SPY SARIMAX Forecast: Bear / Base / Bull Scenario Ladder

Current Spot

$739.98

Base Path by Jan 31, 2027

$798.98

Bear 68%

$712.94

Bull 68%

$896.46

68% Range Width

23.0%

Raw Forecast Scenario Matrix

Date Bear 99.7% Bear 95% Bear 68% Base Bull 68% Bull 95% Bull 99.7%
2026-08-09 $699.57 $713.55 $727.23 $741.62 $756.32 $770.90 $786.44
2026-08-16 $682.73 $703.16 $723.35 $744.82 $766.98 $789.19 $813.11
2026-08-23 $668.94 $693.85 $718.67 $745.24 $772.89 $800.81 $831.12
2026-08-30 $653.29 $681.61 $710.00 $740.59 $772.63 $805.18 $840.76
2026-09-06 $644.28 $675.68 $707.34 $741.64 $777.76 $814.68 $855.26
2026-09-13 $638.21 $672.44 $707.11 $744.88 $784.85 $825.91 $871.27
2026-09-20 $635.59 $672.55 $710.17 $751.33 $795.10 $840.27 $890.42
2026-09-27 $632.99 $672.46 $712.82 $757.16 $804.52 $853.61 $908.36
2026-10-04 $630.06 $671.85 $714.75 $762.07 $812.82 $865.64 $924.80
2026-10-11 $628.49 $672.55 $717.94 $768.20 $822.33 $878.88 $942.46
2026-10-18 $622.40 $668.24 $715.63 $768.29 $825.22 $884.91 $952.27
2026-10-25 $615.04 $662.41 $711.55 $766.35 $825.78 $888.31 $959.14
2026-11-01 $610.25 $659.47 $710.71 $768.06 $830.49 $896.43 $971.40
2026-11-08 $606.93 $658.03 $711.42 $771.38 $836.90 $906.35 $985.60
2026-11-15 $601.65 $654.34 $709.57 $771.82 $840.07 $912.66 $995.80
2026-11-22 $592.65 $646.45 $703.02 $766.99 $837.35 $912.44 $998.73
2026-11-29 $588.37 $643.65 $701.95 $768.08 $841.05 $919.19 $1,009.28
2026-12-06 $585.97 $642.83 $703.00 $771.44 $847.21 $928.61 $1,022.75
2026-12-13 $586.17 $644.84 $707.10 $778.14 $857.04 $942.05 $1,040.69
2026-12-20 $585.99 $646.38 $710.65 $784.20 $866.13 $954.68 $1,057.74
2026-12-27 $585.21 $647.20 $713.36 $789.30 $874.13 $966.09 $1,073.45
2027-01-03 $585.43 $649.10 $717.25 $795.68 $883.55 $979.08 $1,090.94
2027-01-10 $581.25 $646.03 $715.55 $795.77 $885.90 $984.14 $1,099.51
2027-01-17 $575.70 $641.38 $712.02 $793.75 $885.81 $986.43 $1,104.92
2027-01-24 $572.55 $639.50 $711.73 $795.53 $890.19 $993.97 $1,116.53
2027-01-31 $570.62 $638.98 $712.94 $798.98 $896.46 $1,003.64 $1,130.60

SARIMAX Forecasting Methodology

The forecast engine resamples daily prices into weekly structure, stabilizes variance through Box-Cox transformation, fits a SARIMAX trend model, then converts the forecast and confidence intervals back into price space. The log-scale y-axis uses a fixed clean tick ladder so the chart reads consistently across low-priced and high-priced equities.

The 68% band is the primary operating range; the 95% and 99.7% bands are wider stress envelopes for unusually strong regime outcomes.