Outcome distribution
90% modeled range
0%
Low -3.47%
High 5.08%
Mean 0.73%
Decision support before a trade
SPY Pre-Trade Risk Scan
SPDR S&P 500 ETF Trust: review downside, sizing, concentration and correlation before adding exposure.
Updated:
SPY risk snapshot
Only values returned by the risk-scan API are displayed. Missing data is not estimated.
- Market regime
- bull
- Regime confidence
- 0.8%
- Expected outcome
- 0.73%
- 90% range low
- -3.47%
- 90% range high
- 5.08%
- Risk threshold
- 0%
- Concentration
- pass
- Average correlation
- 0.67
Portfolio impact
Risk before vs. after
Annualized Volatility
Before
12.84%After
12.84%
Beta (vs SPY)
Before
1After
1
1-Day VaR (95%)
Before
1.44%After
1.44%
Max Drawdown (1Y)
Before
9.13%After
9.13%
Sizing controls
Position check summary
4Pass
0Warn
0Fail
Average portfolio correlation0.67
Risk changes after the proposed trade
Annualized Volatility
Before: 12.84% · After: 12.84%
Beta (vs SPY)
Before: 1 · After: 1
1-Day VaR (95%)
Before: 1.44% · After: 1.44%
Max Drawdown (1Y)
Before: 9.13% · After: 9.13%
Position sizing checks
Volatility
passAnnualized volatility 13% (warn >40%, fail >70%)
Drawdown Risk
passMax drawdown 9% over 1Y (warn >25%, fail >45%)
Market Exposure
passBeta 1.00 vs SPY (warn >1.3, fail >2.0)
Liquidity
passAvg daily turnover $31.5B (warn <$50M, fail <$5M)