All studies

AAII Bulls <50% for 485 Consecutive Trading Sessions

Forward return profile for S&P 500 after bullish responses to AAII Sentiment Survey are below 50% for 485 consecutive sessions

Trigger Criteria

AI Summary

Forward Returns

Average returns vs all-day baseline

Signal Map

Asset and trigger series

Forward Returns

Average signal vs baseline

Hit Rates

Signal hit rate vs baseline

Signal Performance

Forward path after each trigger

Distribution

Return distribution by horizon

Study Summary

Signal summary vs all-dataset baseline

Results Table

Backtest results