πŸ“œ IV+VIX+Vol β€” Signal History

Audit trail
every persisted signal + every persisted 5-min gate evaluation
← Live Command Center
β€”
How to read this page. Every closed 5-min bar writes one row to iv_vix_vol_gates with the exact VIX/IV/volume the engine saw. If all 3 gates passed and the bar was outside the 9:15-9:20 / 14:45-15:15 blackout, an ENTRY row is written to iv_vix_vol_signals. To verify a past signal, find the bucket_ts in both tables and confirm the gate inputs justified the firing. The strategy is intentionally selective: a 1.5%+ VIX move and a 10%+ ATM IV spike must occur in the SAME 5-min bar β€” typically only ~0-3 such bars per month per underlying, and zero bars on calm days.

Signals (most recent first)

Bucket TS (IST)UnderlyingTypeDirection VIXATM IVLeg 1Leg 2Ξ”Detail

5-min gate evaluations (most recent first)

Bucket TS (IST)UL VIXΞ”VIX % Vol5-bar avgRatio ATM IVΞ”IV % G1G2G3All BlockPos