apps2 · bias

every cross-asset signal + the dealer-gamma regime → one equity directional read hubdecoupsignalmoverslandscapegammabias loading…
Fused equity bias — nowThe headline read: composite bias (−1 risk-off → +1 risk-on) and the implied probability equities rise next. The strip below the bar = SPY dealer-γ regime over the last recorded days (red short-γ = dealers amplify moves; blue long-γ = pin; shade = |GEX| percentile) — the live γ badge is that strip's right-edge cell.
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dealer-γ regime history loading…
Fused bias over time vs S&P 500Does the composite turn before price? Black = bias; orange = P(up) (0–100% mapped on the same midline: 50% sits on the zero line); faint blue = S&P (its own scale); brown = 0DTE put/call reference (own right scale, toggle with the P/C ref chip in the toolbar — >1 puts/fear, <1 calls/greed; daily prints step-aligned by day). The thin strip beneath = driver AGREEMENT per bar (pale = consensus, deep blue = drivers split — when it's split, trust the composite less).
0DTE put/call ratio over time — extra voterQQQ·TSLA·NVDA 0DTE options. P/C>1 = MORE PUTS (fear/hedging); P/C<1 = MORE CALLS (greed/leverage/retail-frenzy). Contrarian: extreme call-euphoria (very low P/C) = risk-OFF vote; extreme put-fear (very high P/C) = risk-ON vote. Line over time, not a scalar — candles/resolution N/A (a ratio series). Volume P/C = retail-frenzy gauge.
Form / series:
Solid black = the selected volume P/C; dashed grey = the P/C = 1.0 balance line (above it puts dominate, below calls dominate). Faint blue = S&P 500 (own scale) for divergence. Dashed purple = OI P/C (standing positioning, Σput_oi/Σcall_oi from banked retail rows) — volume P/C (today's flow / retail-frenzy) diverging from OI P/C (standing distribution) is the frenzy-vs-distribution tell near tops. OI series is ramping — live 5-min rows only for now; the Databento daily spine (OI to 2013) awaits the paid backfill. Vote ranks P/C vs its own percentile over the loaded window (not the raw level) — see the "0DTE P/C" row in Contributors.
ContributorsWho's voting which way and how hard — sorted by pull (weight × vote). Vote/Pull cell shading and the heatmap below share ONE red↔blue scale: red = risk-off, blue = risk-on — so cells are comparable down the column, across rows, and through time.
apps2/fuse · each driver votes risk-on/off for equities from its recent momentum (sign × tanh); composite = weighted mean → P(up) via logistic. Dealer-gamma regime (from surface, SPY) adds context. A contrarian 0DTE put/call voter (ranked vs its own percentile) leans risk-off on call-euphoria, risk-on on put-fear. Data: ../decoup/data.php (Yahoo+FRED) + ../gamma/opt.php (Massive) + ../gamma/history_opt.php (recorded dealer-γ regime strip) + ../fundamentals/zerodte5y.php (0DTE volume P/C history) + ../retail/retail.php (live OI/vol P/C) + ../retail/history_retail.php (OI P/C history — ramping).