Get Advanced Confluence Matrix

N×N advanced-signal agreement matrix — pairwise directional confluence over a rolling window.

Shows how often each pair of Advanced Signals points the same direction over the last N snapshots. Useful for spotting persistent divergences and unusual breakdowns in normally-correlated signals. Matrix size follows _ADVANCED_SIGNAL_NAMES.

Logic (src/api/database.py): Joins signal_scores and signal_component_scores for the last lookback timestamps, filtering to the Advanced Signals persisted by AdvancedSignalEngine. Signs are bucketed with neutral_epsilon = 0.02 (±0.02 counts as neutral). Agreement = same non-zero sign; disagreement = opposite non-zero signs.

Params:

• symbol (default SPY).
• lookback — 10–2000, default 120.

Signals (fixed order): vol_expansion, eod_pressure, squeeze_setup, trap_detection, zero_dte_position_imbalance, gamma_vwap_confluence, range_break_imminence, market_pressure.

Returns:

{
  "underlying": "SPY",
  "lookback": 120,
  "components": ["vol_expansion", "eod_pressure", "...4 more..."],
  "row_order": ["vol_expansion", "eod_pressure", "...4 more..."],
  "matrix": {
    "vol_expansion": {
      "eod_pressure": {
        "observations": 118,
        "active_observations": 92,
        "agreement_count": 74,
        "disagreement_count": 18,
        "neutral_count": 26,
        "agreement_ratio": 0.8043,
        "disagreement_ratio": 0.1957,
        "net_confluence": 0.6087
      }
    }
  },
  "sample_count": 118,
  "latest_timestamp": "2026-04-22T14:55:00Z"
}

• agreement_ratio — agree / active_observations; 4 decimals; null when active == 0.
• disagreement_ratio — disagree / active_observations; null when active == 0.
• net_confluence — (agree − disagree) / active_observations; [-1, +1].

Trader interpretation:

• net_confluence > 0.5 — signals that routinely agree; unexpected divergence is a flag.
• net_confluence < -0.3 — persistent disagreement pairs; useful early-warning divergences.

Page design. N×N heatmap sized to _ADVANCED_SIGNAL_NAMES. Color = net_confluence (green +1 → red -1, white neutral). Cell tooltip: agreement_ratio / disagreement_ratio / observations. Sort rows by average agreement to surface consensus signals at top, outliers at bottom.