How does SPX trade when net dealer gamma sits in its bottom 20th percentile?
SPX sessions with the net-gamma percentile under 20 · 171 sessions · the archive filtered by the dealer book · all sessions · the calendar
Short answer. 171 of 1,103 archived SPX sessions matched. Of them 33% closed above the zero-gamma flip (archive 84%), 16% held the expected-hold band (archive 60%) and the mean open-to-close move was 0.90% (archive 0.60%). Counts over finished sessions, recomputed as the archive grows; a share equal to the archive's is a base rate, not a pattern.
171 of 1,103 sessions match. Of them 33% closed above the flip (archive 84%), 16% held the expected-hold band (archive 60%), mean open-to-close move 0.90% (archive 0.60%).
Every row is a finished SPX session and links to its page, where the same numbers stand with the day's events and a free minute-by-minute replay. The filters are the closing measurements those pages print: the zero-gamma flip against the close and the open, the net-gamma percentile, how often the flip was crossed, whether the expected-hold band held, and the calendar event the day carried. The shares above are counts over the matched days next to the same counts over the whole archive; a share that matches the archive is a base rate, not a pattern.
| Session | Close | Move | Flip | vs flip | Pctl | Cross | Band | Events |
|---|---|---|---|---|---|---|---|---|
| 2026-09-10 | 7,591.67 | -0.03% | 7,644.0 | -52.3 | 0 | 1 | held | PPI, Claims, EIA, Auctions |
| 2026-09-02 | 7,666.27 | +0.39% | 7,705.5 | -39.2 | 0 | 2 | broke | Housing, VIX settlement, EIA, Fed |
| 2026-08-17 | 7,745.45 | -0.53% | 7,745.0 | +0.4 | 0 | 2 | broke | |
| 2026-08-05 | 7,712.99 | -0.94% | 7,720.7 | -7.7 | 0 | 7 | broke | Refunding, VIX settlement, ISM, EIA |
| 2026-07-31 | 7,489.97 | +0.23% | 7,501.1 | -11.1 | 0 | 25 | broke | UMich |
| 2026-07-29 | 7,317.75 | -1.35% | 7,272.6 | +45.1 | 0 | 3 | broke | VIX settlement, EIA, FOMC |
| 2026-07-17 | 7,458.16 | +0.12% | 7,378.7 | +79.5 | 3 | 1 | held | Housing, UMich, Opex |
| 2026-07-01 | 7,483.35 | +0.14% | 7,488.2 | -4.8 | 0 | 3 | broke | VIX settlement, ISM, Housing, EIA |
| 2026-06-15 | 7,553.95 | +0.24% | 7,537.1 | +16.8 | 0 | 3 | broke | |
| 2026-06-05 | 7,384.59 | -1.98% | 7,377.3 | +7.3 | 6 | 2 | broke | NFP |
| 2026-05-29 | 7,581.22 | +0.11% | 7,584.8 | -3.6 | 2 | 1 | broke | Opex |
| 2026-05-06 | 7,365.20 | +0.85% | 7,365.2 | +0.0 | 0 | 3 | broke | VIX settlement, EIA |
| 2026-04-22 | 7,138.35 | +0.37% | 7,078.8 | +59.6 | 7 | 28 | held | VIX settlement, EIA, Auctions |
| 2026-04-15 | 7,023.14 | +0.66% | 7,026.0 | -2.9 | 0 | 1 | broke | VIX settlement, EIA, Fed |
| 2026-03-09 | 6,795.55 | +1.63% | 6,574.3 | +221.3 | 4 | 2 | broke | |
| 2025-12-01 | 6,812.80 | +0.09% | 6,818.7 | -5.9 | 0 | 3 | broke | ISM, Fed |
| 2025-11-06 | 6,719.47 | -0.98% | 6,719.2 | +0.3 | 0 | 1 | broke | EIA |
| 2025-10-27 | 6,875.15 | +0.36% | 6,785.3 | +89.8 | 0 | 1 | held | Auctions |
| 2025-09-16 | 6,607.10 | -0.26% | 6,610.2 | -3.1 | 1 | 2 | broke | Retail sales, Auctions |
| 2025-09-15 | 6,615.70 | +0.12% | 6,522.7 | +93.0 | 5 | 0 | held | |
| 2025-09-04 | 6,501.80 | +0.74% | 6,566.4 | -64.6 | 0 | 1 | broke | Claims, ISM, EIA |
| 2025-07-31 | 6,341.46 | -1.01% | 6,272.4 | +69.1 | 15 | 12 | broke | PCE, Claims, EIA |
| 2025-05-30 | 5,909.25 | +0.27% | 5,771.5 | +137.8 | 16 | 0 | held | PCE, Opex |
| 2025-04-08 | 4,987.15 | -4.77% | 5,026.0 | -38.9 | 1 | 17 | broke | Auctions |
| 2025-04-01 | 5,632.60 | +0.78% | 5,634.1 | -1.5 | 1 | 3 | broke | ISM, JOLTS, Housing |
| 2025-03-12 | 5,600.19 | -0.49% | 5,609.6 | -9.4 | 0 | 1 | broke | CPI, VIX settlement, EIA, Auctions |
| 2025-03-04 | 5,778.45 | -0.48% | 5,575.4 | +203.1 | 0 | 5 | held | |
| 2025-03-03 | 5,849.17 | -2.04% | 5,819.7 | +29.5 | 0 | 4 | broke | ISM, Housing |
| 2025-02-28 | 5,952.72 | +1.50% | 6,305.7 | -353.0 | 0 | 1 | broke | PCE, UMich, Opex |
| 2025-01-24 | 6,101.27 | -0.30% | 6,101.0 | +0.3 | 0 | 1 | broke | UMich |
| 2024-12-31 | 5,883.81 | -0.71% | 5,820.0 | +63.8 | 19 | 0 | held | VIX settlement, Confidence |
| 2024-12-24 | 6,037.27 | +0.92% | 6,026.6 | +10.7 | 4 | 2 | broke | VIX settlement, Auctions |
| 2024-12-19 | 5,867.92 | -0.91% | 5,782.3 | +85.6 | 13 | 0 | held | GDP, Claims, EIA |
| 2024-12-18 | 5,872.81 | -2.88% | 5,971.1 | -98.3 | 0 | 5 | broke | Housing, VIX settlement, EIA, FOMC |
| 2024-09-11 | 5,554.32 | +1.29% | 5,616.0 | -61.7 | 0 | 2 | broke | CPI, VIX settlement, EIA, Auctions |
| 2024-08-08 | 5,321.16 | +1.23% | 5,231.9 | +89.3 | 13 | 1 | held | Claims, EIA, Auctions |
| 2024-08-05 | 5,187.74 | +1.20% | 5,080.9 | +106.8 | 1 | 16 | broke | ISM, Fed |
| 2024-07-18 | 5,545.79 | -0.97% | 5,642.3 | -96.5 | 0 | 6 | broke | Claims, EIA |
| 2024-07-03 | 5,534.72 | +0.42% | 5,542.0 | -7.3 | 3 | 2 | broke | Housing, Claims, VIX settlement, ISM, EIA |
| 2024-06-12 | 5,420.71 | +0.02% | 5,421.1 | -0.4 | 6 | 10 | broke | CPI, VIX settlement, EIA, FOMC |
| 2024-05-31 | 5,281.85 | +0.70% | 5,180.6 | +101.3 | 0 | 0 | broke | PCE, Opex |
| 2024-04-30 | 5,036.57 | -1.21% | 5,043.8 | -7.2 | 0 | 8 | broke | Confidence |
| 2024-04-15 | 5,061.25 | -1.99% | 5,067.1 | -5.9 | 0 | 4 | broke | Retail sales |
| 2024-04-09 | 5,209.79 | -0.22% | 5,137.2 | +72.6 | 1 | 3 | held | Auctions |
| 2024-04-05 | 5,204.69 | +0.84% | 5,106.0 | +98.7 | 11 | 0 | held | NFP |
| 2024-03-19 | 5,177.35 | +0.75% | 5,182.3 | -4.9 | 0 | 4 | broke | Housing, Auctions |
| 2024-03-08 | 5,124.37 | -0.73% | 5,134.1 | -9.7 | 0 | 18 | broke | NFP, UMich |
| 2024-02-23 | 5,089.57 | -0.27% | 5,062.9 | +26.7 | 0 | 5 | held | UMich |
| 2024-02-13 | 4,952.15 | -0.07% | 4,992.9 | -40.8 | 0 | 3 | broke | CPI |
| 2023-12-22 | 4,755.32 | -0.08% | 4,728.5 | +26.8 | 0 | 2 | held | PCE, Housing, UMich |
| 2023-12-20 | 4,699.15 | -1.25% | 4,772.0 | -72.8 | 0 | 1 | broke | VIX settlement, EIA, Auctions |
| 2023-12-15 | 4,715.45 | +0.05% | 4,673.6 | +41.8 | 0 | 1 | held | Opex |
| 2023-11-29 | 4,550.00 | -0.58% | 4,541.3 | +8.7 | 0 | 1 | held | GDP, VIX settlement, EIA |
| 2023-11-07 | 4,378.87 | +0.30% | 4,313.0 | +65.9 | 0 | 3 | broke | Auctions |
| 2023-10-19 | 4,278.11 | -1.04% | 4,287.6 | -9.5 | 3 | 5 | broke | Claims, EIA |
| 2023-09-29 | 4,287.70 | -0.92% | 4,264.1 | +23.6 | 6 | 11 | broke | PCE |
| 2023-09-28 | 4,298.86 | +0.73% | 4,327.6 | -28.7 | 9 | 7 | broke | GDP, Claims, EIA, Auctions |
| 2023-09-21 | 4,329.91 | -1.05% | 4,337.7 | -7.8 | 2 | 10 | broke | Claims, EIA |
| 2023-09-15 | 4,448.62 | -0.92% | 4,454.1 | -5.5 | 0 | 8 | broke | Opex |
| 2023-08-24 | 4,376.61 | -1.71% | 4,384.5 | -7.9 | 6 | 29 | broke | Housing, Claims, EIA |
| 2023-08-22 | 4,387.54 | -0.64% | 4,361.4 | +26.1 | 12 | 1 | broke | |
| 2023-08-21 | 4,400.05 | +0.43% | 4,405.7 | -5.6 | 0 | 1 | broke | |
| 2023-08-17 | 4,373.20 | -1.08% | 4,371.6 | +1.6 | 6 | 7 | broke | Claims, EIA |
| 2023-08-11 | 4,463.11 | +0.36% | 4,469.6 | -6.5 | 2 | 1 | broke | PPI, UMich |
| 2023-08-10 | 4,469.11 | -0.52% | 4,472.8 | -3.7 | 8 | 7 | broke | CPI, Claims, EIA, Auctions |
| 2023-08-04 | 4,477.02 | -0.88% | 4,481.2 | -4.2 | 0 | 11 | broke | NFP |
| 2023-08-01 | 4,576.87 | +0.05% | 4,582.7 | -5.8 | 7 | 9 | broke | ISM, JOLTS, Housing |
| 2023-07-28 | 4,581.45 | +0.20% | 4,587.4 | -5.9 | 19 | 2 | broke | PCE, UMich |
| 2023-07-25 | 4,567.82 | +0.33% | 4,574.0 | -6.2 | 14 | 3 | broke | Confidence, Auctions |
| 2023-07-24 | 4,554.77 | +0.08% | 4,559.0 | -4.2 | 0 | 1 | broke | |
| 2023-07-10 | 4,409.02 | +0.17% | 4,370.0 | +39.0 | 0 | 1 | broke | |
| 2023-07-06 | 4,412.17 | +0.06% | 4,412.3 | -0.1 | 2 | 15 | broke | Claims, ISM, JOLTS, EIA |
| 2023-07-05 | 4,446.82 | +0.22% | 4,453.0 | -6.2 | 5 | 7 | broke | Housing, VIX settlement, EIA |
| 2023-06-30 | 4,450.05 | +0.51% | 4,391.7 | +58.4 | 3 | 2 | held | PCE |
| 2023-06-28 | 4,377.60 | +0.24% | 4,384.8 | -7.2 | 1 | 5 | broke | VIX settlement, EIA, Auctions, Fed |
| 2023-06-12 | 4,339.74 | +0.69% | 4,339.0 | +0.7 | 2 | 3 | broke | Auctions |
| 2023-06-01 | 4,220.32 | +0.93% | 4,302.3 | -82.0 | 0 | 3 | broke | Claims, ISM, Housing, EIA |
| 2023-05-30 | 4,206.22 | -0.50% | 4,170.6 | +35.6 | 7 | 3 | broke | Confidence |
| 2023-05-26 | 4,205.21 | +1.10% | 4,211.3 | -6.1 | 4 | 7 | broke | PCE, Housing, UMich |
| 2023-05-24 | 4,115.62 | -0.28% | 4,135.1 | -19.5 | 1 | 1 | broke | VIX settlement, EIA, Auctions |
| 2023-05-18 | 4,198.80 | +1.05% | 4,261.6 | -62.8 | 2 | 5 | broke | Claims, EIA |
| 2023-05-17 | 4,158.57 | +0.71% | 4,178.7 | -20.1 | 0 | 1 | broke | Housing, VIX settlement, EIA, Auctions |
| 2023-05-02 | 4,119.11 | -0.88% | 4,126.1 | -7.0 | 2 | 13 | broke | Housing, JOLTS |
| 2023-04-28 | 4,169.52 | +0.97% | 4,087.4 | +82.1 | 16 | 4 | held | PCE, UMich |
| 2023-04-26 | 4,057.32 | -0.58% | 4,068.7 | -11.4 | 1 | 1 | broke | Housing, VIX settlement, EIA, Auctions |
| 2023-04-25 | 4,072.09 | -1.15% | 4,072.2 | -0.1 | 12 | 28 | broke | Housing, Confidence |
| 2023-04-21 | 4,133.90 | +0.10% | 4,133.8 | +0.1 | 5 | 3 | broke | Opex |
| 2023-04-19 | 4,154.52 | +0.40% | 4,108.9 | +45.6 | 0 | 1 | held | VIX settlement, EIA, Auctions |
| 2023-04-13 | 4,146.20 | +1.03% | 4,149.9 | -3.7 | 0 | 1 | broke | PPI, Claims, EIA, Auctions |
| 2023-04-10 | 4,108.07 | +0.72% | 4,015.5 | +92.6 | 1 | 0 | broke | |
| 2023-04-06 | 4,104.22 | +0.57% | 4,105.8 | -1.6 | 2 | 7 | broke | Claims, EIA |
| 2023-03-31 | 4,109.76 | +1.14% | 4,014.3 | +95.5 | 0 | 0 | broke | PCE |
| 2023-03-30 | 4,050.82 | -0.05% | 4,054.5 | -3.7 | 0 | 1 | broke | GDP, Claims, EIA |
| 2023-03-24 | 3,971.87 | +1.02% | 3,968.1 | +3.8 | 4 | 7 | broke | Housing, UMich |
| 2023-03-22 | 3,936.62 | -1.62% | 3,906.4 | +30.2 | 8 | 13 | broke | VIX settlement, EIA, FOMC |
| 2023-03-15 | 3,889.95 | +0.75% | 3,883.2 | +6.8 | 6 | 19 | broke | PPI, Retail sales, VIX settlement, EIA |
| 2023-03-14 | 3,920.85 | +0.32% | 3,921.0 | -0.2 | 2 | 3 | broke | CPI |
| 2023-03-10 | 3,861.60 | -1.16% | 3,863.4 | -1.8 | 1 | 3 | broke | NFP, UMich |
| 2023-03-09 | 3,917.82 | -2.06% | 3,950.9 | -33.1 | 0 | 1 | broke | Claims, EIA, Fed, Auctions |
| 2023-03-03 | 4,045.96 | +1.24% | 4,048.0 | -2.0 | 5 | 1 | broke | ISM |
| 2023-02-23 | 4,012.80 | -0.20% | 4,014.8 | -2.0 | 6 | 9 | broke | GDP, Claims, EIA, Auctions |
| 2023-02-14 | 4,135.67 | +0.55% | 4,134.4 | +1.3 | 4 | 9 | broke | CPI, PPI |
| 2023-02-09 | 4,081.49 | -1.74% | 4,089.5 | -8.0 | 2 | 9 | broke | Claims, EIA, Auctions, Fed |
| 2023-02-07 | 4,165.82 | +1.61% | 4,171.1 | -5.3 | 0 | 11 | broke | |
| 2023-01-20 | 3,971.87 | +1.62% | 3,869.2 | +102.7 | 0 | 0 | broke | Opex |
| 2023-01-18 | 3,927.50 | -1.98% | 3,940.2 | -12.7 | 3 | 5 | broke | PPI, Retail sales, VIX settlement, Auctions |
| 2023-01-03 | 3,824.57 | -0.83% | 3,797.0 | +27.6 | 3 | 28 | broke | ISM, Housing |
| 2022-12-30 | 3,838.27 | +0.39% | 3,840.0 | -1.7 | 1 | 5 | broke | |
| 2022-12-27 | 3,828.47 | -0.40% | 3,829.8 | -1.3 | 3 | 7 | broke | Confidence |
| 2022-12-12 | 3,989.64 | +1.11% | 3,893.9 | +95.8 | 0 | 4 | broke | Auctions |
| 2022-12-07 | 3,934.77 | +0.00% | 3,912.1 | +22.7 | 8 | 2 | held | VIX settlement, EIA |
| 2022-12-06 | 3,942.12 | -1.37% | 3,940.8 | +1.3 | 18 | 14 | broke | |
| 2022-12-02 | 4,071.20 | +0.95% | 4,079.6 | -8.4 | 0 | 5 | broke | NFP |
| 2022-11-30 | 4,075.67 | +2.89% | 4,113.2 | -37.5 | 1 | 11 | broke | GDP, VIX settlement, JOLTS, EIA, Fed, Opex |
| 2022-11-25 | 4,027.02 | +0.04% | 4,030.5 | -3.5 | 15 | 9 | broke | UMich, EIA |
| 2022-11-15 | 3,991.67 | -0.71% | 4,003.5 | -11.8 | 3 | 12 | broke | PPI, Fed |
| 2022-11-14 | 3,957.77 | -0.44% | 3,969.8 | -12.0 | 16 | 1 | broke | |
| 2022-11-07 | 3,807.45 | +0.48% | 3,821.1 | -13.7 | 0 | 3 | broke | Fed |
| 2022-11-01 | 3,857.77 | -1.35% | 3,864.2 | -6.4 | 0 | 24 | broke | ISM, JOLTS, Housing |
| 2022-10-27 | 3,808.69 | -0.99% | 3,818.5 | -9.8 | 0 | 17 | broke | Housing, GDP, Claims, EIA, Auctions |
| 2022-10-20 | 3,665.52 | -0.73% | 3,662.8 | +2.7 | 0 | 31 | broke | Claims, EIA |
| 2022-10-14 | 3,586.86 | -2.87% | 3,563.8 | +23.1 | 11 | 23 | broke | Retail sales, UMich |
| 2022-10-13 | 3,670.01 | +4.81% | 3,674.2 | -4.2 | 0 | 14 | broke | CPI, Claims, EIA, Auctions |
| 2022-10-10 | 3,613.57 | -1.00% | 3,619.1 | -5.5 | 1 | 17 | broke | |
| 2022-10-05 | 3,780.25 | +0.84% | 3,782.9 | -2.7 | 0 | 3 | broke | VIX settlement, ISM, EIA |
| 2022-09-29 | 3,640.87 | -1.14% | 3,638.4 | +2.5 | 1 | 10 | broke | GDP, Claims, EIA |
| 2022-09-26 | 3,656.12 | -0.70% | 3,662.9 | -6.8 | 4 | 11 | broke | |
| 2022-09-23 | 3,693.67 | -0.62% | 3,672.5 | +21.2 | 13 | 23 | broke | UMich |
| 2022-09-22 | 3,758.69 | -0.79% | 3,790.7 | -32.0 | 5 | 23 | broke | Claims, EIA |
| 2022-09-19 | 3,899.47 | +1.57% | 3,901.1 | -1.6 | 0 | 18 | broke | |
| 2022-09-16 | 3,874.41 | +0.45% | 3,890.0 | -15.6 | 14 | 7 | broke | Opex |
| 2022-09-14 | 3,947.10 | +0.10% | 3,960.9 | -13.8 | 0 | 3 | broke | PPI, VIX settlement, EIA |
| 2022-09-13 | 3,931.77 | -2.27% | 3,956.7 | -24.9 | 0 | 11 | broke | CPI, Auctions |
| 2022-09-12 | 4,110.17 | +0.48% | 4,109.9 | +0.3 | 4 | 1 | held | Auctions |
| 2022-09-09 | 4,067.94 | +0.90% | 4,075.7 | -7.8 | 7 | 3 | broke | UMich, Fed |
| 2022-09-07 | 3,979.57 | +1.90% | 3,986.0 | -6.4 | 0 | 7 | broke | VIX settlement |
| 2022-09-02 | 3,923.30 | -1.90% | 3,955.7 | -32.4 | 1 | 6 | broke | NFP, Housing |
| 2022-08-26 | 4,058.52 | -3.35% | 4,090.8 | -32.3 | 1 | 7 | broke | PCE, Fed, UMich |
| 2022-08-24 | 4,140.40 | +0.32% | 4,145.2 | -4.8 | 0 | 5 | broke | Housing, VIX settlement, EIA, Auctions |
| 2022-08-23 | 4,129.42 | -0.19% | 4,132.5 | -3.1 | 8 | 7 | broke | Housing |
| 2022-08-18 | 4,283.35 | +0.17% | 4,284.7 | -1.3 | 6 | 17 | broke | Claims, EIA |
| 2022-08-12 | 4,279.60 | +1.21% | 4,293.4 | -13.8 | 0 | 2 | broke | UMich |
| 2022-08-11 | 4,205.50 | -0.75% | 4,228.6 | -23.1 | 0 | 1 | broke | PPI, Claims, EIA, Auctions |
| 2022-08-09 | 4,121.89 | -0.31% | 4,125.8 | -3.9 | 0 | 2 | held | |
| 2022-08-08 | 4,140.82 | -0.54% | 4,143.8 | -3.0 | 0 | 9 | broke | |
| 2022-08-03 | 4,155.25 | +0.97% | 4,168.6 | -13.4 | 4 | 7 | held | Housing, Refunding, VIX settlement, ISM, EIA |
| 2022-08-01 | 4,120.02 | +0.36% | 4,172.5 | -52.5 | 6 | 3 | broke | ISM, Housing, Fed, Refunding |
| 2022-07-27 | 4,022.37 | +1.65% | 4,028.2 | -5.8 | 5 | 13 | broke | Housing, VIX settlement, EIA, FOMC |
| 2022-07-26 | 3,921.47 | -0.72% | 3,928.0 | -6.5 | 2 | 1 | held | Housing, Confidence, Auctions |
| 2022-07-25 | 3,967.75 | -0.03% | 3,982.5 | -14.8 | 2 | 29 | broke | |
| 2022-07-22 | 3,962.12 | -1.02% | 3,967.1 | -5.0 | 3 | 10 | broke | UMich |
| 2022-07-20 | 3,959.29 | +0.69% | 3,966.7 | -7.4 | 0 | 19 | broke | VIX settlement, EIA, Auctions |
| 2022-07-18 | 3,830.77 | -1.65% | 3,861.8 | -31.0 | 0 | 10 | broke | |
| 2022-07-14 | 3,789.32 | +0.98% | 3,798.2 | -8.9 | 0 | 12 | held | PPI, Claims, EIA |
| 2022-07-08 | 3,898.52 | +0.35% | 3,905.9 | -7.4 | 5 | 20 | broke | NFP, UMich |
| 2022-07-07 | 3,903.32 | +0.86% | 3,904.6 | -1.3 | 10 | 3 | broke | Claims, EIA |
| 2022-06-28 | 3,822.21 | -2.57% | 3,851.4 | -29.2 | 1 | 1 | broke | Confidence, Auctions |
| 2022-06-27 | 3,898.57 | -0.70% | 3,915.1 | -16.5 | 7 | 13 | broke | Housing, Auctions |
| 2022-06-21 | 3,763.82 | +0.78% | 3,771.9 | -8.1 | 5 | 1 | held | |
| 2022-06-17 | 3,673.32 | -0.08% | 3,716.2 | -42.9 | 0 | 11 | broke | Fed, Opex |
| 2022-06-16 | 3,665.62 | -0.99% | 3,727.6 | -62.0 | 9 | 1 | broke | Housing, Claims, EIA |
| 2022-06-13 | 3,751.84 | -1.38% | 3,779.6 | -27.8 | 1 | 3 | broke | |
| 2022-06-10 | 3,898.87 | -1.37% | 4,034.8 | -135.9 | 0 | 3 | held | CPI, UMich |
| 2022-05-25 | 3,978.00 | +1.23% | 3,976.3 | +1.7 | 15 | 5 | broke | Housing, VIX settlement, EIA, Auctions |
| 2022-05-17 | 4,088.22 | +0.45% | 4,098.2 | -10.0 | 1 | 2 | broke | Retail sales, Fed |
| 2022-05-16 | 4,007.44 | -0.06% | 3,990.6 | +16.8 | 1 | 3 | broke | |
| 2022-05-04 | 4,300.15 | +2.88% | 4,302.9 | -2.7 | 12 | 4 | broke | Refunding, VIX settlement, ISM, EIA, FOMC |
| 2022-05-02 | 4,155.12 | +0.42% | 4,168.1 | -13.0 | 20 | 3 | broke | ISM, Housing, Refunding |
| 2022-04-29 | 4,131.27 | -2.73% | 4,168.8 | -37.5 | 0 | 1 | broke | PCE |
| 2022-04-26 | 4,177.05 | -2.16% | 4,189.3 | -12.3 | 14 | 13 | broke | Housing, Confidence |
| 2022-04-18 | 4,391.07 | +0.00% | 4,435.2 | -44.1 | 0 | 18 | broke |
Turn a filter into a rule
A count is where a question starts. The Lab takes a rule in plain
words ("sell the 0DTE straddle at 10:00 on days that opened below the flip with the
percentile under 20"), compiles it against every archived session and reports the
out-of-sample verdict with day-clustered intervals. An assistant with the
MCP server can page through the same archive with
list_sessions and get_session.
Measurements are model output derived from public trade and quote data; they are approximations and can be wrong. Nothing here is investment advice; see the Terms.