Api V2 Signals Advanced Eod-Pressure Get
End-of-day close pin/drift forecast for the last ~75 minutes of the session.
Combines (a) modeled dealer charm exposure near spot, (b) a regime-conditional pin/directional house heuristic, and (c) an OpEx/quad-witching calendar amplifier into a directional close forecast.
Active window: 14:30–16:00 ET only. Outside this window the endpoint returns score = 0 and time_ramp = 0 — treat as an "inactive" state, not neutral.
Logic highlights (src/signals/advanced/eod_pressure.py):
- time_ramp — 0 before T-90min, 1.0 by T-15min, linear in between.
- charm_score = tanh(charm_at_spot / 20M) over strikes within the ATM band.
- Non-negative GEX: pin_component = clip(pin_distance_pct / 0.3%) (target attraction heuristic).
- Negative GEX: pin_component = clip(trailing_signed_return / 0.3%) (amplifies causal recent direction; target distance does not set direction). Missing direction or invalid GEX is neutral. These cutoffs are not calibrated.
- score = (0.6·charm + 0.4·pin) × calendar_amp × time_ramp; calendar_amp is 1.5× OpEx, 2.0× quad-witching.
Params: symbol (default SPY). Returns 404 when no data exists.
Returns:
{
"score": 48.1,
"direction": "bullish",
"clamped_score": 0.48, "weighted_score": 0.096, "weight": 0.20,
"charm_at_spot": 12850000.0,
"pin_target": 676.0,
"pin_distance_pct": 0.00042,
"gamma_regime": "positive",
"time_ramp": 0.76,
"calendar_flags": {"opex": false, "quad_witching": false},
"context_values": {"...atm_band_pct, pin_source, calendar_amp, ..."},
"score_history": [{"score": 48.1, "timestamp": "..."}, "...up to 90"]
}
- score — [-100, +100]; positive = bullish close bias, negative = bearish.
- direction — "bullish" | "bearish" | "neutral".
- charm_at_spot — signed dollar-delta of dealer charm in the ±ATM band.
- pin_target — heavy-GEX strike, or max_pain as fallback.
- pin_distance_pct — (pin − spot) / spot; signed; typically ±2%.
- gamma_regime — "positive" | "negative" (flips pin-gravity direction).
- time_ramp — [0, 1]; scaling ramp toward close.
- calendar_flags — booleans for opex and quad_witching.
Trader interpretation:
- time_ramp > 0.5 + score > 50 → strong upside pin; trade drift toward pin_target.
- quad_witching = true doubles the amplifier; treat |score| > 60 as high-conviction.
- Render an "Inactive — EOD window opens at 14:30 ET" state when time_ramp == 0.
Page design. Horizontal close-bias bar (-100..+100). Show pin_target vs spot on a small price axis with distance labeled. Badge for OpEx/quad-witching. Greyed-out card when time_ramp == 0.
Request
- Base URL: https://api.zerogex.io (the document declares no server; this is the origin it was published from)
- URL: https://api.zerogex.io/api/v2/signals/advanced/eod-pressure
- Auth: HTTP bearer
Query parameters
Response
Successful Response
Changes
No recorded changes to this operation across all 1 revision of this API.