| Signal | Direction | Score | Conf | Weight | Detail |
|---|---|---|---|---|---|
| P/C OI Ratio | +0.50 | 51% | 5% | P/C 1.884 (P71, z=0.6) | |
| VIX Term Structure | +0.58 | 80% | 15% | VIX1D/VIX=0.8871, VRP pct=0.98 | |
| Delta Divergence | +0.20 | 56% | 30% | ΔP corr=0.685 (z=0.006), pctl=74 | |
| VIX Decomposition | -0.56 | 67% | 25% | DC z=-1.06, TA z=+1.72 → BEARISH, sticky-dom [STICKY SPIKE] | |
| CONTEXT (non-directional) | |||||
| RORO | Score 71.0 (🟢🟢 STRONG RISK-ON) | ||||
| GEX/SpotGamma | Spread 500pts, CW=7038 PW=6538 ZG=6861 | ||||
| Correlation Divergence | Composite z=-0.86, 0 pos/1 neg extremes | ||||
| COT Positioning | Dealer z52=-2.1 (contrarian), AM z52=1.4 (trend) | ||||
| FOMC Cycle | Next FOMC: 2026-03-18 (20d away) | ||||
| VPOC Proximity | VPOC 6880.25, dist +6.8pts, BELOW_VA | ||||
| Gap Momentum | Gap -1.17% → follow | ||||
| FactorMiner F080 | Trend 30%, R²=0.16 — CHOPPY → expect higher vol tomorrow | ||||
| Overnight Session | OVN=-0.783 (BEARISH, 0th pctl) | ||||
| 0DTE Range Forecast | ATM conc=0.481 → range=1.78% (NORMAL, opp=0.50) | ||||
| YZ Vol Stress | YZ p5 RSI 71 → trending (0.9x moves) | ||||