loading…
Hover a cell for its number.
Pearson correlations of the daily log returns over the trading days of the 52 weeks to the date above: same day is the row's day against the column's day, next day the row's day against the column's next day — the row leads. Blue is positive, red negative, grey none; a dash is a cell with too few days. The eleven Select Sector SPDRs and SPY as the market, from Twelve Data's daily bars. Phase 41 tested every ordered pair's next day over nearly 28 years and none passed (§7.32 B): this grid describes, it does not call a direction.
Daily bars, dates in New York's trading days.
| Ahead | Day | Median | 50 % band | 90 % band | P(up) |
|---|
d1c: the last 104 weeks' daily log returns scaled by √h, widened per horizon by the last 52 weeks' misses (split conformal), 1 to 20 trading days ahead. P(up) is ½ on every sector. A cone is drawn only for the sectors the deploy names; none of the twelve passed the gate of §7.32 A (docs/models/sectors.md in the repository).
| Ahead | Scored | 50 % | 80 % | 90 % |
|---|
Of the cones whose day has come, the share whose close fell inside each band, ends included, per horizon in trading days; a calibrated cone holds 0.50, 0.80 and 0.90.