The framework as a copy-paste workflow — one-click clipboard, written for Claude.
The framework runs on six prompts. They live here as copy-paste-ready text — verbatim from the working master file, formatted for one-click clipboard transfer to Claude at the moment each is needed in the session.
The first three prompts run early: Premarket Setup loads the day’s GEX structure and WebullScript blocks before the open, Intraday Update refreshes that structure as new CSVs arrive through the session, and Trade Setup Evaluation runs the full entry checklist when a setup surfaces. Position Monitor and EOD Post-Mortem handle the active and after-session work. Session Framework Load is the bootstrap — first message of every new session, no attachments required, restores the full framework to working memory before any other prompt runs.
The prompts are written for Claude and reflect the framework as it stands today. They evolve as the framework evolves; this page is the canonical surface for the current set.
Paste at the start of each session along with the opening GEX data CSV and gamma-exposure panel screenshot. EM values supplied from the options chain at open.
Please load today’s SPX 0DTE premarket setup. Attached are the GEX data CSV and gamma-exposure panel screenshot.
**Deliver the following:**
- GEX level assignments: derive GT as the operative CSV zero-crossing nearest spot, the sign change within the expected-move band rather than the first crossing encountered; GB from panel-stated value. GT anchors all mechanical rules.
- Full level set: GT, GB, PN, RT, RB, ST, SB, DT, DB, CW, PW with strike and basis noted
- GEX Levels WebullScript block ready to paste, built from the premarket CSV pull per the dedicated section below. Intraday HOD/LOD and Expected Move blocks ship at or after cash open from chain-derived inputs, out of scope at premarket.
- Opening structural read: regime (positive/negative gamma), directional bias, danger zone assessment
- GT-to-PN distance check, flag if within 25 points (pin confidence degraded). Report both GT and GB values.
- Macro calendar Tier 1 / Tier 2 check for today
**EM values (I will provide from the options chain at open):**
- EM+ = [upper boundary]
- EM− = [lower boundary]
**WebullScript syntax reminder:**
hline(price=NNNN, name="XX", color=color.XXX, line_type=hline.type_solid, line_width=N)
Walls use hline.type_dashed. No headers, no variables, no input(), no fill().
GEX Levels section order: // GT & GB & Pin | // Resistance Zone | // Support Zone | // Danger Zone | // Walls
Intraday HOD/LOD section order: two hlines only, HOD and LOD, fuchsia dashed lw1.
Expected Move section order: // EM (EM+ and EM− teal dashed lw1) | // Gamma Flip (GT white solid lw2, CSV zero-crossing value).
**GEX Levels WebullScript — Premarket Build (Required Deliverable):**
Ship a ready-to-paste WebullScript indicator block at the close of every Premarket Setup output. The build follows the canonical syntax and section ordering reproduced above. Levels derive from the premarket GEX data CSV pull and gamma-exposure panel screenshot per the standard mapping.
**Level mapping:**
- GT — white solid lw2 — CSV zero-crossing from Gamma Exposure Profile column (interpolated)
- GB — white dashed lw1 — panel-stated gamma flip value
- PN — yellow solid lw2 — dominant single-strike call gamma node (the pin)
- RB — red solid lw1 — first call concentration above the pin
- RT — red solid lw1 — heaviest call concentration in the resistance belt
- ST — green solid lw1 — dominant put cluster below GT
- SB — green solid lw1 — secondary put cluster (lower)
- DT — orange solid lw1 — top of low-gamma corridor (only when canonical Danger Zone exists)
- DB — orange solid lw1 — bottom of low-gamma corridor (only when canonical Danger Zone exists)
- CW — maroon dashed lw1 — last major call concentration before drop-off above resistance belt
- PW — lime dashed lw1 — panel value, or substituted nearest put cluster below GT per standing rule
**Edge-case protocol:**
- GT/GB coincidence: When the CSV zero-crossing equals the panel-stated value, both lines are plotted per canonical format. Visual overlap is expected behavior, not an error.
- Danger Zone non-canonical: When the structure is pin-dominated and no clean low-gamma corridor exists between dominant put and call clusters, preserve the // Danger Zone comment header in canonical order with no hline below it.
- PW substitution: When the panel PW is structurally invalid — above CW, far OTM, or struck-through in panel display — use the nearest meaningful put gamma cluster below GT. Flag the substitution in the accompanying notes paragraph.
- CW substitution: When the panel CW is absent or struck-through, use the last major call concentration before sparse drop-off above the resistance belt. Flag the substitution in the accompanying notes paragraph.
**Output framing:**
- Output as a code block immediately following the GEX structure table in the Premarket Setup response.
- Accompanying notes paragraph beneath the block flagging substitutions, GT/GB coincidence, empty Danger Zone, and CSV timestamp/freshness state.
**Barchart CSV timestamp interpretation:**
Barchart CSV files include a footer of the form “Downloaded from Barchart.com as of [date], [time].” The timestamp is in Central Time (Barchart HQ), not Eastern Time. Convert CT to ET when reasoning about CSV freshness.
The standing 15-minute GEX data-state delay applies to the underlying data, not to the file download moment. The data state reflects (CT timestamp + 1 hour − 15 minutes) in ET equivalent. A CSV with an “as of 7:42 AM” footer pulled mid-morning reflects a data state of approximately 8:27 AM ET — not 7:42 AM ET, and not 8:42 AM ET.
**Data-basis configuration lock (premarket data read):**
Configure the GEX export for the current session’s expiration only, never the multi-expiration default; minimum fifty strikes either side of spot; per-one-percent-move; gamma exposure; expected-move overlay on for corroboration only. Premarket, before intraday volume populates (roughly twenty minutes after the cash open): volume-weighted, end-of-day basis — this is the prior session’s settled volume-gamma. Live session: volume-weighted, intraday basis. Open interest is not used on 0DTE-only data; it is degenerate on a single-expiration same-day chain. GT is the operative near-money crossing within the expected-move band. The source’s headline flip, put-wall, and call-wall scalars remain settled all-expiration figures — reference class only, never the hard anchor.Run at 9:45 AM ET first live read, then as new CSVs become available through the session. Attach updated CSV, gamma-exposure panel screenshot, and SPX 1-min chart with ATR(5).
Intraday GEX update. Attached are the updated CSV, gamma-exposure panel, and SPX 1-min chart.
**Deliver the following:**
- Level changes from prior snapshot — flag any GT, GB, PN, RT, RB, ST, SB, DT, DB, CW, PW shifts
- Full structural read: regime, directional bias, danger zone, concentration changes
- GT-to-PN distance — flag proximity degradation if within 25 points (using GT)
- IC / credit spread entry implication given updated structure
- No-trade flags if applicable
**MANDATORY script rule:**
- If ANY level changes → print full updated GEX Levels WebullScript block for paste
- If ALL levels unchanged → confirm: "GEX Levels script unchanged — no paste needed"Run when considering entry, with proposed strikes and structure type. Attach current CSV, gamma-exposure panel, SPX 1-min chart with ATR(5), and options chain screenshot.
Trade setup evaluation. Attached are the current CSV, gamma-exposure panel, 1-min chart, and options chain.
**Proposed trade:**
- Structure: [Iron Condor / Bear Call Spread / Bull Put Spread / Butterfly]
- Strikes: [e.g. 7,020/7,040/7,160/7,180]
- Credit shown: [mid price from order entry screen]
- Entry time: [current ET time]
- Opening EM: [points, from ATM straddle × 0.85 at cash open]
- Current RM: [points — max{|open − current|, |session high − session low|}]
## Standard Three-Signal Entry Framework
- **Signal 1. GT Hold: **Price must be holding above (bullish) or below (bearish) GT (CSV zero-crossing). Price within the GT/GB zone is ambiguous — require closes above GT for bullish confirmation, or closes below GT for bearish confirmation
- **Signal 2. ATR(5) Compression: **10+ consecutive 1-min bars of compression required
- **Signal 3. EM Consumption: **Evaluate RM/EM Consumption Ratio AND price location vs. EM+/EM− boundary. Confirmation thresholds: 50% (partial consumption, early-window entry zone), 100% (full envelope delivered, late-window entry zone), >100% (forecast exceeded, caution flag, document divergence).
## Fade Entry Variant
Applies when the trade structure is a credit spread fading a named GEX level, either a bear call spread at a resistance level (RB/RT/CW) or a bull put spread at a support level (ST/SB/PW).
**Modified signal set (all three required):**
- **Signal 1. GT Hold: **Identical to standard rule, no modification, uses GT
- **Signal 2. ATR Compression Trajectory: **ATR must be visibly declining and decelerating at the named level. Expanding ATR at the level disqualifies entry regardless of direction. 10-bar flat compression is NOT required — trajectory confirmation replaces count requirement
- **Signal 3. Price at Level: **Price must be within 2–3 points of the named GEX level being faded. Entry is not valid once price has rejected and moved more than 5 points away from the level
**Additional conditions:**
- Credit minimum: $1.50 mid on a 20-pt wing — below this, no trade regardless of signal alignment
- No expanding ATR bars at the resistance/support level, even one expanding bar is a disqualifier
- ES/futures VWAP confirmation required — ES below VWAP for bear call fade; ES above VWAP for bull put fade
- If price breaks cleanly through the named level with expanding ATR before entry — thesis invalidated, do not chase
- No fade entries after 1:00 PM ET — insufficient time for thesis to develop before soft stop
## Second-Test Rule (Fade Entry Variant)
The fade entry is taken on the second test of the named level, not the first. The first test is observation: did the level hold, did dealer hedging confirm at the print, did absorption visibly decelerate price into the level. The second test is the entry trigger: price returns to the level with declining ATR trajectory and the level holds again under the same structural condition. A first test that holds without a second test is not an entry. A second test taken without confirmation that the dominant node has held its shape between the two tests is not a valid entry either.
- First test: observation only. Document the print at the level (timestamp, ATR trajectory, ES VWAP read) and stand down.
- Between tests: a fresh GEX print must confirm the dominant node holding shape (no migration, no dispersion). If a new GEX print between tests shows the node degrading, the second test is no longer the same setup.
- Second test: entry trigger when the level holds again with the modified signal set confirmed and the additional conditions cleared.
- Third-test consideration: a third test of the same level within the session is a structural warning, not a sharper entry — node integrity is degrading regardless of whether the level held at the third print.
## EM-Tier Contract Sizing Gate
- **EM tier ****<****20 points: **Likely no-trade. Premium is structurally insufficient on standard wings. Document the read; do not force size to compensate.
- **EM tier 30–50 points: **Scale contracts to compensate for compressed credit per contract. Confirm absolute realized-risk ceiling before sizing up: realized risk = 2 × (credit received × contracts).
- **EM tier 50+ points: **Standard sizing. Premium per contract supports framework targets without scaling pressure.
- Contract count proposal must include: tier identified, credit per contract, total credit, total realized-risk ceiling at 2× credit, and confirmation that ceiling is within session risk budget.
## Strike Placement Checklist
- Short strikes placed just outside the nearest named GEX support/resistance level
- Short call must clear highest abs GEX call node by minimum 10 points
- Classify dominant call node within 20 pts: single strike = concentrated; multi-strike = distributed
- Prioritize cushion and theta comfort over tighter premium
- Prefer scaling contracts over proximity pressure
## VWAP / GT Alignment Check
- Aligned + price above both = stronger bullish confirmation
- Aligned + price below both = layered overhead resistance, no long bias
- Diverged = flag as structural conflict
## Entry Checklist — Deliver
- Signal 1 GT Hold: ✅/❌ with basis (price vs GT and GB zone noted)
- Signal 2 ATR Compression: ✅/❌ with bar count or trajectory note
- Signal 3 EM Consumption: ✅/❌ with RM, EM, and Consumption Ratio (e.g. RM 47 / EM 60 = 78%)
- Strike placement: short call above dominant node ✅/❌
- Credit minimum met: ✅/❌
- ES VWAP confirmation (fade entries): ✅/❌
- EM tier and sizing: <20 / 30–50 / 50+ — proposed contract count with realized-risk ceiling at 2× credit
- Directional bias: [bullish/bearish/neutral] — GEX support or conflict noted
- Structural conflicts: any flags
- Go/No-Go verdict with rationale
Note: “No trade” is always a valid conclusion when structure is ambiguous, regime is unclear, or setup lacks conviction. Never propose a trade that glosses over structural conflicts.Run after entry, at trader discretion, and at every mechanical exit checkpoint. Attach current CSV, gamma-exposure panel, SPX 1-min chart, and positions/orders screenshot.
Position monitor update. Attached are current CSV, gamma-exposure panel, 1-min chart, and positions screenshot.
**Position details:**
- Structure: [Iron Condor / Bear Call Spread / Bull Put Spread]
- Strikes: [e.g. 7,160/7,180]
- Entry credit: [$X.XX]
- Entry time: [HH:MM ET]
- Current mark: [$X.XX]
- Profit target: [%] = [$X.XX exit mark]
## Deliver
- GEX assessment: GT/GB migration, PN location, short strikes vs current levels, any breaches
- Price + ATR: current location, trend, distance from short strikes
- P&L: % captured, leg carrying the value, proximity to target
- Exit recommendation: Hold / Adjust / Close / Macro Break-Glass — with rationale
- Time stop flags: 2:30 PM soft stop status, 3:00 PM hard cutoff
- Two forward watch levels for the next 30 minutes
## Trade Management Rules
**Time-Adjusted Profit Targets**
| **Entry Time** | **Target** |
| --- | --- |
| Entry before 11:00 AM ET | 50% target |
| Entry 11:00 AM – 1:00 PM ET | 40–45% target |
| Entry after 1:00 PM ET | 35% target |
| Entry after 2:00 PM ET | Close at first profitable opportunity |
**Soft Stop — 2:30 PM ET**
- Evaluate mark vs target at 2:30 PM
- If within $0.25 of target → hold for fill
- If more than $0.25 from target → close at the bid/ask (mandatory, no override)
**Hard Cutoff — 3:00 PM ET**
- Close all positions at the bid/ask — no exceptions, no structural reasoning
**Level-Based Exit (Hardened)**
- When short call or short put trades at or through the strike for 3 consecutive 1-min closes → close entire position at the bid/ask immediately
- No structural override permitted. GEX analysis suspended once trigger fires.
- NEGATIVE GAMMA REGIME EXCEPTION: If price breaks below GT after entry, apply accelerated exit — 3 consecutive 1-min closes below first named support level (not short put strike) triggers immediate close
**Discretionary Hold Limit Ratchet**
When shifting from framework-defined profit target to discretionary hold on a winning position with supportive structure, immediately update the sitting limit order to protect at least 50% of profit accrued at the time of the discretionary hold decision.
**Formula:**
- Accrued profit = Entry credit − Current mark
- 50% floor = Accrued profit × 0.50
- New limit (buy-to-close) = Entry credit − 50% floor
Example: Entry $2.12, Mark $1.10 at discretionary decision → Accrued = $1.02 → Floor = $0.51 → New limit = $1.61
This preserves meaningful upside while preventing full giveback of an established gain.
**GEX Is an Entry and Hold Tool — NOT an Exit Override Tool**
Once any mechanical exit trigger fires (level-based stop, 2:30 soft stop, 3:00 hard cutoff), GEX structural analysis is no longer applicable to the exit decision. Applying pin/reversion/liquidity grab reasoning to delay a triggered exit is the primary source of loss asymmetry in the framework.Run after 4:00 PM ET expiry. Attach final CSV, EOD gamma-exposure panel, and closing SPX 1-min chart.
EOD post-mortem. Attached are the final CSV, EOD gamma-exposure panel, and closing 1-min chart.
**Session details:**
- Structure: [Iron Condor / Bear Call Spread / Bull Put Spread / No Trade]
- Strikes: [e.g. 7,160/7,180]
- Entry time + fill: [HH:MM ET / $X.XX credit]
- Exit time + price: [HH:MM ET / $X.XX]
- Exit reason: [Target hit / Soft stop / Hard cutoff / Level-based / Discretionary]
- Net P&L: [$X.XX / X%]
- Opening EM: [points]
- Peak intraday RM: [points] at [HH:MM ET]
- Closing RM: [points]
## Deliver
- GT/GB migration table across the session — opening vs. intraday vs. closing values
- EM / RM / Consumption Ratio summary, opening EM, peak RM (with timestamp), closing RM, peak Consumption Ratio (peak RM / opening EM), closing Consumption Ratio (closing RM / opening EM). Note structural threshold crossings (50% / 100% / >100%) and timing of each.
- Final pin analysis. Did PN hold, migrate, or dissolve vs. opening baseline?
- Strike assessment. Where did strikes land relative to expiry outcome?
- Entry quality. Did all three signals fire correctly? Was timing optimal? If a trade was taken: did the EM Consumption Ratio at entry align with the framework’s structural threshold for the entry window?
- Exit quality — compare actual exit to alternatives: 50% target / 80% target / expiry
- Framework rules confirmed or challenged by today’s session
- One improvement each for: entry discipline / exit discipline / next session setupFirst message of every new trading session. No attachments required — paste prompt text only.
Please confirm the full SPX 0DTE trading framework is loaded for today’s session. Confirm each of the following:
**Instrument ****&**** Data Timing**
- Instrument: SPX 0DTE options (cash-settled, 4:00 PM ET expiry)
- All GEX data (CSV + panels) carries a 15-minute delay
- Barchart CSV footer timestamp (“as of [date], [time]”) is Central Time, not Eastern; convert CT to ET when reasoning about CSV freshness
- CSV data state = (CT timestamp + 1 hour − 15 minutes) in ET; an “as of 7:42 AM” footer pulled mid-morning reflects an ~8:27 AM ET data state, not 7:42 or 8:42 AM ET
- 0DTE GEX basis: current-expiration-only, volume-weighted (open interest is degenerate on 0DTE-only); premarket uses the prior session’s settled volume-gamma, live is volume-plus-intraday once intraday volume populates ~20 min after the open; GT is the operative near-money crossing within the expected-move band
- SPX price charts and ATR(5) are real-time
- Treat GEX as structural context; treat chart action as real-time signal
- All time references in ET
**Paper Trading Mode (Active Until Further Notice)**
- Targeting ≥70% win rate before transitioning to live capital
- Entry documented at mid-price credit shown on order entry screen
- Order stays open (unfilled) to track mark-to-market P&L simulation
- All framework rules apply identically: entry signals, strike placement, profit targets, soft stop, hard cutoff, level-based exits
- Post-session P&L calculated manually from documented entry credit vs. exit mark at trigger
- Win/loss recorded in trading journal per standard criteria
**Level Hierarchy**
| **Level** | **Description** |
| --- | --- |
| GT / GB (Gamma Zone) | GT = operative CSV zero-crossing nearest spot within the expected-move band (not the first crossing encountered), white solid lw2 (hard anchor, all mechanical rules). GB = panel value, white dashed lw1 (soft center, visualization only). All distance calculations use GT. |
| PN (Pin / Max Pain strike) | Secondary anchor — yellow lw2 |
| RT / RB (Resistance Top/Bottom) | Red solid lw1 |
| ST / SB (Support Top/Bottom) | Green solid lw1 |
| DT / DB (Danger Zone Top/Bottom) | Orange solid lw1 — bracket low-gamma corridor |
| PW (Put Wall) | Lime dashed — substitute nearest put cluster below GT if panel PW is far OTM or above CW |
| CW (Call Wall) | Maroon dashed |
**WebullScript Syntax (Confirmed Working)**
hline(price=NNNN, name="XX", color=color.XXX, line_type=hline.type_solid, line_width=N)
Walls: hline.type_dashed
No shorthand, no positional parameters, no input(), no variables, no plt(), no fill()
No //@version=5 or indicator() header — raw hline() blocks only
3 indicators: GEX Levels | Intraday HOD/LOD | Expected Move
GEX Levels section order: // GT & GB & Pin | // Resistance Zone | // Support Zone | // Danger Zone | // Walls
**Standard Three-Signal Entry Framework**
- **Signal 1. GT Hold: **Price must be holding above (bullish) or below (bearish) GT (CSV zero-crossing). Price within the GT/GB zone is ambiguous — require closes above GT for bullish confirmation, or closes below GT for bearish confirmation
- **Signal 2. ATR(5) Compression: **10+ consecutive 1-min bars of compression required
- **Signal 3. EM Consumption: **Evaluate RM/EM Consumption Ratio and price location vs. EM+/EM− boundary. Confirmation thresholds: 50% (partial, early-window entry zone), 100% (full envelope delivered, late-window entry zone), >100% (forecast exceeded, caution flag).
**Fade Entry Variant**
For credit spreads fading a named GEX level (bear call at RB/RT/CW or bull put at ST/SB/PW):
- **Signal 1. GT Hold: **identical to standard, uses GT (CSV zero-crossing)
- **Signal 2. ATR Compression Trajectory: **visibly declining at level, no expansion, 10-bar count NOT required
- **Signal 3. Price at Level: **within 2–3 pts of named level; disqualified if >5 pts away after rejection
- Credit minimum: $1.50 mid on 20-pt wing
- ES VWAP confirmation required (below VWAP for bear call; above VWAP for bull put)
- No fade entries after 1:00 PM ET
- **Second-Test Rule (Manuscript Chapter 17 Section 4): **Entry on the second test of the named level only. The first test is observation; document the print and stand down. Between tests, a fresh GEX print must confirm the dominant node is holding shape (no migration, no dispersion). The second test is the entry trigger when the level holds again with the modified signal set confirmed. A third test of the same level within the session is a structural warning, not a sharper entry.
**ATR Rules**
- ATR compression = 10 or more consecutive 1-min bars with no expansion (standard entries)
- Compression is the primary timing signal for entry
- Do not enter on expanding ATR
**Macro Calendar Tiers**
**Tier 1 — Framework Suspended (Ch. 21 Section 3)**
- Tier 1 events: FOMC, NFP, CPI. Closed list.
- FOMC suspension covers the full session through press conference close (2:00 PM print + 2:30 PM press conference)
- Suspension extends to the morning before an 8:30 AM print (NFP, CPI) and the morning after a late-day print (post-FOMC)
- No entry on a Tier 1 day, regardless of how clean the morning setup looks. The temptation is the rule doing its work.
**Fed Speeches — Soft Tier 2 in Specific Cases (Ch. 21 Section 5)**
- Scheduled speeches by Fed Chair, Vice Chair, or sitting FOMC voting members during periods of active policy debate read as soft Tier 2 — below FOMC press conference in market-moving force but above the noise floor of routine economic data
- Trader watches the speech window for ATR(5) elevation and dealer structure for distortion; no entry during the speech itself
- Casual speeches by non-voting regional Fed presidents on non-policy topics do not require framework adjustment
- The distinction is who is speaking, when in the policy cycle the speech falls, and whether the topic is monetary policy
- If the speech passes without structural disturbance, the framework resumes after the speech ends
**Tier 2 — Compression and Re-Validation (Ch. 21 Section 4)**
- Canonical Tier 2 events (10): GDP first-estimate (quarterly, 8:30 AM ET), Core PCE (monthly, 8:30 AM ET), ISM Manufacturing PMI (monthly, 10:00 AM ET, first business day), ISM Services PMI (monthly, 10:00 AM ET, third business day), JOLTS (monthly, 10:00 AM ET), Retail Sales (monthly, 8:30 AM ET), PPI (monthly, 8:30 AM ET, day after CPI), Treasury Refunding Announcements (quarterly, 8:30 AM ET, early month following each quarter end), FOMC Minutes (three weeks after each FOMC meeting, 2:00 PM ET), ADP Employment Report (monthly, 8:15 AM ET, two days before NFP)
- Re-validation is mechanical, not discretionary — same three checks as standard entry: ATR(5) flat or declining for 10+ consecutive 1-min bars; dominant GEX nodes present in pre-print locations or re-formed at adjacent levels with new prints confirming; EM consumption from the print’s move readable against morning’s EM forecast
- If any of the three checks fail, framework remains suspended for the session
- 45–60 minute window is a floor, not a target — minimum time before checking for re-validation, not automatic resumption time
- Core PCE behaves close to Tier 1 in the current inflation regime: extra-conservative re-validation (≈90-min window vs 45–60), all three signal checks plus explicit EM tier re-pricing check, contract sizing one tier below normal
- FOMC Minutes print at 2:00 PM ET — post-print window collides with afternoon time-of-day rules (1:00 PM new-entry cutoff already passed, 2:30 PM soft stop). Operational consequence: positions closed before 2:00 PM, no new entries after print. FOMC Minutes effectively suspend the afternoon session.
- Tier 2 days frequently end as no-trade days when the calendar arithmetic does not leave enough time between re-validation and the day’s hard cutoff for a clean entry. That outcome is the rule working.
**Three Structural Filters (Ch. 21 Section 4)**
- An event the chapter does not name qualifies as Tier 2 only when all three filters hold: (1) reliably moves SPX more than a few points in the first 30 minutes after print on an in-line print; (2) post-print reaction extends beyond the immediate print window with a measurable tail; (3) print produces dealer GEX node migration, not just price movement through static structure
- Filters applied at the calendar-review stage of Premarket Setup, not in real time during the session
**Sub-Tier-2 — No Framework Adjustment (Ch. 21 Section 4)**
- Housing Starts and Building Permits (monthly, 8:30 AM ET)
- Initial Jobless Claims (weekly, 8:30 AM ET Thursdays)
- Routine Treasury auctions of 2-year, 5-year, and 10-year notes
- Most Consumer Confidence and Michigan Sentiment prints
- Fail one or more of the three structural filters: move profile too small, post-print tail absent, or no GEX node migration
**Directional Bias (Required on Every Trade Proposal)**
- Always state directional bias explicitly (bullish / bearish / neutral)
- Always explain whether GEX structure supports or conflicts with that bias
- “No trade” is always a valid conclusion when structure is ambiguous
**EM-Tier Contract Sizing Gate**
- **EM tier ****<****20 points: **Likely no-trade. Premium structurally insufficient on standard wings. Document the read; do not force size.
- **EM tier 30–50 points: **Scale contracts to compensate for compressed credit per contract. Confirm absolute realized-risk ceiling at 2 × (credit received × contracts) before sizing up.
- **EM tier 50+ points: **Standard sizing. Premium per contract supports framework targets without scaling pressure.
- Realized risk = 2 × credit received (structural-stop discipline). Contract count proposal must include tier identified, credit per contract, total credit, and realized-risk ceiling.
**VWAP / GT Alignment Check**
- ES VWAP and GT aligned, price above both: stronger bullish confirmation.
- ES VWAP and GT aligned, price below both: layered overhead resistance, no long bias.
- ES VWAP and GT diverged: flag as structural conflict in the entry proposal.
**Strike Placement**
- Short strikes placed just outside the nearest named GEX support/resistance level
- Short call must clear highest abs GEX call node by minimum 10 points
- Prioritize cushion and theta comfort over tighter premium
- Prefer scaling contracts over proximity pressure
**Trade Management**
| **Rule** | **Detail** |
| --- | --- |
| Entry before 11:00 AM ET | 50% profit target |
| Entry 11:00 AM – 1:00 PM ET | 40–45% profit target |
| Entry after 1:00 PM ET | 35% profit target |
| Entry after 2:00 PM ET | Close at first profitable opportunity |
| 2:30 PM Soft Stop | Within $0.25 of target → hold. More than $0.25 away → close at the bid/ask. Mandatory, no override. |
| 3:00 PM Hard Cutoff | Close all positions at the bid/ask. No exceptions. |
| Level-Based Exit | 3 consecutive 1-min closes at/through short strike → close at the bid/ask immediately. No override. |
**Negative-Gamma Regime Exception to the Level-Based Exit**
- If price breaks below GT after entry, apply accelerated exit. Three consecutive 1-min closes below the first named support level (not the short put strike) triggers immediate close at the bid/ask.
- The exception preserves the framework’s discipline that the level-based exit fires on the first defined level breach in negative gamma, not on the short strike breach. Negative gamma accelerates the cascade; the exit must accelerate with it.
**Discretionary Hold Limit Ratchet**
When shifting to discretionary hold: immediately set limit order to protect 50% of accrued profit.
Formula: New limit = Entry credit − (Accrued profit × 50%)
**GEX Exit Rule (Critical)**
- GEX is an ENTRY and HOLD tool — NOT an exit override tool
- Once any mechanical exit trigger fires, GEX analysis is suspended
- Do not apply pin/reversion/liquidity grab reasoning to delay a triggered exit
**Danger Zone Methodology**
- DT/DB bracket the low-gamma corridor between the dominant put cluster (below) and call cluster (above)
- CW often sits inside the gap, not at its boundary
- Confirm across all three gamma-exposure panels (total GEX, call GEX, put GEX)
**GT/GB Zone — Pin Confidence Degradation**
- When GT migrates within 25 points of dominant pin strike in final 90 minutes → pin confidence degraded. GT/GB zone defines the gamma flip range; all distance calculations use GT (CSV zero-crossing)
- Do not initiate butterfly or debit condor structures when GT-to-pin distance < 25 points
- For existing IC positions: tighten exit criteria; do not extend holds on pin reversion thesis
**Afternoon Butterfly / Pin Structure Trigger (After 12:30 PM)**
- Conditions: single-strike abs GEX > 200B + price within 15 pts of that strike + GT-to-pin distance > 25 pts (the 200B magnitude threshold is calibrated to the premium GEX source and applies only when reading the premium source; it is not a baseline-source figure)
- → Evaluate put or call butterfly centered on pin as primary structure before IC
- ATR compression NOT required for debit butterfly entry
- Target: 60–70% of max profit | Hard stop: 50% of debit paid
- Invalidated if GT-to-pin distance < 25 points
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Confirm today’s date, session hard cutoff (3:00 PM ET), and any known Tier 1 or Tier 2 macro events on the calendar.
===== END PROMPT 6 =====The AI-Augmented Trader