Quantitative laboratory

Statistical Levels Lab

Select an asset and compare its current position across different windows of its own history.

PercentilesZ-scoresExtensionsDrawdownsSeasonality

Last market data2026-08-01

Snapshot generated2026-08-01

SourcePublic market data processed at static build time · provider by availability · proprietary calculations.

Methodological limitHistorical positioning only; it does not imply future direction.

Data OK

Limited history

Unavailable

Focus asset

SPY · SPDR S&P 500 ETF

The page loads only the levels and seasonality for the selected asset.

40 available assets

Change asset

Indices / ETFs

Bonds

Gold & commodities

Sectors

Thematic

Crypto

International

Time frame

Choose a view: monthly, weekly or daily

Each tab shows only the context for the selected frame. The window keeps the historical comparison for the selected asset.

Frequency: Weekly

Window: 5Y

Last market data: 2026-08-01

Snapshot generated: 2026-08-01

Source: Public market data processed at static build time · provider by availability · proprietary calculations

Quick summary of the selected asset

Current extensionZ-score of distance from the asset's long moving average.

SPY0.30

Extension percentilePlaces the current extension against the asset's history.

SPY49.3

Annualized volatilityAnnualized volatility inside the selected window.

SPY+16.3%

Current drawdownDistance from the prior high inside the analyzed window.

SPY-1.1%

SPY

Data OK

SPDR S&P 500 ETF

Índices / ETFs · Weekly

Latest adjusted close

747.03

2026-07-31

Statistical classificationPlaces the current extension against the asset's history. High percentiles indicate a relatively extended reading.

Middle zone

Extension percentile49.3%

050100

Current drawdown-1.1%

Annualized vol. +16.3%

Extension Z-scoreMeasures how many standard deviations the reading is from its historical average.

0.30

Distance MA40Distance between current price and the selected long moving average.

+6.9%

4-period returnCumulative change over the latest 4 periods of the selected frequency.

+0.3%

12-period returnCumulative change over the latest 12 periods of the selected frequency.

+1.5%

Window periodsNumber of periods used to calculate the selected window.

260

Sufficient history for semanal.

Focus asset

Drawdown history

Distance from prior highs within the selected window.

Analyzed window: 5Y. Calculated over 260 weekly periods.

Current: -1.1%

Window maximum: -23.9%

Drawdown shows historical depth from prior highs; it does not imply recovery or continuation.

Weekly seasonality

Historical calendar patterns

Groups completed weeks inside the selected month. Use the Daily tab for calendar-day analysis.

SPY

Window

Presidential cycle

Off

Metric

Average

Average N

WindowPresidential cycleMetricMonth

Key statistical levels

SPY

Historical extensions from the period open. They help locate the current price against its own history.

Weekly

Weekly levels

Inside the average weekly range

Current open

744.91

Open

744.91

Current price

747.03

Visual range

718.01 - 767.97

718.01Price-ordered scale767.97

WSLE

718.01

Strong low extension

Lower extreme

+4.04%

WALE

732.41

Average low extension

Lower average

+2.00%

Current price

747.03

Latest available close

Reference

WAHE

756.63

Average high extension

Upper average

-1.27%

WSHE

767.97

Strong high extension

Upper extreme

-2.73%

WSHE

Upper extreme

Strong high extension

767.97

-2.73%

WAHE

Upper average

Average high extension

756.63

-1.27%

WALE

Lower average

Average low extension

732.41

+2.00%

WSLE

Lower extreme

Strong low extension

718.01

+4.04%

Calculated with 1748 completed periods.

Prepared structure

Niveles JPM/SPX

Current status

Pendiente de carga manual: no hay niveles numéricos internos vigentes para el JPM collar.

Scope

La estructura queda preparada para niveles sobre SPX; no son niveles propios de SPY ni VOO.

Next step

Integrar una fuente interna validada en lib/market/jpm-spx-levels.ts antes de mostrar niveles numéricos.

View indicator on TradingView

Period explorer

SPY

Focus asset

SPY

Frequency

Weekly

Periods

Positive / negative

+56.25% / +43.75%

Extremes

2 high · 1 low

Opening / Close location

Opening location

Opening location places the current open against the prior range and prior close.

Session vs open

0.2%

Average close/open return

Closes above open

60.0%

Share of periods

Brief reading

In the recent sample, closes tend to finish above the open.

Open to Close

Most frequent range

Inside previous range

80.0%

Most frequent close

Near prior close

43.7%

Strongest historical forward return

Above prior close

0.8%

Weakest historical forward return

Below previous range

-0.9%

Relative to prior range

Above previous range13.0%

Historical forward behavior: 0.7% · Average vol. 2.5% · Positive periods 72.4%

Inside previous range80.0%

Historical forward behavior: 0.3% · Average vol. 3.3% · Positive periods 55.8%

Below previous range6.9%

Historical forward behavior: -0.9% · Average vol. 4.8% · Positive periods 43.0%

Relative to prior close

Above prior close34.8%

Historical forward behavior: 0.8% · Average vol. 3.4% · Positive periods 67.3%

Near prior close43.7%

Historical forward behavior: 0.1% · Average vol. 2.7% · Positive periods 55.1%

Below prior close21.5%

Historical forward behavior: -0.5% · Average vol. 4.3% · Positive periods 44.4%

Movement summary

SPY

Historical distribution of period moves. This is a statistical read of past behavior for context.

ChangeChange over the analyzed period.

-19.79%+13.29%

Open gapDifference between the period open and the prior close.

-9.92%+6.07%

RangeRange between the period high and low.

+0.51%+28.76%

Close locationClose position within the period range. 0 is near the low and 1 is near the high.

0.001.00

Metric	mean	std	p25	p50	p75	max	min
ChangeChange over the analyzed period.	+0.22%	+2.36%	-0.97%	+0.35%	+1.48%	+13.29%	-19.79%
Open gapDifference between the period open and the prior close.	+0.07%	+0.79%	-0.20%	+0.09%	+0.38%	+6.07%	-9.92%
High from open	+1.57%	+1.52%	+0.56%	+1.16%	+2.09%	+15.17%	0.00%
Low from open	-1.62%	+1.76%	-2.18%	-1.08%	-0.49%	0.00%	-22.00%
RangeRange between the period high and low.	+3.27%	+2.31%	+1.83%	+2.64%	+4.01%	+28.76%	+0.51%
Close locationClose position within the period range. 0 is near the low and 1 is near the high.	0.57	0.32	0.28	0.63	0.88	1.00	0.00

Technical context

Recent return history

Shows the latest visible periods in time groups to review recent continuity and dispersion.

SPY

Frequency

Weekly

Visible periods

Average return

+0.4%

% positive

62%

Compare assets

Compare assets from the curated universe with precomputed summaries, keeping the page light.

Weekly · 5Y · 8 selected

Indices / ETFs

Bonds

Gold & commodities

Sectors

Thematic

Crypto

International

SPY

SPDR S&P 500 ETF

Indices / ETFs

Focus

Extension percentile 48.3

Z-score 0.28

Long average 7.1%

QQQ

Invesco QQQ Trust

Indices / ETFs

Extension percentile 36.7

Z-score 0.04

Long average 6.9%

IWM

iShares Russell 2000 ETF

Indices / ETFs

Extension percentile 75.2

Z-score 0.80

Long average 9.9%

DIA

SPDR Dow Jones Industrial Average ETF

Indices / ETFs

Extension percentile 70.6

Z-score 0.62

Long average 7.5%

TLT

iShares 20+ Year Treasury Bond ETF

Bonds

Extension percentile 28.0

Z-score -0.23

Long average -4.2%

GLD

SPDR Gold Shares

Gold & commodities

Extension percentile 1.6

Z-score -1.88

Long average -9.8%

BTC/USDT

Bitcoin spot

Crypto

Extension percentile 19.3

Z-score -0.92

Long average -11.7%

ETH/USDT

Ethereum spot

Crypto

Extension percentile 40.2

Z-score -0.48

Long average -11.4%

Correlation matrix

Precomputed lightweight correlation by frequency and window. It uses the selected assets without loading full series in the browser.

Weekly · 5Y

SPY

QQQ

IWM

DIA

TLT

GLD

BTC/USDT

ETH/USDT

SPY

1.00

0.94

0.82

0.91

0.12

0.17

0.34

0.40

QQQ

0.94

1.00

0.73

0.77

0.12

0.16

0.35

0.39

IWM

0.82

0.73

1.00

0.83

0.15

0.17

0.38

0.43

DIA

0.91

0.77

0.83

1.00

0.12

0.13

0.29

0.34

TLT

0.12

0.15

0.12

1.00

0.14

-0.01

0.05

GLD

0.17

0.16

0.17

0.13

0.14

1.00

0.10

0.05

BTC/USDT

0.34

0.35

0.38

0.29

-0.01

0.10

1.00

0.79

ETH/USDT

0.40

0.39

0.43

0.34

0.05

0.79

1.00

How to read this tool

Z-score: measures how many standard deviations a metric sits away from its historical average in the selected window.

Percentile: places the current reading against prior observations in the same window.

Drawdown: shows distance from the high inside the analyzed window.

Distance to average: compares price with moving averages adapted to daily, weekly or monthly frequency.