Fundamental Daily Intelligence
2026-07-29 · generated 7/29/2026, 6:42:44 AM UTC
oil geopolitical shock
100/100
confirmation required
hard
5 live
2 partial, 1 degraded, 5 pending deliverables tracked.
31/35 fresh
4 source-needed rows, 0 degraded/empty rows.
SPX DIX/GEX
DIX 39.70%, GEX $3.99B on 2026-07-28
Structured economic calendar
FMP subscription blocks current endpoints, and fallback recently returned empty high/medium USD windows. Upgrade FMP or wire TradingEconomics/Econoday/Nasdaq Data Link.
Energy/geopolitical premium
Regime confidence: 80%
Two 5m closes above ES/NQ R1 with vol and cross-asset confirmation.
Posture: trend following allowed. Avoid: Do not buy the first touch through resistance without retest acceptance.
ES/NQ hold between S1 and R1 while catalysts remain unresolved.
Posture: mean reversion preferred. Avoid: Avoid oversizing in the middle of the range.
Loss of S1 with VIX/rates/DXY confirming risk-off pressure.
Posture: short retest failures. Avoid: Avoid fading downside if breadth and vol expand together.
guardrail hard inline data mean reversion
Classify every catalyst as priced-in, anticipated, or true surprise before assigning trend odds.
Surprise delta: actual print minus consensus expectation
Vol regime: positive gamma proxy. Positive daily SPX GEX supports range suppression; favor confirmation and fades unless catalysts break the range.
- Harmonized bullish: cooler inflation or constructive growth plus falling yields, weaker DXY, VIX crush, then buy first pullback/retest above VWAP or key pivot.
- Harmonized bearish: hot inflation/hawkish Fed/weak growth plus rising yields, stronger DXY, VIX expansion, then short retest failures below VWAP/opening range or S1.
- Divergence/trap: if ES/NQ spike but 10Y/DXY/VIX refuse to confirm, do not chase; wait for structure break back toward pre-news origin.
- Inline/mixed print: expect stop runs and value-area mean reversion; fade extremes unless negative-gamma proxy confirms breakout volatility.
Market is sensitive to any shift in the expected Fed path.
Rule: No new entries 2m before through 3m after release.
Market is sensitive to any shift in the expected Fed path.
Rule: No new entries 2m before through 3m after release.
Market is sensitive to any shift in the expected Fed path.
Rule: No new entries 2m before through 3m after release.
Market wants resilient demand without reheating inflation expectations.
Rule: No new entries 2m before through 3m after release.
Market wants disinflation without recession pressure.
Rule: No new entries 2m before through 3m after release.
Market wants resilient demand without reheating inflation expectations.
Rule: Reduce size around release; require price confirmation.
Market wants labor cooling without an abrupt growth scare.
Rule: Reduce size around release; require price confirmation.
Market will price the release through rates, dollar, and volatility response.
Rule: Reduce size around release; require price confirmation.
What is live in the AQS intelligence automation, what is partial, and the exact final-delivery gap.
Delivered: EventBridge triggers CodeBuild aqs-daily-publish at 9:00 AM New York, Monday through Friday.
Pending: Observe the next real weekday publish after the SqueezeMetrics deployment.
Final: Daily report, feed, archive, site deploy, and Discord post complete without manual action.
Delivered: EventBridge triggers aqs-weekly-calendar-digest at 7:00 AM New York each Monday.
Pending: Digest quality is limited by the structured calendar source until that source is upgraded.
Final: Weekly Discord digest has accurate event times, forecasts, previous values, and actuals.
Delivered: Dashboard renders model feed, scenario tree, futures playbook, source ledger, and delivery ledger.
Pending: Confirm next weekday publish shows the new SqueezeMetrics source row from the live artifact.
Final: Members can inspect model posture, source health, and open gaps without opening JSON or AWS logs.
Delivered: Daily report embed includes model posture, dealer-flow summary, source ledger counts, and open data gaps when the feed exists.
Pending: Confirm the next live Discord post includes the new fields after the weekday publish.
Final: Discord shows both the report and the data-quality context behind it.
Delivered: FMP key and ForexFactory fallback are wired; missing data is visible rather than silently accepted.
Pending: FMP subscription blocks current endpoints, and fallback recently returned empty high/medium USD windows. Upgrade FMP or wire TradingEconomics/Econoday/Nasdaq Data Link.
Final: Calendar has event time, impact, forecast, previous, actual source, and release status for every major USD catalyst.
Delivered: BLS, FRED liquidity, and FRED-hosted BEA/Census/DOL actuals are wired for mapped events.
Pending: Actuals only fill when event titles map cleanly; direct BEA/Census release metadata is not wired.
Final: Official actuals enrich each matching catalyst after release with no vendor-only dependency.
Delivered: SqueezeMetrics public daily CSV is wired into the fundamental feed and Bedrock prompt.
Pending: Keep it clearly labeled as daily SPX aggregate, not direct ES/NQ intraday gamma.
Final: Daily dealer-flow context informs the vol/dealer regime while direct ES/NQ gamma remains separately tracked.
Delivered: None; current GEX is SPX daily proxy plus VIX/VVIX/SKEW.
Pending: Evaluate SpotGamma, Cboe/options-data, or a futures/options vendor.
Final: Intraday ES/NQ gamma directly drives range-suppression versus expansion regime calls.
Delivered: 10Y, ZN, and ZB proxy rates pressure.
Pending: Use CME/QuikStrike licensing, CME settlement data, or a rates vendor.
Final: Policy-path repricing is measured directly instead of inferred from yields only.
Delivered: YM/RTY are used as broad index participation proxies.
Pending: Add NYSE/Nasdaq TICK, ADD, ADV/DECL from exchange or vendor feed.
Final: Breadth confirms or rejects ES/NQ trend and fade decisions.
Delivered: No true bid/ask futures order-flow feed is wired.
Pending: Use NinjaTrader/broker feed, Rithmic, CQG, or Databento trades/MBP where licensed.
Final: Order flow confirms breakout quality, trap risk, and fade reliability.
Delivered: Post-market feedback, weekly digest, and next-day guardrails exist.
Pending: Accumulate forecast-versus-realized ES/NQ outcomes and score scenario accuracy daily.
Final: Scenario odds and guardrails improve from measured outcomes, not just narrative review.
Delivered: CodeBuild logs, source ledgers, alerts, and billing probes exist separately.
Pending: Build one dashboard view for last build, publish state, source freshness, missing data, Discord post, and cost/credits.
Final: A single portal page shows whether AWS did what AQS intended today.