Outcome distribution
90% modeled range
0%
Low -3.49%
High 4.94%
Mean 0.71%
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.
Sample scan with a demo portfolio
SPY is added in equal weight to a demo portfolio holding QQQ, NVDA, TSLA, RKLB. "Before" is that portfolio, "after" includes SPY. With a paid plan the same scan runs against your own watchlist.
Compare plans →- Market regime
- bull
- Regime confidence
- 81%
- Expected outcome
- 0.71%
- 90% range low
- -3.49%
- 90% range high
- 4.94%
- Break-even line
- 0%
- Concentration
- pass
- Average correlation
- 0.68
Portfolio impact
Risk before vs. after
Annualized Volatility
Before
12.75%After
12.75%
Beta (vs SPY)
Before
1After
1
1-Day VaR (95%)
Before
1.37%After
1.37%
Max Drawdown (1Y)
Before
9.13%After
9.13%
Sizing controls
Position check summary
4Pass
0Warn
0Fail
Average portfolio correlation0.68
Risk changes after the proposed trade
Annualized Volatility
Before: 12.75% · After: 12.75%
Beta (vs SPY)
Before: 1 · After: 1
1-Day VaR (95%)
Before: 1.37% · After: 1.37%
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 $34.3B (warn <$50M, fail <$5M)
Continue the research
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