{
  "date": "2026-07-17",
  "generated_at_utc": "2026-07-18T02:53:17.521826+00:00",
  "macro_regime": "oil_geopolitical_shock",
  "regime_confidence": 63,
  "primary_driver": "Energy/geopolitical premium",
  "event_risk_score": 32,
  "guardrail_mode": "normal",
  "catalyst_board": [],
  "cross_asset_confirmation": {
    "risk_confirmation": "risk_warning",
    "bullish_support": [],
    "bearish_warnings": [
      "VIX elevated/watchful at 18.77",
      "SKEW 147.28 shows tail-risk hedging demand",
      "WTI is carrying an inflation/geopolitical premium",
      "Recent headlines include geopolitical risk language",
      "ES support_failure_watch",
      "NQ support_failure_watch"
    ]
  },
  "scenario_tree": [
    {
      "name": "Bull Continuation",
      "probability": 25,
      "trigger": "Two 5m closes above ES/NQ R1 with vol and cross-asset confirmation.",
      "model_posture": "trend_following_allowed",
      "avoid": "Do not buy the first touch through resistance without retest acceptance."
    },
    {
      "name": "Base Chop",
      "probability": 35,
      "trigger": "ES/NQ hold between S1 and R1 while catalysts remain unresolved.",
      "model_posture": "mean_reversion_preferred",
      "avoid": "Avoid oversizing in the middle of the range."
    },
    {
      "name": "Bear Reversal",
      "probability": 40,
      "trigger": "Loss of S1 with VIX/rates/DXY confirming risk-off pressure.",
      "model_posture": "short_retest_failures",
      "avoid": "Avoid fading downside if breadth and vol expand together."
    }
  ],
  "futures_playbook": {
    "ES": {
      "bias": "support_failure_watch",
      "best_long_setup": "Acceptance above ES R1 7,623.75 with NQ and vol confirmation.",
      "best_short_setup": "Failed reclaim or loss of ES S1 7,540.00 with VIX/rates confirming.",
      "confirmation_required": true,
      "macro_risk_modifier": 1.0,
      "do_not_trade_windows": []
    },
    "NQ": {
      "bias": "support_failure_watch",
      "best_long_setup": "NQ R1 29,655.67 reclaim after rates stabilize.",
      "best_short_setup": "NQ S1 28,937.17 failure while 10Y/DXY firm.",
      "confirmation_required": true,
      "macro_risk_modifier": 1.0,
      "do_not_trade_windows": []
    }
  },
  "model_feed": {
    "session_type": "level_driven_day",
    "risk_bias": "defensive",
    "event_risk_score": 32,
    "breakout_quality_score": 30,
    "mean_reversion_quality_score": 43,
    "trend_day_probability": 25,
    "chop_day_probability": 35,
    "reversal_probability": 40,
    "trade_permission": "confirmation_required"
  }
}