Pre-Open Commentary | Mar 13, 25

Condensed Insight Before the Bell.

Key Options Levels (ES Futures):

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TrendPhase (SPX):

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Midterm Cumulative:

This section will undergo some redo, simplification.

//Midterm Metrics//
Macro/Positioning: 0
OptionsTrendPhase: 1
Auction/Orderflow: -1
Alerts: 1

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Intraday Orderflow Structure:

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Key takeways:

As you can see I am trying to simplify things in this post a bit. Hopefuly it will be more clear.

First of all, I updated macro/positioning cstrategy chart for those who use it - its in et_ltmt excel file. Violet dots of Gamma -5/+5 signal will be visible when I update file tomorrow.

Yesterday’s macro changed situation a bit, both models fast and slow are now bullish.

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Notes:

Yesterday’s HPI signals and other option metrics.

Yesterday I published last four weeks of HPI bots performance. Also included HPI( c), a new bot which will be published this weekend. This one handles negative gamma environment much better than HPI(a) and HPI(b).

The results are quite impressive although one have to understand that we have quite significant volatility in the market. I will write a bit more in a report in HPI section.

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