Tape calibration
Average next-period price return by prior composite bucket. Not advice — sample sizes matter.
Samples
344368
Strong bear
Mild bear
Neutral
Mild bull
Strong bull
Strong bull (≥25)
+0.032%
n=172283
Mild bull (10–25)
+0.001%
n=60246
Neutral
+0.002%
n=57422
Mild bear (−25–−10)
+0.004%
n=23997
Strong bear (≤−25)
+0.008%
n=30420
Uses consecutive points in tape_history (≈5‑min or daily depending on cron cadence).
Extended profile — N days forward × money-flow skew
Same idea, two real differences: a real 1-day forward window instead of just the next tape_history row, and a second axis (call/put volume skew at that same moment) alongside composite — "when the tape looked like X and flow looked like Y, what did price do 1 days later".
Samples
259922
| Composite \ Flow | Put-heavy | Balanced | Call-heavy |
|---|---|---|---|
| Strong bear | +0.2% n=10,779 | +0.24% n=13,250 | — |
| Mild bear | +0.65% n=3,693 | +0.63% n=14,148 | — |
| Neutral | +0.62% n=1,407 | -0.11% n=41,618 | -0.22% n=1,696 |
| Mild bull | -0.05% n=46 | -0.02% n=34,834 | -0.1% n=11,273 |
| Strong bull | +1089.59% n=4 | +3.48% n=86,965 | +0.44% n=40,209 |
Each cell's forward-return average and sample count. Empty (—) cells mean that composite/flow combination hasn't occurred enough in the window to have a 1-day-later data point yet.