From options structure to an ETF paper test
The current service is SPY/QQQ analytics. Live ES/NQ futures features are paused and preserved for a future data-feed restoration.
1. Read the options structure
The gamma model uses SPY and QQQ option quotes and open interest to estimate gamma exposure, rank put and call walls, and locate the gamma flip. All active levels are shown in ETF dollars.
2. Check the tape
Current ETF quotes and minute bars come from the IEX exchange. The board shows feed timestamps, opening range, daily pivots, and session VWAP. IEX represents one exchange, not consolidated market volume.
3. Rank wall setups
The ETF model combines wall proximity, gamma strength, and price structure. Research scores are not win probabilities. Entry, stop, and target are native ETF prices; no synthetic futures conversion is used.
4. Forward-test in paper
The research bot locks eligible decisions at 10:31 ET, uses limit entries with bracket exits, and blocks new orders on missing or stale data. Its broker outcomes are recorded separately from the archived futures strategy.