SPY 1-Day Swing Analyzer

Interactive Dashboard

Avg. ONC

Max ONC

Avg. Next Range

Max Next Range

True Swing Risk

Building Your Swing Trade

Method 1

⚠️

Open-Next-Close
(Risky)

Based on Open-to-Next-Close.

2.5 SD

Method 2

👍

Better

Next Day Avg Range.

Avg+1.5SD

Method 3

✔️

Robust

Conservative Next Day.

Avg+2.0SD

Method 4

💎

Locked

Maximum risk aversion.

Avg+2.5SD

Method 5

🛡️

Overkill

Extreme risk aversion.

Avg+3.0SD

Try It Out: Calculate Your Strikes

*Calculations assume a $1.00 wing width.

Daily Data Explorer

Date	Open	High	Low	Close	ONC($)	Range($)

Open-to-Next-Close Success Rate

This table shows which days each method's calculated range would have contained the next day's closing price.

Entry Date	M1	M2	M3	M4	M5

Swing Trade Survival Rate

This table back-tests each strategy's ability to survive the next day's volatility. A "success" (✔️) means the Next Day's High never went above the Sell Call and the Next Day's Low never went below the Sell Put.

Entry Date	M1	M2	M3	M4	M5