Good Evening Jarvisians,
Let’s talk about what happened today — because the SPXEM model delivered again.
What we predicted at 8:30 AM (pre-market):
• Expected Move: ±105.19 points
• EM Upper Bound: 6,697.37
• EM Lower Bound: 6,486.99
• Bias: Skewed toward the lower bound (Iran rejection + GDP miss)
What actually happened:
• SPX Closed: 6,477.16 (-114.74 / -1.74%)
• Day’s Low: 6,473.79
• VIX surged to 27.44 (+8.33%)
The scorecard:
• Move size accuracy: 91% (predicted ±105 pts, actual -115 pts)
• Lower bound accuracy: ~10 points off (predicted 6,486.99, actual close 6,477.16)
• Directional bias: CORRECT — we called the bearish skew
This is what data-driven analysis looks like. No guessing. No hype. Just math.