ZeroGEX · Scorecard
SPY · Thu, Nov 12, 2026
SPY · 2026-11-12 — 3 Playbook calls. Best: Market Pressure +0.09%. Worst: Gamma VWAP Confluence −0.01%. Regime: long gamma.
Best signal (60m)
Market Pressure
+0.09%
Worst signal (60m)
Gamma Vwap Confluence
−0.01%
Closing regime
long gamma
MSI close
0.8
All Playbook calls · 3
Oldest first. Times are Eastern (UTC−5).
All signals · 60-minute forward return
- Market Pressure+0.09%15 flips · 9 scored · 6W 3L
- Squeeze Setup+0.05%19 flips · 15 scored · 8W 7L
- Zero Dte Position Imbalance+0.03%16 flips · 14 scored · 7W 7L
- Tape Flow Bias+0.01%46 flips · 37 scored · 18W 19L
- Vanna Charm Flow+0.00%18 flips · 15 scored · 8W 7L
- Vol Expansion+0.00%196 flips · 153 scored · 77W 76L
- Range Break Imminence−0.01%26 flips · 26 scored · 13W 13L
- Gamma Vwap Confluence−0.01%6 flips · 6 scored · 3W 3L
| Signal | Flips | Scored | Wins | Losses | Avg fwd return |
|---|---|---|---|---|---|
| Market Pressure | 15 | 9 | 6 | 3 | +0.09% |
| Squeeze Setup | 19 | 15 | 8 | 7 | +0.05% |
| Zero Dte Position Imbalance | 16 | 14 | 7 | 7 | +0.03% |
| Tape Flow Bias | 46 | 37 | 18 | 19 | +0.01% |
| Vanna Charm Flow | 18 | 15 | 8 | 7 | +0.00% |
| Vol Expansion | 196 | 153 | 77 | 76 | +0.00% |
| Range Break Imminence | 26 | 26 | 13 | 13 | −0.01% |
| Gamma Vwap Confluence | 6 | 6 | 3 | 3 | −0.01% |
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.