Pre-open snapshot: prior close, VIX percentile, RSI(2), dealer gamma, expected range.
Two-stage volatility model: expected high-to-low range with an 80% band. Range only β not direction.
Dealer gamma exposure (DTEβ€7), zero-gamma flip level and gamma-weighted call / put walls.
The 20 most similar historical sessions across 25 features, and what followed them.
Scheduled economic releases and Fed events for the week.
The 9:00 ET premarket call: lean, probability, expected close / high / low. Scored the same day.
Every 9:00 forecast scored against the actual session, plus the running tally.
NAAIM, AAII, CNN Fear & Greed, CBOE put/call β all back-tested, none a signal.
A 100-point backdrop score across growth, policy, earnings, liquidity, risk and technicals.
By date