DAYEND-IV Live Tracker

Dashboard (current) Debug Performance Signals Files System

Spot: —

Expiry: —

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Readings: 0

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NEUTRAL

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SIGNAL PROXIMITY RADAR forward-looking

NONE

LONG

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0/2

persist 0

SHORT

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0/2

persist 0

MONEY MANAGEMENT sizing + kill switch

NORMAL

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Day P&L

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L Streak

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W Streak

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SIGNAL STATE Live Signal Dashboard

NO TRADE

PA — PARITY

Put-Call parity deviation

NEUTRAL

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NS — NORM SPREAD

CE-PE normalized IV spread

BALANCED

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B6 — CE MOMENTUM

CE raw IV rise rate

NORMAL

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MSI — REGIME

Margin shock regime

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Hard Stop

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Trailing Stop

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Regime Stop

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Signal Conviction

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Deployed (Premium)

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Max Risk (at SL)

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Lots (0 qty) —

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No Position

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SL STATUS

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Hard Cap: — pts | Entry Spot: —

FEED HEALTH

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PROTOCOL vs POSITION

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SESSION LOG

Waiting for market data...

CE DAYEND-IV FDTN Filter

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Waiting...

Rising during sell-off = straddle rebalancing = fake move = TAKE long

PE DAYEND-IV FUTN Filter

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Waiting...

Rising during rally = anomaly fighting natural decay = TAKE short

Norm CE (Floating 5 OTM)

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Waiting...

Floating 5 nearest OTM CE strikes relative to SPOT — pure IV signal

Norm PE (Floating 5 OTM)

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Waiting...

Floating 5 nearest OTM PE strikes relative to SPOT — pure IV signal

Norm NET (CE+PE)

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Waiting...

Net real IV — strips BSM mechanical bias

Margin Shock Index (MSI)

WAITING

MSI %

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Direction

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Expected Move

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Remaining

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Spike

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Spike Time

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First margin spike (CE or PE) → expected move estimate. CE spike = SHORT/crash. PE spike = LONG/rally. ● <20% Small ● 20-40% Medium ● >40% Crash/Rally

TRADE PROTOCOL

NO SIGNAL

Size

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Signals

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Stop

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Traveled

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Move %

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Status

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Signals control: Direction → Sizing → Stop → Target → Exit

📈

FUTN (Index rallying ≥100pt):
PE DAYEND-IV ▲ Rising → TAKE short
PE DAYEND-IV ▼ Falling → SKIP

▶ Signal Registry All tracked signals — what's live, what's display-only

● EXECUTION ● DISPLAY ● REMOVED

Signal	Type	Direction	Description	Status	Toggle	WR%
CATEGORY A — SHORT SIGNALS (Raw DAYEND-IV) → Insight #12
A1	CE:PE Ratio > 10x	SHORT	CE/PE asymmetry — institutional call hedging	● EXEC		Sensex calibrated: 3.0x threshold
A2	CE Accel Panic > 2000/min	SHORT	Rate of CE rise spiking — earliest SHORT signal	● EXEC		Appears within 5-10 min of move
A3	PE Unwind (vel > +50/min)	SHORT	PE recovering from deep negative — put sellers unwinding	● EXEC		Contrarian — looks bullish but bearish
A4	Spot↓ PE↑ Divergence	SHORT	Spot falling but PE rising — real selling pressure	● EXEC		Distinguishes real vs market-maker fake-outs
A5	PE Raw IV Rising > +1%	SHORT	Absolute PE IV increasing — defensive positioning	● EXEC		Confirms A3 from raw data
A6	PE Accel > 2000 + Spot↓	SHORT	PE acceleration + spot falling — crash initiation phase	● EXEC		Gap #2 — earliest crash phase, put buyers initiate before call panic
A7	CE Ceiling High	SHORT	CE_now above ceiling threshold — overbought call side	● EXEC		Mirror of B2. 0% WR (0/20) — BROKEN, disabled
A8	CE Rise Accel + PE↑	SHORT	CE accelerating + PE rising — short momentum confirm	● EXEC		Mirror of B3. 58% WR (129/221)
CATEGORY B — LONG SIGNALS (Raw DAYEND-IV) → Insight #13
B1	CE:PE Ratio < 3x	LONG	Balanced CE/PE — no one-sided panic	● EXEC		Sensex calibrated: 2.0x threshold
B2	PE Floor Deep < -3000	LONG	Heavy theta burn — institutions NOT buying protection	● EXEC		Confirms fake-down thesis
B3	PE Decay Accel < -100/min	LONG	Put premium collapsing fast — selling exhausting	● EXEC		Leading — PE decays BEFORE spot bounces
B4	Spot↑ PE↓ Convergence	LONG	Market recovering + puts still losing — double confirm	● EXEC		Strongest long signal
B5	CE Unwind (vel < threshold)	LONG	CE recovering from deep negative — call sellers unwinding	● EXEC		Mirror of A3. 35.8% WR (24/67) — disabled
B6	CE Raw IV Rise > +1%	LONG	Absolute CE IV rising — bullish positioning	● EXEC		Mirror of A5. 70% WR (865/1235) — top volume earner
B7	CE Accel Rally + Spot↑	LONG	CE acceleration + spot rising — rally initiation phase	● EXEC		Mirror of A6. No trades — shadow only
CATEGORY N — NORMALIZED IV (Floating 5 OTM, BSM-stripped) → Insights #14, #8, #4, #5
N1	Norm PE Surging + Down Day	SHORT	Real institutional put buying on OTM strikes	● EXEC		Pure signal — no BSM artifact
N2	Norm CE Surging + Up Day	LONG	Real institutional call buying — momentum conviction	● EXEC		Mirror of N1
N3	Norm PE Contained = Fake Down	LONG	PE contained on down day = no conviction	✗ REMOVED		v1.5 — fires too early, PE always contained first hour
N4	Raw/Norm Divergent = LONG	LONG	BSM artifact ≠ go long	✗ REMOVED		v1.5 — non-sequitur, 78x divergence on crash day
N5	Norm CE Surging + Down = Reversal	LONG	Speculative reversal-catching	✗ REMOVED		v1.5 — 191 take_long on 1075-pt crash
N6	Both Sides Surging	SHORT	Vol explosion — both CE+PE above surge threshold	● EXEC		Margin-forced CE covering + real PE buying
N7	NET% > 10% + PE Dominant	SHORT	Adaptive vol expansion — PE driving it = bearish	● EXEC		10% of baseline, auto-scales with IV regime
N8	NET% > 10% + CE Dominant	LONG	Adaptive vol expansion — CE driving it = bullish	● EXEC		Mirror of N7
N14	CE Slow Rise + PE Dominant	SHORT	Pre-cascade early warning — CE rising slowly while PE still dominant	● EXEC		Gap #3 — Stage 1-2 margin cascade detection before N6 fires
N15	PE Slow Rise + CE Dom	LONG	Pre-rally early warning — PE rising slow while CE dominant	● EXEC		Mirror of N14. 41% WR (151/366) — BROKEN, disabled
CATEGORY M — MIRROR SIGNALS (Rally-Side Mirrors) → Insight #21
M1	PE Acceleration Panic	LONG	PE accel > threshold + Spot rising = forced put covering on rally	● EXEC		Mirror of A2 (CE accel panic)
M2	PE Collapse + CE Surge	LONG	PE collapsing + CE surging = short put covering + upside momentum	● EXEC		Mirror of N6 (both surging on crash)
CATEGORY PA — PARITY (Put-Call Parity Deviation) → Bonus signal
PA_BULL	Parity Bullish (calls overpriced)	LONG	CE/PE parity deviation — calls expensive vs puts = rally	● EXEC		78.7% WR (328/417) — top real-signal WR
PA_BEAR	Parity Bearish (puts overpriced)	SHORT	PE/CE parity deviation — puts expensive vs calls = decline	● EXEC		70.5% WR (637/903) — #1 lifetime PnL
CATEGORY SG — SKEW GRADIENT → PE vs CE decay-rate skew
SG_BULL	PE Decays Faster than CE	LONG	Put side decaying faster = no protection buyers = bullish	● EXEC		58.1% WR (515/886) — +3,864 pts
SG_BEAR	PE Flat vs CE Decay	SHORT	Institutional put holding — puts defended, bearish	● EXEC		45.8% WR (132/288) — LOSING, review
CATEGORY NS — NORM SPREAD (Normalized IV CE-PE spread) → Directional dominance
NS_BULL	Spread < -threshold (CE Dom)	LONG	Normalized spread favors CE — call side dominating	● EXEC		71% WR (264/372) — +4,095 pts
NS_BEAR	Spread > +threshold (PE Dom)	SHORT	Normalized spread favors PE — put side dominating	● EXEC		51.5% WR (134/260) — marginal +213
CATEGORY OI — OPEN INTEREST BURST → Put/call writing flow
OI_BULL	OI Burst Bullish	LONG	Put writing at open — bullish conviction flow	● EXEC		Dormant — no trades lifetime
OI_BEAR	OI Burst Bearish	SHORT	Call writing at open — bearish conviction flow	● EXEC		Dormant — no trades lifetime
OI2_BULL	OI2 Burst Bullish (day-end)	LONG	Day-end OI comparison — bullish writing conviction	● EXEC		Dormant — shadow only
OI2_BEAR	OI2 Burst Bearish (day-end)	SHORT	Day-end OI comparison — bearish writing conviction	● EXEC		Dormant — shadow only
CATEGORY AMO — AFTER-MARKET ORDER LEAKAGE → Overnight signal
AMO_BULL	Overnight OI Net Bullish	LONG	Pre-9:15 AMO flow shows net bullish positioning	● EXEC		Dormant — shadow only
AMO_BEAR	Overnight OI Net Bearish	SHORT	Pre-9:15 AMO flow shows net bearish positioning	● EXEC		Dormant — shadow only
CATEGORY C — META FILTERS (Gate / Override) → Insight #15
C1	Data Maturity	GATE	No entries before 09:20 IST or 30+ ticks	● EXEC		Prevents unstable baseline entries
C2	Confluence Persistence	GATE	Signal must hold 18+ ticks (~3 min)	● EXEC		Filters fleeting spikes
C3	SHORT Overrides LONG	OVERRIDE	2+ SHORT signals active → suppress ALL longs	● EXEC		SHORT always wins when conflicting
C4	Regime Detection	GATE	Blocks LONGs in trending_down & SHORTs in trending_up (symmetric)	● EXEC		Sensex calibrated threshold
C5	Expiry Day Adjustment	MODIFIER	Wider SL on expiry, tighter on non-expiry	● DISPLAY		Documented, not yet coded
C6	Norm Spread Gate	GATE	Gates entries based on normalized spread magnitude	● EXEC		Meta filter — 100% WR (56/56), +6,464 pts
PRE-VERDICT FILTERS → Insights #2, #3
BSM	BSM Artifact Filter	FILTER	Raw CE "rising" demoted to "neutral" if Norm CE not SURGING	● EXEC		Prevents Combo #2 on crash days. Mirror for PE.
8-COMBO VERDICT (Raw CE + PE Direction) → Insight #1
#1-#4	FDTN Combos (market tanking)	LONG	CE▲PE▲=STRONG, CE▲PE▼=TAKE, CE▼PE▲=TOW, CE▼PE▼=SKIP	● EXEC	CORE	Core FDTN filter — 92% WR with PE filter
#5-#8	FUTN Combos (market rallying)	SHORT	PE▲CE▼=STRONG, PE▲CE▲=TOW, PE▼CE▼=TOW, PE▼CE▲=SKIP	● EXEC	CORE	Mirror of FDTN
PLANNED / HYPOTHESIS (Not Yet Coded) → Insights #9, #11
N9	Margin Call Stabilization (MCS)	SHORT	CE spiked then dropped back, but PE still high = next leg loading	● PLANNED		Insight #9 — needs threshold calibration
MSI	Margin Shock Index (N10)	PREDICTIVE	First norm CE/PE spike → MSI% → expected move pts + regime + direction (SHORT/LONG)	● EXEC		Insight #11, #20 — IV expansion → move estimator
—	Multi-Timeframe Confluence	MODIFIER	5-min divergence more reliable than 1-min	● PLANNED		Needs more data before implementing
—	Expiry Day DTE Handling	MODIFIER	Dynamic windows, DTE-based thresholds	● PLANNED		Discussed but not implemented

Last updated: v2.0 (2026-03-15) — Trade Management Protocol: signal-driven sizing, scaling, stops, exhaustion ● EXEC = live | Toggle = ON/OFF | WR% = shadow trade win rate (hover for stats) | ⚡ = active shadow trade

DAYEND-IV Live — Loading...

No Position

CE DAYEND-IV FDTN Filter

PE DAYEND-IV FUTN Filter

Norm CE (Floating 5 OTM)

Norm PE (Floating 5 OTM)

Norm NET (CE+PE)

Spot — 5 Min Bars ▲long ▼short ×exit ·sl_armed ✕sl_fired ○skipped

Norm CE DAYEND-IV (Floating 5 OTM) — 5 Min Bars

Norm PE DAYEND-IV (Floating 5 OTM) — 5 Min Bars

CE DAYEND-IV — 5 Min Bars

PE DAYEND-IV — 5 Min Bars

DAYEND-IV Live — Loading...

No Position

CE DAYEND-IV FDTN Filter

PE DAYEND-IV FUTN Filter

Norm CE (Floating 5 OTM)

Norm PE (Floating 5 OTM)

Norm NET (CE+PE)

Spot — 5 Min Bars ▲long ▼short ×exit ·sl_armed ✕sl_fired ○skipped

Norm CE DAYEND-IV (Floating 5 OTM) — 5 Min Bars

Norm PE DAYEND-IV (Floating 5 OTM) — 5 Min Bars

CE DAYEND-IV — 5 Min Bars

PE DAYEND-IV — 5 Min Bars

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