SP500 Forecast Summary

This Forecast was Published on:  Monday, 09/29/25 14:11 MT   Forecast is Based on Data Entered after the Close on:  Monday, 09/29/25   Neural Network Model Forecast for Trading on Tuesday, 09/30/25:   CASH   Neural Network Model ANO Signal:  -0.0852    [ Model version 61.2 since 09/20/2025 ]   ANO Long Position Setpoint:  0.100       ANO Short Position Setpoint:  -0.100   SP500 Close:  6661.21       SP500 Trailing Stop Setpoint:  not defined

   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. A positive ANO value in the Summary above implies that the SP500 should close higher the next trading day. A negative ANO value implies that the SP500 should close lower. More details about the neural network model is provided here.

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Computing the Neural Network Forecasts:    We use an advanced neural network model and a genetic learning algorithm to create hundreds neural networks used to forecast the close of the SP500. The output of a single neural network is a numerical value that ranges from minus one (-1.0) to plus one (+1.0), with -1.0 being a very strong indication that the sp500 will close lower the next trading day and +1.0 being a very strong indication that the sp500 will close higher the next trading day. The trading position we show in the Summary above is determined by computing an average network output value (ANO) from each individual network and applying this average value to the setpoints which are also shown above. When this ANO rises above the long setpoint, a long position is given. We expect the market will close higher. When the ANO falls below the short setpoint, a short position is given. We expect the market will close lower. A cash position is indicated when the ANO lies between these two points. We expect the market will have little change. A five percent trailing stop is given to reduce risk when either a long or short position is indicated.

The forecasts are 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 session 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 more than 200 networks trained on 7800 days of stock market data.

     Date      SP500      ANO      LONG     SHORT     CASH    POS
    250909    6512.61    0.7880    89.00    11.00     0.00    LONG   
    250910    6532.04    0.4821    74.00    26.00     0.00    LONG   
    250911    6587.47    0.6008    80.00    20.00     0.00    LONG   
    250912    6584.29    0.4992    74.00    26.00     0.00    LONG   
    250915    6615.28   -0.0679    46.00    54.00     0.00    CASH   
    250916    6606.76   -0.1429    42.00    58.00     0.00    SHORT  
    250917    6600.35   -0.0903    45.00    55.00     0.00    CASH   
    250918    6631.96   -0.0909    45.00    55.00     0.00    CASH   
    250919    6664.36    0.6838    84.00    16.00     0.00    LONG   
    250922    6693.75   -0.1429    42.00    58.00     0.00    SHORT  
    250923    6656.92   -0.0866    45.00    55.00     0.00    CASH   
    250924    6637.97    0.3813    69.00    31.00     0.00    LONG   
    250925    6604.72    0.5103    75.00    25.00     0.00    LONG   
    250926    6643.70   -0.0950    45.00    55.00     0.00    CASH   
    250929    6661.21   -0.0852    45.00    55.00     0.00    CASH   

    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 mission 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. This site does not set cookies. Page Top

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