The Picture Rocks Sun Dagger is a spiral petroglyph on a hillside northwest of Tucson that shows sun dagger events at both the summer solstices and the equinoxes. On each of these dates, a wedge-shaped sunbeam with opening angles of 20°–30° touches the center of the spiral, with both of these being confidently intentionally constructed by peoples of the Hohokam culture, c. 800–1300 AD. More generally, for claimed sun daggers throughout the American Southwest, the critical question is whether the ancient indigenous peoples intentionally placed the petroglyph so as to create a sun marker. The confident starting point for proving the intentionality of sun daggers in general is a histogram measured by the Prestons showing highly significant peaks for indicated declinations within 2° of -23.4°, 0.0°, and +23.4°, with this being not by chance. In a review of solsticial and equinoctal sun daggers, we find that they all have beams of light shaped like a long-thin triangle with an apex opening angle of 40° or less that touches the center of the petroglyph symbol. The majority of the sun daggers use a spiral petroglyph, with circles and other symbols being used. We find that from one-to-five light wedges appear on flat rock panels during any one hour interval of searching on just one side of the small hill, so false alarms must be common, and it is easy to find a place for a petroglyph so as to create an intentional sun dagger. Further, where a spiral or circular petroglyph has a coincidental light/shadow display, the false alarm rate is measured to be 20% to 33%. Sun daggers that have indicated declinations other than ±23.4° or 0.0° are false alarms, including claims for alignments to cross-quarter days and lunar standstills, which are certainly wrong. Intentional sun daggers are not related to any form or calendric regulation, astronomical tools, or public ceremony. Rather, abundant ethnographic evidence shows that the sun daggers are a part of sites, called Sun Shrines, where a local Sun watcher would have lone vigils, with offerings and prayers to the gods on the solstices and equinoxes.