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 (NQ)
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REPORT REFRESH
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  Saved refresh: Fri, May 22, 2026, 11:25 AM EDT
  Saved session: post-open
  Report date:   2026-05-22
  Table note:    Completed CME sessions; Friday can remain the latest row after a weekend refresh.
šŸ“” CURRENT MARKET SNAPSHOT
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  VXN:        22.70 (-0.04) šŸŸ”
  NQ Term:   CONTANGO (+14.5%) āœ…
              ā””ā”€ 20d RV 17.0 sits below 60d RV 19.5: near-term volatility is compressed versus the medium-term baseline.
  NQ:        29672.75 (Session: +0.77%) šŸŸ¢
  Contract:   /NQM26
  Weekly Momentum:    NQ: +156.8 (1w: +4.9) strong bull šŸŸ¢ | SATY +33.0 ST +50 EMA +50 D +50.0
  Semis RS:    SMH/QQQ: 0.795 (5d: -1.08%) šŸ”“
  10Y Yield:    TNX: 45.86 (5d: +1.25) šŸ”“
  Growth Leadership:    QQQ/SPY: 0.962 (5d: -0.01%) šŸ”“
  Model note:  Using Schwab root /NQ, which auto-resolves to the active front-month E-mini Nasdaq contract.

šŸ“… UPCOMING EVENTS
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  šŸ”“ Wed 05/27 after close: Nvidia earnings

šŸ“Š LAST 10 COMPLETED CME SESSIONS
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Date         Day       Open      High       Low     Close  Range%   Move%  Vol(M) Regime    
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2026-05-11   Mon   29294.00  29480.00  29225.75  29400.00    0.87 +  0.36     0.5 DEAD      
2026-05-12   Tue   29399.00  29455.75  28742.00  29134.25    2.43  -0.90     0.7 HIGH VOL  
2026-05-13   Wed   29143.75  29565.50  29055.50  29536.00    1.75 +  1.35     0.6 NORMAL    
2026-05-14   Thu   29537.00  29782.00  29448.25  29688.50    1.13 +  0.51     0.6 LOW VOL   
2026-05-15   Fri   29690.00  29734.00  29089.75  29173.00    2.17  -1.74     0.7 HIGH VOL  
2026-05-18   Mon   29135.00  29419.75  28814.75  29076.00    2.08  -0.20     0.8 NORMAL    
2026-05-19   Tue   29100.00  29188.50  28663.00  28899.25    1.81  -0.69     0.7 NORMAL    
2026-05-20   Wed   28929.75  29397.50  28797.25  29278.50    2.07 +  1.21     0.6 NORMAL    
2026-05-21   Thu   29253.00  29554.00  29113.00  29455.50    1.51 +  0.69     0.6 NORMAL    
2026-05-22   Fri   29444.00  29715.50  29436.00  29673.00    0.95 +  0.78     0.3 DEAD      
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šŸ“ˆ SUMMARY STATISTICS
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  Avg Daily Range:    1.68%
  Avg Absolute Move:  0.84%
  Avg Volume:         0.6M contracts
  Last Day Volume:    0.3M contracts (48% of avg)

šŸ“‰ REGIME BREAKDOWN:
  NORMAL     ā–ˆā–ˆā–ˆā–ˆā–ˆā–‘ā–‘ā–‘ā–‘ā–‘ 5 days (50%)
  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–‘ā–‘ā–‘ā–‘ā–‘ā–‘ā–‘ā–‘ā–‘ 1 days (10%)

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šŸŽÆ TODAY'S PREDICTION
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  Last 3 days regime:     NORMAL ā†’ NORMAL ā†’ DEAD
  Last 3 days direction:  BULL ā†’ DRIFT ā†’ DRIFT
  Range trend:            2.07% ā†’ 0.95%
  šŸ“‰ Range contracting:   Compression building...

  šŸ§­ BASELINE REGIME:     NORMAL āœ…
  šŸ“Š LIVE REGIME NOWCAST: NORMAL āœ…
              ā””ā”€ Live tape is broadly in line with the completed-session baseline.
  šŸ“ˆ EXPECTED DIRECTION:  MIXED/CHOP ā†”ļø
  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–’ā–’
    Range Stability      ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’
    VXN Alignment        ā–’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–’
    NQ Term              ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’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–’
    Regime Mixed         ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ ā–’ā–’ā–’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 (50% 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€¢ No strong directional bias
      ā€¢ Quick exits and tighter targets make more sense

  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–’
  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–’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–’
  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–’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–’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–’

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