Market State Lab
SPY internal divergence
SPY versus RSP, QQQ, breadth, sectors, VIX, cross-assets and one- through ten-session lead-lag tests.
The current fitted signal is not authorized as a trading edge. The public research feed records the gap between in-sample fit and out-of-sample usefulness.
| Signal | Status | OOS result | Baseline improvement | Decision |
|---|---|---|---|---|
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SPY versus RSP, QQQ, breadth, sectors, VIX, cross-assets and one- through ten-session lead-lag tests.
Target, holding period, costs, split dates, primary metric and rejection threshold are committed before untouched testing.
Regime, persistence, dominance, contradictions, event direction and liquidity normalization are tested alone and in pairs.