Tape calibration
Average next-period price return by prior composite bucket. Not advice — sample sizes matter.
Samples
344306
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=30418
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 5-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 5 days later".
Samples
96056
| Composite \ Flow | Put-heavy | Balanced | Call-heavy |
|---|---|---|---|
| Strong bear | -0.2% n=8,262 | -0.12% n=6,734 | — |
| Mild bear | +4.05% n=1,926 | +0.81% n=5,479 | — |
| Neutral | -0.48% n=27 | -0.61% n=16,465 | -1.35% n=11 |
| Mild bull | — | +0.75% n=10,196 | +2.43% n=4,264 |
| Strong bull | — | -0.46% n=26,853 | -0.01% n=15,839 |
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 5-day-later data point yet.