ZeroGEX · Scorecard
SPY · Wed, Nov 4, 2026
SPY · 2026-11-04 — 1 Playbook call. Best: 0DTE Position Imbalance +0.02%. Worst: Gamma VWAP Confluence −0.02%. Regime: long gamma.
Best signal (60m)
Zero Dte Position Imbalance
+0.02%
Worst signal (60m)
Gamma Vwap Confluence
−0.02%
Closing regime
long gamma
MSI close
0.8
All Playbook calls · 1
Oldest first. Times are Eastern (UTC−5).
All signals · 60-minute forward return
- Zero Dte Position Imbalance+0.02%28 flips · 26 scored · 12W 13L
- Vanna Charm Flow+0.01%16 flips · 15 scored · 9W 6L
- Tape Flow Bias+0.00%40 flips · 32 scored · 18W 14L
- Eod Pressurenot scorable1 flips · 0 scored · 0W 0L
- Gex Gradientnot scorable6 flips · 0 scored · 0W 0L
- Range Break Imminence−0.00%20 flips · 10 scored · 5W 5L
- Vol Expansion−0.00%195 flips · 145 scored · 72W 73L
- Market Pressure−0.02%39 flips · 31 scored · 15W 15L
- Squeeze Setup−0.02%21 flips · 21 scored · 11W 10L
- Gamma Vwap Confluence−0.02%28 flips · 28 scored · 14W 14L
| Signal | Flips | Scored | Wins | Losses | Avg fwd return |
|---|---|---|---|---|---|
| Zero Dte Position Imbalance | 28 | 26 | 12 | 13 | +0.02% |
| Vanna Charm Flow | 16 | 15 | 9 | 6 | +0.01% |
| Tape Flow Bias | 40 | 32 | 18 | 14 | +0.00% |
| Eod Pressure | 1 | 0 | 0 | 0 | not scorable |
| Gex Gradient | 6 | 0 | 0 | 0 | not scorable |
| Range Break Imminence | 20 | 10 | 5 | 5 | −0.00% |
| Vol Expansion | 195 | 145 | 72 | 73 | −0.00% |
| Market Pressure | 39 | 31 | 15 | 15 | −0.02% |
| Squeeze Setup | 21 | 21 | 11 | 10 | −0.02% |
| Gamma Vwap Confluence | 28 | 28 | 14 | 14 | −0.02% |
About this scorecard
Daily aggregate of the ZeroGEX engine’s output for SPY. “Playbook calls” counts every non-STAND_DOWN Action Card persisted that day, midnight to midnight Eastern, so it includes calls issued before the open; each one has its own /cards/<id> permalink. “Best/Worst signal” picks the signal whose direction-flip events that day produced the highest/lowest average 60-minute forward return on SPY, with a 2-flip minimum so a single outlier doesn’t crown a signal of the day. “Scored” is how many of a signal’s flips could be graded: the forward price always comes from the same regular session, so a flip inside the last 60 minutes has nothing to grade against and is counted but not scored. A signal that only fires near the bell can read “not scorable” for a whole session - that is an absent measurement, not a flat one. The receipt is immutable once written - the engine cannot retroactively edit a published scorecard.