{ "date": "2026-07-20", "generated_at_utc": "2026-07-20T18:02:51.265183+00:00", "macro_regime": "oil_geopolitical_shock", "regime_confidence": 63, "primary_driver": "Energy/geopolitical premium", "event_risk_score": 32, "guardrail_mode": "normal", "day_trading_framework": { "premarket_question": "Is there a Tier-1 catalyst today, or is the session driven by overnight global/rates/FX/commodity flows?", "tier1_catalysts": [], "surprise_delta_formula": "actual_print_minus_consensus_expectation", "surprise_delta_rule": "Do not trade the headline alone; compare actual vs consensus, then confirm through 10Y/ZB/ZN, DXY, VIX/VVIX/SKEW, and ES/NQ reclaim or rejection.", "expectation_framing": "Classify every catalyst as priced-in, anticipated, or true surprise before assigning trend odds.", "dealer_vol_regime": { "regime": "positive_gamma_proxy", "data_status": "SqueezeMetrics daily SPX DIX/GEX integrated; direct ES/NQ intraday GEX still not integrated.", "dix": 0.45303307911856633, "gex": 5154758320.860001, "playbook": "Positive daily SPX GEX supports range suppression; favor confirmation and fades unless catalysts break the range." }, "decision_mode": "overnight_global_driver_and_level_confirmation", "execution_rules": [ "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." ], "event_risk_score": 32 }, "data_source_status": [ { "name": "ES", "source": "Yahoo Finance chart API", "symbol": "ES=F", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 7511.0, "updated_at_utc": "2026-07-20T18:02:43.005406+00:00", "notes": "5D change: -0.69%" }, { "name": "NQ", "source": "Yahoo Finance chart API", "symbol": "NQ=F", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 28977.0, "updated_at_utc": "2026-07-20T18:02:43.054439+00:00", "notes": "5D change: -1.69%" }, { "name": "YM", "source": "Yahoo Finance chart API", "symbol": "YM=F", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 52179.0, "updated_at_utc": "2026-07-20T18:02:43.109683+00:00", "notes": "5D change: -1.11%" }, { "name": "RTY", "source": "Yahoo Finance chart API", "symbol": "RTY=F", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 2970.5, "updated_at_utc": "2026-07-20T18:02:43.149408+00:00", "notes": "5D change: 0.00%" }, { "name": "VIX", "source": "Yahoo Finance chart API", "symbol": "^VIX", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 18.18, "updated_at_utc": "2026-07-20T18:02:43.196254+00:00", "notes": "5D change: 5.94%" }, { "name": "VVIX", "source": "Yahoo Finance chart API", "symbol": "^VVIX", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 102.25, "updated_at_utc": "2026-07-20T18:02:43.240151+00:00", "notes": "5D change: 7.32%" }, { "name": "SKEW", "source": "Yahoo Finance chart API", "symbol": "^SKEW", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 147.28, "updated_at_utc": "2026-07-20T18:02:43.278986+00:00", "notes": "5D change: 2.09%" }, { "name": "WTI", "source": "Yahoo Finance chart API", "symbol": "CL=F", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 82.11, "updated_at_utc": "2026-07-20T18:02:43.358835+00:00", "notes": "5D change: 5.08%" }, { "name": "GOLD", "source": "Yahoo Finance chart API", "symbol": "GC=F", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 4008.7, "updated_at_utc": "2026-07-20T18:02:43.399967+00:00", "notes": "5D change: 0.29%" }, { "name": "COPPER", "source": "Yahoo Finance chart API", "symbol": "HG=F", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 6.349, "updated_at_utc": "2026-07-20T18:02:43.439988+00:00", "notes": "5D change: 1.86%" }, { "name": "10Y", "source": "Yahoo Finance chart API", "symbol": "^TNX", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 4.602, "updated_at_utc": "2026-07-20T18:02:43.474418+00:00", "notes": "5D change: -0.15%" }, { "name": "ZN", "source": "Yahoo Finance chart API", "symbol": "ZN=F", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 108.84375, "updated_at_utc": "2026-07-20T18:02:43.512890+00:00", "notes": "5D change: 0.13%" }, { "name": "ZB", "source": "Yahoo Finance chart API", "symbol": "ZB=F", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 110.625, "updated_at_utc": "2026-07-20T18:02:43.567044+00:00", "notes": "5D change: -0.08%" }, { "name": "DXY", "source": "Yahoo Finance chart API", "symbol": "DX-Y.NYB", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 100.958, "updated_at_utc": "2026-07-20T18:02:43.700260+00:00", "notes": "5D change: -0.32%" }, { "name": "USDJPY", "source": "Yahoo Finance chart API", "symbol": "JPY=X", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 162.461, "updated_at_utc": "2026-07-20T18:02:43.773457+00:00", "notes": "5D change: 0.36%" }, { "name": "EURUSD", "source": "Yahoo Finance chart API", "symbol": "EURUSD=X", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 1.1418, "updated_at_utc": "2026-07-20T18:02:43.811629+00:00", "notes": "5D change: 0.12%" }, { "name": "DAX", "source": "Yahoo Finance chart API", "symbol": "^GDAXI", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 24846.69, "updated_at_utc": "2026-07-20T18:02:43.850958+00:00", "notes": "5D change: -1.07%" }, { "name": "NIKKEI", "source": "Yahoo Finance chart API", "symbol": "^N225", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "unavailable", "latest_value": null, "updated_at_utc": "2026-07-20T18:02:43.896203+00:00", "notes": "HTTP Error 404: Not Found" }, { "name": "HANG_SENG", "source": "Yahoo Finance chart API", "symbol": "^HSI", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 25143.05, "updated_at_utc": "2026-07-20T18:02:43.973232+00:00", "notes": "5D change: 4.00%" }, { "name": "USD economic calendar", "source": "ForexFactory public widget feed", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 1, "updated_at_utc": null, "notes": "High/medium impact events filtered into catalyst board; 0 actual values present." }, { "name": "Fed/news sentiment", "source": "Federal Reserve RSS plus Alpha Vantage NEWS_SENTIMENT when key is present", "cadence": "queried at report publish time", "used_in_analysis": true, "status": "fresh", "latest_value": 3, "updated_at_utc": null, "notes": "Used for Fed, geopolitical, oil, and risk-language checks." }, { "name": "RRP", "source": "FRED official REST API", "symbol": "RRPONTSYD", "cadence": "daily", "used_in_analysis": true, "status": "fresh", "latest_value": 0.03, "updated_at_utc": "2026-07-20T18:02:50.419661+00:00", "notes": "Overnight Reverse Repurchase Agreements" }, { "name": "TGA", "source": "FRED official REST API", "symbol": "WTREGEN", "cadence": "weekly", "used_in_analysis": true, "status": "fresh", "latest_value": 756218.0, "updated_at_utc": "2026-07-20T18:02:50.653599+00:00", "notes": "Treasury General Account" }, { "name": "FED_BALANCE_SHEET", "source": "FRED official REST API", "symbol": "WALCL", "cadence": "weekly", "used_in_analysis": true, "status": "fresh", "latest_value": 6743028.0, "updated_at_utc": "2026-07-20T18:02:50.979281+00:00", "notes": "Fed total assets" }, { "name": "BANK_RESERVES", "source": "FRED official REST API", "symbol": "WRESBAL", "cadence": "weekly", "used_in_analysis": true, "status": "fresh", "latest_value": 3142721.0, "updated_at_utc": "2026-07-20T18:02:51.182005+00:00", "notes": "Reserve balances with Federal Reserve Banks" }, { "name": "SPX DIX/GEX dealer-flow proxy", "source": "SqueezeMetrics public DIX CSV", "symbol": "SPX DIX/GEX", "cadence": "daily after market close", "used_in_analysis": true, "status": "fresh", "latest_value": 5.154758320860001, "updated_at_utc": "2026-07-20T18:02:51.262938+00:00", "notes": "DIX 45.30%, GEX $5.15B on 2026-07-17" }, { "name": "Direct ES/NQ intraday dealer GEX", "source": "vendor required", "cadence": "intraday", "used_in_analysis": false, "status": "source_needed", "latest_value": null, "updated_at_utc": null, "notes": "SqueezeMetrics adds daily SPX aggregate GEX/DIX; direct ES/NQ intraday gamma still needs a vendor." }, { "name": "Market breadth internals", "source": "exchange/vendor required", "cadence": "intraday", "used_in_analysis": false, "status": "source_needed", "latest_value": null, "updated_at_utc": null, "notes": "YM/RTY provide index participation proxy, not true ADD/TICK breadth." }, { "name": "True futures CVD/order flow", "source": "broker/platform feed required", "cadence": "intraday", "used_in_analysis": false, "status": "source_needed", "latest_value": null, "updated_at_utc": null, "notes": "Post-market feedback uses a Yahoo volume proxy only." }, { "name": "Fed funds futures path", "source": "CME/FedWatch or rates data vendor required", "cadence": "daily/intraday", "used_in_analysis": false, "status": "source_needed", "latest_value": null, "updated_at_utc": null, "notes": "Calendar and 10Y/ZB/ZN currently proxy policy-rate sensitivity." } ], "catalyst_board": [ { "event": "Unemployment Claims", "time": "2026-07-23T08:30:00-04:00", "importance": "Medium", "category": "labor", "forecast": "211K", "previous": "208K", "actual": null, "priced_in_view": "Market wants labor cooling without an abrupt growth scare.", "bullish_surprise": "Orderly cooling supports soft-landing/rate-cut optionality.", "bearish_surprise": "Too-hot labor pushes yields higher; too-weak labor can flip into growth fear.", "es_impact": "moderate", "nq_impact": "moderate", "trade_window_rule": "Reduce size around release; require price confirmation." } ], "cross_asset_confirmation": { "risk_confirmation": "risk_warning", "bullish_support": [ "Copper strength supports cyclical/growth confirmation", "ZN/ZB strength confirms bond-price bid and easier rate pressure", "NQ constructive_inside_range" ], "bearish_warnings": [ "VIX elevated/watchful at 18.18", "SKEW 147.28 shows tail-risk hedging demand", "WTI is carrying an inflation/geopolitical premium", "YM/RTY weakness flags narrow or defensive index participation", "ES defensive_inside_range" ] }, "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": "defensive_inside_range", "best_long_setup": "Acceptance above ES R1 7,557.50 with NQ and vol confirmation.", "best_short_setup": "Failed reclaim or loss of ES S1 7,455.50 with VIX/rates confirming.", "confirmation_required": true, "macro_risk_modifier": 1.0, "do_not_trade_windows": [] }, "NQ": { "bias": "constructive_inside_range", "best_long_setup": "NQ R1 29,192.75 reclaim after rates stabilize.", "best_short_setup": "NQ S1 28,381.00 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" } }