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Sam Bourgi is an analyst, writer and financial market commentator featured in and cited by U.S. Congress, Department of Justice, Chicago Board Options Exchange, Barron's and Forbes. He covers stocks, bonds, mutual funds, ETFs, forex, Bitcoin, cryptocurrency, real estate and macroeconomics. He has written over 25,000 articles and over 40 whitepapers and e-books.
Forecast data unavailable for this horizon.
— insufficient model data
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backtest — refresh paused (#568)
Actionable · size by band. The validated edge is magnitude, not direction.
Insufficient history to characterise alignment.
Context, not a trade signal · forward test pending.
Descriptive — does not size the band.
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Suitability · premium context. Whether options are rich or cheap to own here — sizing input, not a price call.
SPY's options are currently pricing in line with the band (VRP ≈ 1.11×) — premium screens fair on this scale.
Premium grade: 2026-10-31 05:09 UTC
Sigmacast expected range · containment-audited.
As of October 31, 2026, SPY is trading at 755.71. Our multi-model Sigmanomics forecast for this stock generates expected price ranges (magnitude, not direction) across 7-day, 14-day, and 28-day horizons, each with a recent-path character readout. Based on ensemble models including SIGMACAST, Σ-Adaptive, and Σ-Trend with model-agreement confidence bands. Updated daily.
Forecasts generated by Sigmanomics engine. Not financial advice.
Macro correlations · context (not confirmation)
8 correlated indicators
Observed historical correlations, not forward signals.
Positively correlated: Total Vehicle Sales (US) (r=+0.83), Crude Oil Production (Monthly) (US) (r=+0.73), BoE Consumer Credit (US) (r=+0.72)
Inversely correlated: Non Defense Goods Orders Ex Air (US) (r=-0.85), 5-Year Note Auction (US) (r=-0.82), Richmond Fed Services Revenues Index (US) (r=-0.81), Producer Price Index MoM (US) (r=-0.71), House Price Index MoM (US) (r=-0.68)