Api V2 Signals Advanced Squeeze-Setup Get

Squeeze-setup detector — directional flow z-scores correlated with momentum.

Detects bullish/bearish squeeze setups by correlating directional flow z-scores with momentum acceleration and dealer-gamma posture. Standalone event detector, not part of the MSI composite.

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

• Bullish: call_flow_z × tanh_scaled(momentum) × momentum_strength × 1.2 (if accelerating) × (1.0 if above flip else 0.6) × (1.0 if net_gex < 0 else 0.5).
• Bearish: symmetric using put_flow_z.
• Triggered when |score| ≥ 25 (clamped 0.25).
• Dead-VIX regime (vix_level < 15) attenuates strength ~50%.

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

Returns:

{
  "score": 38.0, "clamped_score": 0.38, "direction": "bullish",
  "triggered": true,
  "signal": "bullish_squeeze",
  "call_flow_delta": 125000.0, "put_flow_delta": -45000.0,
  "call_flow_z": 2.1, "put_flow_z": -0.8,
  "momentum_z": 1.4,
  "vix_regime": "normal",
  "context_values": {"...momentum_5bar, momentum_10bar, accel_up, accel_dn, net_gex, gamma_flip, flow_norm_used..."},
  "score_history": [{"score": 38.0, "timestamp": "..."}, "...up to 90"]
}

• score — [-100, +100].
• signal — "bullish_squeeze" | "bearish_squeeze" | "none".
• triggered — true when |score| ≥ 25.
• call_flow_z / put_flow_z — z-scores; typically [-5, +5].
• vix_regime — "dead" | "normal" | "elevated" | "panic" | "unknown".

Trader interpretation:

• signal == "bullish_squeeze" + accel_up == true + price above gamma flip
  • net_gex < 0 → classic short-gamma squeeze; long call spreads.
• vix_regime == "dead" → cut conviction; dead-vol regimes lack squeeze fuel.
• momentum_z vs flow z-scores divergence: flow without price = early signal; price without flow = exhausted move.

Page design. Signal pill (bullish/bearish/none) with triggered as a bright dot. Paired bar showing call_flow_z and put_flow_z. VIX regime chip (color-coded).