free preview: direction, regime, and archive stay open. confidence, regime-change internals, and swing-plan values are masked until you unlock the desk.

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VOLATILITY REGIME ANALYSIS - Enhanced Multi-Factor (AAPL)
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REPORT REFRESH
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  Saved refresh: Thu, Jun 4, 2026, 4:13 PM EDT
  Saved session: post-close
  Report date:   2026-06-04
šŸ“” CURRENT MARKET SNAPSHOT
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  HV20:        17.72 (-0.20) šŸŸ¢
  Vol Structure:   CONTANGO (+25.2%) āœ…
              ā””ā”€ 20d RV 17.7 sits below 60d RV 22.2: near-term volatility is compressed versus the medium-term baseline.
  AAPL:        $311.23 (Gap: +0.00%) āšŖ
  Weekly Momentum:    AAPL: +110.7 (1w: -32.6) strong bull šŸŸ¢ | SATY +15.5 ST +50 EMA +50 D +44.5
  RS vs SPY:    AAPL/SPY: 0.411 (5d: -0.69%) šŸ”“
  Mag 7 Breadth:    3/7 above 20d (5d: -14.3pp) šŸ”“
  Tech Leadership:    XLK/QQQ: 0.264 (5d: +4.29%) šŸŸ¢
  Model note:  Mag 7 stock model tracks AAPL/SPY leadership plus seven-stock breadth across AAPL/AMZN/GOOGL/META/MSFT/NVDA/TSLA.

šŸ“… UPCOMING EVENTS
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  šŸ”“ Tomorrow 08:30: Jobs Report
  šŸ”“ Wed 06/10 08:30: CPI

šŸ“Š LAST 10 TRADING DAYS
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Date         Day       Open      High       Low     Close  Range%   Move%  Vol(M) Regime    
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2026-05-21   Thu     301.06    305.54    300.40    304.99    1.71 +  1.31    43.0 NORMAL    
2026-05-22   Fri     306.12    311.40    305.84    308.82    1.82 +  0.88    43.7 NORMAL    
2026-05-26   Tue     309.56    311.82    307.67    308.33    1.34  -0.40    48.0 LOW VOL   
2026-05-27   Wed     308.33    313.26    308.30    310.85    1.61 +  0.82    50.4 LOW VOL   
2026-05-28   Thu     310.68    312.80    309.57    312.51    1.04 +  0.59    48.2 DEAD      
2026-05-29   Fri     311.77    315.00    309.53    312.06    1.75 +  0.09    70.0 NORMAL    
2026-06-01   Mon     309.62    310.94    305.02    306.31    1.91  -1.07    48.8 NORMAL    
2026-06-02   Tue     307.46    315.45    306.69    315.20    2.85 +  2.52    44.5 HIGH VOL  
2026-06-03   Wed     314.18    316.94    308.85    310.26    2.57  -1.25    50.8 HIGH VOL  
2026-06-04   Thu     313.23    313.54    309.65    311.23    1.24  -0.64    40.7 DEAD      
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šŸ“ˆ SUMMARY STATISTICS
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  Avg Daily Range:    1.78%
  Avg Absolute Move:  0.96%
  Avg Volume:         46.6M
  Last Day Volume:    40.7M (87% of avg)

šŸ“‰ REGIME BREAKDOWN:
  NORMAL     ā–ˆā–ˆā–ˆā–ˆā–‘ā–‘ā–‘ā–‘ā–‘ā–‘ 4 days (40%)
  DEAD       ā–ˆā–ˆā–‘ā–‘ā–‘ā–‘ā–‘ā–‘ā–‘ā–‘ 2 days (20%)
  HIGH VOL   ā–ˆā–ˆā–‘ā–‘ā–‘ā–‘ā–‘ā–‘ā–‘ā–‘ 2 days (20%)
  LOW VOL    ā–ˆā–ˆā–‘ā–‘ā–‘ā–‘ā–‘ā–‘ā–‘ā–‘ 2 days (20%)

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šŸŽÆ TODAY'S PREDICTION
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  Last 3 days regime:     HIGH VOL ā†’ HIGH VOL ā†’ DEAD
  Last 3 days direction:  BULL ā†’ BEAR ā†’ DRIFT
  Range trend:            2.85% ā†’ 1.24%
  šŸ“‰ Range contracting:   Compression building...

  šŸ§­ BASELINE REGIME:     HIGH VOL šŸ”„
  šŸ“Š LIVE REGIME NOWCAST: NORMAL āœ…
              ā””ā”€ Live tape is running one regime quieter than the completed-session baseline.
  šŸ“ˆ EXPECTED DIRECTION:  BULLISH šŸ“ˆ
  āš” CONFIDENCE:          ā–’ā–’ā–’ ā–’
  šŸ”„ REGIME CHANGE PROB:  ā–’ā–’ā–’ ā–’

  CONFIDENCE FACTORS:
    Regime Consistency   ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’
    Range Stability      ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’
    HV20 Alignment       ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’
    Volume Health        ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’

  REGIME CHANGE SIGNALS:
    Range Contracting    ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’
    Vol Structure        ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’
    Event Risk           ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’
    Regime Instability   ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’
    Cross-Asset Stress   ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’

  šŸ“‹ STRATEGY IMPLICATIONS:
    ā€¢ Balanced conditions for all tiers
    ā€¢ Expect 15-25% option peaks typical
    ā€¢ Good trade frequency expected
    ā€¢ Standard tier logic should work well

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šŸ“‹ TODAY'S TRADING PLAN
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  šŸ’° POSITION SIZING:
      ā€¢ 100% normal size

  āš” REGIME CHANGE WARNING (53% probability):
      ā€¢ Conditions may shift from the current regime
      ā€¢ Stay flexible and wait for confirmation
      ā€¢ Watch the first 30 minutes closely

  šŸŽÆ DIRECTION BIAS:
      ā€¢ Favor AAPL long setups on pullbacks
      ā€¢ Let winners run a bit longer when momentum confirms

  ā° SESSION TIMING:
      ā€¢ 9:30 EDT-10:00 EDT: Opening volatility
      ā€¢ 10:00 EDT-11:30 EDT: Often the cleanest setups
      ā€¢ 11:30 EDT-2:00 EDT: Lunch lull, be patient
      ā€¢ 2:00 EDT-4:00 EDT: Late-day trend or reversal window

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šŸ“† 2-4 DAY SWING PLAN
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  SWING BIAS:             ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’
  SWING SIZE:             ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’
  SWING THESIS:           ā–’ā–’ā–’ā–’ ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’
  SWING ENTRY:            ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’
  SWING INVALIDATION:     ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’
  SWING CATALYST WINDOW:  ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’

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