| # | 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↑ |
Crash-side directional signals. Read CE dominance, PE activity, spot decline, and raw IV to detect institutional sell positioning.
Rally-side directional signals. Read PE dominance, CE activity, spot rise, and raw IV to detect institutional buy positioning.
Fixed 5-strike normalized signals. BSM-stripped extrinsic only. N1/N2 = surge, N6 = cascade, N7/N8 = net dominance, N14/N15 = early warning.
Rally-side mirrors of crash mechanics. M1 mirrors A2 (accel panic), M2 mirrors N6 (both-sides event). Detect forced covering and momentum.
Not directional. C1 = data maturity, C2 = persistence, C3 = short overrides long, C4 = regime detection. Gate all entries.
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.