SPX Playbook Report

Context-aware clustering using ROI trades matched to nearest prior GEX snapshot.

Dataset Overview

Row Count
10
Matched GEX Rows
6
Source Rows Used
6
Generated
2026-05-01 16:40:12

Quick Takeaways

Best Time Bucket
power_hour
Best Time Avg ROI
2149.70
Best Ref Level
call_wall
Best Ref Level Avg ROI
1962.53
Best Ref Dist Bucket
10-25
Best Ref Dist Avg ROI
2588.89
Best Spot Dist Bucket
10-25
Best Spot Dist Avg ROI
2198.34
Best Call Cluster
0-10
Best Call Avg ROI
900.00
Best Put Cluster
10-25
Best Put Avg ROI
2588.89

Best Playbook Trade

Option: O:SPXW260501P07235000
Contract Type: put
Entry: 2026-05-01 03:50 PM ET
Exit: 2026-05-01 03:59 PM ET
ROI %: 4500.00
Nearest Ref Level: call_wall
Regime: POSITIVE
Matched GEX Snapshot: 2026-05-01 15:45 ET

ROI Report Best Trade

Option: O:SPXW260501P07235000
Contract Type: put
Entry: 2026-05-01 03:50 PM ET
Exit: 2026-05-01 03:59 PM ET
ROI %: 4500.00
Strike: 7235.00
Expiration: 2026-05-01

Clusters: Time Bucket

Bucket Count Avg ROI % Median ROI % Win Rate Best ROI % Avg Ref Dist Avg Spot Dist
power_hour 5 2149.70 1700.00 100.00% 4500.00 15.00 12.28
afternoon 1 1026.67 1026.67 100.00% 1026.67 95.00 10.44

Clusters: Contract Type

Bucket Count Avg ROI % Median ROI % Win Rate Best ROI % Avg Ref Dist Avg Spot Dist
put 5 2175.03 1700.00 100.00% 4500.00 33.00 12.56
call 1 900.00 900.00 100.00% 900.00 5.00 9.07

Clusters: Regime

Bucket Count Avg ROI % Median ROI % Win Rate Best ROI % Avg Ref Dist Avg Spot Dist
POSITIVE 6 1962.53 1633.34 100.00% 4500.00 28.33 11.98

Clusters: Nearest Reference Level

Bucket Count Avg ROI % Median ROI % Win Rate Best ROI % Avg Ref Dist Avg Spot Dist
call_wall 6 1962.53 1633.34 100.00% 4500.00 28.33 11.98

Clusters: Reference Distance Bucket

Bucket Count Avg ROI % Median ROI % Win Rate Best ROI % Avg Ref Dist Avg Spot Dist
10-25 3 2588.89 1700.00 100.00% 4500.00 20.00 15.93
0-10 2 1490.91 1490.91 100.00% 2081.82 7.50 6.82
50-100 1 1026.67 1026.67 100.00% 1026.67 95.00 10.44

Clusters: Spot Distance Bucket

Bucket Count Avg ROI % Median ROI % Win Rate Best ROI % Avg Ref Dist Avg Spot Dist
10-25 4 2198.34 1633.34 100.00% 4500.00 38.75 14.56
0-10 2 1490.91 1490.91 100.00% 2081.82 7.50 6.82

Clusters: Call Reference Distance Bucket

Bucket Count Avg ROI % Median ROI % Win Rate Best ROI % Avg Ref Dist Avg Spot Dist
0-10 1 900.00 900.00 100.00% 900.00 5.00 9.07

Clusters: Put Reference Distance Bucket

Bucket Count Avg ROI % Median ROI % Win Rate Best ROI % Avg Ref Dist Avg Spot Dist
10-25 3 2588.89 1700.00 100.00% 4500.00 20.00 15.93
0-10 1 2081.82 2081.82 100.00% 2081.82 10.00 4.56
50-100 1 1026.67 1026.67 100.00% 1026.67 95.00 10.44