TastierStudies Updated Oct 30, 2026

Studies

Market studies from the Tastier research notebook, newest first. 5 published.

• SPX Down-Day Afternoons Every SPX session since 2009 that was down about 2.4% at 2:50 ET, overlaid with Oct 30, 2026, and what the rest of the day did, with Friday and gap-down breakouts. Generated Oct 30, 2026 · data through Oct 30, 2026 · spx-down-2pct-afternoon-2026-10-30.html
• SPX Month-End Down Days Month-end SPX sessions since 2009 that were down at least 0.25% at noon ET, overlaid with Oct 30, 2026, and what the rest of the day did, with a Friday filter. Generated Oct 30, 2026 · data through Oct 30, 2026 · spx-eom-down-noon-2026-10-30.html
• /ES Over the Weekend /ES futures from Friday's last hour through the Sunday open to an hour after Monday's cash open, pinned to the Sunday open with VIX-implied 1σ/2σ bands; then SPX on Mondays against its 0DTE chain's 16/20/25-delta strikes and 1σ/2σ, with where Mondays close. Generated Oct 25, 2026 · data through Oct 19, 2026 · es-weekend-2026-10-25.html
• SPX on VIX Expiration Days SPX intraday paths on the last 25 VIX expiration days, 5-minute marks, with a volatility strip and SPY volume and movement by 5-minute bar from 4:00 ET. Generated Oct 22, 2026 · data through Oct 21, 2026 · spx-vix-expirations-2026-10-22.html
• SPX the Day After VIX Expiration SPX intraday paths on the session after each of the last 24 VIX expirations, 5-minute marks, with a volatility strip and SPY volume and movement by 5-minute bar from 4:00 ET. Generated Oct 22, 2026 · data through Sep 17, 2026 · spx-vix-day-after-2026-10-22.html