F2
TODAY
—
FETCH LIVE DATA
OR RUN LOCALLY
python scripts/fetch_now.py --commit
01
VERDICT BRIEF
PENDING
Loading session…
02
MARKET WIRE
SPY
—
OPEN
—
CLOSE
—
RANGE
—
VIX
—
INTRADAY Δ
—
EM @ 1:30
—
SMA20 Δ
—
VIX 5D
—
03
SESSION CYCLE
09:30
PRE-OPEN
·
09:40
MORNING
·
11:30
MID-MORNING
·
13:30
PRIMARY ENTRY
·
14:00
POST-ENTRY
·
04
DEPLOYMENT — PER-LEG DETAIL
—
05
INTRADAY — SPY 5-MIN
TODAY ONLY
SPY TODAY
PRIOR CLOSE
1:30 ENTRY
5-DAY HISTORY + 2-DAY FORECAST
LAST 5 CLOSES
±1 EM
ANALOG MEDIAN
VIX 1σ ±2D
06
FORWARD-LOOKING CONTAINMENT
—
07
HISTORICAL ANALOGS
| DATE | DAY | ENTRY $ | INTRADAY % | SMA20 Δ | VIX 5D | VIX | EM % | MOVE (EM) | CONTAINED |
|---|
08
TOP STRUCTURES — HISTORICAL CONTAINMENT
Hypothetical option structures evaluated against today's analog days. Strikes computed against the headline checkpoint's spot and EM dollars; wings default to $5. Sorted by historical win rate. Not P&L — doesn't model credits, slippage, or fill quality.
| STRUCTURE | TYPE | POSITION | WINDOW | WINS | WIN % |
|---|
09
VALIDATED STRATEGIES
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10
CHECKPOINT DETAIL
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·
ABOUT THIS BRIEFING
Research-grade decision support. PF values are shown with bootstrap 90% CI bounds. Absolute P&L estimates carry the engine's BSM-bias caveat — long-vol strategies (Long Call, Morning Long Put / Long Call) read biased high; short-vol read biased low. Every strategy holds to expiry. Skip days are real decisions; do not force trades.