{"_notice":"Compilation, derived metrics and ledger structure © Klay Wang — PolyForm Noncommercial 1.0.0; commercial use requires a license (klaywang24+marketchronicle@gmail.com). Underlying values are facts transcribed from public sources (Cboe, FRED, FINRA, CFTC, Yahoo Finance, CNN) and remain subject to those sources' own terms — no ownership is claimed over them. https://chronicle.klay-wang.com","signals":[{"start":"2011-03-14","end":"2011-03-24","days_below":9,"min_k":0.341,"ndx_entry":2290.72,"fwd20":1.04,"fwd40":5.27,"fwd60":-1.65,"fwd120":-3.13,"fwd250":15.55,"fwd_to_date":1187.03,"exit60":"2011-06-08","spx_fwd20":2.17,"spx_fwd40":4.69,"spx_fwd60":-1.3,"spx_fwd120":-7.09,"spx_fwd250":5.75,"spx_to_date":497.64},{"start":"2011-05-23","end":"2011-06-24","days_below":22,"min_k":0.235,"ndx_entry":2316.78,"fwd20":-2.8,"fwd40":3.07,"fwd60":-5.83,"fwd120":-0.2,"fwd250":6.98,"fwd_to_date":1172.56,"exit60":"2011-08-17","spx_fwd20":-1.66,"spx_fwd40":0.64,"spx_fwd60":-9.37,"spx_fwd120":-5.9,"spx_fwd250":-1.68,"spx_to_date":488.12},{"start":"2011-07-29","end":"2011-10-07","days_below":47,"min_k":0.021,"ndx_entry":2362.81,"fwd20":-8.5,"fwd40":-5.44,"fwd60":0.91,"fwd120":3.14,"fwd250":9.4,"fwd_to_date":1147.77,"exit60":"2011-10-24","spx_fwd20":-8.94,"spx_fwd40":-10.01,"spx_fwd60":-2.95,"spx_fwd120":1.79,"spx_fwd250":5.24,"spx_to_date":499.54},{"start":"2012-05-15","end":"2012-06-13","days_below":21,"min_k":0.375,"ndx_entry":2580.75,"fwd20":-2.07,"fwd40":-1.37,"fwd60":5.38,"fwd120":3.89,"fwd250":16.35,"fwd_to_date":1042.39,"exit60":"2012-08-09","spx_fwd20":-1.19,"spx_fwd40":0.31,"spx_fwd60":5.42,"spx_fwd120":7.34,"spx_fwd250":24.66,"spx_to_date":482.25},{"start":"2013-06-20","end":"2013-06-24","days_below":2,"min_k":0.895,"ndx_entry":2890.33,"fwd20":5.35,"fwd40":6.35,"fwd60":9.63,"fwd120":21.58,"fwd250":31.63,"fwd_to_date":920.03,"exit60":"2013-09-16","spx_fwd20":6.54,"spx_fwd40":4.26,"spx_fwd60":6.89,"spx_fwd120":13.5,"spx_fwd250":23.22,"spx_to_date":387.83},{"start":"2013-10-08","end":"2013-10-08","days_below":1,"min_k":0.983,"ndx_entry":3153.87,"fwd20":7.45,"fwd40":10.44,"fwd60":12.2,"fwd120":16.0,"fwd250":27.34,"fwd_to_date":834.8,"exit60":"2014-01-03","spx_fwd20":6.49,"spx_fwd40":8.3,"spx_fwd60":10.63,"spx_fwd120":13.9,"spx_fwd250":18.69,"spx_to_date":368.01},{"start":"2014-02-03","end":"2014-02-06","days_below":3,"min_k":0.606,"ndx_entry":3440.5,"fwd20":8.12,"fwd40":6.33,"fwd60":4.11,"fwd120":15.25,"fwd250":20.58,"fwd_to_date":756.92,"exit60":"2014-04-30","spx_fwd20":7.58,"spx_fwd40":8.25,"spx_fwd60":8.16,"spx_fwd120":13.57,"spx_fwd250":14.53,"spx_to_date":344.79},{"start":"2014-07-31","end":"2014-08-12","days_below":9,"min_k":0.294,"ndx_entry":3892.5,"fwd20":4.46,"fwd40":4.14,"fwd60":3.84,"fwd120":9.71,"fwd250":17.7,"fwd_to_date":657.41,"exit60":"2014-10-24","spx_fwd20":3.42,"spx_fwd40":2.7,"spx_fwd60":1.76,"spx_fwd120":6.86,"spx_fwd250":9.21,"spx_to_date":301.3},{"start":"2014-09-25","end":"2014-10-27","days_below":23,"min_k":0.0,"ndx_entry":4007.82,"fwd20":0.11,"fwd40":5.85,"fwd60":6.84,"fwd120":10.45,"fwd250":6.63,"fwd_to_date":635.62,"exit60":"2014-12-19","spx_fwd20":-0.77,"spx_fwd40":4.41,"spx_fwd60":5.32,"spx_fwd120":6.27,"spx_fwd250":-1.39,"spx_to_date":294.09},{"start":"2014-12-16","end":"2014-12-16","days_below":1,"min_k":0.806,"ndx_entry":4089.6,"fwd20":0.0,"fwd40":7.2,"fwd60":6.87,"fwd120":9.68,"fwd250":11.75,"fwd_to_date":620.91,"exit60":"2015-03-16","spx_fwd20":1.01,"spx_fwd40":6.3,"spx_fwd60":5.5,"spx_fwd120":6.71,"spx_fwd250":2.49,"spx_to_date":292.74},{"start":"2015-01-06","end":"2015-01-06","days_below":1,"min_k":0.994,"ndx_entry":4110.83,"fwd20":2.68,"fwd40":8.3,"fwd60":4.99,"fwd120":6.54,"fwd250":9.41,"fwd_to_date":617.19,"exit60":"2015-04-02","spx_fwd20":1.94,"spx_fwd40":4.92,"spx_fwd60":3.21,"spx_fwd120":2.75,"spx_fwd250":0.5,"spx_to_date":286.88},{"start":"2015-06-29","end":"2015-07-10","days_below":8,"min_k":0.424,"ndx_entry":4379.87,"fwd20":4.12,"fwd40":-8.3,"fwd60":-2.43,"fwd120":4.98,"fwd250":-2.15,"fwd_to_date":573.13,"exit60":"2015-09-23","spx_fwd20":1.73,"spx_fwd40":-9.24,"spx_fwd60":-5.78,"spx_fwd120":-0.77,"spx_fwd250":-0.98,"spx_to_date":276.53},{"start":"2015-07-27","end":"2015-10-01","days_below":36,"min_k":0.074,"ndx_entry":4519.09,"fwd20":-10.63,"fwd40":-5.42,"fwd60":-1.79,"fwd120":-8.36,"fwd250":3.25,"fwd_to_date":552.4,"exit60":"2015-10-20","spx_fwd20":-8.44,"spx_fwd40":-6.04,"spx_fwd60":-1.78,"spx_fwd120":-9.06,"spx_fwd250":5.19,"spx_to_date":274.71},{"start":"2015-12-11","end":"2015-12-11","days_below":1,"min_k":0.984,"ndx_entry":4537.56,"fwd20":-4.49,"fwd40":-12.59,"fwd60":-5.52,"fwd120":-0.31,"fwd250":7.09,"fwd_to_date":549.74,"exit60":"2016-03-10","spx_fwd20":-3.66,"spx_fwd40":-7.98,"spx_fwd60":-1.13,"spx_fwd120":4.82,"spx_fwd250":11.62,"spx_to_date":285.0},{"start":"2016-01-08","end":"2016-02-12","days_below":20,"min_k":0.326,"ndx_entry":4270.78,"fwd20":-7.26,"fwd40":-0.12,"fwd60":6.39,"fwd120":3.44,"fwd250":16.25,"fwd_to_date":590.33,"exit60":"2016-04-06","spx_fwd20":-3.57,"spx_fwd40":2.98,"spx_fwd60":7.52,"spx_fwd120":9.2,"spx_fwd250":18.05,"spx_to_date":303.1},{"start":"2016-11-02","end":"2016-11-04","days_below":3,"min_k":0.622,"ndx_entry":4726.91,"fwd20":0.15,"fwd40":2.89,"fwd60":8.25,"fwd120":17.86,"fwd250":32.19,"fwd_to_date":523.71,"exit60":"2017-01-31","spx_fwd20":4.44,"spx_fwd40":6.72,"spx_fwd60":8.62,"spx_fwd120":13.86,"spx_fwd250":22.75,"spx_to_date":269.3},{"start":"2018-02-05","end":"2018-04-11","days_below":35,"min_k":0.239,"ndx_entry":6495.92,"fwd20":6.42,"fwd40":0.99,"fwd60":2.29,"fwd120":12.33,"fwd250":7.14,"fwd_to_date":353.86,"exit60":"2018-05-02","spx_fwd20":2.99,"spx_fwd40":-0.16,"spx_fwd60":-0.5,"spx_fwd120":6.41,"spx_fwd250":2.87,"spx_to_date":192.48},{"start":"2018-10-10","end":"2019-01-07","days_below":53,"min_k":0.055,"ndx_entry":7044.5,"fwd20":2.25,"fwd40":-6.12,"fwd60":-6.99,"fwd120":7.04,"fwd250":9.17,"fwd_to_date":318.52,"exit60":"2019-01-08","spx_fwd20":1.01,"spx_fwd40":-5.48,"spx_fwd60":-7.58,"spx_fwd120":3.36,"spx_fwd250":4.8,"spx_to_date":178.13},{"start":"2019-08-05","end":"2019-08-28","days_below":7,"min_k":0.788,"ndx_entry":7415.69,"fwd20":2.61,"fwd40":3.62,"fwd60":8.52,"fwd120":20.72,"fwd250":47.06,"fwd_to_date":297.57,"exit60":"2019-10-29","spx_fwd20":2.16,"spx_fwd40":3.36,"spx_fwd60":6.75,"spx_fwd120":14.02,"spx_fwd250":14.99,"spx_to_date":172.35},{"start":"2020-02-25","end":"2020-04-23","days_below":37,"min_k":0.027,"ndx_entry":8834.87,"fwd20":-14.5,"fwd40":-1.93,"fwd60":7.36,"fwd120":26.37,"fwd250":49.68,"fwd_to_date":233.7,"exit60":"2020-05-20","spx_fwd20":-21.77,"spx_fwd40":-10.51,"spx_fwd60":-5.01,"spx_fwd120":7.82,"spx_fwd250":23.92,"spx_to_date":147.67},{"start":"2020-10-28","end":"2020-11-03","days_below":5,"min_k":0.673,"ndx_entry":11142.76,"fwd20":9.06,"fwd40":14.07,"fwd60":21.07,"fwd120":23.51,"fwd250":39.64,"fwd_to_date":164.59,"exit60":"2021-01-26","spx_fwd20":10.96,"spx_fwd40":13.21,"spx_fwd60":17.69,"spx_fwd120":26.41,"spx_fwd250":39.86,"spx_to_date":136.86},{"start":"2021-05-12","end":"2021-05-12","days_below":1,"min_k":0.97,"ndx_entry":13001.63,"fwd20":7.37,"fwd40":14.03,"fwd60":16.21,"fwd120":22.33,"fwd250":-6.26,"fwd_to_date":126.76,"exit60":"2021-08-06","spx_fwd20":4.34,"spx_fwd40":7.54,"spx_fwd60":9.19,"spx_fwd120":13.55,"spx_fwd250":-1.77,"spx_to_date":90.69},{"start":"2021-07-19","end":"2021-07-19","days_below":1,"min_k":0.399,"ndx_entry":14549.09,"fwd20":4.07,"fwd40":5.73,"fwd60":0.78,"fwd120":8.36,"fwd250":-17.63,"fwd_to_date":102.64,"exit60":"2021-10-12","spx_fwd20":5.19,"spx_fwd40":4.33,"spx_fwd60":2.16,"spx_fwd120":10.27,"spx_fwd250":-9.28,"spx_to_date":81.94},{"start":"2021-08-18","end":"2021-08-19","days_below":2,"min_k":0.687,"ndx_entry":14857.92,"fwd20":4.43,"fwd40":1.31,"fwd60":7.91,"fwd120":-0.75,"fwd250":-8.23,"fwd_to_date":98.43,"exit60":"2021-11-11","spx_fwd20":1.67,"spx_fwd40":0.86,"spx_fwd60":5.66,"spx_fwd120":2.76,"spx_fwd250":-2.16,"spx_to_date":76.07},{"start":"2021-09-10","end":"2021-10-06","days_below":12,"min_k":0.414,"ndx_entry":15440.75,"fwd20":-4.02,"fwd40":5.95,"fwd60":2.63,"fwd120":-9.1,"fwd250":-20.2,"fwd_to_date":90.94,"exit60":"2021-12-06","spx_fwd20":-1.51,"spx_fwd40":5.36,"spx_fwd60":2.99,"spx_fwd120":-2.13,"spx_fwd250":-10.15,"spx_to_date":73.77},{"start":"2021-11-30","end":"2021-12-06","days_below":5,"min_k":0.657,"ndx_entry":16135.92,"fwd20":2.2,"fwd40":-13.22,"fwd60":-12.06,"fwd120":-25.42,"fwd250":-28.19,"fwd_to_date":82.71,"exit60":"2022-02-25","spx_fwd20":4.95,"spx_fwd40":-5.27,"spx_fwd60":-3.99,"spx_fwd120":-12.99,"spx_fwd250":-13.2,"spx_to_date":69.65},{"start":"2022-01-21","end":"2022-01-28","days_below":6,"min_k":0.61,"ndx_entry":14438.4,"fwd20":-2.97,"fwd40":-0.43,"fwd60":-1.58,"fwd120":-17.0,"fwd250":-19.53,"fwd_to_date":104.19,"exit60":"2022-04-19","spx_fwd20":-1.12,"spx_fwd40":1.44,"spx_fwd60":1.46,"spx_fwd120":-12.16,"spx_fwd250":-9.67,"spx_to_date":76.17},{"start":"2022-02-14","end":"2022-03-16","days_below":17,"min_k":0.464,"ndx_entry":14268.59,"fwd20":-5.68,"fwd40":-2.3,"fwd60":-16.13,"fwd120":-7.78,"fwd250":-12.38,"fwd_to_date":106.62,"exit60":"2022-05-11","spx_fwd20":-3.16,"spx_fwd40":-0.1,"spx_fwd60":-10.6,"spx_fwd120":-5.94,"spx_fwd250":-6.01,"spx_to_date":76.02},{"start":"2022-04-26","end":"2022-05-26","days_below":22,"min_k":0.101,"ndx_entry":13009.71,"fwd20":-9.53,"fwd40":-10.09,"fwd60":-4.71,"fwd120":-14.97,"fwd250":-2.19,"fwd_to_date":126.62,"exit60":"2022-07-22","spx_fwd20":-5.6,"spx_fwd40":-9.09,"spx_fwd60":-5.12,"spx_fwd120":-11.91,"spx_fwd250":-2.48,"spx_to_date":85.56},{"start":"2022-06-13","end":"2022-07-06","days_below":14,"min_k":0.537,"ndx_entry":11288.32,"fwd20":3.9,"fwd40":18.51,"fwd60":9.15,"fwd120":6.25,"fwd250":30.97,"fwd_to_date":161.18,"exit60":"2022-09-08","spx_fwd20":1.39,"spx_fwd40":12.28,"spx_fwd60":6.84,"spx_fwd120":8.59,"spx_fwd250":15.72,"spx_to_date":106.63},{"start":"2022-09-21","end":"2022-10-19","days_below":20,"min_k":0.416,"ndx_entry":11637.79,"fwd20":-4.59,"fwd40":0.53,"fwd60":-2.51,"fwd120":5.27,"fwd250":28.63,"fwd_to_date":153.33,"exit60":"2022-12-15","spx_fwd20":-2.5,"spx_fwd40":4.46,"spx_fwd60":2.79,"spx_fwd120":2.69,"spx_fwd250":16.16,"spx_to_date":104.43},{"start":"2023-03-13","end":"2023-03-15","days_below":2,"min_k":0.868,"ndx_entry":11923.17,"fwd20":8.73,"fwd40":10.72,"fwd60":19.96,"fwd120":29.92,"fwd250":50.56,"fwd_to_date":147.27,"exit60":"2023-06-07","spx_fwd20":6.57,"spx_fwd40":6.83,"spx_fwd60":10.68,"spx_fwd120":17.12,"spx_fwd250":32.73,"spx_to_date":100.94},{"start":"2024-08-05","end":"2024-08-08","days_below":4,"min_k":0.595,"ndx_entry":17895.16,"fwd20":5.94,"fwd40":10.5,"fwd60":14.84,"fwd120":19.94,"fwd250":28.63,"fwd_to_date":64.75,"exit60":"2024-10-29","spx_fwd20":6.61,"spx_fwd40":10.07,"spx_fwd60":12.47,"spx_fwd120":16.99,"spx_fwd250":21.46,"spx_to_date":49.39},{"start":"2024-12-19","end":"2024-12-19","days_below":1,"min_k":0.81,"ndx_entry":21110.51,"fwd20":3.52,"fwd40":4.54,"fwd60":-6.79,"fwd120":3.92,"fwd250":20.06,"fwd_to_date":39.66,"exit60":"2025-03-20","spx_fwd20":3.74,"spx_fwd40":4.27,"spx_fwd60":-3.48,"spx_fwd120":2.83,"spx_fwd250":16.49,"spx_to_date":32.05},{"start":"2025-02-27","end":"2025-03-13","days_below":10,"min_k":0.47,"ndx_entry":20550.95,"fwd20":-3.66,"fwd40":-5.44,"fwd60":1.77,"fwd120":13.13,"fwd250":21.82,"fwd_to_date":43.46,"exit60":"2025-05-23","spx_fwd20":-2.87,"spx_fwd40":-5.74,"spx_fwd60":-1.0,"spx_fwd120":9.11,"spx_fwd250":17.87,"spx_to_date":32.18},{"start":"2025-03-31","end":"2025-04-24","days_below":17,"min_k":0.055,"ndx_entry":19278.45,"fwd20":1.38,"fwd40":10.58,"fwd60":16.44,"fwd120":28.44,"fwd250":19.06,"fwd_to_date":52.93,"exit60":"2025-06-26","spx_fwd20":-0.91,"spx_fwd40":4.93,"spx_fwd60":9.43,"spx_fwd120":19.28,"spx_fwd250":13.04,"spx_to_date":38.06},{"start":"2025-10-16","end":"2025-10-16","days_below":1,"min_k":0.913,"ndx_entry":24657.24,"fwd20":1.36,"fwd40":2.19,"fwd60":4.4,"fwd120":1.86,"fwd250":null,"fwd_to_date":19.57,"exit60":"2026-01-13","spx_fwd20":1.64,"spx_fwd40":2.99,"spx_fwd60":5.05,"spx_fwd120":2.83,"spx_fwd250":null,"spx_to_date":16.87},{"start":"2025-11-17","end":"2025-11-25","days_below":7,"min_k":0.196,"ndx_entry":24799.92,"fwd20":1.34,"fwd40":3.01,"fwd60":-0.27,"fwd120":17.2,"fwd250":null,"fwd_to_date":18.88,"exit60":"2026-02-13","spx_fwd20":1.92,"spx_fwd40":4.08,"spx_fwd60":2.45,"spx_fwd120":10.92,"spx_fwd250":null,"spx_to_date":16.12},{"start":"2026-03-06","end":"2026-04-07","days_below":19,"min_k":0.189,"ndx_entry":24643.02,"fwd20":-1.83,"fwd40":12.21,"fwd60":24.42,"fwd120":20.28,"fwd250":null,"fwd_to_date":19.64,"exit60":"2026-06-02","spx_fwd20":-1.9,"spx_fwd40":6.84,"spx_fwd60":12.9,"spx_fwd120":14.7,"spx_fwd250":null,"spx_to_date":14.95}],"since":"2011-01-01"}