Back to MarketsSegment-Aware Reliability Baseline v0.4
StatFC Markets - Market Data Intelligence
SPY Outlook: Neutral Baseline Signal With Strong 20D Momentum
5D: Neutral20D: Neutral
Segment-Aware Reliability Baseline v0.4 shows a neutral 5D signal and a neutral 20D signal for SPY. The latest 20D return is +9.9%, price is above the 50D and 200D averages, and RSI is 79.3. Reliability layer keeps this as a watch signal. Use this as market-outlook context, not advice.
Latest Close
720.65
SPY
Latest Date
2026-05-01
Market Day
Market State
Risk On
Trend
Above 50d And 200d
5D
Model Probability
57.6%
Medium confidence
Bullish25.8%
Neutral57.6%
Bearish16.6%
Reliability
Standard
92.6
Signal Strength
Model Signal
Public Confidence Cap: 64.0%
20D
Model Probability
52.0%
Low confidence
Bullish23.7%
Neutral52.0%
Bearish24.3%
Reliability
Watch
49.2
Signal Strength
Watch Signal
Public Confidence Cap: 52.0%
Reliability Reasons
Thin Segment Edge
Key Signals
Current heuristic state: risk-on.
strong 20D momentum (+9.9% over 20D).
Price is +7.9% versus the 200D average.
5D baseline probability leader: neutral (57.6%).
20D baseline probability leader: neutral (52.0%).
Risk Flags
RSI is elevated at 79.3; avoid overstating upside.
At least one horizon has low model confidence.
Market Features
1D
+0.3%
5D
+0.9%
20D
+9.9%
60D
+5.3%
RSI
79.3
20D Ann. Vol
11.9%
Vs 50D Avg
+6.1%
Vs 200D Avg
+7.9%
Source Artifacts
/mnt/d/Qlib/reports/2026-05-03/daily_prediction_reliability_v04_predictions.json
/mnt/d/Qlib/reports/2026-05-03/daily_prediction_model_data_public_snapshot.json