ZeroGEX · Forecast Receipt

SPY · Tuesday, November 3, 2026

Committed 2026-11-03T13:30:14.881521+00:00 · Receipt 2026-11-03T21:05:22.835750+00:00

Expected range

$745.95 - $763.01

−0.99% / +1.27% · Actual: $752.44 - $757.08

Expected volatility

Expansion

Realized 0.65× normal · informational, not scored

Key levels

3 in play

Brier 0.09 · outcomes on the ladder below

Levels & touch odds

forecast vs. what happened

Gamma flipregime line

$773.92

1% → no cross· within $16.84 (2.18%)

Call wallresistance

$760.00

16% → not reached· within $2.92 (0.38%)

Open spot

$753.41

closed $754.35

Put wallsupport

$750.00

50% → not reached· within $2.44 (0.33%)

Max-gammagravity

$740.00

pull center (long-γ)

We do not forecast which way SPY goes.

Three claims - how far price can travel (range), how much it actually moves versus what’s priced in (volatility), and which dealer lines it reaches (levels). Gamma structure conditions all three. Direction it does not.

Rolling 30-day track record (n=30)

Range coverage · n=30

90%

95% CI 74%-97%

▲ vs target 80%

Levels Brier

0.13

Expected‑volatility is informational, not graded: over the last 30 corrected‑scale receipts it called 33% vs a 33% majority‑bucket baseline - no edge yet, so we publish the call for transparency but don’t score it. Range coverage and levels calibration are the graded claims.

About this forecast

Daily commitment for SPY written each morning before the open, hashed and immutable. The projected range is anchored on the open spot and bounded by the GEX call/put walls with a safety expansion (event days get a 1.5× stretch); it’s graded on coverage - an 80-90% band should contain the day that often. Key levels carry the reflection-principle odds that price reaches each wall and crosses the gamma flip today (scaled to the calibrated intraday move), graded by Brier score. These two - range coverage and levels calibration - are the graded claims, each shown with a 95% confidence interval and a baseline to beat. Expected volatility (realized daily range as a multiple of a normal day’s range, √(8/π)≈1.6× the implied 1-day move, calibrated per symbol so 1.0 is an ordinary day) is published for transparency but is informational, not graded: on our history it doesn’t beat a majority-bucket baseline, so we won’t score a call we can’t back up. The receipt is written once at 4:05 PM ET from the day’s actual cash-session OHLC and is immutable thereafter.

Model: heuristic_v1_5 · hash bb05138f5675