SPY 0DTE Briefing — Calibration

What this measures. Each row compares what the briefing predicted at 1:30 PM ET (entry spot, ±1 EM band, analog median target, VIX-implied 1σ ±2-day cone) to the SPY close that actually landed. It calibrates projections, not strategy P&L — an 80% 1.0-EM hit rate doesn't imply an 80% IC win rate; those are different metrics.

Aggregate hit rates

Sessions logged —
Same-day resolved —
±0.5 EM hit rate —
±1.0 EM hit rate —
±1.5 EM hit rate —
Analog direction hit rate —
2-day cone resolved —
2-day cone hit rate —

Per-session detail

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Date Anchor Entry $ EM $ Analog target (EM) Actual close Move (EM) Contained Dir. σ (2d) D+2 close 2-day cone

How outcomes resolve

Same-day outcome lands when the next nightly Polygon refresh ingests today's close (≈ 5 AM ET on the following trading day). The 2-day cone outcome resolves when D+2's close lands — roughly the morning of D+3. Pending rows are honest: the projection was made at 1:30 PM ET on the session date and we're waiting on the market.