SPX Expected Move Results — 2024

4 weeks tracked · 100% weekly hit rate · 47% daily hit rate

WEEKLY EM HIT RATE

100%

4 of 4 weeks touched EM

DAILY EM HIT RATE

47%

8 of 17 sessions matched or exceeded EM

TOTAL WEEKS TRACKED

trading weeks in 2024

How to read this table. Each row is one quarter of 2024. Weekly hit — percentage of weeks that touched the pre-open EM band at any point (intraday high or low crossed the band edge). Daily hit — percentage of trading days whose absolute close-to-close move was at least as large as the previous session's daily EM. Avg wkly / daily EM and avg move are the mean of the quarter's per-row values, in SPX points.

Quarterly Breakdown — 2024

Quarter	Weeks	Weekly Hit	Avg Wkly EM	Avg Wkly Move	Daily Hit	Avg Daily EM	Avg Daily Move
Q1	0	0%	0.00	0.00	0%	0.00	0.00
Q2	0	0%	0.00	0.00	0%	0.00	0.00
Q3	0	0%	0.00	0.00	0%	0.00	0.00
Q4	4	100%	80.06	66.47	47%	39.75	43.70

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