Inconclusive · Market regime · 2026-10-10
Does the falling-market boost hold on 1h, 4h and daily over 10 years?
What this means
Over 2016-26 the falling-market boost appears on 1h (+0.27R vs +0.18R) and daily (+0.39R vs +0.25R) but not on 4h (+0.21R vs +0.23R). No confidence intervals were computed, and the daily falling-market sample is only 380 setups. The pattern is suggestive but not established.
The explanation is our best reading; the data shows the result but not the cause directly.
By timeframe
| Timeframe | Verdict | n | Result |
|---|---|---|---|
| 15-minute | Inconclusive | 16,481 | +0.340 vs +0.056R |
| 1-hour | Inconclusive | 13,208 | below +0.27R (n=2,398) vs above +0.18R |
| 4-hour | Not supported | 3,990 | +0.21 vs +0.23R |
| Daily | Inconclusive | 2,098 | +0.39 (n=380) vs +0.25R |
- Hypothesis
- The SPY-below-200MA effect seen on 15m also appears on longer timeframes, 2016-26.
- Method
- TradingView universe logs; SPY vs its 200-day MA at the previous close.
- Result
- 1h: below +0.27R (n=2,398) vs above +0.18R. 4h: +0.21 vs +0.23 (no difference). 1d: +0.39 (n=380) vs +0.25.
- How much to trust it
- Medium: TV fills, but no CIs computed and absent on 4h
- Did it change the live rule?
- No.
- Notes
- Not a general 'bear-market system' claim.
Scripts and data for this study will be linked here when the research code is published on GitHub.
Education and research only. Not financial advice. Backtests use today's index members (survivorship bias).