Current model position
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Loading the latest completed close.
SPY/SSO Signal Desk
Operational close-to-next-day tracking for the SPY SMA200 / SSO strategy.
Strategy value
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SPY Hold
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Lead / lag
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Decision Path
How the latest close turns into the next trading-day position.
Current spread cycle
Context for the open SSO buy-to-sell cycle.
Cycle—
High-range floor—
Maximum spread——
Latest in high range?—
Data status
What the desk is currently using.
- Completed close
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- Generated
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- Source
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- Rows
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| Date | SPY | SSO | SMA200 | Spread | Buy / sell bands | Signal | Position | Strategy return | Strategy value | SPY Hold | Strategy DD | SPY DD |
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Live account inputs
Saved only in this browser. Model history is never overwritten.
Reconciliation
Actual brokerage values versus the model target.
SSO market value—
Total account value—
Model target—
Actual allocation—
Reconciliation statusAdd account values to begin.
Actual shares, cash, and fill prices are brokerage records. Model values remain separate and use adjusted closes.
Add trade record
Edits require an explicit save. Existing rows are never changed automatically.
| Date | Action | Symbol | Shares | Fill price | Dollar amount | Reason | Notes | Account value |
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No real trades recorded in this browser.
Each full calendar cycle resets both the strategy and SPY Hold to $1,000 at the cycle start.
| Period | Dates | Strategy final | SPY final | Strategy return | SPY return | Strategy max DD | SPY max DD | Beat SPY? | Positive? |
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Spread-cycle analysis is informational only. It does not add an exit, profit-taking, or allocation rule.
| Cycle | Status | Buy date | Sell date | Trading days | Minimum spread | P90 high-range floor | Maximum spread | Maximum date | High-range days |
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SPY SMA200 / SSO timing strategy
The model uses SPY adjusted close to decide whether the next trading day should be invested in SSO or held in Cash.
- Signal source
- SPY adjusted daily close
- Indicator
- SPY 200-day simple moving average
- Invested asset
- SSO
- Defensive position
- Cash
- Benchmark
- SPY Hold
- Trade timing
- Close signal → next trading day
Buy or hold SSO
When SPY adjusted close is greater than SMA200 × 1.01, the model is in SSO. A new Cash-to-SSO change is recorded as a buy signal after that close.
Sell SSO and hold Cash
When SPY adjusted close is less than SMA200 × 0.99, the model is in Cash. A new SSO-to-Cash change is recorded as a sell signal after that close.
Between the bands
Maintain the prior position. If the model already holds SSO, it stays in SSO. If it already holds Cash, it stays in Cash.
Return timing
The close creates the signal, and the resulting holding earns the following trading day’s return. SSO uses actual adjusted-close returns; Cash earns 0% in the model.
Real-account operation
- Use actual shares, cash, and fill prices for brokerage tracking.
- Do not replace actual fills with theoretical closes.
- Keep real-account values separate from model values.
- Record every trade; use correction rows instead of silently rewriting history.
- Reconcile shares and cash weekly and against the brokerage statement monthly.
Spread analysis
SPY/SMA200 spread, cycle maximums, and the 90th-percentile high range are context only. They are not trading rules unless a separate strategy is tested and approved.
Data rules
Use actual SPY and SSO adjusted-close history. Do not synthesize SSO. If the data or signal interpretation is unclear, do not trade until it is checked.
Data and update settings
The published model file is replaced by the daily updater or by a deliberate import.
- Source
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- Market date
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- Generated time
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- Daily schedule
- 6:15 PM America/New_York
Browser-local controls
These affect only this browser’s account and trade records.