{
  "timestamp": "2026-04-15T14:20:00.350177-08:00",
  "composite_score": 4.7,
  "composite_raw": 0.0468,
  "confidence": 0.59,
  "regime": "NEUTRAL",
  "action": "FLAT / NO EDGE",
  "color": "#888888",
  "signals": [
    {
      "name": "P/C OI Ratio",
      "signal": 0.49979999999999997,
      "confidence": 0.508,
      "weight": 0.05,
      "raw": 1.884,
      "regime": "NEUTRAL",
      "detail": "P/C 1.884 (P71, z=0.6)",
      "source": "oi-signal.json",
      "timestamp": "2026-04-15T14:19:43.019369-08:00"
    },
    {
      "name": "VIX Term Structure",
      "signal": 0.5820000000000001,
      "confidence": 0.8,
      "weight": 0.15,
      "raw": {
        "vix": 27.29,
        "vix1d": 24.21,
        "vix3m": 26.95,
        "vix9d": 28.98
      },
      "regime": "BULLISH",
      "detail": "VIX1D/VIX=0.8871, VRP pct=0.98",
      "source": "vix_term_structure_signal.json",
      "timestamp": "2026-03-12"
    },
    {
      "name": "Delta Divergence",
      "signal": 0.2013,
      "confidence": 0.56104,
      "weight": 0.3,
      "raw": {
        "corr": 0.685,
        "delta_z": -1.375
      },
      "regime": "BULLISH (divergence \u2192 MR up)",
      "detail": "\u0394P corr=0.685 (z=0.006), pctl=74",
      "source": "delta-divergence-signal.json",
      "timestamp": "2026-04-15"
    },
    {
      "name": "VIX Decomposition",
      "signal": -0.5633,
      "confidence": 0.667,
      "weight": 0.25,
      "raw": {
        "up_conv": -0.5717,
        "up_conv_z": -1.0586,
        "down_conv": 0.4979,
        "tail_asym_z": 1.7212,
        "deep_calls_component": -0.3529,
        "tail_asym_component": -0.5737,
        "dominant_factor": "sticky",
        "sticky_spike": true,
        "vix_change": -1.23
      },
      "regime": "BEARISH [STICKY SPIKE]",
      "detail": "DC z=-1.06, TA z=+1.72 \u2192 BEARISH, sticky-dom [STICKY SPIKE]",
      "source": "vix-decomp-signal.json",
      "timestamp": "2026-04-15T15:20:00.304317",
      "context": {
        "decomposition": {
          "sticky": -2.762,
          "parallel": 1.533,
          "put_grad": 0.123,
          "call_grad": 1.594,
          "down_conv": 0.498,
          "up_conv": -0.572
        },
        "spike_interpretation": "Moderate VIX move, sticky-dominant",
        "up_conv_z": -1.0586,
        "tail_asym_z": 1.7212,
        "dominant_factor": "sticky"
      }
    }
  ],
  "context": [
    {
      "name": "RORO",
      "signal": 0.7090000000000001,
      "confidence": 1.0,
      "weight": 0.0,
      "raw": 70.9,
      "regime": "\ud83d\udfe2\ud83d\udfe2 STRONG RISK-ON",
      "detail": "Score 70.9 (\ud83d\udfe2\ud83d\udfe2 STRONG RISK-ON)",
      "source": "roro-live.json",
      "timestamp": "2026-04-15T15:19:42.384621"
    },
    {
      "name": "GEX/SpotGamma",
      "signal": 0.1,
      "confidence": 0.3,
      "weight": 0.0,
      "raw": 500.0,
      "regime_label": "pos (ES 0.4% above flip)",
      "detail": "Spread 500pts, CW=7038 PW=6538 ZG=6861",
      "source": "spotgamma-levels.json",
      "timestamp": "2026-04-15T05:49:46.007755",
      "context": {
        "call_wall_es": 7038.0,
        "put_wall_es": 6538.0,
        "zero_gamma_es": 6861.0,
        "spread": 500.0
      }
    },
    {
      "name": "Correlation Divergence",
      "signal": 0.2,
      "confidence": 0.4,
      "weight": 0.0,
      "raw": -0.856,
      "regime": "Long breadth: 1, Short: 0",
      "detail": "Composite z=-0.86, 0 pos/1 neg extremes",
      "source": "correlation-divergence.json",
      "timestamp": "2026-02-26T08:06:11.690169",
      "extremes": {
        "ES_GOLD": -1.251,
        "ES_JPY": -1.76
      }
    },
    {
      "name": "COT Positioning",
      "signal": 0.6,
      "confidence": 0.4,
      "weight": 0.0,
      "raw": {
        "dealer_z52": -2.13,
        "am_z52": 1.37,
        "lev_z52": 1.0
      },
      "regime": "Dealer z=-2.1, AM z=1.4, Lev z=1.0",
      "detail": "Dealer z52=-2.1 (contrarian), AM z52=1.4 (trend)",
      "source": "cot-analysis.json",
      "timestamp": "2026-04-10T13:00:12.233754"
    },
    {
      "name": "FOMC Cycle",
      "signal": 0.0,
      "confidence": 0.3,
      "weight": 0.0,
      "raw": 20,
      "regime": "NEUTRAL",
      "detail": "Next FOMC: 2026-03-18 (20d away)",
      "source": "fomc-analysis.json",
      "timestamp": ""
    },
    {
      "name": "VPOC Proximity",
      "signal": -0.0629,
      "confidence": 0.69,
      "weight": 0.0,
      "raw": 6.75,
      "regime": "AT_VPOC",
      "detail": "VPOC 6880.25, dist +6.8pts, BELOW_VA",
      "source": "vpoc-signal.json",
      "timestamp": "2026-04-15T14:19:45.720017-08:00"
    },
    {
      "name": "Gap Momentum",
      "signal": -0.9926,
      "confidence": 0.95,
      "weight": 0.0,
      "raw": -1.1651,
      "regime": "GAP_DOWN\u2192SHORT",
      "detail": "Gap -1.17% \u2192 follow",
      "source": "gap-fade-signal.json",
      "timestamp": "2026-04-15T18:19:46.986846-04:00"
    },
    {
      "name": "FactorMiner F080",
      "signal": 0,
      "confidence": 0.6,
      "weight": 0.0,
      "raw": {
        "f080_eod": 0.0149,
        "f080_z": -0.0486,
        "trend_pct": 0.295,
        "last_r2": 0.159,
        "strong_signal_pct": 0.295
      },
      "regime": "CHOPPY (29% trending, R\u00b2=0.16)",
      "detail": "Trend 30%, R\u00b2=0.16 \u2014 CHOPPY \u2192 expect higher vol tomorrow",
      "source": "factorminer-f080-signal.json",
      "timestamp": "2026-03-02",
      "context": {
        "trend_pct": 0.295,
        "vol_regime": "CHOPPY \u2192 expect higher vol tomorrow",
        "f080_eod": 0.0149,
        "intraday_use": "OOS Sharpe 2.12 at 30-bar fwd \u2014 use for entry timing, not daily bias"
      }
    },
    {
      "name": "Overnight Session",
      "signal": -0.783,
      "confidence": 0.9,
      "weight": 0.0,
      "raw": {
        "premarket_return": 0.0,
        "premarket_z": -0.129,
        "breadth": 0.0,
        "breadth_z": -6.153,
        "ovn_return": -68.64,
        "ovn_return_z": -0.978
      },
      "regime": "BEARISH",
      "detail": "OVN=-0.783 (BEARISH, 0th pctl)",
      "source": "overnight-signal.json",
      "timestamp": "2026-03-03"
    },
    {
      "name": "0DTE Range Forecast",
      "signal": 0,
      "confidence": 0.8,
      "weight": 0,
      "raw": {
        "expected_range_pct": 1.776,
        "range_z": 0.47,
        "conc_z": -0.77,
        "range_regime": "NORMAL",
        "opportunity_score": 0.5
      },
      "regime": "NORMAL",
      "detail": "ATM conc=0.481 \u2192 range=1.78% (NORMAL, opp=0.50)",
      "source": "dte0-range-signal.json",
      "timestamp": "2026-03-02",
      "context": {
        "expected_range_pct": 1.776,
        "range_regime": "NORMAL",
        "opportunity_score": 0.5,
        "atm_concentration": 0.4814
      }
    },
    {
      "name": "YZ Vol Stress",
      "signal": 0,
      "confidence": 0.8,
      "weight": 0,
      "raw": {
        "regime": "trending",
        "yz_vol": 0.000142,
        "yz_vol_percentile": 4.3,
        "rsi": 61.9,
        "atr": 0.88,
        "vol_multiplier": 0.89
      },
      "regime": "TRENDING",
      "detail": "YZ p4 RSI 62 \u2192 trending (0.9x moves)",
      "source": "yz-vol-stress-live.json",
      "timestamp": "2026-04-15T15:19:59.558128",
      "context": {
        "regime": "trending",
        "vol_multiplier": 0.89,
        "vol_context": "TRENDING \u2014 normal size, follow direction",
        "yz_vol_percentile": 4.3,
        "rsi": 61.9,
        "position_sizing": "Full size OK"
      }
    }
  ],
  "agreement": 0.75,
  "active_signals": 4,
  "notes": [
    "P/C OI Ratio: BULLISH (P/C 1.884 (P71, z=0.6))",
    "VIX Term Structure: BULLISH (VIX1D/VIX=0.8871, VRP pct=0.98)",
    "VIX Decomposition: BEARISH (DC z=-1.06, TA z=+1.72 \u2192 BEARISH, sticky-dom [STICKY SPIKE])",
    "GEX/SpotGamma: Spread 500pts, CW=7038 PW=6538 ZG=6861",
    "FactorMiner F080: Trend 30%, R\u00b2=0.16 \u2014 CHOPPY \u2192 expect higher vol tomorrow",
    "0DTE Range Forecast: ATM conc=0.481 \u2192 range=1.78% (NORMAL, opp=0.50)",
    "YZ Vol Stress: YZ p4 RSI 62 \u2192 trending (0.9x moves)"
  ]
}