LLY's current 20d vol reading and what that signal has historically been followed by.
This page covers Eli Lilly and Company (LLY) — its current 20d vol reading and the measured historical record of what LLY 20d vol extremes were followed by.
How to read this. These figures are measured only on instruments currently in our coverage — a set of companies that survived. Signals that appear to have 'worked' on the downside are conditioned on these names having recovered; a company that fell and never came back would not be here to measure. Read every number below as a property of this surviving sample, not a universal rule, and never as advice.
All figures are ‘excess’ returns — measured relative to each instrument’s own historical drift, not relative to the market. This is not alpha and not a market-beating claim; it isolates the signal from the instrument’s background trend. Measured from the first day each signal appeared (not its most extreme point), so it reflects what was knowable in real time.
Measured across LLY’s 20d vol history from 1972 to 2026: 52 overbought episodes and 79 oversold episodes. Overbought readings were followed by +0.60% excess at 5 sessions and +0.59% by 20; oversold readings were followed by +0.75% excess at 5 sessions and +0.94% by 20.
On this signal, LLY was most recently overbought on 2026-05-05 and most recently oversold on 2024-06-20.
Measured-outcome coverage runs through 2026-05-05 — the most recent episode with forward sessions scored; the current reading above is later, as of 2026-08-21.
When LLY was overbought / at a high extreme
Across 52 past episodes where LLY was overbought on this signal, the close 20 sessions later beat LLY’s own trailing drift by 0.59 percentage points on average (48% of episodes beat drift).
| horizon | excess vs own drift | beat-drift rate | episodes with complete horizon |
|---|---|---|---|
| 1 session | -0.48% | 40% | 52 |
| 5 sessions | +0.60% | 48% | 52 |
| 20 sessions | +0.59% | 48% | 52 |
When LLY was oversold / at a low extreme
Across 79 past episodes where LLY was oversold on this signal, the close 20 sessions later beat LLY’s own trailing drift by 0.94 percentage points on average (61% of episodes beat drift).
| horizon | excess vs own drift | beat-drift rate | episodes with complete horizon |
|---|---|---|---|
| 1 session | +0.06% | 48% | 79 |
| 5 sessions | +0.75% | 65% | 79 |
| 20 sessions | +0.94% | 61% | 79 |
See LLY’s current price, RSI, moving averages and 52-week range →