9:16 PM
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/...
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/...
December 1, 2025 at 12:09 AM
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/...
$SPX trying hard to close over 6840.20 and finish the month positive. Let's see...
November 28, 2025 at 3:48 PM
$SPX trying hard to close over 6840.20 and finish the month positive. Let's see...
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!
November 28, 2025 at 1:46 PM
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!
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
November 25, 2025 at 8:22 PM
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
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
November 25, 2025 at 2:43 PM
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
An updated look at Thanksgiving week stats: quantifiableedges.com/an-updated-l... $SPX $SPY $STUDY
November 24, 2025 at 2:37 PM
An updated look at Thanksgiving week stats: quantifiableedges.com/an-updated-l... $SPX $SPY $STUDY
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
November 20, 2025 at 8:47 PM
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
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
November 20, 2025 at 7:08 PM
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
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.
Podcast
"The Algorithmic Advantage" is the podcast and research newsletter of Algo Advantage. Check us out on YouTube!
www.algoadvantage.io
November 14, 2025 at 5:50 PM
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.
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.
November 13, 2025 at 8:45 PM
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.
$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.
November 11, 2025 at 6:29 PM
$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.
This is the 3rd day in a row that we are seeing $VIX and $VX futures rise along with $SPX. Unusual action.
September 23, 2025 at 2:16 PM
This is the 3rd day in a row that we are seeing $VIX and $VX futures rise along with $SPX. Unusual action.
A bunch of Fed Day studies to help you prep for tomorrow... quantifiableedges.com/category/fed...
September 16, 2025 at 7:24 PM
A bunch of Fed Day studies to help you prep for tomorrow... quantifiableedges.com/category/fed...
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
September 11, 2025 at 1:46 AM
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
The Reversal Tendency of Labor Day Week: quantifiableedges.com/the-reversal... $SPX $SPY $QUANT $STUDY #seasonality
September 1, 2025 at 2:56 PM
The Reversal Tendency of Labor Day Week: quantifiableedges.com/the-reversal... $SPX $SPY $QUANT $STUDY #seasonality
First trading day of the month has generally been strong...except August: quantifiableedges.com/first-tradin... $SPX $SPY #seasonality $QUANT $STUDY
First trading day of the month has generally been strong…except August. | Quantifiable Edges
quantifiableedges.com
July 31, 2025 at 7:38 PM
First trading day of the month has generally been strong...except August: quantifiableedges.com/first-tradin... $SPX $SPY #seasonality $QUANT $STUDY
$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.
July 28, 2025 at 8:01 PM
$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.
$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...
July 28, 2025 at 12:52 AM
$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...
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
July 16, 2025 at 12:59 PM
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