Api V2 Signals Advanced Range-Break-Imminence Get

Range-break imminence — regime-switch detector between chop and breakout.

Fuses four orthogonal inputs into a 0–100 imminence score so the dashboard can flip between fade the range and follow the break without the operator reading four panels at once. Standalone detector, not part of the MSI composite.

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

• Skew extreme (30%): OTM-put vs OTM-call IV deviation vs baseline.
• Dealer delta pressure (25%): signed dealer net delta (explicit or rolled up from gex_by_strike delta-OI columns).
• Trap detection (25%): price pinned within ¼ of a 20-bar range extreme while flow accelerates against that extreme's fade.
• Volatility compression (20%): 10-bar / 60-bar realized sigma ratio.
• Directional bias = weighted avg of the three directional inputs; compression is directionless (adds magnitude only).
• Imminence = weighted sum of absolute sub-scores; score = signed direction × (imminence / 100).
• Triggered when imminence ≥ 65 (entering the Break Watch band).

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

Returns:

{
  "score": -62.0, "clamped_score": -0.62, "direction": "bearish",
  "triggered": true,
  "signal": "bearish_break_imminent",
  "imminence": 72.4,
  "label": "Break Watch",
  "playbook": "Stop blindly fading lows. Only fade after failed breakouts/reclaims; start preparing continuation entries.",
  "bias": -0.58,
  "context_values": {"...skew, dealer, trap, compression, weights..."},
  "score_history": [{"score": -62.0, "timestamp": "..."}, "...up to 90"]
}

• score — [-100, +100]; sign = break direction, magnitude = imminence.
• signal — "range_fade" | "bearish_break_imminent" | "bullish_break_imminent" | "break_watch_neutral".
• imminence — [0, 100]; composite break risk magnitude.
• label — "Range Fade" (0–39) | "Weak Range" (40–64) | "Break Watch" (65–79) | "Breakout Mode" (80–100).
• playbook — trader-facing guidance string matching the label.
• triggered — true when imminence ≥ 65.

Trader interpretation:

• label == "Range Fade" → fade extremes normally.
• label == "Weak Range" → still fade, but smaller size / faster targets.
• label == "Break Watch" → stop blindly fading; prepare retest trades.
• label == "Breakout Mode" + direction set → trade the retest of the broken level rather than fading back into the range.

Page design. Half-circle gauge (0–100) colored by direction with the label badge below. Four-bar stack chart of sub-score contributions (skew / dealer / trap / compression). Playbook text under the gauge. Flip the card's accent color between "fade" (neutral) and "follow" (break) colors at the 65-imminence threshold.