WMT daily move: the current reading and its track record
WMT’s current daily move reading and what that signal has historically been followed by.
This page covers Walmart (WMT) — its current daily move reading and the measured historical record of what WMT daily move extremes were followed by.
How to read this. These figures are measured only on instruments currently covered by this site — 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.
Daily move showed no measurable forward signal. Across the full sample, episodes on this measure were followed by returns statistically indistinguishable from each instrument’s own drift — this is reported as a null result rather than left out.
When WMT was at a high extreme
Across 244 past episodes where WMT was at a high extreme on this signal, the 243 with a complete 20-session forward window lagged WMT’s own trailing drift by 2.13 percentage points on average (40% of those 243 beat drift).
| horizon | excess vs own drift | beat-drift rate | episodes with a complete horizon |
|---|---|---|---|
| 1 session | -0.74% | 39% | 244 |
| 5 sessions | -1.22% | 45% | 243 |
| 20 sessions | -2.13% | 40% | 243 |
When WMT was at a low extreme
Across 245 past episodes where WMT was at a low extreme on this signal, the 244 with a complete 20-session forward window beat WMT’s own trailing drift by 2.11 percentage points on average (48% of those 244 beat drift).
| horizon | excess vs own drift | beat-drift rate | episodes with a complete horizon |
|---|---|---|---|
| 1 session | +1.38% | 47% | 245 |
| 5 sessions | +1.50% | 45% | 245 |
| 20 sessions | +2.11% | 48% | 244 |
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