A
Market Regime
RISK-ON / BULLBIAS: CALLS
VIX 19.86 ▼ -2.36%
SPY off — low (—)
SPY 10-day recovery
VIX Term Structure
CONTANGO
9D=16.31 → Spot≈19.86 → 1M=19.69 → 3M=21.18
◈
Cross-Asset Snapshot
Δ
Delay Detector
When to enter · What must happen firstEntry Score
0.55
WAIT FOR CONFIRMATION
C
Best Trade Ideas
S
Scenario Tree
Bayesian branches · Probability-weighted outcomes
B
Top Catalysts
D
Timing Engine
| Window | Action | Trigger | Size | Status |
|---|
E
Options Efficiency
| Ticker | Expiry | Strike | IV Est. | Premium Est. | Efficiency | Note |
|---|
F
Noise Filter
Losers to ignore vs. monitor
⚡
Final Action Board
Immediate · Tomorrow · 3D · 1W · 1M
F2 · MONTE CARLO ENGINE
10K paths
G
Falcon Algo — Position Sizer
R(t) = Rmax · m(t) = Rmax/7 · Σ si(t) | Live signals recalculate every 30s | Computed m(t): 0.786
H
Quant Engine
Kalman Filter · Hurst Exponent · Shannon Entropy · Sharpe-Kelly · VIX Slope Signal
I
Monte Carlo / GBM Engine
10,000 paths · GBM + Ornstein-Uhlenbeck · Stochastic Oscillator
J
Options Analytics
Black-Scholes Greeks · IV Rank · Expected Move · Advanced Trade Score
K
Backtesting Engine
v2 Regime-Specific Engine · SQUEEZE + CHOP_MR Only · CALL Only · Net of Theta + Slippage + Spread · Apr 2025 – Apr 2026
L
Overnight Intelligence
ES/NQ Futures · Pre-Market Gap · Gap Fill Risk · Dealer GEX Regime
M