SPY SARIMAX Forecast: Bear / Base / Bull Scenario Ladder

Current Spot

$739.98

Base Path by Jan 31, 2027

$798.07

Bear 68%

$711.82

Bull 68%

$895.83

68% Range Width

23.1%

Raw Forecast Scenario Matrix

Date Bear 99.7% Bear 95% Bear 68% Base Bull 68% Bull 95% Bull 99.7%
2026-08-09 $699.11 $713.14 $726.87 $741.32 $756.08 $770.71 $786.32
2026-08-16 $682.22 $702.75 $723.05 $744.63 $766.91 $789.24 $813.30
2026-08-23 $668.19 $693.23 $718.19 $744.92 $772.74 $800.84 $831.36
2026-08-30 $652.23 $680.70 $709.25 $740.02 $772.26 $805.02 $840.85
2026-09-06 $643.14 $674.71 $706.55 $741.06 $777.42 $814.59 $855.46
2026-09-13 $637.04 $671.46 $706.34 $744.34 $784.58 $825.93 $871.64
2026-09-20 $634.53 $671.71 $709.56 $750.99 $795.08 $840.59 $891.14
2026-09-27 $631.80 $671.51 $712.11 $756.74 $804.44 $853.90 $909.09
2026-10-04 $628.53 $670.54 $713.67 $761.28 $812.37 $865.58 $925.19
2026-10-11 $627.15 $671.45 $717.11 $767.71 $822.22 $879.20 $943.31
2026-10-18 $621.10 $667.20 $714.88 $767.90 $825.24 $885.40 $953.34
2026-10-25 $613.75 $661.38 $710.83 $766.00 $825.87 $888.91 $960.35
2026-11-01 $608.75 $658.20 $709.72 $767.41 $830.25 $896.66 $972.21
2026-11-08 $605.55 $656.88 $710.54 $770.84 $836.77 $906.70 $986.55
2026-11-15 $600.20 $653.10 $708.58 $771.15 $839.78 $912.84 $996.55
2026-11-22 $591.03 $645.02 $701.81 $766.06 $836.78 $912.29 $999.12
2026-11-29 $586.77 $642.22 $700.73 $767.14 $840.46 $919.02 $1,009.64
2026-12-06 $584.42 $641.45 $701.82 $770.54 $846.66 $928.47 $1,023.15
2026-12-13 $584.79 $643.64 $706.12 $777.45 $856.72 $942.17 $1,041.38
2026-12-20 $584.56 $645.11 $709.59 $783.42 $865.71 $954.69 $1,058.32
2026-12-27 $583.51 $645.64 $711.97 $788.14 $873.28 $965.62 $1,073.49
2027-01-03 $583.95 $647.78 $716.12 $794.81 $883.03 $978.98 $1,091.40
2027-01-10 $579.87 $644.81 $714.52 $795.01 $885.49 $984.17 $1,100.11
2027-01-17 $574.38 $640.20 $711.04 $793.04 $885.45 $986.52 $1,105.58
2027-01-24 $571.05 $638.12 $710.49 $794.50 $889.45 $993.59 $1,116.65
2027-01-31 $569.26 $637.73 $711.82 $798.07 $895.83 $1,003.35 $1,130.79

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.