The model scores how likely price will HOLD (bounce) vs BREAK through each level. KEY FACTORS (in order of importance): 1. CONFLUENCE (42% of model) — more levels stacked together = stronger zone 2. TIME OF DAY — morning 50% hold, afternoon 69% hold 3. VOLUME — low volume approach = holds more, high volume = breaks 4. LEVEL TYPE — VWAP+2σ (71%) vs session low (47%) GEX REGIME EFFECT: 🟢 POS GEX: levels hold 62% → fade approaches 🔴 NEG GEX: levels hold 40% → expect breakouts BEST SETUPS (from 70K event backtest): • Afternoon + VWAP+2σ + POS GEX = 87% hold (N=1,536) • Session high retest + POS GEX + afternoon = 84% • Any 3+ confluence zone + afternoon = 80%+ WORST SETUPS (expect breakout): • Morning + isolated level + NEG GEX = 15-25% hold • Session low in any regime = 47% • GEX flip levels = 39% hold WHAT TO DO: >70% Hold → Fade the approach (buy support / sell resistance) 50-70% → Wait for confirmation (delta flip, book depth) <50% → Trade the breakout direction