{
  "predictions": [
    {
      "pattern": "gamma_transition",
      "date": "2026-02-27",
      "time": "08:07",
      "spx": 6849.25,
      "zero_gamma": 6905.0,
      "flip_distance_pct": 0.81,
      "prediction": "Near gamma flip (6905) \u2014 0.81% away, watch for regime change",
      "logged_at": "2026-02-27 08:07",
      "validated": true,
      "outcome": {
        "materialized": false,
        "crossed_flip": false
      },
      "close_price": 6878.8798828125,
      "actual_move_pts": 29.6,
      "actual_move_pct": 0.433,
      "validated_at": "2026-03-02 13:20"
    },
    {
      "pattern": "deep_positive_gamma",
      "date": "2026-02-27",
      "time": "08:07",
      "spx": 6849.25,
      "net_gex_millions": 640.2,
      "prediction": "Deep positive gamma ($640M) \u2014 vol suppressed, expect tight range",
      "note": "RORO backtest shows deep pos GEX predicts WORSE returns (counterintuitive)",
      "logged_at": "2026-02-27 08:07",
      "validated": true,
      "outcome": {
        "materialized": true,
        "move_pct": 0.433
      },
      "close_price": 6878.8798828125,
      "actual_move_pts": 29.6,
      "actual_move_pct": 0.433,
      "validated_at": "2026-03-02 13:20"
    },
    {
      "pattern": "gamma_transition",
      "date": "2026-03-02",
      "time": "08:30",
      "spx": 6849.25,
      "zero_gamma": 6905.0,
      "flip_distance_pct": 0.81,
      "prediction": "Near gamma flip (6905) \u2014 0.81% away, watch for regime change",
      "logged_at": "2026-03-02 08:30",
      "validated": true,
      "outcome": {
        "materialized": false,
        "crossed_flip": false
      },
      "close_price": 6881.6201171875,
      "actual_move_pts": 32.4,
      "actual_move_pct": 0.473,
      "validated_at": "2026-03-03 13:20"
    },
    {
      "pattern": "deep_positive_gamma",
      "date": "2026-03-02",
      "time": "08:30",
      "spx": 6849.25,
      "net_gex_millions": 640.2,
      "prediction": "Deep positive gamma ($640M) \u2014 vol suppressed, expect tight range",
      "note": "RORO backtest shows deep pos GEX predicts WORSE returns (counterintuitive)",
      "logged_at": "2026-03-02 08:30",
      "validated": true,
      "outcome": {
        "materialized": true,
        "move_pct": 0.473
      },
      "close_price": 6881.6201171875,
      "actual_move_pts": 32.4,
      "actual_move_pct": 0.473,
      "validated_at": "2026-03-03 13:20"
    },
    {
      "pattern": "gamma_transition",
      "date": "2026-03-03",
      "time": "06:32",
      "spx": 6849.25,
      "zero_gamma": 6905.0,
      "flip_distance_pct": 0.81,
      "prediction": "Near gamma flip (6905) \u2014 0.81% away, watch for regime change",
      "logged_at": "2026-03-03 06:32",
      "validated": true,
      "outcome": {
        "materialized": false,
        "crossed_flip": false
      },
      "close_price": 6816.6298828125,
      "actual_move_pts": -32.6,
      "actual_move_pct": -0.476,
      "validated_at": "2026-03-04 13:20"
    },
    {
      "pattern": "deep_positive_gamma",
      "date": "2026-03-03",
      "time": "06:32",
      "spx": 6849.25,
      "net_gex_millions": 640.2,
      "prediction": "Deep positive gamma ($640M) \u2014 vol suppressed, expect tight range",
      "note": "RORO backtest shows deep pos GEX predicts WORSE returns (counterintuitive)",
      "logged_at": "2026-03-03 06:32",
      "validated": true,
      "outcome": {
        "materialized": true,
        "move_pct": -0.476
      },
      "close_price": 6816.6298828125,
      "actual_move_pts": -32.6,
      "actual_move_pct": -0.476,
      "validated_at": "2026-03-04 13:20"
    },
    {
      "pattern": "gamma_positioning",
      "date": "2026-03-04",
      "time": "06:30",
      "spx": 6841.75,
      "zero_gamma": 6828.0,
      "net_gex_millions": -496.6,
      "flip_distance_pct": 0.2,
      "severity": "TRANSITIONAL",
      "prediction": "Negative gamma regime \u2014 expect amplified moves (TRANSITIONAL)",
      "logged_at": "2026-03-04 06:30",
      "validated": true,
      "outcome": {
        "materialized": true,
        "move_pct": 0.406,
        "range_pct": 1.086,
        "avg_daily_move": 1.07,
        "amplification": 1.01
      },
      "close_price": 6869.5,
      "actual_move_pts": 27.8,
      "actual_move_pct": 0.406,
      "intraday_range_pct": 1.086,
      "validated_at": "2026-03-06 13:45"
    },
    {
      "pattern": "zero_dte_negative_gamma",
      "date": "2026-03-04",
      "time": "06:30",
      "spx": 6841.75,
      "net_gex_millions": -496.6,
      "prediction": "0DTE expiry + negative gamma \u2014 expect intraday vol spikes",
      "logged_at": "2026-03-04 06:30",
      "validated": true,
      "outcome": {
        "materialized": true,
        "move_pct": 0.406,
        "range_pct": 1.086
      },
      "close_price": 6869.5,
      "actual_move_pts": 27.8,
      "actual_move_pct": 0.406,
      "intraday_range_pct": 1.086,
      "validated_at": "2026-03-06 13:45"
    },
    {
      "pattern": "gamma_positioning",
      "date": "2026-03-05",
      "time": "06:32",
      "spx": 6841.75,
      "zero_gamma": 6828.0,
      "net_gex_millions": -496.6,
      "flip_distance_pct": 0.2,
      "severity": "TRANSITIONAL",
      "prediction": "Negative gamma regime \u2014 expect amplified moves (TRANSITIONAL)",
      "logged_at": "2026-03-05 06:32",
      "validated": true,
      "outcome": {
        "materialized": true,
        "move_pct": -0.161,
        "range_pct": 1.457,
        "avg_daily_move": 1.07,
        "amplification": 1.36
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      "close_price": 6830.7099609375,
      "actual_move_pts": -11.0,
      "actual_move_pct": -0.161,
      "intraday_range_pct": 1.457,
      "validated_at": "2026-03-06 13:45"
    },
    {
      "pattern": "gamma_positioning",
      "date": "2026-03-06",
      "time": "06:20",
      "spx": 6753.25,
      "zero_gamma": 6842.0,
      "net_gex_millions": -376.9,
      "flip_distance_pct": 1.31,
      "severity": "EXTREME",
      "prediction": "Negative gamma regime \u2014 expect amplified moves (EXTREME)",
      "regime": "DEEP_NEGATIVE",
      "backtest_vol_amplifier": 1.64,
      "composite_confidence": 65,
      "logged_at": "2026-03-06 06:20",
      "validated": true,
      "outcome": {
        "materialized": false,
        "move_pct": -0.196,
        "range_pct": 0.916,
        "avg_daily_move": 1.07,
        "amplification": 0.86
      },
      "close_price": 6740.02001953125,
      "actual_move_pts": -13.2,
      "actual_move_pct": -0.196,
      "intraday_range_pct": 0.916,
      "validated_at": "2026-03-09 13:45"
    },
    {
      "pattern": "zero_dte_negative_gamma",
      "date": "2026-03-06",
      "time": "06:20",
      "spx": 6753.25,
      "net_gex_millions": -376.9,
      "prediction": "0DTE expiry + negative gamma \u2014 expect intraday vol spikes",
      "regime": "DEEP_NEGATIVE",
      "composite_confidence": 65,
      "logged_at": "2026-03-06 06:20",
      "validated": true,
      "outcome": {
        "materialized": true,
        "move_pct": -0.196,
        "range_pct": 0.916
      },
      "close_price": 6740.02001953125,
      "actual_move_pts": -13.2,
      "actual_move_pct": -0.196,
      "intraday_range_pct": 0.916,
      "validated_at": "2026-03-09 13:45"
    },
    {
      "pattern": "gamma_positioning",
      "date": "2026-03-09",
      "time": "06:20",
      "spx": 6661.45,
      "zero_gamma": 6802.0,
      "net_gex_millions": -707.5,
      "flip_distance_pct": 2.11,
      "severity": "EXTREME",
      "prediction": "Negative gamma regime \u2014 expect amplified moves (EXTREME)",
      "regime": "DEEP_NEGATIVE",
      "backtest_vol_amplifier": 1.64,
      "composite_confidence": 65,
      "logged_at": "2026-03-09 06:20",
      "validated": true,
      "outcome": {
        "materialized": true,
        "move_pct": 2.02,
        "range_pct": 2.618,
        "avg_daily_move": 1.07,
        "amplification": 2.45
      },
      "close_price": 6795.990234375,
      "actual_move_pts": 134.5,
      "actual_move_pct": 2.02,
      "intraday_range_pct": 2.618,
      "validated_at": "2026-03-10 13:45"
    },
    {
      "pattern": "zero_dte_negative_gamma",
      "date": "2026-03-09",
      "time": "06:20",
      "spx": 6661.45,
      "net_gex_millions": -707.5,
      "prediction": "0DTE expiry + negative gamma \u2014 expect intraday vol spikes",
      "regime": "DEEP_NEGATIVE",
      "composite_confidence": 65,
      "logged_at": "2026-03-09 06:20",
      "validated": true,
      "outcome": {
        "materialized": true,
        "move_pct": 2.02,
        "range_pct": 2.618
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      "close_price": 6795.990234375,
      "actual_move_pts": 134.5,
      "actual_move_pct": 2.02,
      "intraday_range_pct": 2.618,
      "validated_at": "2026-03-10 13:45"
    },
    {
      "pattern": "gamma_positioning",
      "date": "2026-03-10",
      "time": "07:10",
      "spx": 6661.45,
      "zero_gamma": 6802.0,
      "net_gex_millions": -707.5,
      "flip_distance_pct": 2.11,
      "severity": "EXTREME",
      "prediction": "Negative gamma regime \u2014 expect amplified moves (EXTREME)",
      "regime": "DEEP_NEGATIVE",
      "backtest_vol_amplifier": 1.64,
      "composite_confidence": 30,
      "logged_at": "2026-03-10 07:10",
      "validated": true,
      "outcome": {
        "materialized": true,
        "move_pct": 1.802,
        "range_pct": 1.281,
        "avg_daily_move": 1.07,
        "amplification": 1.68
      },
      "close_price": 6781.47998046875,
      "actual_move_pts": 120.0,
      "actual_move_pct": 1.802,
      "intraday_range_pct": 1.281,
      "validated_at": "2026-03-11 13:45"
    },
    {
      "pattern": "gamma_positioning",
      "date": "2026-03-11",
      "time": "06:20",
      "spx": 6661.45,
      "zero_gamma": 6802.0,
      "net_gex_millions": -707.5,
      "flip_distance_pct": 2.11,
      "severity": "EXTREME",
      "prediction": "Negative gamma regime \u2014 expect amplified moves (EXTREME)",
      "regime": "DEEP_NEGATIVE",
      "backtest_vol_amplifier": 1.64,
      "composite_confidence": 65,
      "logged_at": "2026-03-11 06:20",
      "validated": true,
      "outcome": {
        "materialized": false,
        "move_pct": 1.717,
        "range_pct": 0.984,
        "avg_daily_move": 1.07,
        "amplification": 1.6
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      "close_price": 6775.7998046875,
      "actual_move_pts": 114.3,
      "actual_move_pct": 1.717,
      "intraday_range_pct": 0.984,
      "validated_at": "2026-03-12 13:46"
    },
    {
      "pattern": "zero_dte_negative_gamma",
      "date": "2026-03-11",
      "time": "06:20",
      "spx": 6661.45,
      "net_gex_millions": -707.5,
      "prediction": "0DTE expiry + negative gamma \u2014 expect intraday vol spikes",
      "regime": "DEEP_NEGATIVE",
      "composite_confidence": 65,
      "logged_at": "2026-03-11 06:20",
      "validated": true,
      "outcome": {
        "materialized": true,
        "move_pct": 1.717,
        "range_pct": 0.984
      },
      "close_price": 6775.7998046875,
      "actual_move_pts": 114.3,
      "actual_move_pct": 1.717,
      "intraday_range_pct": 0.984,
      "validated_at": "2026-03-12 13:46"
    },
    {
      "pattern": "gamma_positioning",
      "date": "2026-03-12",
      "time": "06:20",
      "spx": 6661.45,
      "zero_gamma": 6802.0,
      "net_gex_millions": -707.5,
      "flip_distance_pct": 2.11,
      "severity": "EXTREME",
      "prediction": "Negative gamma regime \u2014 expect amplified moves (EXTREME)",
      "regime": "DEEP_NEGATIVE",
      "backtest_vol_amplifier": 1.64,
      "composite_confidence": 30,
      "ambiguity": {
        "score": 0,
        "route_to_llm": false,
        "reasons": [],
        "label": "LOW"
      },
      "logged_at": "2026-03-12 06:20",
      "validated": true,
      "outcome": {
        "materialized": false,
        "move_pct": 0.168,
        "range_pct": 1.058,
        "avg_daily_move": 1.07,
        "amplification": 0.99
      },
      "close_price": 6672.6201171875,
      "actual_move_pts": 11.2,
      "actual_move_pct": 0.168,
      "intraday_range_pct": 1.058,
      "validated_at": "2026-03-13 13:45"
    },
    {
      "pattern": "gamma_positioning",
      "date": "2026-03-13",
      "time": "06:20",
      "spx": 6661.45,
      "zero_gamma": 6802.0,
      "net_gex_millions": -707.5,
      "flip_distance_pct": 2.11,
      "severity": "EXTREME",
      "prediction": "Negative gamma regime \u2014 expect amplified moves (EXTREME)",
      "regime": "DEEP_NEGATIVE",
      "backtest_vol_amplifier": 1.64,
      "composite_confidence": 65,
      "ambiguity": {
        "score": 15,
        "route_to_llm": false,
        "reasons": [
          "Multi-pattern cluster without a HIGH-confidence leader"
        ],
        "label": "LOW"
      },
      "logged_at": "2026-03-13 06:20",
      "validated": false,
      "outcome": null
    },
    {
      "pattern": "zero_dte_negative_gamma",
      "date": "2026-03-13",
      "time": "06:20",
      "spx": 6661.45,
      "net_gex_millions": -707.5,
      "prediction": "0DTE expiry + negative gamma \u2014 expect intraday vol spikes",
      "regime": "DEEP_NEGATIVE",
      "composite_confidence": 65,
      "ambiguity": {
        "score": 15,
        "route_to_llm": false,
        "reasons": [
          "Multi-pattern cluster without a HIGH-confidence leader"
        ],
        "label": "LOW"
      },
      "logged_at": "2026-03-13 06:20",
      "validated": false,
      "outcome": null
    }
  ],
  "validations": [
    {
      "date": "2026-02-27",
      "pattern": "gamma_transition",
      "materialized": false,
      "details": {
        "materialized": false,
        "crossed_flip": false
      }
    },
    {
      "date": "2026-02-27",
      "pattern": "deep_positive_gamma",
      "materialized": true,
      "details": {
        "materialized": true,
        "move_pct": 0.433
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    },
    {
      "date": "2026-03-02",
      "pattern": "gamma_transition",
      "materialized": false,
      "details": {
        "materialized": false,
        "crossed_flip": false
      }
    },
    {
      "date": "2026-03-02",
      "pattern": "deep_positive_gamma",
      "materialized": true,
      "details": {
        "materialized": true,
        "move_pct": 0.473
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    },
    {
      "date": "2026-03-03",
      "pattern": "gamma_transition",
      "materialized": false,
      "details": {
        "materialized": false,
        "crossed_flip": false
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    },
    {
      "date": "2026-03-03",
      "pattern": "deep_positive_gamma",
      "materialized": true,
      "details": {
        "materialized": true,
        "move_pct": -0.476
      }
    },
    {
      "date": "2026-03-04",
      "pattern": "gamma_positioning",
      "materialized": true,
      "details": {
        "materialized": true,
        "move_pct": 0.406,
        "range_pct": 1.086,
        "avg_daily_move": 1.07,
        "amplification": 1.01
      }
    },
    {
      "date": "2026-03-04",
      "pattern": "zero_dte_negative_gamma",
      "materialized": true,
      "details": {
        "materialized": true,
        "move_pct": 0.406,
        "range_pct": 1.086
      }
    },
    {
      "date": "2026-03-05",
      "pattern": "gamma_positioning",
      "materialized": true,
      "details": {
        "materialized": true,
        "move_pct": -0.161,
        "range_pct": 1.457,
        "avg_daily_move": 1.07,
        "amplification": 1.36
      }
    },
    {
      "date": "2026-03-06",
      "pattern": "gamma_positioning",
      "materialized": false,
      "details": {
        "materialized": false,
        "move_pct": -0.196,
        "range_pct": 0.916,
        "avg_daily_move": 1.07,
        "amplification": 0.86
      }
    },
    {
      "date": "2026-03-06",
      "pattern": "zero_dte_negative_gamma",
      "materialized": true,
      "details": {
        "materialized": true,
        "move_pct": -0.196,
        "range_pct": 0.916
      }
    },
    {
      "date": "2026-03-09",
      "pattern": "gamma_positioning",
      "materialized": true,
      "details": {
        "materialized": true,
        "move_pct": 2.02,
        "range_pct": 2.618,
        "avg_daily_move": 1.07,
        "amplification": 2.45
      }
    },
    {
      "date": "2026-03-09",
      "pattern": "zero_dte_negative_gamma",
      "materialized": true,
      "details": {
        "materialized": true,
        "move_pct": 2.02,
        "range_pct": 2.618
      }
    },
    {
      "date": "2026-03-10",
      "pattern": "gamma_positioning",
      "materialized": true,
      "details": {
        "materialized": true,
        "move_pct": 1.802,
        "range_pct": 1.281,
        "avg_daily_move": 1.07,
        "amplification": 1.68
      }
    },
    {
      "date": "2026-03-11",
      "pattern": "gamma_positioning",
      "materialized": false,
      "details": {
        "materialized": false,
        "move_pct": 1.717,
        "range_pct": 0.984,
        "avg_daily_move": 1.07,
        "amplification": 1.6
      }
    },
    {
      "date": "2026-03-11",
      "pattern": "zero_dte_negative_gamma",
      "materialized": true,
      "details": {
        "materialized": true,
        "move_pct": 1.717,
        "range_pct": 0.984
      }
    },
    {
      "date": "2026-03-12",
      "pattern": "gamma_positioning",
      "materialized": false,
      "details": {
        "materialized": false,
        "move_pct": 0.168,
        "range_pct": 1.058,
        "avg_daily_move": 1.07,
        "amplification": 0.99
      }
    }
  ]
}