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Market Hedging

Real-Time Protection

Evaluates multi-factor market flip signals and suggests optimal macro Put option hedges for total portfolio protection.

Benchmark:

25%

Flip Risk

Bullish Market Trend

Confidence Index: 83%

Market Flip Analysis — SPY

Current Price: $773.50 (+1.55%)

Updated 09:56 AM

Market trend on SPY remains constructively bullish (25% flip risk). Tail-risk put hedges can be staged at lower cost.

Hedging Recommendation:

Keep tail-risk protection staged. Buy 85-90% OTM put hedges for long-term position insurance.

Simulate Tail Hedge

Market Flip Sub-Indicator Signals

Moving Average Cross0%

Price: $773.50 | SMA50: $760.10

Trading above key moving averages maintaining bullish trend.

DeMark Reversal (TD)20%

TD Sell Setup: 2/9 (7 days remaining)

No active buyer exhaustion top signal detected.

RSI Momentum Reversal30%

RSI(14): 58.4

RSI momentum remains neutral.

MACD Momentum Shift30%

Hist: -0.162

MACD trend momentum is stable.

GARCH Volatility Regime25%

Curr Vol: 14.46% | Baseline: 19.64%

Volatility regime is calm to moderate.

Multi-Model Ensemble Forecast18%

3M Forecast: +5.97% | Model Precision: 81.7%

Hybrid ensemble forecast indicates constructive trend (+5.97% return, precision 81.7%).

12-Week Option Walls & OI Horizon78%

Front Call: $775.00 | Front Put: $760.00 (12-Wk Corridor)

Front Call Wall at $775.00 creates overhead dealer resistance, Put Wall at $760.00 provides downside support across 12-week horizon.

Option Volume & OI Turning Point Analysis

12-Friday Forward Horizon

Spot PriceSpot

$773.50

Baseline: Current market price

Front Call WallResistance

$775.00

Distance: +0.2%

Front Put WallSupport Floor

$760.00

Distance: -1.7%

12-Wk CorridorRange

$560 - $870

Span: $310(±20.0%)

🛡️ Macro Portfolio Put Protection Radar

Calculates real-time protective index hedging strategies for the overall portfolio based on market flip signals and weighted portfolio Beta.

📅 Target Expiry:2026-11-06

⏱️ Buy Trigger:Set alert: Execute macro hedge if Market Flip Score crosses 65%.

30-60 Day Option Horizon

Option Distribution Liquidity Radar (SPY)

Liquidity Wall Aligned

🛡️ Downside Put Wall $730.00

OI: 0 contracts

🧱 Overhead Call Wall $820.00

OI: 0 contracts

🎯 Max Pain Pinning $300.00

Target Pinning Strike

📊 Call / Put OI Ratio1.00

Institutional Sentiment

No Macro Portfolio Hedge Available

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