Strategy Analytics
0DTE Moves
S&P 500 daily open-to-close candle body distribution split by MA200 regime.
Instrument
S&P 500 (^GSPC)
Lookback
30 years
Formula
abs(close - open) / open
MA Rule
200-day SMA
Move Buckets vs MA200
1996-05-01 to 2026-04-30. Rows before the first full MA200 are excluded. Generated 2026-05-01 07:04:19 UTC.
| Move Bucket | Total Count | Total % | Above MA200 | Above % | Below MA200 | Below % |
|---|---|---|---|---|---|---|
| 0% to 1% | 5,511 | 74.99% | 4,488 | 81.44% | 1,023 | 18.56% |
| 1% to 1.5% | 888 | 12.08% | 568 | 63.96% | 320 | 36.04% |
| 1.5% to 2% | 463 | 6.30% | 225 | 48.60% | 238 | 51.40% |
| 2% to 2.5% | 222 | 3.02% | 84 | 37.84% | 138 | 62.16% |
| 2.5% to 3% | 104 | 1.42% | 28 | 26.92% | 76 | 73.08% |
| More than 3% | 161 | 2.19% | 25 | 15.53% | 136 | 84.47% |