query: COT positioning leveraged funds asset managers


query: aggressor flow spike study SPXW options spread spikes ES switched to SPXW


query: SPXW aggressor flow study spike enrichment Databento OPRA


query: test that was supposed to run 272 spike events 19 dates study 1-8 design


query: lag test T+3 aggressor flow overlap already happened move


query: afternoon-data-check timeout April 10 2026 dates new


query: research paper scanner April 10 2026 top papers dates


query: options spread research widening one side wider longer than other both stay wider during day spread usually stays intraday options spreads


query: options spread spikes study absorbed flow agreement disagreement widening calls puts spread history results directional null testing


query: 3/4 days show AM bullish PM bearish flow shift spread spike deep dive 4 dates


query: moneyness study spread CBBO


query: spread moneyness study results call put confirmation


query: BOTH spike study magnitude pre-spike spread level volume follow-through


query: range prediction indicator ATR volatility GEX intraday forward range studies


query: RVOL options relative volume range prediction sector breadth indicator confirmed signals


query: GEX localized intraday cluster gamma level range magnet prediction real-time


query: RVOL 64.5% win rate growth leadership options relative volume indicator


query: TRACE GEX range study pre-market net_gex daily range correlation r=-0.587 intraday snapshots


query: pre-market GEX range r=-0.587 TRACE 10 minute snapshot NEG GEX 84 point range monotonic


query: Sector Pulse indicator how it works train it sector leadership breadth eod-sector-indicator script results backtest


query: "Sector Pulse" weighted sector breadth 10:30 growth leadership 72-79% WR RVOL > 1.1 kills signal


query: Sector Pulse caveat mismatch live script vs research windows targets inputs eod_sector_indicator study3 study5 10:30 10:00 prev close 9:30 open


query: Sector Pulse backtested accuracy breadth 10:30 growth leadership OOS walk-forward 64.5% WR 75% breadth close direction


query: Sector Pulse v2 rebuild sector-only vs sector+regime backtest exact 7:30 PT target prior work April 2026


query: market narrative how it works market_narrative.py explanation indicator live service


query: all indicators built ranking by direction strength confirmed signals live indicators dashboard direction strength win rate OOS April 2026


query: current built indicators dashboard signal overview directional evidence backtest ORB Buy Pressure GEX Regime HIRO Sector Pulse Range Forecast VIX Ratio RORO Spike Pulse Gamma Tilt Gamma Cluster Radar


query: VIX Ratio indicator details null test script vix term structure backtest gamma tilt v2 current accuracy null tested dashboard ranking April 2026


query: gamma tilt indicator current still accurate high win rate 71% weighted tilt clean days corruption cleanup current verified


query: 71.4% WR weighted blend >55% 343 clean days gamma shift v6 corrupted trace bars clean days


query: RORO indicator current live components accuracy backtest roro sentiment panel roro_live_service roro v2 overlay April 2026


query: RORO backtest down days big down days conditional tail risk crash downside risk-off overlay next day ES SPX March 2026


query: RORO intraday fade down move reversion big down move SPX prices tested already roro divergence intraday down move fade


query: RORO intraday fade study 15 trading days overall SPX days tested April 12 2026


query: SPX data downloaded polygon 1 minute date range mention downloaded a bunch


query: overnight dreaming study recall memory maintenance April 12 2026 overnight did it happen heartbeat memory cleanup study recall


query: study research signal null test OOS IS verdict failure mode Daniel recent research outputs


query: morning brief failed April 13 2026 why morning brief fail cron brief failed


query: SpotGamma login credentials stored where spotgamma_jwt SpotGamma account username password


query: buy pressure gauge options-rvol high RVOL bug stale service issue Daniel today


query: HIRO noon divergence alert bullish continuation retail selling SPX rising avg 31pt afternoon move meaning April 13 2026


query: SpotGamma API endpoints data offered stock gamma levels individual stocks hiro gex levels jwt


query: SpotGamma equitiesBySyms update frequency intraday daily real time individual stocks


query: spotgamma equities 90 days pull ourselves script spotgamma_equities_pull 90 business days March 2026


query: individual stock gamma research equities spotgamma gamma clusters keyg market maker gamma formula SPX without trace dealer gex proper individual stocks


query: individual stock gamma SpotGamma equities stock-level gamma signals dealer gamma gex_calculator dealer_gex_proper SPX


query: SpotGamma equities pilot_flat equitiesBySyms stock gamma dashboard 18 stocks conclusions


query: SpotGamma login credentials token refresh JWT refresh script Daniel gave login .env re-auth


query: yesterday HIRO TRACE data pulled 2026-04-13 afternoon data check hiro_history trace


query: afternoon-data-check cron timed out why failed April 14 2026 manual rerun succeeded


query: research paper scanner 2026-04-14 new papers found relevant papers Nathan Elms intraday jumps 0DTE derivative spreads


query: research scan already seen new papers Nathan Elms Intraday Jumps 0DTE Derivative Spreads 2026-04-14


query: Did I finish pulling the new research papers after Daniel asked What are the dates and feel free to pull them on 2026-04-15


query: SPX reconstruction raw TRACE validator phase 2 did we wire raw TRACE into validator and complete phase 2 after April 15 2026


query: SPX reconstruction Phase 2 TRACE Databento options flow did we recreate TRACE with Databento options flow or validate against raw TRACE April 2026


query: Daniel preference do not let live alerts interrupt the current conversation direct questions should be answered first


query: Daniel SPX ES intraday trading research notes prior findings edge ideas backtests ORB VWAP gamma opening range liquidity


query: overnight starting inventory seed OI seed non-TRACE local data overnight OI SPXW inventory seed


query: TRACE reconstruction seeded OPRA ThetaData overnight OI seed 14 dates signed intensity Daniel broader test


query: COT positioning leveraged funds asset managers


query: COT positioning leveraged funds asset managers


query: COT positioning leveraged fund asset manager


query: 60-date TRACE reconstruction broader test did it run result overlap count dates tested 2026-04-16


query: broader test clean overlap count signed TRACE accuracy absolute intensity accuracy average median best day 60 dates


query: noon retail divergence elevated cross-asset retail wrong prior research HIRO noon divergence alert retail divergence noon study 29 days 8/10 names retail wrong


query: 60-date reconstruction test Databento TRACE reconstruction overlap test status ran result clean overlap signed TRACE accuracy absolute intensity accuracy


query: rules direct answer first sidetracked transparency don't stall when asked direct status question approval unacceptable answer yes no first


query: today downloads status nightly download all data from today ES MBP-10 ES statistics HIRO SPXW CBBO Apr 16 2026


query: 14 overlapping dates reconstruction existing OI close to TRACE results signed intensity abs contracts mean Pearson -0.1505 0.3741 synthetic trace reconstruction intraday 2026q1


query: overnight OI seed data locally stops late Feb 2026 theta data spxw_oi_v3.csv March 2026 overlap exact dates existing overnight oi seed do we have that data


query: overnight OI seed true existing overnight OI seed trace rebuild 2026-04-16 do we have that data


query: net liquidity WALCL RRPONTSYD WTREGEN SP500 FRED prior studies liquidity backtest


query: WALCL RRPONTSYD WTREGEN SP500 liquidity FRED net liquidity study


query: approval before tests do not run any test without Daniel's approval direct rule memory rules backtest approval


query: 2026-04-16 do b run with research rules and 80% power of Mac Studio fed-rate regime filter spec net liquidity next-move probability