Get Market Pressure Signal

Market Pressure Index — forward-looking "coiled spring" detector.

Answers: is the market loaded to move, and which way will it break? Distinct from squeeze_setup (reactive, fires AFTER momentum starts) and from range_break_imminence (regime-switch inside chop) — this signal measures how much DEALER HEDGING DEMAND is loaded into the book right now and which direction that hedging flow will run when any catalyst fires.

Logic highlights (src/signals/advanced/market_pressure.py):

• Magnitude is MULTIPLICATIVE across four pillars (all must be present):
  • Compression (C): geometric mean of wall pinch 1 − (call_wall − put_wall)/spot and flip-proximity Cauchy kernel σ²/(σ² + d²); net-GEX regime multiplier amplifies short-gamma and damps long-gamma.
  • Hedging vector (H): session-weighted blend α·vanna + (1−α)·charm·charm_amp (α ramps 0.7→0.3 open→close); +20% alignment bonus when vanna and charm share sign, dealer-DNI gate mutes the response when dealers are flat.
  • Flow asymmetry (F): 0.6·premium_skew + 0.4·smart_money_skew, magnitude-gated on total premium flux.
  • Vol tension (T): √((1 − iv_rank) · vol_squeeze) where vol_squeeze maps the 10-bar/60-bar realized sigma ratio to [0, 1]; modulates loading 0.5×–1.0× via a floor.
• loading = 100 · C · H_mag · F_mag · (0.5 + 0.5·T) (0–100).
• Direction is a weighted vector: 0.45·H + 0.40·F·F_mag + 0.15·dealer, with a ±30% confidence multiplier based on how many of those three inputs agree.
• score = sign(direction) · √|direction| · (loading/100) ∈ [-1, +1].
• Triggered when loading ≥ 50 AND |direction| ≥ 0.20 — both magnitude AND directional clarity required.

Params: symbol (default SPY). Returns 404 when no data exists.

Returns:

{
  "score": 56.0, "clamped_score": 0.56, "direction": "bullish",
  "triggered": true,
  "signal": "bullish_pressure",
  "loading": 78.2,
  "direction_value": 0.91,
  "label": "Critical",
  "playbook": "Coil at the limit. Expect violent resolution to the upside. Take the directional trade with reduced size on stops; cut all counter-pressure exposure.",
  "confidence_mult": 1.3,
  "context_values": {"...compression, hedging, flow, tension, dealer, weights..."},
  "score_history": [{"score": 56.0, "timestamp": "..."}, "...up to 90"]
}

• score — [-100, +100]; sign = pressure direction, magnitude tracks both loading and directional clarity (sign·√|direction|·loading).
• signal — "discharged" | "bullish_pressure" | "bearish_pressure" | "loaded_neutral".
• loading — [0, 100]; multiplicative pressure magnitude (Compression × Hedging × Flow × tension-modulator).
• direction_value — signed [-1, +1] directional vector after the agreement-based confidence multiplier; not a clamped score.
• direction — "bullish" | "bearish" | "neutral" (sign of direction_value, using a 1e-6 deadband).
• label — "Discharged" (0–24) | "Building" (25–49) | "Loaded" (50–74) | "Critical" (75–100).
• playbook — trader-facing guidance string matching the label and direction.
• confidence_mult — [≈0.7, ≈1.3]; reward/penalty applied to direction when the hedging/flow/dealer inputs agree or fight.
• triggered — true when loading ≥ 50 AND |direction_value| ≥ 0.20.

Trader interpretation:

• label == "Discharged" → no actionable loading; trade existing setups.
• label == "Building" → tighten stops on counter-pressure trades; prepare directional templates.
• label == "Loaded" → stop fading; scale into continuation entries on first confirmation (VWAP reclaim, wall break, flow spike).
• label == "Critical" → take the directional trade with reduced size on stops; cut counter-pressure exposure.
• A score = 0 does NOT mean "neutral market" — it means a pillar collapsed (no walls, no greeks, no flow) or directional forces are perfectly cancelling. Treat as "this lens is dark."

Page design. Half-circle gauge (0–100 loading) colored by direction, with the label badge below. Four-bar stack of the sub-component magnitudes (compression / hedging / flow / tension). A small confidence_mult chip (e.g. "1.3× — all 3 agree" or "0.8× — flow fighting"). Playbook text under the gauge. Flip the card's accent between "fade-safe" (neutral) and "ride-the-break" (loaded) at the 50-loading threshold.