Private Alpha
Live market data ticker: NQ, ES, VIX, DXY and 10 year yield with illustrative values.

METHOD

How the desk reads a session.

Before the open, ten inputs are scored and weighted into a single reading of how favourable conditions are. It characterises the day. It does not forecast direction, and it never issues an instruction to buy or sell.

── THE TEN INPUTS ──
01REGIME

Directional structure across daily and intraday

02VOLATILITY LEVEL

Where VIX sits within its productive band

03VOLATILITY DIRECTION

Whether volatility is expanding or settling

04IMPLIED VS REALISED

Priced risk against actual recent range

05OVERNIGHT STRUCTURE

How much of the day's range Globex already used

06CROSS ASSET

Whether indices, dollar and volatility agree

07EVENT RISK

Scheduled releases weighted by impact and timing

08SESSION CONTEXT

Roll weeks, expiry, holidays, half sessions

09LEVEL CLARITY

Whether price sits at a reference or mid range

10PARTICIPATION

Volume against the same time on an average day

Sample Output· ILLUSTRATIVE

TRADABILITY

65 /100

MIXED

Signals conflict, conditions are unstable.

REGIME

CHOPPY

VIX

36.2

IMPLIED

±2.28%

CROSS ASSET

NEUTRAL

An illustration of the reading the desk produces inside the product. It is not a live market call, and nothing on this website constitutes one.