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S&P 500 Momentum Proxy detail

Definition, latest reading, chart and related paths so you can read the indicator in context.

Disclaimer: this page is for market observation only, not investment advice. Risk note: indicators help you observe market conditions. They are not trading advice. Always add context, events, and position risk.

30-second read

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What it answers

用 S&P 500 日度序列计算动量状态,是自研 Fear & Greed 的趋势因子。

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Current signal

Risk spreading · 1Y percentile 86.5%

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What to check next

我会把动量因子标准化成分位后进入 composite,而不是直接拿指数点位做判断。

History

Range: 1Y, Data series: SP500, Update frequency: Daily.

3M1Y5YMAX

S&P 500 Momentum Proxy 1Y history

Use history to read direction. Do not decide from one point.

No data yet

S&P 500 Momentum Proxy

用 S&P 500 日度序列计算动量状态,是自研 Fear & Greed 的趋势因子。

Indicator updated: June 1, 2026

Update frequency: Daily

What it means

动量走强通常代表风险偏好改善;动量转弱则说明价格趋势开始拖累情绪。

How to read it

我会把动量因子标准化成分位后进入 composite,而不是直接拿指数点位做判断。

Common misread

价格指数受成分和分红口径影响,适合作为趋势代理,不适合解释全部风险偏好。

Read with

Related notes

Data series

SP500

Latest read

S&P 500 Momentum Proxy

5.147

1Y percentile
86.5%
Risk state
Risk spreading
Date
May 29, 2026
Update frequency
Daily
Data series
SP500

1D

-0.85

5D

+0.40

20D

-4.49

Related indicators

VIXVIX-TERM-PROXYVXNRVXVXD
Data series:
SP500
Frequency:
Daily
Updated:
June 1, 2026

Disclaimer: this page is for market observation only, not investment advice.

Reading tips

  1. Check direction first, then percentile and move size.
  2. If related volatility or stress indicators rise together, pay more attention.
  3. Use the article notes to avoid treating one indicator as a full market call.

Method guide: how to read this signal.

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