foxalgo.io

S&P 500 ETF (SPY) (SPY)

TRACKINGMODEL FROZEN ✓Out-of-sample validated ✓Sector surface ✓QUOTE 16:00 ET

last quote 765.72 · as of 01:49 ET (Yahoo tick 2026-08-21T20:00:00.000Z)

Measured odds. No trade calls. what this means →

Historical period 2020-2026, these 12 names selected ex-post (survivorship) — calibration applies to these names, not a random stock. Live frozen scorecard accumulates from launch.

FOXALGO / SPY CANDLESTICK
TRACKING15m DELAYED MARKET DATALAST 765.72

SPY · CURRENT SESSION · 15m

View as table
levelpriceP(touch)status
+0.25 ATR767.3266.8%not touched yet
-0.25 ATR764.1266.5%not touched yet
+0.50 ATR768.9340.8%not touched yet
-0.50 ATR762.5142.0%not touched yet
+0.75 ATR770.5321.5%not touched yet
-0.75 ATR760.9125.7%not touched yet
+1.00 ATR772.149.5%not touched yet
-1.00 ATR759.3014.3%not touched yet
+1.50 ATR775.351.9%not touched yet
-1.50 ATR756.093.8%not touched yet
today's range so far
3.6800
high 767.85 / low 764.17 · n=27 bars
position in today's range
42.1%
0% = today's low so far, 100% = today's high so far — descriptive, not a signal
change from open
-0.3300
open 766.05

What's happening now

Regime of the day

day-width regime: not yet measured for stocks — no first-hit grid exists yet, so width_bounds.json has no tercile boundaries to compare against.

FOXALGO / SPY INSTRUMENT 02

Next hour

distance (ATR)P(touch up, next 60m)P(touch down, next 60m)n
0.160.0%62.7%1,861
0.2520.5%25.5%1,861
0.54.4%5.7%1,861

Measured from the 330-minute mark (minutes since 09:30 ET), next 60 minutes.

Touch ladder

Levels at ±0.25 / 0.5 / 0.75 / 1 / 1.5 ATR from the last quote, with p(touch by close 16:00 et).

FOXALGO / SPY INSTRUMENT 01

SPY · P(touch by close 16:00 ET)

0%25%50%75%100%0.250.50.7511.5distance from current price (ATR multiples)
distance (ATR)up levelP(touch by close 16:00 ET) updown levelP(touch by close 16:00 ET) downn
0.25767.3266.8%764.1266.5%1,861
0.5768.9340.8%762.5142.0%1,861
0.75770.5321.5%760.9125.7%1,861
1772.149.5%759.3014.3%1,861
1.5775.351.9%756.093.8%1,861

Brackets

Not measured for stocks — the first-hit grid (brackets.json) is futures-only.

Track record — wins & losses

Calibration for S&P 500 ETF (SPY)

ETF

MAE: 1.09 pp · n = 7,475,484

0-20%
predicted 3.9% · realized 4.5% · n = 4,907,228
20-40%
predicted 29.3% · realized 29.8% · n = 843,064
40-60%
predicted 50.4% · realized 50.1% · n = 727,647
60-80%
predicted 70.5% · realized 70.7% · n = 757,861
80-100%
predicted 82.4% · realized 81.8% · n = 239,684

Per-sector breakdown, not per-symbol — the source data does not carry a per-symbol (e.g. ES vs NQ, or AAPL vs MSFT) calibration split, only per-sector/scope. 20-point-percentage bins (coarser than the 10pp futures/fx/stocks breakdown above) to keep per-sector cells sampled. Stocks: historical period 2020-2026, these 12 names selected ex-post (survivorship) — calibration applies to these names, not a random stock.

Recent wins & losses (backtested reconstruction)

Backtested reconstruction from historical daily bars — NOT frozen predictions. The frozen live record starts at launch (see below). Shown chronologically, wins and losses both — no cherry-picking.

datelevel (open + 0.5 ATR)P(touch)result
2026-08-07775.6540.8%not touched ✗
2026-08-10777.1740.8%not touched ✗
2026-08-11778.9740.8%not touched ✗
2026-08-12779.2140.8%not touched ✗
2026-08-13779.0940.8%touched ✓
2026-08-14782.7840.8%not touched ✗
2026-08-17780.1940.8%not touched ✗
2026-08-18772.6240.8%not touched ✗
2026-08-19774.0040.8%not touched ✗
2026-08-20769.3240.8%not touched ✗

Live frozen record

Not tracked yet — the frozen live prediction record currently runs for the 6 futures markets only. See scorecard for the full picture as it grows.

See all verified findings →