🎯 ES Decision Tree v5 β€” Clean Data

Volume-confirmed ORB breaks Β· Clean data WRs (283 days) Β· Chop filter Β· Dead boosters removed
GEX: β€”
VIX: β€”
Ratio: β€”
Gap: β€”
ORB: Pre-open
Vol Break: β€”
Day: β€”
Prior: β€”
15m: β€”
RVOL: β€”
Flow: β€”
Chop: β€”

πŸ•™ 10:15 AM DECISION

WAITING FOR DATA...
1. Vol-confirmed break? β€”
2. Clean break + 15m confirms? β€”
3. Clean break + 15m opposes? β€”
4. Double break? β€”
Awaiting ORB + volume data
CHOP PROBABILITY
Calculating...
30%
REVERSAL RISK
Calculating...
41%

TODAY'S PLAY

LOADING...
Waiting for data...
Confluence: β€”

πŸ“ˆ Volume-Confirmed ORB Scenarios

🟒 Break UP + Close Above OR15 79.1%
OR15 high breached, OR15 low NOT breached, close > OR15 high. N=59 clean days.

βœ… CONFIRMED (clean data)

+ 15m confirm β†’ 96.7% (N=30)
Gap Down + Break Up β†’ 86.4% (N=44)
GEX POS regime (confirmed)

⚠️ FILTERS

No 15m confirm β†’ 79.1% only
Thursday β†’ 42.9% WR (N=7) ⚠️
Late break (>45m) β†’ reduced conviction
Early break (<15 min): highest conviction
πŸ“‘ Real-Time Confluence
πŸ”΄ Break DOWN + Close Below OR15 81.6%
OR15 low breached, OR15 high NOT breached, close < OR15 low. N=51 clean days.

βœ… CONFIRMED (clean data)

+ 15m confirm β†’ 92.0% (N=25)
GEX POS/NEG regime (confirmed)
Early break (<15 min): highest conviction

⚠️ FILTERS

No 15m confirm β†’ 81.6% only
Late break (>45m) β†’ reduced conviction
Monday has strong long bias (52.5% clean) β€” careful shorting
πŸ“‘ Real-Time Confluence
⚠️ DOUBLE BREAK β€” CHOP DAY (60% of days) DON'T TRADE
Both OR15 high AND low breached during the day. Happens on 60.6% of days. Direction is unreliable β€” both sides got faked out.

πŸ”΄ THIS IS THE DEFAULT

157 of 283 clean days = double break
Chop is NOT predictable pre-open
Tuesday worst: 67.8% chop

🟒 WHEN IT'S SLIGHTLY BETTER

Monday: only 52.5% chop (best day)
Narrow ORB Q1: 71.9% chop (avoid)
Wide ORB Q5: 57.9% chop (slightly better)
πŸ“‘ Real-Time Confluence
πŸ”‡ No Volume Break 75% chop
Price may exceed ORB but no volume confirmation. Default: sit out.

πŸ”΄ HIGHER CHOP

Wide ORB β†’ 88.9% chop
Pos GEX β†’ 81.8% chop

🟒 MAYBE TRADEABLE

Monday β†’ 50% chop
Big gap β†’ 50% chop
VIX <16 β†’ 62.5% chop
πŸ“‘ Real-Time Confluence

πŸ“Š GEX Regime

🟒 Positive GEX (Dampen) 31% chop
Levels hold. Fade moves. Gaps fill 73%. Range 0.7x. Afternoon reversal only 21% w/ extreme +GEX.
Fade dips +2 down days β†’ 47% chop
πŸ”΄ Negative GEX (Amplify) 89% wide range
1.63x range. 18% chop (rarely chops). VIX>25 = 95% wide range. Follow momentum.
Follow breakouts Afternoon reversal 50% w/ extreme

πŸ“Š Gap Scenarios

Gap Down + Pos GEX β†’ FADE (long) 69%
N=35. Dealers absorb selling.
+Inst Ξ³ HIGH = 82% ⭐ +Calm ratio = 85% +Monday = 83% +1st 15m ↑ = 82% Inst Ξ³ LOW = 36% ❌ 1st 15m ↓ = 50%
Gap Down + Neg GEX β†’ FADE? 52%
N=27. Coin flip unless inst gamma helps.
+Inst Ξ³ HIGH = higher fade WR +DIX high = 70% +1st 15m ↑ = 62% Inst Ξ³ LOW = DO NOT fade 1st 15m ↓ = 36% VIX>25 = 33%
Gap Up + Pos GEX β†’ RIDE (long) 54%
N=50. Marginal edge.
+VIX<16 = 77% +1st 15m ↑ = 70% 1st 15m ↓ = 33%
Gap Up + Neg GEX β†’ AVOID 25% long
N=20. NEVER go long. 75% close down.
WORST SETUP IN THE SYSTEM

⏱ First 15 Min Prediction

First 15m UP β†’ Day UP 69%
N=132. Early direction predicts close.
+Ext +GEX = 86% +2 consec down = 82% +VIX<16 = 81% VIX>25 = 31% ❌
First 15m DOWN β†’ Day DOWN 66%
N=123. Slightly weaker than up.
+Ext neg GEX = 85% +Neg GEX = 79% Narrow ORB = 55%

πŸ“… Daily Overlay Scenarios

Monday Long 61%
+VIX<16 +DIX high = 94% +Pos GEX +Big gap = 89% +VIX 16-20 +OVN down = 82%
2-Day Reversal 56%
+Monday +Calm VIX = 92% +Low vol +Pos GEX = 85% +VIX 16-20 +Low vol = 83%
Gap Down Fade (+GEX) 74%
+Big gap (>0.5%) = 90% +Monday = 82% +VIX ratio >0.95 = 38%!

🚫 DON'T TRADE Signals

DOUBLE BREAK (60% of days) β†’ DON'T trade direction. Both OR15 levels breached = chop.
Gap UP + Neg GEX β†’ 75% close DOWN. Never go long. (25% WR)
Break without 15m confirmation β†’ only 79-82% WR. Wait for confirm (96.7%/92.0%).
Thursday Break UP β†’ 42.9% WR (N=7). Weakest day for upside breaks.
Narrow ORB (Q1) β†’ 71.9% chop. Late break (>45m) β†’ reduced conviction.
Last update: β€”