Dashboard, Report & Signal Guide
The master reference for this platform. Part 1 explains how to read the dashboard — regime, score, alerts, the leading/lagging view, and signal alignment. Part 2 is a per-signal reference: every indicator, its thresholds, the correlation pair ladder, report sections, data sources, and the pulse-check workflow.
Part 1 Reading the Dashboard
The regime, score, alerts, and interpretive text — what they mean and how to use them.
How to Read the Dashboard
Every signal on the dashboard is evaluated against a five-level scale shown as a colored dot next to the value. The dot tells you the signal's condition at a glance without needing to memorize thresholds.
The Signal Health score (0–100) combines all signals into a single number. The Market Regime classifies the overall environment. These two can disagree — a high score with a cautious regime means underlying conditions are strong but specific risks are present. A bridge text explains the disagreement when it occurs.
Leading indicators (DIX, GEX, HY OAS, Breadth, Energy regime) tend to move before price. Lagging indicators (VIX, Sentiment, Cross-asset correlations) confirm what's already happened. Weight leading signals more heavily for forward-looking decisions.
Market Regime
Classifies current conditions into one of five regimes based on dark pool activity, credit spreads, volatility, breadth, and positioning. Updated every 15 minutes during market hours.
RISK-ON
Triggers: DIX strong, GEX positive, HY OAS tight, breadth broad, VIX low
Structural supports intact with broad participation. The floor is solid.
Favor long positions, full sizing. Conditions support risk-taking.
CAUTIOUS
Triggers: Most supports intact but one or two lagging — typically breadth < 50% or credit widening
Mostly there but mixed signals warrant caution. Not all sectors participating.
Be selective. Favor quality, slightly smaller sizes. Watch the lagging signal.
TRANSITIONAL
Triggers: Signals actively disagree — some improving while others deteriorate
Between regimes. Direction is unclear. Often seen at turning points.
Reduce exposure or wait for clarity. Don't force trades when signals conflict.
RISK-OFF
Triggers: Multiple structural supports weakening — rising HY OAS, falling breadth, weak DIX, negative GEX
Environment deteriorating. Institutional buyers stepping back.
Favor defensive sectors, reduce longs, consider hedges. Cash is a position.
PANIC
Triggers: Acute stress across all dimensions — extreme VIX, wide credit, collapsed breadth, heavy put buying
Systemic stress. Capital preservation mode.
Hedge everything. No new longs. Wait for stabilization.
Evaluation order: PANIC (most restrictive) → RISK-OFF → RISK-ON → CAUTIOUS → TRANSITIONAL (default).
Signal Health Score
Composite 0-100 measure of structural market health — not direction. A high score means the plumbing is intact (liquidity flowing, credit calm, institutions buying). Normal markets score 55-60.
Score Components (18, sum to 100)
Component maxes rebalance during certain regimes. When the energy regime is SHOCK or CRISIS, Correlations doubles to 10 (cross-asset transmission is the dominant signal), BTC drops to 0, and Sectors scales to 3 — total stays at 100. Overrides are declared in score_weights.json → regime_overrides.
Score Ranges
Score-Regime Reconciliation
When the score and regime disagree, bridge text (italicized line below regime name) explains the divergence.
Alerts
Threshold-based alerts fire when signal thresholds are crossed. They appear in the Alert Feed on the dashboard and in the alert history. The full catalog of all 59 alert definitions — triggers, severity, category, and cross-detection rules — is documented on the alert reference page.
Structural supports are breaking. Requires immediate attention.
Conditions deteriorating or a notable threshold crossed.
Informational — often bullish confirmations or position reclaims.
Active
Condition is present. Displayed in the alert feed until resolved.
Resolved
The underlying condition cleared automatically. Visible for 30 days.
A few examples
Full catalog (59) →Deeply negative GEX + credit stress + breadth collapse. All structural supports breaking.
Stagflation score above 75 — breakeven rates signaling entrenched inflation expectations.
GEX flipped negative — dealer hedging now amplifies moves instead of dampening them.
A SPY-paired correlation moved into warning or severe — the normal cross-asset relationship is breaking.
DIX strong + GEX positive + credit tight + breadth broad. Full support.
The Five-Level Signal Scale
Every signal is evaluated against this universal scale. The colored dots next to signal values map to these levels.
Favorable
Conditions are constructive. Supports risk-taking.
Leaning
Slightly positive — tilting constructive.
Neutral
No strong signal either way.
Cautionary
Deteriorating. Risk management warranted.
Adverse
Danger zone. Immediate attention.
Leading vs Lagging Indicators
The dashboard's leading/lagging paragraph tells you: are predictive signals confirming or diverging from confirmatory ones?
Leading — move before price
DIX direction
Institutional dark pool buying shifts before price moves
GEX sign
Gamma exposure flip changes the vol regime before VIX reacts
HY OAS direction
Credit spreads widen before equity selloffs
Breadth trend
Participation narrows before indices roll over
Energy regime
SHOCK/CRISIS acts as a leading macro headwind — margin compression follows
Coincident — move with price
SPY vs ZGL
Price vs zero gamma level shows real-time dealer dynamics
0DTE PCR
Same-day options flow reflects current session sentiment
VIX level
Implied volatility responds to current conditions
Lagging — confirm after
Sentiment score
News sentiment aggregation lags by hours to days
VIX level
Implied vol reacts to price moves that have already happened
Cross-asset correlations
Confirm or deny transmission after the structural signals move
When leading indicators deteriorate while lagging indicators still look fine, the leading indicators are usually right.
Signal Alignment
Compares SPY's 5-day price direction against the equity implications of eleven signal categories. The Signal Alignment card is the first card on the dashboard — if most signals agree with price, conviction is high; if they disagree, something's about to resolve.
Transmission order
The card's eleven dots are split into a leading cluster (6 dots on the left) and a lagging cluster (5 dots on the right). The ordering is regime-conditional — profiles live in ui/src/data/signal-transmission-order.json, one per regime plus an energy_shock override that applies whenever energy_regime is SHOCK or CRISIS. Example: RISK-OFF is credit-led (credit → breadth → gamma → dark pool → energy → growth); energy_shock is oil-led (energy → credit → growth → breadth → dark pool → gamma). Correlations sits in the lagging cluster across all profiles — it confirms or denies cross-asset transmission after the structural signals move. Hover the midpoint divider to see the rationale for the current profile.
Severity intensity
Each dot renders at one of three intensities from a category's distance-from-threshold plus a regime-critical override: soft (near threshold), medium (moderately removed), or hard (well past threshold or regime-critical — energy SHOCK/CRISIS, VIX backwardation, HY OAS > 5, VIX > 40, breadth < 20 or > 85). Hard dots render with a red outer ring. A diverging DIX at 0.43 (just off-threshold) looks different from an HY OAS at 5.2% (deep critical), even though both are "diverging".
Alignment velocity
5-day change in alignment %, labeled improving (≥+2pp), deteriorating (≤-2pp), or flat. Lets you see whether a 60%-aligned reading is drifting up or down — often matters more than the absolute level.
Alignment baseline (per regime)
90-day trailing average of alignment % bucketed by regime. A 70% reading is below average in RISK-ON but unusually high in RISK-OFF — the baseline tells you which. Delta labels: strong for regime (≥+8pp), healthy for regime (≥+3pp), typical for regime, soft for regime (≤-3pp), weak for regime (≤-8pp). A building flag shows when fewer than 30 samples are available for the active regime.
Delta badges
A dot that just flipped state (bullish → bearish or vice versa) in the last 24 hours renders a pulsing ▲/▼/◆ badge. Computed by recomputing each category's implication across 30 days of history to find the last flip. The state_changed_at timestamp is shown in the drill-down popover.
Drill-down popover
Click any dot to see the raw value (e.g. "HY OAS 3.21%"), the implication reason, the health-score points it contributes, and when it last changed state. ESC or tap-outside to dismiss.
Overall severity badge
Alignment is deliberately separate from the Health Score. Score measures "is the plumbing working?"; alignment measures "does the plumbing agree with price?".
Part 2 Signal Reference
Every signal, its thresholds, and how to read it. Each card has a stable anchor (e.g. /humans#gex) for deep links from tooltips, Slack, or external docs.
All Signals
DIX — Dark Pool Index (Buy Ratio)
Higher = more buying
Measures institutional buying in dark pools. When large players accumulate, DIX rises. Leading indicator — moves before price.
≥ 0.48 Favorable, 0.45–0.48 Leaning, 0.42–0.45 Neutral, 0.40–0.42 Cautionary, < 0.40 Adverse
GEX — Gamma Exposure (billions)
Positive = vol suppression
Measures dealer gamma positioning. Positive GEX means dealers buy dips and sell rallies, dampening volatility. Negative GEX amplifies moves.
≥ 2.0B Favorable, 0–2.0B Leaning, < 0 Cautionary, < −2.0B Adverse
Gamma Walls — GEX Call/Put Wall Levels (SPY)
Price magnet/barrier
Computed from options dealer gamma exposure across strikes. The call wall is where dealer hedging creates maximum resistance; the put wall creates maximum support. Price tends to pin between walls.
SPY between walls = range-bound. Near call wall = resistance. Near put wall = support. Breach = accelerated move.
ZGL — Zero Gamma Level
Above = stable, below = trending
Below ZGL, dealer hedging flips from mean-reverting to trend-following — moves accelerate rather than mean-revert.
SPY above ZGL → vol dampened. SPY below ZGL → vol amplified (trending).
HY OAS — High Yield Option-Adjusted Spread
Lower = less stress
Credit spread between high-yield bonds and Treasuries. Widening means investors demand more compensation for risk — a leading stress signal.
< 2.5% Favorable, 2.5–3.0% Leaning, 3.0–3.5% Neutral, 3.5–4.5% Cautionary, > 4.5% Adverse
NFCI — Chicago Fed National Financial Conditions Index
Lower = looser conditions
Composite of 105 financial variables — credit spreads, leverage, volatility, repo, money markets. Merged with HY OAS into the Credit alignment dot (see _DOT_MERGES in app/signals/routes.py). Picks up tightening that hasn't yet shown up in HY spreads; when the two disagree, NFCI usually moves first in the early-stress phase while HY OAS confirms as dealers actually reprice risk.
< -0.5 Favorable, -0.5 to 0 Neutral, 0 to +0.5 Cautionary, > +0.5 Adverse
BBB Spread — Investment-Grade Corporate Spread
Lower = less stress
Spread for BBB-rated (lowest investment-grade) corporates. Widening here signals downgrade risk near the investment-grade cliff.
< 1.0% Favorable, 1.0–1.5% Leaning, 1.5–2.0% Neutral, 2.0–2.5% Cautionary, > 2.5% Adverse
Breadth (50d) — % of S&P 500 Above 50-Day SMA
Higher = broader participation
Measures how many stocks are in uptrends. Narrow breadth (few stocks driving gains) is fragile. Broad participation confirms strength.
≥ 60% Favorable, 50–60% Leaning, 40–50% Neutral, 30–40% Cautionary, < 30% Adverse
Sector Breadth — Per-Sector % Above 50-Day SMA
Higher = broader strength
Breaks aggregate breadth into 11 GICS sectors. Reveals whether a rally is broad or driven by a few sectors. Wide divergence flags rotation risk or narrow leadership.
All sectors > 70% = broad rally. All < 30% = broad sell-off. > 60pp divergence between sectors = rotation risk.
VIX — CBOE Volatility Index
Lower = less fear
Implied volatility of S&P 500 options. High VIX = market expects large moves (fear). Lagging — confirms what price is already showing.
< 15 Favorable, 15–20 Leaning, 20–25 Neutral, 25–35 Cautionary, > 35 Adverse
VIX Regime — VIX Term Structure
Contango = normal
VIX futures curve shape. Contango (front < back) is normal. Backwardation (front > back) means near-term fear exceeds long-term — rare and serious.
Contango → Favorable, Backwardation → Adverse
Correlations — Rolling 20-Day Asset Correlations
Four-level scale: normal/elevated/warning/severe
Tracks whether normal market relationships are intact. SPY/VIX weakening = complacency. SPY/DXY both falling = crisis pattern. SPY/Oil strongly negative = oil shock transmitting into equities. Each pair classifies on a four-level scale (normal → elevated → warning → severe); the CORRELATION_BREAK alert fires on warning or severe.
SPY/VIX normal −0.95 to −0.70 (warning > −0.50, severe > −0.30). SPY/DXY normal −0.40 to +0.10 (warning > +0.30 or < −0.60, severe > +0.55 or < −0.80). SPY/TNX normal −0.20 to +0.40 (warning > +0.60 or < −0.50, severe > +0.85 or < −0.80). SPY/Oil normal −0.30 to +0.20 (warning < −0.50, severe < −0.80).
Energy Regime — Energy Market Regime Classification
STABLE = best
Classifies energy market conditions from WTI, Brent, crack spread, and XLE. Energy shocks act as leading macro headwinds — high crude prices compress margins and slow growth.
STABLE → Favorable (10 pts), ELEVATED → Leaning (7 pts), SHOCK → Cautionary (2 pts), CRISIS → Adverse (0 pts)
Stagflation — Stagflation Risk Score (0-100)
Lower = less risk
Composite of 5Y, 10Y, and 5Y5Y breakeven inflation rates. High breakevens signal entrenched inflation expectations, raising the probability of a stagflationary environment.
≤ 25 Favorable (8 pts), 25–50 Leaning (5 pts), 50–75 Cautionary (2 pts), > 75 Adverse (0 pts)
2s10s — Treasury Yield Curve (10Y minus 2Y)
Positive = healthy slope
The slope of the yield curve. Inversion (negative) has preceded every recession since 1970, though with variable lead time.
> 0.5% Favorable, 0.1–0.5% Leaning, −0.1–0.1% Neutral, −0.5 to −0.1% Cautionary, < −0.5% Adverse
Liquidity — Fed Net Liquidity Signal
Expanding = bullish
Net liquidity = WALCL minus TGA minus RRP. Rising means more cash in the financial system, which flows into risk assets.
Expanding → Favorable, Flat → Neutral, Contracting → Adverse
Fed Watch — Fed Funds Rate & Rate Cut Probabilities
Lower rates = bullish
Shows the current fed funds target rate, next FOMC meeting date, and market-implied probabilities for hold vs cut. Rate expectations drive bond yields and equity multiples.
Rate cuts are bullish for equities and bonds. Rising hold probability = hawkish. Rising cut probability = dovish.
BTC — Bitcoin Price
Higher = risk-on
Bitcoin tracks global liquidity and risk appetite. Acts as a real-time proxy for the liquidity cycle.
> $80K Favorable, $50K–$80K Neutral, < $50K Adverse
0DTE PCR — Zero-DTE Put/Call Ratio
Balanced ≈ 0.7–1.3
Ratio of put to call volume in same-day expiry options. Extreme put buying = hedging/panic. Very low = complacency.
0.7–1.3 Favorable, < 0.7 Leaning (complacent), 1.3–1.5 Cautionary, > 1.5 Adverse
Sentiment — News Sentiment Score
Higher = more bullish
Aggregate sentiment from financial news. Lagging — reflects the narrative, not what comes next.
> 0.20 Favorable, 0.05–0.20 Neutral, −0.10–0.05 Cautionary, < −0.10 Adverse
Credit Stress — Credit Stress Composite
Lower = benign
Composite label from HY OAS and spread behavior. Summarizes the credit picture in one word.
Low → Favorable, Normal → Leaning, Elevated → Cautionary, High → Adverse
SKEW — CBOE SKEW Index
Higher = more tail fear
Demand for out-of-the-money S&P put hedges. Rising SKEW while VIX stays calm flags institutional tail-risk hedging.
> 160 Adverse (professional hedging), < 120 Favorable (complacent).
Real Yield — 10-Year TIPS Yield
Falling = risk-supportive
Real yields are the key discount-rate input for long-duration equities, and a primary driver of gold.
Falling → supportive for equities/gold. Rising → headwind.
Copper/Gold — Copper-to-Gold 20-day Rate-of-Change
Rising = reflation
Copper (growth) divided by gold (safety) captures early macro-positioning shifts before they hit equities.
> +3% Favorable, −3% to +3% Neutral, < −3% Adverse
USD/JPY — USD/JPY Currency Pair
Stable = benign
USD/JPY is the global liquidity release valve — a sharp drop has historically coincided with carry-trade unwinds and broad risk-off.
Stable → benign. Rapid JPY strength → carry-unwind risk (global risk-off).
HYG Volume — HYG ETF Volume Ratio vs 20D Average
>2× = stress confirmation
High-yield credit ETF volume spikes often confirm a credit-market regime shift the spread itself hasn't fully priced.
> 2× normal volume = credit-stress confirmation
Correlation Pair Thresholds
The Correlations component tracks 20-day rolling correlations for four asset pairs. Each pair is classified into one of four levels based on whether its current correlation falls within the historically normal range or has drifted into stress territory.
| Pair | Normal | Elevated | Warning | Severe |
|---|---|---|---|---|
| SPY / VIX | -0.95 to -0.70 | > -0.70 or < -0.95 | > -0.50 or < -0.99 | > -0.30 |
| SPY / DXY | -0.40 to +0.10 | > +0.10 or < -0.40 | > +0.30 or < -0.60 | > +0.55 or < -0.80 |
| SPY / TNX | -0.20 to +0.40 | > +0.40 or < -0.20 | > +0.60 or < -0.50 | > +0.85 or < -0.80 |
| SPY / Oil | -0.30 to +0.20 | > +0.20 or < -0.30 | > +0.50 or < -0.50 | > +0.75 or < -0.80 |
Quality scoring
Each pair's classification maps to a quality factor: Normal = 1.0, Elevated = 0.7, Warning = 0.3, Severe = 0.0. A pair at Normal contributes its full share of points; a pair at Severe contributes nothing.
Pair weights
SPY/VIX and SPY/Oil are weighted 1.0 (full weight). SPY/DXY and SPY/TNX are weighted 0.5 (half weight). This reflects the stronger signal value of the volatility and energy relationships relative to currency and rate correlations.
Scoring formula
The Correlations component has a max of 5 points (doubles to 10 under energy_shock). The score is computed as: weighted average of pair qualities × max points. For example, if SPY/VIX is Normal (1.0), SPY/Oil is Elevated (0.7), SPY/DXY is Normal (1.0), and SPY/TNX is Warning (0.3): weighted average = (1.0×1.0 + 0.7×1.0 + 1.0×0.5 + 0.3×0.5) / (1.0 + 1.0 + 0.5 + 0.5) = 2.35 / 3.0 = 0.783, giving 0.783 × 5 ≈ 3.9 pts.
Report Sections
Each report contains these data sections, updated on a market-aware schedule.
Equity & Derivatives Board
SPY, QQQ, IWM technicals: Price, RSI(14), IVR, ZGL, GEX Sentiment, PCR.
ZGL, GEX, PCR require Schwab API. Falls back to yfinance when unavailable.
Macro Board
VIX, TNX (10Y yield), GLD, DXY, SLV — same technical framework as equities.
Macro Fundamentals
10Y Yield and Dollar Index — the two macro fundamentals that feed the Correlations dot. Yield Curve (10Y-3M), Growth/Value (QQQ/SPY), and Risk Appetite (XLY/XLP) were retired in P10; they didn't map to any alignment dot and the signal they carried is now reflected in Correlations and the regime classifier.
Volatility & Options
MOVE index, VIX/MOVE ratio, 0DTE options volume and put/call ratio, vol regime.
Credit Conditions
HY OAS, BBB Spread, 2s10s Spread, and the Chicago Fed NFCI — the bond market's and the Fed's real-time read on credit stress. NFCI and HY OAS are merged into a single Credit dot on the Signal Alignment card (the dot-merge is declared in app/signals/routes.py → _DOT_MERGES).
Market Breadth
% above 50-day and 200-day SMA for all ~503 S&P 500 stocks. Breadth signal label.
Dark Pool Activity
DIX (institutional buying), GEX (dealer gamma) from SqueezMetrics. Daily updates.
Fed & Global Liquidity
Net Liquidity (WALCL - TGA - RRP), ECB + BOJ assets, BTC as liquidity proxy.
Seasonality — retired P10
20-year monthly SPY return patterns. Computed but no longer surfaced on the dashboard — self-described as a "weak but persistent signal" and didn't feed any alignment dot, so it added noise without adding signal. The field still exists in the report payload for historical record.
EPS Revisions
30-day analyst estimate changes for 10 mega-caps. Revision direction = forward indicator.
Sector Breadth
Per-GICS-sector breakdown of stocks above 50-day SMA. Displayed as a heatmap. Wide divergence between sectors indicates rotation risk.
Gamma Profile
Call and put wall levels from SPY option chain gamma exposure. Price between walls = range-bound; breach = accelerated move.
Fed Watch
Current fed funds rate, next FOMC meeting, and market-implied hold/cut probabilities.
Correlations
Rolling 20-day Pearson correlations classified on a four-level per-pair scale (normal / elevated / warning / severe) from PAIR_CONFIG in app/signals/correlations.py. Score component rewards structurally-normal readings (SPY/VIX deep-negative, SPY/Oil near-zero) and penalizes decorrelation or regime breaks; per-pair weights and level-to-quality map live in app/signals/config/correlation_scoring.json.
Report Lifecycle — What Happens Every 15 Minutes
End-to-end pipeline from external fetch to persisted API payload. Each cycle is bounded by _report_lock so the startup invocation and the hourly loop cannot overlap.
Fetch
Backend fetches from 10 external data sources in parallel (yfinance, Schwab, FRED, SqueezMetrics, Alpha Vantage, FXStreet, CME, Iran International, Hormuz Strait Monitor, CoinGecko).
Generate
Aggregated data is compiled into a structured Markdown report with 20+ sections covering equities, macro, volatility, credit, breadth, gamma, liquidity, energy, inflation, and news.
Capture
Signals engine extracts key metrics into the daily_signals database — regime classification, health score (18 components), sector breadth, correlations, alignment.
Evaluate
Alert conditions are checked against thresholds. New alerts fire, existing alerts resolve. Critical/warning/info severity assigned automatically.
Persist
Reports, signals, and alerts are persisted to SQLite (WAL mode). The JSON API and dashboard serve fresh data immediately.
Data Sources & Schedule
Ten external feeds drive every report. Schwab failures silently fall back to yfinance; any single source failure logs but never kills report generation.
| Source | Data Provided | Refresh Rate | Required |
|---|---|---|---|
| yfinance | Prices, RSI, IVR, breadth, EPS, MOVE, BTC, energy (WTI, Brent, USO, XLE), seasonality | Every 15 min | Yes (core fallback) |
| Schwab API | GEX, ZGL, PCR, live quotes, option chains, 0DTE | Every 15 min | Optional |
| FRED API | Fed liquidity, HY OAS, 2s10s, breakevens, yields | Every 15 min | Yes |
| SqueezMetrics | Dark pool DIX and GEX | Daily CSV | Yes |
| Alpha Vantage | News sentiment | Every 15 min | Optional |
| FXStreet | Financial news headlines | RSS poll | Yes |
| CME FedWatch | Rate cut probabilities | Every 15 min | Optional |
| Iran International | Geopolitical news | Liveblog poll | Yes |
| Hormuz Strait Monitor | Tanker traffic (oil supply risk) | API poll | Yes |
| CoinGecko | BTC price (backup) | On demand | No |
Report Schedule (Eastern)
Prices, news, FRED, credit, vol
All sources incl. breadth, sentiment, dark pool
Prices, options, 0DTE, news, BTC
All sources
All sources
Prices, news, credit, FRED
News, BTC only
Change Markers
Source Health & Freshness
Every source fetch records success or failure. Aggregate health is exposed as a single system-wide reading that drives the dashboard status dot.
Source Run Tracking
Every per-source fetch appends an outcome row (source, ok, error, run_at) to the source_runs table. A raised exception counts as a failure; an empty dict counts as success. Rows are pruned after 30 days.
System Health Endpoint
GET /api/v1/status returns sources_healthy_pct_7d, total_source_runs_7d, and a per-source failure breakdown over the trailing 7 days. See the API reference for the full response shape.
Health Thresholds
The API escalates its top-level status based on these bands — below 95% returns a yellow warning, below 80% a red issue.
Dashboard Indicator
The StatusDot in the dashboard header polls /api/v1/status and reflects the same green/yellow/red bands. Hover the dot for the most recent 7-day source-health percentage.
Putting It Together
Sections appear in pulse-check order: alignment first, then market status, then energy, then alerts, then what changed.
Start with Signal Alignment
Does SPY's 5-day direction agree with the 9 signal categories? Strong divergence is the loudest "something is wrong here" tell on the page.
Read Market Status
Regime, score, bridge text, and the leading/lagging paragraph give the 5-second read once alignment has set the frame.
Scan Energy & Commodities
Energy regime is a top-of-funnel macro signal that shifts before equities — it sits high on the page so transitions don't get buried.
Check Active Alerts
Any CRITICAL or WARNING alerts require immediate attention.
Read What Changed
Every meaningful delta vs the previous daily snapshot — regime flips, ≥5pt health-score moves, threshold crossings, label flips. Quiet here = quiet day.
Check Key Levels
Where are the support/resistance levels for today's session?
Scan raw data sections
Colored dots make this fast — glance for any that stand out.
Check the economic calendar
Upcoming catalysts can override all technical signals.
When signals align (bearish breadth + widening credit + negative GEX + falling DIX), conviction is high. When they diverge, watch which resolves first.