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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:

33%

Flip Risk

Bullish Market Trend

Confidence Index: 83%

Market Flip Analysis — SPY

Current Price: $759.35 (-0.65%)

Updated 02:23 PM

Market trend on SPY remains constructively bullish (33% 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 Cross25%

Price: $759.35 | SMA50: $758.91

Trading above key moving averages maintaining bullish trend.

DeMark Reversal (TD)20%

TD Buy Setup: 4/9 (5 days remaining)

No active buyer exhaustion top signal detected.

RSI Momentum Reversal30%

RSI(14): 46.1

RSI momentum remains neutral.

MACD Momentum Shift75%

Hist: -1.578

Bearish MACD histogram cross signals accelerating downside momentum.

GARCH Volatility Regime25%

Curr Vol: 12.22% | Baseline: 19.44%

Volatility regime is calm to moderate.

Multi-Model Ensemble Forecast32%

3M Forecast: +2.36% | Model Precision: 80.3%

Hybrid ensemble forecast indicates constructive trend (+2.36% return, precision 80.3%).

12-Week Option Walls & OI Horizon22%

Front Call: $790.00 | Front Put: $520.00 (12-Wk Corridor)

Front Call Wall at $790.00 creates overhead dealer resistance, Put Wall at $520.00 provides downside support across 12-week horizon.

Option Volume & OI Turning Point Analysis

12-Friday Forward Horizon

Spot PriceSpot

$759.35

Baseline: Current market price

Front Call WallResistance

$790.00

Distance: +4.0%| OI: 57,701

Front Put WallSupport Floor

$520.00

Distance: -31.5%| OI: 212,285

12-Wk CorridorRange

$500 - $875

Span: $375(±24.7%)

🛡️ 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:2026-10-29

⏱️ 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 $525.00

OI: 301,524 contracts

🧱 Overhead Call Wall $790.00

OI: 16,290 contracts

🎯 Max Pain Pinning $764.00

Target Pinning Strike

📊 Call / Put OI Ratio0.23

Institutional Sentiment

No Macro Portfolio Hedge Available

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