Signal Map

12 ↔ 12 Symmetric Confluence Engine — Insight #28
SPOT
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INDEX
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Norm PE
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Norm CE
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Live Signal Status
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12 ↔ 12 Mirror Pairs
# Crash Crash Logic What It Reads Rally Rally Logic
1 A1 CE:PE ratio > 10x — calls dominating Ratio skew B1 PE:CE ratio > 10x — puts dominating
2 A2 CE accel > 2000/min — panic call hedging Panic acceleration M1 PE accel > 2000/min + Spot↑ — forced put covering
3 A3 PE unwind > 50/min from deep negative Position unwind B5 CE unwind < -50/min from high positive
4 A4 Spot↓ < -3 pts/min + PE↑ Price + IV confirm B4 Spot↑ > 3 pts/min + CE↑
5 A5 PE raw IV rising > 1% Raw IV rise B6 CE raw IV rising > 1%
6 A6 PE accel > 2000 + Spot↓ — crash initiation Accel + direction B7 CE accel > 2000 + Spot↑ — rally initiation
7 A7 CE now > 3000 — ceiling high, heavy hedging Absolute level B2 PE now < -3000 — floor deep, protection gone
8 A8 CE rise > 100/min + PE↑ — moderate buildup Leading indicator B3 PE decay < -100/min — moderate dump
9 N1 Norm PE SURGING + Spot↓ Norm IV surge N2 Norm CE SURGING + Spot↑
10 N6 Both Norm PE + CE SURGING — cascade Both-sides event M2 PE collapse < -500/min + CE surge > 500/min
11 N7 NET% above threshold + PE > CE Net dominance N8 NET% above threshold + CE > PE
12 N14 CE slow rise 50-500/min + PE dom + Spot↓ Early warning N15 PE slow rise 50-500/min + CE dom + Spot↑
Confluence Sets

CRASH_SIDE_SIGNALS (12)

RALLY_SIDE_SIGNALS (12)

Signal Categories

A-Series (SHORT)

Crash-side directional signals. Read CE dominance, PE activity, spot decline, and raw IV to detect institutional sell positioning.

B-Series (LONG)

Rally-side directional signals. Read PE dominance, CE activity, spot rise, and raw IV to detect institutional buy positioning.

N-Series (Norm IV)

Fixed 5-strike normalized signals. BSM-stripped extrinsic only. N1/N2 = surge, N6 = cascade, N7/N8 = net dominance, N14/N15 = early warning.

M-Series (Mirror)

Rally-side mirrors of crash mechanics. M1 mirrors A2 (accel panic), M2 mirrors N6 (both-sides event). Detect forced covering and momentum.

C-Series (Meta Filters)

Not directional. C1 = data maturity, C2 = persistence, C3 = short overrides long, C4 = regime detection. Gate all entries.

Shadow Engine

Tracks ALL signals every tick regardless of toggle state. One trade per ON/OFF cycle. Builds per-signal win rate to inform which signals to enable.