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Today's intraday — SPY 5-min
Today's Session
Market Snapshot
Forward-Looking Containment
Historical analogs
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| Date | Day | Entry $ | Intraday % | SMA20 Δ | VIX 5d | VIX | EM % | Move (EM) | Contained |
|---|
Top structures by historical containment
Hypothetical option structures evaluated against today's analog days. Strikes are 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. Use as hypothesis exploration vs. the validated strategies below.
| Structure | Type | Position (legs · $1 strikes · $5 wings) | Window | Wins | Win % |
|---|
Validated Strategies
Checkpoint Detail
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 (STRANGLE) read biased high; short-vol read biased low. Every strategy holds to expiry. Skip days are real decisions; do not force trades.
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