SP500 Forecast Summary

This Forecast was Published on:  Thursday, 10/01/26 14:22 MT   Forecast is Based on Data Entered after the Close on:  Thursday, 10/01/26   Neural Network Model Forecast for Trading on Friday, 10/02/26:   LONG   Neural Network Model ANO Signal:  0.1971    [ Model version 72.1 since 09/14/2026 ]   ANO Long Position Setpoint:  0.100       ANO Short Position Setpoint:  -0.100   SP500 Close:  7666.45       SP500 Trailing Stop Setpoint:  7283.13

   The neural network model is optimized to maximize the total return over the last two months. The model is experimental and is presented here for information purposes only. Its accuracy, which varies considerably over time, is usually greater than 75 percent based on a moving 60 day average. More details about the neural network model is provided here.

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Computing the Neural Network Forecasts:    We use an experimental neural network model together with a genetic learning algorithm to generate and train hundreds of neural networks designed to forecast the next trading day’s closing value of the S&P 500.

Each neural network produces a numerical output ranging from –1.0 to +1.0. A value of –1.0 represents a strong indication that the S&P 500 will close lower the next trading day, while +1.0 indicates a strong expectation that it will close higher.

The trading position shown in the summary above is determined by averaging the output values from 200 networks in our library to produce an Average Network Output (ANO). This ANO is compared against the setpoints shown above:

⬬ When the ANO rises above the long setpoint, a long position is signaled, indicating an expectation that the market will close higher.

⬬ When the ANO falls below the short setpoint, a short position is signaled, indicating an expectation that the market will close lower.

⬬ When the ANO lies between the two setpoints, a cash (neutral) position is indicated, suggesting little expected change in the market.

To manage risk, a 5% railing stop is applied whenever a long or short position is active.

The forecast is updated after the session close and is usually posted here before 3:00 PM MT. Because of the timing of the update, trades may be made in the extended sessions or at open of the next trading day. Please read our disclaimer below.

Model Results: Trading results for the network model covering the last 165 trading days are shown in the two charts below. The vertical grid lines in these charts are 10 trading days apart.

The different color regions in the first chart correspond to the three possible trading positions. The second chart shows the trading positions as determined by the forecast model.

Performance Data:   Performance of the forecast model is shown in the table below. The results are given for three time periods. The first column of data shows results since the beginning of this calendar year (Y-T-D). The second column of data shows results for the last 165 trading days, and the third column shows results for the last 45 trading days or about the last two months. The drawdown is the maximum drop in any position during the total days shown. The table below and the charts above show blind predictions of the model used at the time. Previous results are not altered to reflect model changes and therefore some of the 165 predictions shown may not represent the behavior of the current model. Page Top

Model Output Data:   The table below shows the results of calculations using our neural network forecast model. The data in the table were computed by averaging the results of 200 networks trained on 4200 days of stock market data.

     Date      SP500      ANO      LONG     SHORT     CASH    POS
    260911    7656.98   -0.0866    45.00    55.00     0.00    CASH   
    260914    7619.98   -0.0719    46.00    54.00     0.00    CASH   
    260915    7585.73    0.8012    90.00    10.00     0.00    LONG   
    260916    7551.81    0.2979    64.00    36.00     0.00    LONG   
    260917    7637.76   -0.0863    45.00    55.00     0.00    CASH   
    260918    7650.50    0.2930    64.00    36.00     0.00    LONG   
    260921    7764.70    0.2015    60.00    40.00     0.00    LONG   
    260922    7764.64   -0.0304    48.00    52.00     0.00    CASH   
    260923    7706.03    0.1088    55.00    45.00     0.00    LONG   
    260924    7704.13    0.2050    60.00    40.00     0.00    LONG   
    260925    7743.41   -0.0694    46.00    54.00     0.00    CASH   
    260928    7683.69    0.3989    69.00    31.00     0.00    LONG   
    260929    7670.84    0.1114    55.00    45.00     0.00    LONG   
    260930    7651.54   -0.0859    45.00    55.00     0.00    CASH   
    261001    7666.45    0.1971    59.00    41.00     0.00    LONG   

    where:
    DATE is the date of the data entry,
    SP500 is the closing SP500 value for the date shown,
    ANO is the Average Network Output (see our model details),
    LONG is the percent of networks indicating a long position,
    SHORT is the percent of networks indicating a short position,
    CASH is the percent of networks indicating a cash position,
    POS is the trading position at the close.

Disclaimer:   Our models are experimental and can change at any time. You may use our forecast as long as you totally agree with the following terms and conditions: Our goal is to make our forecast the best available, but we do not guarantee its accuracy or profitability. We provide the forecast on an “as is” and “as available” basis without any warranty of any kind. Specifically, MarketTrak disclaims any and all warranties, expressed or implied, including without limitation warranties of merchantability, profitability, and fitness for a particular purpose. In no event shall you hold MarketTrak liable for any direct, indirect, incidental, punitive, or consequential damages of any kind whatsoever. You bear full responsibility for your own investment research and investment decisions. Nothing in our forecasts should be interpreted as a recommendation or solicitation to buy or sell any security, or to take any specific action. The opinions or comments expressed may change without notice. You determine if and how the forecast is used in your investments. You recognize that past performance does not indicate future results. Click here for a complete disclosure of our disclaimer.
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