Tape calibration
Average next-period price return by prior composite bucket. Not advice — sample sizes matter.
Samples
344308
Strong bear
Mild bear
Neutral
Mild bull
Strong bull
Strong bull (≥25)
+0.032%
n=172279
Mild bull (10–25)
+0.001%
n=60239
Neutral
+0.002%
n=57377
Mild bear (−25–−10)
+0.004%
n=23993
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 20-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 20 days later".
Samples
0
| Composite \ Flow | Put-heavy | Balanced | Call-heavy |
|---|---|---|---|
| Strong bear | — | — | — |
| Mild bear | — | — | — |
| Neutral | — | — | — |
| Mild bull | — | — | — |
| Strong bull | — | — | — |
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 20-day-later data point yet.