These are the older docs. They cover the Score, Macro and Amatout pages, and several features described here have since been removed (CVD, the Z-score and sentiment alerts, the while-open alerts, the scanner, the old Home cards). The current docs are at Docs.

The home page (/) is the single-screen radar for the session. It auto-refreshes every minute and runs 4 parallel API calls on load.

Session Clock

Sticky header shows the CME equity futures session status with a live countdown. Green = Regular or Extended hours. Amber = 1-hour break (5–6 PM ET). Gray = Weekend or fully closed. DST-aware — switches between EDT (UTC-4) and EST (UTC-5) automatically.

NQ Price Strip

Live NQ=F price, daily % change, and day high/low from the Schwab quotes API. Color: green when positive, red when negative.

NQ 4H and Daily Score Cards

At-a-glance exhaustion scores for both timeframes. Tapping either card opens the full Exhaustion Tracker. Shows the MoS X-Signal indicator if it has fired.

Gamma Exposure Indicators

Three gamma badges — NQ, ES, and SPCX — show the current GEX regime (POSITIVE or NEGATIVE) alongside the gamma flip level for each instrument. When both NQ and ES are in negative gamma, the Market Stress Score is automatically boosted by +15 points; if only one is negative, +8 points. This adjustment is shown inline on the stress card.

Market Stress Score

A 0–100 composite score that synthesizes VIX level, sector breadth, NQ leader performance, DXY, and real yields into a single risk-environment reading. Gamma-adjusted in real time. Labels: NORMAL (0–29) · ELEVATED (30–49) · HIGH (50–69) · EXTREME (70–100). Use it to size trades — avoid aggressive fades in EXTREME stress; in NORMAL, standard size applies.

Key Levels

Where price sits relative to the value area, and the nearest level above and below it. Tap through to the Levels page for the full volume profile and the session's structure.

AI Analysis

Tap the AI button to generate a synthesized market narrative. The model reads live score, macro bias, GEX regime, sector breadth, leaders, VIX, and DXY, then writes a plain-English read of current conditions and what to watch for. Tap ↻ to refresh on demand.

Tap title to go Home

Every page header shows AMAGEDON in small caps above the page title. Tapping it takes you straight back to the Home dashboard from anywhere in the app.

Swipe between pages

On mobile, swipe left or right to move through the bottom-bar pages in order: Home → Score → Levels → GEX → Rotation. Swipe is disabled on GEX (that page uses horizontal scrolling internally).

☰ Menu

The menu button opens one drawer listing every page. It is defined in a single place now, so a page cannot go missing from it — previously each page carried its own copy of the list and two of them had drifted out of date.

The bar along the bottom carries the five pages worth reaching for mid-session — Home, Score, Levels, Rotation and GEX — because the bottom of the screen is where a thumb actually reaches. Symbol and timeframe switches sit just above it for the same reason; they used to live in the top header, which is the furthest point from your hand. On a desktop there is no thumb to reach with, so both return to a sidebar and the flow of the page.

Desktop sidebar

On screens ≥ 768 px the bottom tab bar is replaced by a fixed left sidebar. The sidebar footer shows the live CME session status (RTH / ETH / BREAK / CLOSED, or Closed — holiday and Closed — early close on US market holidays and half days) and ET clock, updated every second.

Install as app (PWA)

AMAGEDON is a Progressive Web App. On iPhone/iPad tap Share → Add to Home Screen. On Android open the browser menu → Install App. Once installed it runs full-screen with no browser chrome and works offline for cached pages.

The composite signal synthesizes three independent data streams into a single actionable verdict. It is not a replacement for reading the full score — it is a prioritization tool.

The scanner card on the Score page fetches the 4H exhaustion score for NQ, ES, MNQ, MES, QQQ, TQQQ, SPY, IWM, RTY, CL, GC, SI, ZN, 6E, and XRP simultaneously and ranks them so you instantly see where the most actionable setups are.

What each row shows

Symbol · inline score bar (0–100, red/amber/green) · mini price sparkline (last 20 bars) · numeric score · signal label · daily % change. The ✕ prefix appears when an active MoS X-Signal has fired for that symbol.

Sort modes

Score (default) — highest exhaustion first. Use this to find fade candidates. Move — largest absolute % change first. Use this to see what is moving most today.

Deep-linking

Tapping any row opens the Exhaustion Tracker with that symbol pre-selected, so you go straight to the full breakdown without having to manually switch symbols.

🔔 Real Alerts — Screen Off (Web Push)

True OS-level push notifications delivered to your device even when the screen is off and the browser is closed. Enable in Settings → Real Alerts. Once subscribed, the server checks every 5 minutes and fires a notification the moment a condition crosses its threshold.

Alert conditions

Market selector

In Settings, choose which of your markets to watch — any futures market or stock, up to 12. Each selected market is checked independently — conditions and alert state are tracked separately per instrument. You can receive an excursion alert on natural gas and a gamma alert on NQ at the same time.

Edge detection & re-arm

Toast banner

When a fresh MoS X-Signal fires (pineNorm ≥ 95% of threshold AND |MoS| ≥ 15 for the first time), a banner slides in at the top of the Exhaustion Tracker showing the signal side (FADE SHORT / FADE LONG) and the score. Tap ✕ to dismiss. Works regardless of notification permission.

Sector tiles

Each of the 11 sectors (XLK, XLC, XLY, XLV, XLI, XLF, XLP, XLE, XLB, XLU, XLRE) shows today's % change, color-coded green/red. Count of sectors up vs down shown at the top (e.g., "9 up · 2 down").

Rotation read

NYMO

NYSE McClellan Oscillator — breadth momentum across all NYSE-listed stocks. Positive = more stocks advancing than declining on a smoothed basis. Negative = broad selling pressure even if indices are flat. Extreme readings (above +60 or below −60) historically mark short-term turning points.

Both the Exhaustion Tracker and Macro Dashboard display a data freshness indicator so you always know whether you're looking at live data or a stale snapshot.

On the macro page the timestamp itself changes color (gray → amber → red). Tap the ↻ refresh button to force an immediate update.

Every metric row in the Exhaustion Tracker has a small ? button next to its label. Tapping it expands an inline explanation of what the indicator measures, how to interpret its current value, and why it contributes to the score. Tap again to collapse. Multiple tooltips can be open simultaneously. This replaces the need to cross-reference the Guide while actively reading a score.

KAMA is a self-adjusting moving average. When price is trending efficiently it reacts fast (like a 3-period EMA). When price is choppy it slows down (like a 30-period EMA), filtering out noise. All momentum metrics — Z-score, autocorrelation, variance ratio, velocity — run on KAMA instead of raw close.

ER (Efficiency Ratio) = 0 when choppy, 1 when straight line. SC (Smoothing Constant) is squared to exaggerate the contrast between trending and noise regimes.

It is a weighted average of six structural components, each scored 0–100. There is no oscillator anywhere in it — the score was rebuilt from dealer positioning, price structure, options pricing and the volume distribution, so that it derives from the same data the rest of the app shows.

Reading the card

Each component shows its own bar and a one-line reason, so the headline is never a black box — when it moves you can see which component moved it. The card also names the side a fade would take, from price's position relative to the value area, falling back to recent momentum when the volume profile is unavailable.

Coverage

Weights renormalize across whatever components have data. If an engine is unavailable the card reports coverage below 100% rather than letting a missing input drag the score toward zero and look like a trend signal. Treat anything under about 70% coverage as provisional.

Alerts

Crossing 75 pushes a notification carrying the score, the side to fade, and the component contributing most. It fires on the crossing only and re-arms after the score falls back, so a score that sits high does not repeat.

Every other page describes the market's condition. This one describes its location — where contracts actually changed hands, and therefore which prices the auction is likely to defend or return to. It is built from one Schwab call: 5-minute bars over the ten days Schwab serves at minute resolution.

Value area — POC, VAH, VAL

Volume is accumulated at each price to build a distribution. The POC is the price with the most volume; the value area is the band around it holding 70% of the session's volume, bounded by VAH above and VAL below.

RVOL — the part that decides

Relative volume compares today's cumulative volume against the median of prior sessions at the same point in the session — not against a whole prior day, which would make every morning look quiet. It is the difference between the two readings that matters: price outside value on heavy volume is acceptance and fading it means shorting a trend day, while the identical price on light volume is an unbacked excursion the auction usually rejects. This is the logic the Score's Location component runs.

Naked POCs

A prior session's POC that no later session has traded back through. Unfinished business, and a magnet — price tends to revisit prices where large volume once traded but has not been retested. Only sessions later than the one being checked count, because a level already revisited carries no pull.

Initial balance & overnight range

The initial balance is the first hour of RTH. Range extension beyond it is the classic trend-day tell; a session that never leaves it is a balance day. The overnight range is the Globex high, low and midpoint — where the RTH open sits relative to it separates continuation from reversion. Futures sessions are rolled at 18:00 ET so an evening bar is filed under the correct trade date; equities use pre-market only, so their post-market bars are never counted as overnight.

HVN / LVN

High-volume nodes are shelves price grinds inside. Low-volume nodes are the thin pockets between them, which price crosses quickly — which is exactly why a stop resting in one tends to get taken.

What this is not

Volume-at-price is spread uniformly across each 5-minute bar's high-low range, because Schwab serves no tick data. Levels are accurate to the bucket width, not to the tick, and the response says so. Schwab's 10-day minute cap also means naked POCs older than about nine sessions cannot be seen at all.

Base rates, not indicators. These answer a different kind of question from everything else here: not “what is the market doing” but “when this setup appeared before, what actually happened”.

Gap fill

Today's overnight gap, and how often gaps of the same size and direction returned to the prior close within the session over the past year. Fill rate is strongly size-dependent — small gaps usually fill, large ones are usually breakaways — so a single blended “gaps fill about 70% of the time” number hides the only distinction that matters.

Why gaps are measured on QQQ, not NQ

A futures daily bar opens at the 18:00 Globex roll, so its open-against-prior-close is a settlement artifact of a few ticks, not a gap. The gap an RTH trader actually trades is the cash open against the cash close, so gap statistics run on the cash proxy — QQQ for NQ, SPY for ES. The range budget still uses the instrument you actually trade. Both are labelled in the response.

Gap size in ATR, not percent

Buckets are measured in ATR units so they mean the same thing on TQQQ as on SPY — a 1% gap is routine on one and large on the other. The ATR window ends before the day being classified, so a gap is never normalized by volatility that exists only because of that same gap. Raw percent is shown alongside.

Range budget

How much of a normal day's range price has already spent, against the 20-session average daily range. A market that has used its whole range by 11:00 is a different proposition from one that has used a third of it, whatever any oscillator says. This feeds the Score's Location component directly.

Read the sample size

Buckets holding fewer than 20 observations are flagged thin and greyed out. Read those as a hint, never as a rate. And note the hard limit: daily candles show whether a gap filled, never when — a time-to-fill base rate would need intraday history per day, which Schwab caps at 10 days.

Three readings pulled from the same options chain the GEX page already fetches. They sit on the GEX page because they answer questions gamma alone cannot.

Put/call — two ratios, not one

Open interest is accumulated positioning, a stock that moves slowly. Volume is today's flow. They routinely disagree, and the disagreement is the signal: a high OI ratio with a low volume ratio is an old hedge book nobody is adding to, while volume running far above the book means fresh hedging going on right now. When they diverge, the flow is the newer information. Index put/call sits near 0.9–1.0 in normal conditions because index puts are a standing hedge — only the extremes carry information.

OI walls — and why they are not gamma walls

These are the strikes holding the most open interest, deliberately not gamma-weighted. Gamma weighting collapses toward the money and hides a far strike carrying enormous OI — and that strike is exactly the one that acts as a barrier into expiry. Aggregated across every expiry in the 45-day window, because a wall two weeks out still shapes where price can go today. The GEX page's gamma walls answer a different question and both are worth reading.

The expected-move cone

The ATM straddle at each expiry is the market's own price for how far the underlying travels by that date. Listing every expiry gives a term structure rather than the single front-expiry number the Score uses. If the cone widens more slowly than root-time, the market is pricing near-term risk richer than time alone explains — the event-then-calm shape. Widening faster means the risk is priced further out.

Limits

Options are the cash proxy's (QQQ for NQ, SPY for ES) because the futures have no listed chain at Schwab; strikes are carried onto the futures scale by the price ratio, which is shown. Option volume resets daily, so the volume ratio is noisy before the cash open and most meaningful after midday. Any expiry without a two-sided market on both straddle legs is omitted from the cone rather than estimated.

Sector relative strength

Excess return over the benchmark, measured at 1, 5 and 20 sessions and blended 0.2 / 0.35 / 0.45. The 20-day carries most because rotation that only exists today is not rotation. The breadth page ranks sectors on a single day's percent change, which is mostly noise; this is the multi-horizon version. A sector without enough history reports null for that horizon and a coverage figure, rather than a partial number that would rank alongside complete ones.

Risk appetite

The spread between average cyclical RS (XLK, XLC, XLY, XLF, XLI) and average defensive RS (XLU, XLP, XLV, XLRE). Cyclicals leading is risk-on and gives trend signals more weight; defensives leading is risk-off and gives fades more weight.

Megacap participation — read the horizon

The megacap tier is one day only. It comes from a single batched quote rather than ten more history calls, so read it as participation today, not as leadership. What it does add for free is each name's position in its 52-week range — a long-horizon strength read no short lookback can see — and relative volume against the 10-day average.

Tape — trust the spread, not the imbalance

Spread in basis points is the reliable half: a real, hard-to-fake cost-of-entry and liquidity measure. Spreads widen before and during stress, and a spread several times its normal width genuinely means size will not fill where you expect.

Imbalance is the weak half and is labelled as such. It is top of book only — one price level each side, no depth — and displayed size is the easiest thing in the market to spoof. Treat a lopsided reading as a hint about the current instant, never as evidence of direction.

Futures are excluded outright: Schwab's quotes endpoint is unreliable for them, which is why the rest of this app reads futures prices from 1-minute bars. Quotes older than five minutes are flagged stale, because outside regular hours a two-sided market can be hours old.

Pearson correlation of log returns between NQ=F and ES=F over the last 80 aligned 30-minute bars (~10 × 4H periods). This matches the same multi-day window used by the Range Fade Bollinger Bands, so the two readings stay consistent. Timestamps are matched exactly between both series before computing.

Always fetches both 4H and Daily for the selected symbol simultaneously and shows both exhaustion scores side by side. Refreshes every 2 minutes independently of the main view. Use this to confirm signal strength before acting.

How to read it

Gauge 1 · Gold (GC) vs NQ — Risk Appetite

GC and NQ are naturally inversely correlated — when risk appetite is on, money flows into equities (NQ up) and out of safe havens (GC down), and vice versa.

Gauge 2 · ES vs NQ — Index Rotation

NQ is dominated by Technology; ES is more balanced (Financials, Healthcare, Industrials carry significant weight). When sectors rotate, the two indexes diverge — the gauge shows you which one the market is favoring right now.

Session VWAP Bands

VWAP resets each day at the CME session open (6 PM ET). Bands are ± 2 standard deviations of HLC3 displacement from VWAP across all bars in the session.

HMA(21) Direction Filter

Hull Moving Average (period 21) on 30-minute bars. Only the slope direction is used — it confirms whether price momentum agrees with the expected reversion.

Signal Logic

A small line chart on the score card showing how the score has moved, with the latest point marked, the change since the previous sample, and the number of points held alongside their range. It answers the question a bare number cannot: is this score building or rolling over?A 57 on its way up from 40 means something quite different from a 57 falling back from 80.

Why it starts empty

The score depends on options positioning, and Schwab exposes no history for it — the GEX, skew and vanna readings from three days ago cannot be recovered. So unlike a price chart, this history cannot be backfilled; it accumulates from the moment the feature went live. Until there are two points the card says the trend is still building rather than drawing a flat line that would look like real data.

Sampling

Snapshots are stored at a rate matched to the timeframe — roughly every 5 minutes on 15m, 20 minutes on 4H, and 2 hours on Daily — keeping the most recent 60 points. That way the line spans a useful stretch of time instead of thousands of near-identical readings, and refreshing the page inside a sampling window does not pack the chart with duplicates.

A rising line into the fade zone means exhaustion is building. A peak rolling over suggests the reversal may already be underway. A flat line low in the range is a healthy trend with no exhaustion pressure.

📡 News Tab

Live headlines fetched server-side from Yahoo Finance for NQ=F, ES=F, and Federal Reserve searches. Duplicates removed by UUID. Each headline is classified by keyword matching:

Results are sorted: HIGH first, then by publish time descending. Top 20 shown. High-impact rows are tinted red with a HIGH IMPACT badge.

📅 Calendar Tab

Upcoming economic events from ForexFactory's public calendar for the current week and next week. No API key required. Covers all major currencies with High and Medium impact events.

Events grouped by date. Shows forecast vs previous so you can gauge the expected surprise magnitude. Once released, actual value appears in green. All times in ET. Cached for 30 minutes.

Move Z-Score (VWAP)

How far price has moved from the session VWAP in standard deviation units. Also used as context for exhaustion — direction matters.

Trend Efficiency (Kaufman ER)

Net price displacement divided by total path length over 3 bars. 1.0 = straight line, 0.0 = pure chop.

Bar Commitment (Body/Range)

Fraction of the bar's range that is body. Marubozu = 1.0, Doji = 0.0.

Price Stretch (KAMA Z-Score)

How far smoothed price has deviated from its own mean over the last 3 bars.

Mean Reversion (AC1 — Lag-1 Autocorrelation)

Measures whether KAMA log returns self-reinforce (momentum) or alternate (mean-reversion). Negative = market fighting the trend.

Market Structure (Variance Ratio)

Hurst proxy. VR > 1.0 = trending structure. VR < 1.0 = mean-reverting structure. Computed on KAMA log returns.

Wick Rejection (WER)

Fraction of the bar that is wicks. High wicks = market actively rejecting the level.

Bar Size Shrinking (Range Ratio)

Current bar range vs 5-bar average. Contraction = energy draining from the move.

Momentum (KAMA 2nd Derivative)

The acceleration of the KAMA line. Negative = move still going but slowing down each bar.

Volume vs Average (VER)

Price Velocity (VelRatio)

Current KAMA move vs its recent average. Collapse while price is at an extreme = move dying mechanically.

Hedge Completion (HC)

Composite of velocity collapse, wick rejection, and volume drop — three simultaneous signs of a completing hedge.

Macro Bias

A composite score across five macro indicators. Each indicator casts a vote (0, ±1, or ±2). VIX and DXY can vote ±2 in extreme conditions. The sum determines the overall bias label and color. Applies to both NQ and ES — sector rotation then tells you which one has the edge.

VIX — Volatility Regime

The CBOE Volatility Index measures implied 30-day volatility on the S&P 500. It directly affects how exhaustion signals should be weighted.

Treasury Yields — 10Y & 5Y

The 10-year yield (^TNX) is the discount rate used to value long-duration tech stocks that dominate NQ. Rising yields = higher discount rate = lower present value for future earnings = NQ headwind. The 5Y (^FVX) is used to compute the yield curve spread.

10Y daily change votes directly: rising yield → Bearish; falling yield → Bullish. The yield curve spread is displayed for context but does not cast a vote. Growth-heavy indexes like NQ are more rate-sensitive than value indexes like ES.

DXY — US Dollar Index

Measures the dollar against a basket of six major currencies. NQ is inversely correlated to DXY on risk-off days: a strong dollar tightens global liquidity and compresses multinational earnings.

Risk Appetite — Gold & Russell 2000

These two instruments reveal where institutional money is flowing on the day.

Gold up + RUT down = risk-off rotation — strongest bearish macro read for both indexes.
Gold down + RUT up = broad risk-on — confirms longs in NQ and ES.

Using Macro with Exhaustion Scores

PCR 10-Day EMA — Options Sentiment (Contrarian)

The CBOE equity-only put/call ratio measures how many put options (bearish bets) are being bought relative to call options (bullish bets). When retail traders panic and pile into puts, the ratio spikes. Research shows that extreme fear in the options market is a contrarian signal — the market tends to recover 5–12 trading days after a PCR spike.

The app uses a 10-day EMA to smooth out daily noise. The EMA is more reliable than a single-day reading because it captures persistent sentiment shifts, not just one panicky session.

VIX Term Structure — Near vs Medium-Term Fear

The VIX measures expected volatility over the next 30 days. But CBOE also publishes a 9-day version (VIX9D) and a 3-month version (VIX3M). Comparing these three gives you the term structure of fear — whether the market is more afraid of next week or of the next quarter.

DIX — Dark Index (Institutional Dark Pool Flow)

DIX (Dark Index) is computed by SqueezeMetrics from FINRA short-sale volume data across S&P 500 stocks. It measures the fraction of S&P 500 volume that trades on dark venues (ATS / internalized) relative to lit exchange volume. Because institutions route large buy orders through dark pools to avoid moving the price, a high DIX reading indicates that institutional buyers are accumulating quietly.

This is a 10–20 day forward signal. When institutions are buying heavily in dark pools today, the price impact of that buying typically shows up in market prices over the following two to four weeks.

How the Forward Verdict Is Computed

Each signal casts a vote: 0, ±1, or ±2. VIX votes −2 at ≥30; DXY votes ±2 beyond ±0.4%. The yield curve spread is informational only and does not vote.

What Each Label Means

How the Score Is Built (max 100 pts)

The breakdown chips on the card show exactly which components fired and how many points each contributed.

Stress vs Direction

Tile Color Key

The 11 Sectors — What They Are

Weights shift daily as prices move and indexes rebalance. Use the live Macro Dashboard heatmap for current proportions — the labels below show relative scale only.

NQ is dominated by Technology — tech alone explains most of its daily moves. ES is more balanced: Financials and Healthcare carry significant weight in ES but almost none in NQ. That difference is why NQ and ES often diverge on financial or healthcare news.

Sector-Implied Move

The dashboard computes a sector-implied move for both NQ and ES by taking the weighted average of all sector ETF daily changes using each index's actual weights.

Reading the Heatmap for NQ vs ES Divergence

Coming Up Today — Economic Events

At the bottom of the Macro Dashboard, upcoming economic events for the day (and next day) are listed with live countdowns. HIGH-impact events (red border) include FOMC decisions, CPI, NFP, GDP. Each event shows forecast vs previous value.

Fear & Greed Index (CNN)

CNN's composite sentiment gauge aggregates seven market indicators (momentum, strength, breadth, put/call, junk bond demand, market volatility, safe haven demand) into a single 0–100 score.

Global Markets — Overnight Tone

Four major international indexes give an overnight read on global risk appetite before the US cash session opens. Source: Yahoo Finance.

Decision Card — Trading Decision Label

The Decision Card synthesizes macro indicators, exhaustion score, breadth, and sector leadership into a single actionable label with a confidence level.

Market Read — Plain-English Narrative

A plain-English summary generated from live data that narrates current market conditions. Updated each time macro data refreshes. Covers:

Options Flow ⚡ (Macro Page)

The Options Flow card (⚡ on the Macro page) scans QQQ, SPY, IWM, GLD, and USO option chains for unusual sweeps — large, aggressive options orders that cross the ask and often indicate institutional directional conviction.

Verdict Logic

Reintegration Section (Zone Edge)

Set a Fibonacci zone edge price to enable this section.

Calculation

Reading the X on the Sparkline

Using the X with Gold Context

Layer 1 — Direction (HMA indicators)

These tell you which way the trend is going right now. They are always active — whether the score is 0 or 100.

Layer 2 — Exhaustion Score (0–100)

This tells you how much energy is left in that trend. It is not a direction indicator.

Layer 3 — Sentiment Oscillator (weekly buy dominance)

This measures cumulative weekly buy vs sell volume pressure. It only fires an exhaustion signal at the extremes.

Putting It Together — The Quick Read

Signal Hierarchy

Direction Consensus

Every card shows a Dir line driven by a 4-indicator majority vote — no single lagging line, real-time data only.

This replaces the Hull Moving Average. Using 3 data dimensions (bar, tick, volume) makes the signal robust — price alone can lie when volume disagrees. Majority of 6 required (≥ 3 up = bullish). Used to determine the fade direction and the DC Pro displacement bias.

Three Components

Formula

How GEX Is Calculated

Data via Schwab options chains. Proxies: NQ→QQQ, ES→SPY, GC→GLD. (Schwab provides per-contract gamma directly — no Black-Scholes required.)

Regimes

Key Levels

Using GEX with AMAGEDON

GEX History Chart

Below the Net GEX card, a bar chart records every fresh GEX fetch (up to 60 snapshots per symbol, stored locally on your device). Green bars above the zero line = positive gamma readings; red bars below = negative. A vertical accent line marks the most recent regime flip.

Max Pain

The strike price where the total dollar value of expiring options (calls + puts) is minimized for option sellers (dealers). Price tends to gravitate toward max pain as expiration approaches because dealers hedge in ways that push it there. Most relevant in the final 2 days before expiration.

PCR Volume (Put/Call Ratio)

Total put volume divided by total call volume for the near-term expiry. Above 1.0 = more puts than calls traded = bearish lean. Below 0.7 = call-heavy = bullish lean. Values between 0.7–1.0 = neutral. PCR is a sentiment indicator, not a precision timing tool — use it to confirm the direction of an exhaustion signal, not to call tops or bottoms.

ATM IV (At-the-Money Implied Volatility)

The implied volatility of the closest strike to the current spot price. Green (<20%) = low vol, signals reliable, standard size. Amber (20–30%) = elevated vol, allow wider stops. Red (>30%) = high vol, reduce size 20–30% and be aware that exhaustion signals may fire early.

Gamma Walls (Positive & Negative Levels)

The strikes with the largest positive GEX (call walls) and largest negative GEX (put walls) near the current price. Each row shows the ETF strike, the equivalent futures price, and the GEX magnitude as a horizontal bar.

GEX Profile Chart

A horizontal bar chart of every strike's net GEX. Green bars extend right (positive GEX = support), red bars extend left (negative GEX = resistance/fuel). The yellow spot line marks the current ETF price. The width of a bar shows how much GEX is concentrated at that strike relative to the largest level.

Per-Strike GEX Table

Full breakdown of every strike within ±5% of spot: call gamma, put gamma, call volume, put volume, net GEX (M$), delta-adjusted GEX, and gamma flow. The current spot row is highlighted in gold. Scroll horizontally on mobile. Use this to see exactly which strikes carry the most structural weight.

Position

Volatility surface

Measured versus modelled

Schwab supplies delta, gamma, theta and vega per contract directly. Vanna and charm are second-order Greeks it does not provide, so they are derived with Black–Scholes from the chain’s own implied vol and days to expiry. They are reliable for reading the regime; treat the dollar magnitudes as good estimates rather than exact figures. Options data uses an ETF proxy — QQQ for NQ, SPY for ES, GLD for GC.

Metrics

Data handling

Continuous futures series carry contract-roll gaps, and a single bad tick would sit in the tail of every window it touches and inflate realized vol for a month. Daily returns beyond 25% are treated as data artifacts rather than market moves — index futures are limit-bound well inside that — and the count of anything filtered is reported alongside the results.

Display Theme

Five color themes available in Settings. Each changes the entire app's color palette and is saved to localStorage.

Data Sources

Schwab (futures prices, options chains) · Alpaca (equity quotes) · FRED (macro data, 1-day lag) · Yahoo Finance (indices, sectors, global markets) · CNN (Fear & Greed) · CBOE (VIX, PCR) · SqueezeMetrics (DIX). All data is for informational purposes only — not financial advice.

📡 News

Live headlines from Yahoo Finance, CNBC, and MarketWatch. Articles are classified as HIGH (red dot), MEDIUM (orange), or NORMAL. HIGH-impact items include Fed speakers, CPI, NFP, tariffs, geopolitical events. Sorted high-impact first, then by recency.

⚡ Futures

Live prices and % change for 35 instruments across 7 groups: Equities (NQ, ES, YM, RTY, Nikkei, VIX), Bonds (10Y, 30Y, 2Y, Fed Funds), Metals (Gold, Silver, Platinum, Copper), Energy (WTI, Brent, Nat Gas, Gasoline), Agriculture (Wheat, Corn, Soybeans, Coffee, Sugar, Cotton), FX (Dollar, EUR, JPY, GBP, AUD, CAD, CHF), Crypto (BTC, ETH, SOL, XRP). Each card shows prev close, 5-day sparkline with direction arrows, 5d net %, and Expected Move (day + week).

Expected Move source — labelled IV (blue) or HV (grey): NQ uses VXN, ES uses VIX, GC uses GVZ, CL uses OVX — all CBOE annualised implied volatility indices. Formula: price x (IV/100) / sqrt(252) for daily 1-sigma move; x sqrt(5/252) for weekly. All other instruments use 5-day realised volatility (historical vol) as a proxy.

Movers tab is always-on: Futures Gainers/Losers sorted by % change (24/7), Crypto Trending from CoinGecko, and US Equity screener (most active, top gainers/losers) during US market hours only.

🔥 Trending

What the market is talking about right now. StockTwits trending symbols (by watchlist volume), Yahoo Finance trending searches, CoinGecko top 7 trending crypto coins, and Reddit r/WallStreetBets hot posts with score and comment count.

📈 Movers

Top movers from Yahoo Finance screener. Most Active by volume, Top Gainers, Top Losers — each showing symbol, name, price, and % change. Useful for spotting rotation and sector flows in real time.

📅 Calendar

Upcoming economic events with expected vs actual values. HIGH impact events (red) include FOMC, CPI, NFP, GDP. USD events are bolded. Use alongside the News tab before a scheduled release to check if the Score is elevated due to positioning.

The Three Curves

Reading the Values

Chart zone backgrounds match: red when compound is positive (extended), green when negative (washed out). Month labels at the top color by the end-of-month compound reading so you can see how each month resolved.

Signal Cases — The Analysis Block

Why Oscillators Lag — The Core Insight

RSI and MFI are relative strength oscillators — they measure whether recent closes are stronger or weaker than recent ranges, not where price is in absolute terms. In a downtrend, sellers push price lower but buyers absorb each dip, so RSI and MFI stay above 50 even as price falls. This is not a contradiction — it means the selling is orderly and demand is still present at lower levels.

The reversal setup becomes highest conviction when oscillators finally capitulate below zero — because that is when the last dip buyers have given up. With no buyers left absorbing the supply, there is nothing left to push price further. Maximum oscillator pessimism is the setup, not the warning.

Time Windows — 1M / 3M / 6M

The tabs change how much historical context is shown, not the current reading itself. The values in the series list always reflect today's reading (the last computed daily bar). What changes when you switch tabs is the sparkline trajectory next to each series label.

Using Amatout with the Exhaustion Tracker