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 (YM)
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REPORT REFRESH
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  Saved refresh: Mon, May 4, 2026, 9:08 AM EDT
  Saved session: pre-open
  Report date:   2026-05-04
  Table note:    Completed CME sessions; Friday can remain the latest row after a weekend refresh.
šŸ“” CURRENT MARKET SNAPSHOT
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  VXD:        15.71 (+0.00) šŸŸ”
  YM Term:   FLAT (+6.5%) āšŖ
              ā””ā”€ 20d RV 15.1 is roughly in line with 60d RV 16.1: the realized-vol curve is steady.
  YM:        49476.00 (Session: -0.34%) šŸ”“
  Contract:   /YMM26
  Weekly Momentum:    YM: +8.4 (1w: -11.4) bull šŸŸ¢ | SATY +5.6 ST +50 EMA +50 D -22.3
  Industrials:    XLI/SPY: 0.240 (5d: -0.65%) šŸ”“
  Financials:    XLF/SPY: 0.072 (5d: +0.03%) šŸŸ¢
  10Y Yield:    $TNX: 43.78 (5d: +0.68) šŸ”“
  Model note:  Using Schwab root /YM, which auto-resolves to the active front-month E-mini Dow contract.

šŸ“… UPCOMING EVENTS
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  šŸ”“ Wed 05/06 08:30: FOMC Decision
  šŸ”“ Tue 05/12 08:30: CPI

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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2026-04-21   Tue   49673.00  50043.00  49229.00  49487.00    1.64  -0.37     0.1 HIGH VOL  
2026-04-22   Wed   49500.00  49810.00  49420.00  49488.00    0.79  -0.02     0.1 DEAD      
2026-04-23   Thu   49495.00  49703.00  49036.00  49389.00    1.35  -0.21     0.1 NORMAL    
2026-04-24   Fri   49423.00  49598.00  49243.00  49424.00    0.72 +  0.00     0.1 DEAD      
2026-04-27   Mon   49382.00  49522.00  49190.00  49345.00    0.67  -0.07     0.1 DEAD      
2026-04-28   Tue   49347.00  49549.00  49231.00  49354.00    0.64 +  0.01     0.1 DEAD      
2026-04-29   Wed   49360.00  49417.00  48790.00  48796.00    1.27  -1.14     0.1 NORMAL    
2026-04-30   Thu   48822.00  49934.00  48608.00  49909.00    2.72 +  2.23     0.1 HIGH VOL  
2026-05-01   Fri   49901.00  50138.00  49561.00  49595.00    1.16  -0.61     0.1 NORMAL    
2026-05-04   Mon   49705.00  49805.00  49225.00  49476.00    1.17  -0.46     0.0 NORMAL    
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šŸ“ˆ SUMMARY STATISTICS
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  Avg Daily Range:    1.21%
  Avg Absolute Move:  0.51%
  Avg Volume:         0.1M contracts
  Last Day Volume:    0.0M contracts (25% of avg)

šŸ“‰ REGIME BREAKDOWN:
  DEAD       ā–ˆā–ˆā–ˆā–ˆā–‘ā–‘ā–‘ā–‘ā–‘ā–‘ 4 days (40%)
  NORMAL     ā–ˆā–ˆā–ˆā–ˆā–‘ā–‘ā–‘ā–‘ā–‘ā–‘ 4 days (40%)
  HIGH 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†’ NORMAL ā†’ NORMAL
  Last 3 days direction:  BULL ā†’ BEAR ā†’ DRIFT
  Range trend:            2.72% ā†’ 1.17%

  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:  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–’ā–’
    Range Stability      ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’
    VXD 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 Stable         ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ ā–’ā–’ ā–’ā–’ā–’ā–’ā–’ā–’ā–’
    YM 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–’
    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 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

  šŸŽÆ DIRECTION BIAS:
      ā€¢ Favor YM 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–’
  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–’
  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–’
  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–’

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