At a glance
The short version
CRTLAB counted every candle range theory setup on the S&P 500 from 2022-07-01 to 2026-11-06: a candle that sweeps the previous candle's high or low and closes back inside its range. Below is how often it forms and what the next candle did, and a chart that opens on the S&P 500 with CRT marked so you can test your own version.
S&P 500 CRT setups, measured
On the daily chart a CRT setup formed on 31.0% of 1,123 daily S&P 500 candles. The next candle reached the range's 50% on 67.8% of setups and the far side on 32.2%. Traded the textbook way (entry at the sweep candle's close, stop beyond its wick, target the far side) it averaged +0.00R a trade over 348 trades.
On the 4-hour chart: 28.3% of candles, far side reached on 32.6%, −0.05R a trade. The bare pattern is close to break-even, so the edge traders claim comes from the filters (which candles, which levels, the entry on a lower timeframe), and each of those can be tested on a replay.
| S&P 500 | Candles | CRT setups | Next reached 50% | Next reached far side | Textbook trade |
|---|---|---|---|---|---|
| Daily | 1,123 | 31.0% | 67.8% | 32.2% | +0.00R |
| 4-hour | 6,706 | 28.3% | 65.8% | 32.6% | −0.05R |
Testing your CRT rules on the S&P 500
Open the S&P 500 with CRT drawn, hide the future and take only the setups your rules allow: a sweep of the previous day's high, a specific 4-hour candle, a lower-timeframe shift before entry. Step forward, journal each one, and compare your version with the bare numbers above.
Frequently asked questions
Does CRT work on the S&P 500?
A CRT setup formed on 31.0% of daily S&P 500 candles; the next candle reached the far side on 32.2%, and the textbook trade averaged +0.00R over 348 trades (CRTLAB, 2022–2026).
Can I backtest CRT on the S&P 500 for free?
Yes, free every day. You get the S&P 500 with CRT marked, with every tool the product has, and 2,000 candles of replay every day, no card needed. CRTLAB Unlimited ($14.99 a month) or CRTLAB Lifetime ($99 once) removes the daily limit. CRT and every other concept are on from the first candle.
