Every SPX Lens chart carries a 7-bar-ahead forecast: predicted candles, a shaded high/low envelope, and predicted close, high and low levels you can toggle as chart lines. It is an ensemble of independent statistical signals — historical pattern analogs (nearest neighbors over decades of data), momentum, mean reversion, a volatility-regime-conditioned Monte Carlo simulation, and options-market inputs including dealer gamma and the market-implied expected move.
See today's forecast →The confidence score (0–100) is calibrated weekly against realized outcomes with walk-forward testing — the model is only ever scored on data it hadn't seen. A 55 means "slightly better than a coin flip," because that is frequently the truth about short-horizon index forecasting, and we would rather tell you that than sell certainty. The Track Record tab grades every logged forecast on a composite score: direction, closeness of the predicted close, and whether price stayed inside the predicted range — not just a binary hit/miss.
Every candidate signal must survive out-of-sample backtesting before it ships. Plausible-sounding ideas that failed — time-of-day volatility patterns, several options stances, wider band multipliers — were cut, and the engine's notes document those rejections. The forecast you see is the surviving ensemble, nothing more.
Related: the daily AI trading plan publishes star-rated support/resistance levels and long/short scenarios before each session.
Educational content only — nothing on this page is financial advice or a recommendation to buy or sell any security. Markets involve risk; backtested and historical results do not guarantee future performance. © SPX Lens · About · Help & FAQ