SPX session screener
the archive filtered by the dealer book · all sessions · the calendar
1,121 sessions screened. Across the archive 55% closed above the flip and the mean open-to-close move was 0.59%.
Questions it answers
- How does SPX trade on days it closes in negative gamma?
- How often does SPX reclaim the zero-gamma flip after opening below it?
- What happens on days SPX crosses the zero-gamma flip two or more times?
- How does SPX trade when net dealer gamma sits in its bottom 20th percentile?
- How does SPX trade when net dealer gamma sits at the 80th percentile or above?
- Where was dealer gamma on SPX days that moved 1% or more?
- Where was dealer gamma on SPX days that moved 2% or more?
- How does SPX trade on days 0DTE implied volatility opens at 20% or higher?
Every row is a finished SPX session and links to its page, where the same numbers stand with the day's events and a free minute-by-minute replay. The filters are the closing measurements those pages print: the zero-gamma flip against the close and the open, the net-gamma percentile, how often the flip was crossed, and the calendar event the day carried. The shares above are counts over the matched days next to the same counts over the whole archive; a share that matches the archive is a base rate, not a pattern.
| Session | Close | Move | Flip | vs flip | Pctl | Cross | Events |
|---|---|---|---|---|---|---|---|
| 2026-10-09 | 7,811.05 | +0.26% | 7,802.2 | +8.8 | 6 | UMich | |
| 2026-10-08 | 7,764.20 | -0.12% | 7,765.0 | -0.8 | 21 | Claims, EIA, Auctions | |
| 2026-10-07 | 7,800.25 | +0.17% | 7,791.8 | +8.5 | 8 | VIX settlement, EIA, Auctions | |
| 2026-10-06 | 7,819.31 | +0.08% | 7,825.7 | -6.4 | 7 | Auctions | |
| 2026-10-05 | 7,772.64 | +0.58% | 7,763.4 | +9.2 | 0 | ISM | |
| 2026-10-02 | 7,722.25 | -0.10% | 7,722.3 | -0.1 | 70 | 15 | NFP, Housing |
| 2026-10-01 | 7,666.87 | -0.02% | 7,658.0 | +8.8 | 70 | 9 | Claims, ISM, Housing, EIA, Auctions |
| 2026-09-30 | 7,651.51 | -0.55% | 7,700.1 | -48.6 | 45 | 5 | PCE, GDP, Fed, VIX settlement, EIA |
| 2026-09-29 | 7,669.87 | -0.27% | 7,668.6 | +1.3 | 5 | 22 | Confidence, JOLTS, Auctions |
| 2026-09-28 | 7,683.49 | -0.30% | 7,693.7 | -10.2 | 25 | 14 | Retail sales |
| 2026-09-25 | 7,743.35 | +0.42% | 7,731.3 | +12.0 | 80 | 8 | Housing, UMich |
| 2026-09-24 | 7,704.75 | +0.46% | 7,693.4 | +11.4 | 100 | 5 | Housing, Claims, EIA, Auctions |
| 2026-09-23 | 7,705.12 | -0.65% | 7,716.5 | -11.3 | 0 | 2 | VIX settlement, EIA, Auctions |
| 2026-09-22 | 7,764.70 | -0.10% | 7,765.4 | -0.7 | 10 | 23 | Auctions |
| 2026-09-21 | 7,764.87 | +0.92% | 7,715.1 | +49.8 | 50 | 3 | |
| 2026-09-18 | 7,648.15 | +0.09% | 7,630.0 | +18.1 | 95 | 22 | Opex |
| 2026-09-17 | 7,637.80 | -0.04% | 7,634.0 | +3.9 | 90 | 14 | Housing, Claims, EIA, Auctions |
| 2026-09-16 | 7,551.90 | -0.71% | 7,580.0 | -28.1 | 70 | 13 | Retail sales, VIX settlement, EIA, FOMC |
| 2026-09-15 | 7,584.55 | -0.34% | 7,586.0 | -1.4 | 80 | 5 | Auctions |
| 2026-09-14 | 7,620.56 | +0.27% | 7,626.6 | -6.1 | 35 | 6 | |
| 2026-09-11 | 7,657.27 | -0.02% | 7,666.6 | -9.3 | 10 | 13 | CPI, UMich, Fed |
| 2026-09-10 | 7,591.60 | -0.02% | 7,597.6 | -6.0 | 40 | 14 | PPI, Claims, EIA, Auctions |
| 2026-09-09 | 7,636.50 | -0.22% | 7,643.7 | -7.2 | 70 | 33 | VIX settlement, Auctions |
| 2026-09-08 | 7,673.17 | -0.43% | 7,687.6 | -14.4 | 20 | 21 | Auctions |
| 2026-09-04 | 7,718.16 | -0.25% | 7,716.7 | +1.4 | 45 | 9 | NFP |
| 2026-09-03 | 7,747.40 | +0.62% | 7,721.6 | +25.8 | 70 | 6 | Claims, ISM, EIA, Auctions |
| 2026-09-02 | 7,666.21 | +0.40% | 7,666.0 | +0.2 | 45 | 16 | Housing, VIX settlement, EIA, Fed |
| 2026-09-01 | 7,630.64 | -0.01% | 7,639.0 | -8.3 | 10 | 8 | ISM, JOLTS, Housing |
| 2026-08-31 | 7,685.95 | -0.06% | 7,677.5 | +8.5 | 80 | 40 | Opex |
| 2026-08-28 | 7,711.50 | -0.34% | 7,720.5 | -9.0 | 20 | 9 | UMich |
| 2026-08-27 | 7,731.24 | +0.35% | 7,718.8 | +12.4 | 100 | 16 | Claims, EIA, Auctions |
| 2026-08-26 | 7,675.54 | +0.12% | 7,674.8 | +0.7 | 10 | 18 | PCE, Housing, GDP, VIX settlement, EIA, Auctions |
| 2026-08-25 | 7,677.27 | -0.03% | 7,669.0 | +8.3 | 95 | 23 | Housing, Confidence, Auctions |
| 2026-08-24 | 7,653.24 | -0.03% | 7,657.1 | -3.8 | 45 | 12 | |
| 2026-08-21 | 7,673.55 | +0.02% | 7,676.7 | -3.1 | 50 | 34 | Opex |
| 2026-08-20 | 7,640.30 | -0.50% | 7,668.5 | -28.2 | 0 | 29 | Claims, EIA, Auctions |
| 2026-08-19 | 7,706.75 | -0.22% | 7,718.9 | -12.2 | 15 | 22 | VIX settlement, EIA, Auctions |
| 2026-08-18 | 7,690.64 | -0.22% | 7,703.7 | -13.1 | 15 | 30 | Housing, Auctions |
| 2026-08-17 | 7,745.45 | -0.53% | 7,767.5 | -22.1 | 0 | 10 | |
| 2026-08-14 | 7,785.87 | -0.20% | 7,785.1 | +0.7 | 75 | 6 | Retail sales, UMich |
| 2026-08-13 | 7,798.82 | +0.41% | 7,792.0 | +6.9 | 90 | 4 | PPI, Claims, EIA, Auctions |
| 2026-08-12 | 7,748.52 | -0.17% | 7,750.6 | -2.0 | 35 | 22 | CPI, VIX settlement, EIA, Auctions |
| 2026-08-11 | 7,727.62 | -0.45% | 7,736.1 | -8.4 | 20 | 9 | Auctions |
| 2026-08-10 | 7,752.95 | -0.04% | 7,754.9 | -1.9 | 30 | 13 | |
| 2026-08-07 | 7,758.52 | +0.33% | 7,744.6 | +13.9 | 90 | 20 | NFP |
| 2026-08-06 | 7,709.60 | -0.21% | 7,715.7 | -6.1 | 50 | 28 | Claims, EIA |
| 2026-08-05 | 7,712.99 | -0.94% | 7,743.6 | -30.6 | 15 | 1 | Refunding, VIX settlement, ISM, EIA |
| 2026-08-04 | 7,736.35 | +1.31% | 7,665.7 | +70.7 | 55 | 0 | Housing, JOLTS |
| 2026-08-03 | 7,600.47 | +1.06% | 7,571.5 | +29.0 | 65 | 0 | ISM, Housing, Fed, Refunding |
| 2026-07-31 | 7,489.97 | +0.23% | 7,467.1 | +22.9 | 85 | 12 | UMich |
| 2026-07-30 | 7,437.15 | +0.79% | 7,413.9 | +23.2 | 80 | 6 | PCE, GDP, Claims, EIA |
| 2026-07-29 | 7,317.75 | -1.35% | 7,389.8 | -72.0 | 15 | 15 | VIX settlement, EIA, FOMC |
| 2026-07-28 | 7,428.00 | +0.19% | 7,432.2 | -4.2 | 30 | 15 | Confidence, Auctions |
| 2026-07-27 | 7,412.22 | -0.78% | 7,408.5 | +3.7 | 40 | 5 | Housing, Auctions |
| 2026-07-24 | 7,410.80 | -0.01% | 7,422.2 | -11.4 | 50 | 12 | Housing |
| 2026-07-23 | 7,407.80 | -0.12% | 7,404.4 | +3.4 | 50 | 13 | Claims, EIA |
| 2026-07-22 | 7,499.47 | +0.08% | 7,507.7 | -8.2 | 5 | 21 | VIX settlement, EIA, Auctions |
| 2026-07-21 | 7,509.67 | +0.37% | 7,502.2 | +7.4 | 100 | 8 | |
| 2026-07-20 | 7,443.21 | -0.78% | 7,469.8 | -26.6 | 15 | 13 | |
| 2026-07-17 | 7,458.16 | +0.12% | 7,471.9 | -13.8 | 25 | 10 | Housing, UMich, Opex |
| 2026-07-16 | 7,533.67 | -0.32% | 7,542.1 | -8.4 | 35 | 7 | Retail sales, Claims, EIA |
| 2026-07-15 | 7,572.15 | +0.02% | 7,560.4 | +11.8 | 80 | 22 | PPI, VIX settlement, EIA, Fed |
| 2026-07-14 | 7,543.87 | +0.15% | 7,542.6 | +1.3 | 40 | 9 | CPI, Fed |
| 2026-07-13 | 7,515.25 | -0.56% | 7,529.5 | -14.3 | 0 | 21 | |
| 2026-07-10 | 7,575.01 | +0.33% | 7,556.6 | +18.4 | 95 | 8 | |
| 2026-07-09 | 7,542.75 | +0.69% | 7,528.3 | +14.4 | 45 | 5 | Claims, EIA, Auctions |
| 2026-07-08 | 7,482.92 | +0.34% | 7,466.2 | +16.7 | 90 | 9 | VIX settlement, EIA, Auctions |
| 2026-07-07 | 7,503.17 | -0.39% | 7,504.8 | -1.7 | 55 | 12 | Auctions |
| 2026-07-06 | 7,537.25 | +0.25% | 7,532.1 | +5.1 | 80 | 2 | ISM |
| 2026-07-02 | 7,479.37 | -0.35% | 7,460.0 | +19.4 | 65 | 4 | NFP, Housing, Claims, EIA |
| 2026-07-01 | 7,483.35 | +0.14% | 7,497.6 | -14.2 | 30 | 15 | VIX settlement, ISM, Housing, EIA |
| 2026-06-30 | 7,498.14 | +0.77% | 7,482.5 | +15.7 | 90 | 0 | Confidence, JOLTS |
| 2026-06-29 | 7,440.62 | +0.69% | 7,414.4 | +26.2 | 95 | 5 | |
| 2026-06-26 | 7,339.17 | +0.36% | 7,361.2 | -22.0 | 10 | 20 | UMich, Opex |
| 2026-06-25 | 7,355.80 | -0.86% | 7,365.2 | -9.4 | 30 | 19 | PCE, Housing, GDP, Claims, EIA, Auctions |
| 2026-06-24 | 7,358.75 | -0.22% | 7,374.9 | -16.2 | 45 | 8 | Housing, VIX settlement, EIA, Auctions, Fed |
| 2026-06-23 | 7,365.75 | +0.13% | 7,388.9 | -23.1 | 5 | 4 | Auctions |
| 2026-06-22 | 7,474.86 | -0.58% | 7,475.9 | -1.0 | 85 | 10 | |
| 2026-06-18 | 7,499.42 | -0.09% | 7,494.2 | +5.2 | 70 | 22 | Claims, EIA, Opex |
| 2026-06-17 | 7,420.70 | -1.31% | 7,478.2 | -57.4 | 35 | 9 | Retail sales, VIX settlement, EIA, FOMC |
| 2026-06-16 | 7,511.70 | -0.61% | 7,535.5 | -23.8 | 5 | 5 | Housing, Auctions |
| 2026-06-15 | 7,553.95 | +0.24% | 7,558.2 | -4.2 | 30 | 3 | |
| 2026-06-12 | 7,431.79 | +0.32% | 7,421.0 | +10.8 | 65 | 19 | UMich |
| 2026-06-11 | 7,393.92 | +1.35% | 7,327.1 | +66.8 | 80 | 34 | PPI, Claims, EIA, Fed, Auctions |
| 2026-06-10 | 7,267.52 | -1.08% | 7,317.1 | -49.6 | 35 | 3 | CPI, VIX settlement, EIA, Auctions |
| 2026-06-09 | 7,386.10 | -0.86% | 7,357.7 | +28.4 | 75 | 8 | Auctions, Fed |
| 2026-06-08 | 7,405.60 | -0.67% | 7,431.9 | -26.3 | 0 | 17 | |
| 2026-06-05 | 7,384.59 | -1.98% | 7,465.8 | -81.2 | 15 | 2 | NFP |
| 2026-06-04 | 7,585.25 | +0.68% | 7,571.1 | +14.1 | 40 | 6 | Claims, Fed, EIA |
| 2026-06-03 | 7,554.39 | -0.60% | 7,569.5 | -15.1 | 10 | 17 | Housing, ISM, EIA, Fed |
| 2026-06-02 | 7,611.15 | +0.31% | 7,606.1 | +5.1 | 65 | 4 | VIX settlement, JOLTS |
| 2026-06-01 | 7,599.70 | +0.45% | 7,585.6 | +14.1 | 95 | 19 | ISM, Housing |
| 2026-05-29 | 7,581.22 | +0.11% | 7,580.9 | +0.4 | 40 | 24 | Opex |
| 2026-05-28 | 7,563.45 | +0.59% | 7,556.1 | +7.4 | 60 | 5 | PCE, Housing, GDP, Claims, EIA, Auctions |
| 2026-05-27 | 7,520.30 | -0.09% | 7,517.8 | +2.5 | 10 | 36 | VIX settlement, Auctions |
| 2026-05-26 | 7,519.02 | +0.03% | 7,513.4 | +5.6 | 85 | 17 | Confidence, Auctions |
| 2026-05-22 | 7,473.35 | -0.15% | 7,483.6 | -10.3 | 25 | 5 | UMich |
| 2026-05-21 | 7,445.56 | +0.62% | 7,423.2 | +22.4 | 85 | 19 | Housing, Claims, EIA |
| 2026-05-20 | 7,432.50 | +0.79% | 7,409.2 | +23.3 | 70 | 7 | EIA, Auctions |
| 2026-05-19 | 7,354.17 | -0.17% | 7,364.8 | -10.7 | 20 | 22 | VIX settlement |
| 2026-05-18 | 7,402.12 | -0.19% | 7,387.9 | +14.2 | 80 | 8 | |
| 2026-05-15 | 7,407.72 | -0.30% | 7,429.9 | -22.1 | 20 | 16 | Opex |
| 2026-05-14 | 7,501.21 | +0.51% | 7,494.5 | +6.7 | 70 | 0 | Retail sales, Claims, EIA |
| 2026-05-13 | 7,444.67 | +0.61% | 7,414.5 | +30.1 | 5 | 4 | PPI, VIX settlement, EIA, Auctions |
| 2026-05-12 | 7,400.75 | +0.18% | 7,372.9 | +27.9 | 85 | 7 | CPI, Auctions |
| 2026-05-11 | 7,412.04 | +0.29% | 7,411.9 | +0.1 | 45 | 3 | Auctions |
| 2026-05-08 | 7,398.37 | +0.37% | 7,391.2 | +7.1 | 50 | 6 | NFP, UMich |
| 2026-05-07 | 7,336.90 | -0.48% | 7,345.5 | -8.6 | 15 | 5 | Claims, Housing, EIA |
| 2026-05-06 | 7,365.20 | +0.85% | 7,334.9 | +30.3 | 95 | 0 | VIX settlement, EIA |
| 2026-05-05 | 7,259.52 | +0.26% | 7,256.8 | +2.7 | 20 | 1 | Housing, ISM, JOLTS |
| 2026-05-04 | 7,200.92 | -0.26% | 7,205.3 | -4.4 | 5 | 4 | Housing, Fed |
| 2026-05-01 | 7,229.45 | -0.07% | 7,246.5 | -17.0 | 0 | 9 | ISM |
| 2026-04-30 | 7,209.79 | +0.69% | 7,174.7 | +35.1 | 20 | 5 | PCE, GDP, Claims, EIA |
| 2026-04-29 | 7,136.05 | +0.11% | 7,128.3 | +7.7 | 65 | 13 | Housing, Refunding, VIX settlement, EIA, FOMC |
| 2026-04-28 | 7,138.45 | +0.07% | 7,133.7 | +4.7 | 25 | 13 | Confidence, Auctions |
| 2026-04-27 | 7,173.80 | +0.27% | 7,166.5 | +7.3 | 25 | 12 | Auctions, Refunding |
| 2026-04-24 | 7,164.55 | +0.53% | 7,149.3 | +15.3 | 95 | 11 | UMich |
| 2026-04-23 | 7,108.32 | -0.16% | 7,113.8 | -5.5 | 35 | 6 | Claims, EIA |
| 2026-04-22 | 7,138.35 | +0.37% | 7,121.1 | +17.3 | 40 | 16 | VIX settlement, EIA, Auctions |
| 2026-04-21 | 7,063.60 | -0.78% | 7,091.0 | -27.4 | 5 | 11 | Retail sales |
| 2026-04-20 | 7,109.05 | -0.06% | 7,103.3 | +5.7 | 85 | 22 | |
| 2026-04-17 | 7,125.72 | +0.57% | 7,120.8 | +4.9 | 65 | 7 | Opex |
| 2026-04-16 | 7,041.02 | +0.13% | 7,030.2 | +10.9 | 95 | 8 | Claims, EIA |
| 2026-04-15 | 7,023.14 | +0.66% | 6,992.3 | +30.9 | 85 | 0 | VIX settlement, EIA, Fed |
| 2026-04-14 | 6,966.67 | +0.92% | 6,943.7 | +23.0 | 95 | 0 | PPI |
| 2026-04-13 | 6,886.26 | +1.28% | 6,833.2 | +53.1 | 70 | 4 | |
| 2026-04-10 | 6,816.69 | -0.31% | 6,820.4 | -3.7 | 50 | 17 | CPI, Housing, UMich |
| 2026-04-09 | 6,825.15 | +0.81% | 6,808.5 | +16.7 | 100 | 8 | PCE, GDP, Claims, EIA, Auctions |
| 2026-04-08 | 6,782.20 | -0.06% | 6,771.5 | +10.7 | 85 | 14 | VIX settlement, EIA, Auctions |
| 2026-04-07 | 6,617.42 | +0.42% | 6,573.9 | +43.6 | 80 | 5 | Housing, Auctions |
| 2026-04-06 | 6,611.25 | +0.33% | 6,601.0 | +10.2 | 90 | 22 | ISM |
| 2026-04-02 | 6,582.42 | +1.39% | 6,562.2 | +20.2 | 85 | 7 | Claims, EIA |
| 2026-04-01 | 6,574.47 | +0.13% | 6,584.7 | -10.2 | 75 | 23 | Retail sales, VIX settlement, ISM, EIA |
| 2026-03-31 | 6,528.50 | +1.69% | 6,463.2 | +65.3 | 95 | 6 | Confidence, JOLTS |
| 2026-03-30 | 6,344.00 | -1.19% | 6,369.2 | -25.2 | 60 | 5 | Fed |
| 2026-03-27 | 6,369.70 | -1.16% | 6,409.8 | -40.1 | 0 | 8 | UMich |
| 2026-03-26 | 6,477.72 | -0.97% | 6,521.3 | -43.6 | 30 | 4 | Claims, EIA, Auctions |
| 2026-03-25 | 6,591.77 | -0.45% | 6,598.7 | -6.9 | 25 | 31 | VIX settlement, EIA, Auctions |
| 2026-03-24 | 6,556.00 | +0.24% | 6,567.2 | -11.2 | 35 | 24 | Auctions |
| 2026-03-23 | 6,582.06 | -0.30% | 6,606.4 | -24.4 | 45 | 9 | Housing |
| 2026-03-20 | 6,506.42 | -1.18% | 6,534.8 | -28.4 | 35 | 18 | Opex |
| 2026-03-19 | 6,606.92 | +0.61% | 6,591.7 | +15.2 | 65 | 45 | Housing, Claims, EIA, Fed |
| 2026-03-18 | 6,624.85 | -0.98% | 6,661.4 | -36.5 | 10 | 10 | Housing, PPI, VIX settlement, EIA, FOMC |
| 2026-03-17 | 6,716.85 | -0.28% | 6,724.8 | -8.0 | 30 | 13 | Auctions |
| 2026-03-16 | 6,699.55 | +0.12% | 6,700.8 | -1.3 | 30 | 21 | |
| 2026-03-13 | 6,631.49 | -1.18% | 6,654.4 | -22.9 | 15 | 3 | PCE, Housing, GDP, JOLTS, UMich |
| 2026-03-12 | 6,673.29 | -0.66% | 6,694.2 | -20.9 | 30 | 26 | Housing, Claims, EIA, Auctions |
| 2026-03-11 | 6,775.15 | -0.24% | 6,767.3 | +7.8 | 100 | 26 | CPI, VIX settlement, EIA, Auctions |
| 2026-03-10 | 6,781.42 | -0.20% | 6,804.9 | -23.5 | 20 | 17 | Auctions |
| 2026-03-09 | 6,795.55 | +1.63% | 6,713.3 | +82.3 | 75 | 2 | |
| 2026-03-06 | 6,739.82 | -0.02% | 6,752.2 | -12.4 | 5 | 18 | NFP, Retail sales |
| 2026-03-05 | 6,830.87 | -0.12% | 6,807.1 | +23.7 | 85 | 10 | Claims, EIA |
| 2026-03-04 | 6,870.30 | +0.40% | 6,874.3 | -4.0 | 0 | 11 | ISM, EIA, Fed |
| 2026-03-03 | 6,816.60 | +0.60% | 6,801.7 | +15.0 | 60 | 1 | VIX settlement |
| 2026-03-02 | 6,881.05 | +1.10% | 6,874.4 | +6.7 | 75 | 12 | ISM |
| 2026-02-27 | 6,879.27 | +0.43% | 6,859.8 | +19.5 | 95 | 10 | PPI, Housing, Opex |
| 2026-02-26 | 6,908.31 | -0.45% | 6,897.1 | +11.2 | 75 | 5 | Claims, Fed, EIA, Auctions |
| 2026-02-25 | 6,946.55 | +0.31% | 6,935.9 | +10.7 | 85 | 0 | VIX settlement, EIA, Auctions |
| 2026-02-24 | 6,890.15 | +0.83% | 6,882.8 | +7.4 | 45 | 4 | Confidence, Auctions |
| 2026-02-23 | 6,837.67 | -1.01% | 6,839.5 | -1.8 | 50 | 5 | Housing |
| 2026-02-20 | 6,909.09 | +1.06% | 6,895.8 | +13.3 | 100 | 6 | PCE, GDP, UMich, Housing, Opex |
| 2026-02-19 | 6,861.35 | +0.04% | 6,852.0 | +9.4 | 65 | 22 | Claims, EIA |
| 2026-02-18 | 6,880.55 | +0.46% | 6,888.1 | -7.6 | 75 | 9 | Housing, VIX settlement, Auctions |
| 2026-02-17 | 6,843.76 | +0.29% | 6,838.7 | +5.1 | 80 | 18 | |
| 2026-02-13 | 6,836.35 | +0.01% | 6,852.3 | -15.9 | 40 | 18 | CPI |
| 2026-02-12 | 6,832.81 | -1.87% | 6,874.9 | -42.1 | 35 | 1 | Claims, EIA, Auctions |
| 2026-02-11 | 6,942.22 | -0.68% | 6,949.1 | -6.8 | 35 | 39 | NFP, VIX settlement, EIA, Auctions |
| 2026-02-10 | 6,941.12 | -0.44% | 6,962.3 | -21.2 | 30 | 23 | Retail sales, Auctions |
| 2026-02-09 | 6,964.56 | +0.81% | 6,965.0 | -0.4 | 30 | 5 | |
| 2026-02-06 | 6,931.92 | +1.36% | 6,903.0 | +28.9 | 100 | 0 | UMich |
| 2026-02-05 | 6,799.37 | -0.34% | 6,813.2 | -13.8 | 30 | 14 | Claims, JOLTS, EIA |
| 2026-02-04 | 6,882.81 | -0.55% | 6,888.1 | -5.2 | 45 | 23 | Refunding, VIX settlement, ISM, EIA, Fed |
| 2026-02-03 | 6,917.89 | -1.02% | 6,924.3 | -6.4 | 60 | 8 | |
| 2026-02-02 | 6,976.55 | +0.71% | 6,979.1 | -2.5 | 40 | 5 | ISM, Fed, Refunding |
| 2026-01-30 | 6,938.85 | -0.19% | 6,933.0 | +5.9 | 80 | 22 | PPI |
| 2026-01-29 | 6,967.37 | -0.31% | 6,934.3 | +33.1 | 90 | 10 | Housing, Claims, EIA, Auctions |
| 2026-01-28 | 6,977.09 | -0.29% | 6,979.2 | -2.1 | 65 | 8 | VIX settlement, EIA, FOMC |
| 2026-01-27 | 6,978.77 | +0.21% | 6,979.9 | -1.1 | 30 | 8 | Housing, Confidence, Auctions |
| 2026-01-26 | 6,950.70 | +0.37% | 6,956.9 | -6.2 | 21 | 1 | Housing, Auctions |
| 2026-01-23 | 6,915.51 | +0.13% | 6,916.0 | -0.5 | 32 | 25 | UMich |
| 2026-01-22 | 6,912.90 | -0.12% | 6,918.1 | -5.2 | 32 | 9 | PCE, GDP, Claims, EIA |
| 2026-01-21 | 6,875.10 | +0.73% | 6,851.4 | +23.7 | 47 | 6 | VIX settlement, Housing, Auctions |
| 2026-01-20 | 6,796.40 | -0.75% | 6,827.6 | -31.2 | 16 | 11 | |
| 2026-01-16 | 6,939.67 | -0.33% | 6,948.7 | -9.0 | 0 | 25 | Opex |
| 2026-01-15 | 6,944.02 | -0.30% | 6,959.1 | -15.1 | 26 | 25 | Claims, EIA |
| 2026-01-14 | 6,927.60 | -0.14% | 6,905.6 | +22.0 | 74 | 22 | PPI, Retail sales, VIX settlement, EIA, Fed |
| 2026-01-13 | 6,963.52 | -0.27% | 6,956.6 | +6.9 | 53 | 20 | CPI, Housing, Auctions |
| 2026-01-12 | 6,977.82 | +0.57% | 6,969.7 | +8.1 | 37 | 1 | Auctions |
| 2026-01-09 | 6,966.60 | +0.49% | 6,960.3 | +6.4 | 37 | 3 | NFP, Housing, UMich, Fed |
| 2026-01-08 | 6,921.92 | +0.13% | 6,918.0 | +3.9 | 63 | 29 | Claims, EIA |
| 2026-01-07 | 6,921.37 | -0.33% | 6,944.7 | -23.3 | 37 | 11 | Housing, VIX settlement, JOLTS, EIA |
| 2026-01-06 | 6,944.74 | +0.52% | 6,926.6 | +18.2 | 79 | 14 | ISM |
| 2026-01-05 | 6,901.52 | +0.05% | 6,907.8 | -6.2 | 26 | 7 | |
| 2026-01-02 | 6,858.32 | -0.40% | 6,851.1 | +7.2 | 53 | 18 | ISM, EIA |
| 2025-12-31 | 6,846.45 | -0.78% | 6,876.7 | -30.2 | 5 | 7 | Claims, VIX settlement, EIA |
| 2025-12-30 | 6,895.89 | -0.13% | 6,902.7 | -6.8 | 11 | 22 | Confidence |
| 2025-12-29 | 6,905.56 | +0.02% | 6,902.9 | +2.7 | 72 | 19 | |
| 2025-12-26 | 6,929.70 | -0.03% | 6,929.6 | +0.1 | 94 | 28 | UMich, EIA |
| 2025-12-24 | 6,932.00 | +0.35% | 6,916.6 | +15.4 | 95 | 0 | Claims, VIX settlement, EIA, Auctions |
| 2025-12-23 | 6,909.75 | +0.42% | 6,893.2 | +16.5 | 100 | 4 | PCE, Housing, GDP, Auctions |
Showing the first 200 of 1,121; the JSON carries all of them.
Turn a filter into a rule
A count is where a question starts. The Lab takes a rule in plain
words ("sell the 0DTE straddle at 10:00 on days that opened below the flip with the
percentile under 20"), compiles it against every archived session and reports the
out-of-sample verdict with day-clustered intervals. An assistant with the
MCP server can page through the same archive with
list_sessions and get_session.
Measurements are model output derived from public trade and quote data; they are approximations and can be wrong. Nothing here is investment advice; see the Terms.