SPY Shrugged · Tape Flow Cycles

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BTC Flow

Tape Flow is a money-flow measure in the tradition Laszlo Birinyi pioneered in the 1980s: every trade on the consolidated tape is classified as buyer- or seller-initiated and weighted by its dollar value, then summed. Price tells you where the market went; signed dollar flow tells you what it cost to get there.

The premise: signed dollar flow often turns before price does — so a bear cycle that price refuses to follow is selling being absorbed, and the bull cross that ends it is the entry. That rule is the shrug this page tracks; whether the edge is real is exactly what the record here is testing.

How this works

A fast and a slow average of the flow cross to define bull and bear cycles. Shaded regions on the chart are bear cycles, and shrug marks the ones price ignored — each is a candidate entry.

What's settled and what isn't. The flow construction is well established (Barron's); the shrug rule is not. That is why this page exists: every signal is logged the moment it fires, with its filters fixed in advance, and the accumulating record is the test. Research output, not advice.

Shrug playbook — long the next bull cycle after a bear cycle price ignored

Trade log (selected period, frictionless closes, cross-to-cross)
FeedDayInOut EntryExitP&L bpsFlags

SPY candles Fast Slow shaded = bear cycle · "shrug" = price held

History

Fast Slow
Today, bar by bar (table)