safe modebullish biasmock datadegradedrest scaffold

Underlying-led operator console

SPY Ultra Scalp Engine

A disciplined SPY options dashboard built for selective participation. It promotes clear directional alignment, prices execution quality explicitly, and preserves capital when the market or contract board does not justify risk.

Direction score

67/100

live

bullish thesis

Signal quality

58/100

live

Constructive tape with usable trend structure, but the engine still prefers discipline over forcing an entry

Fill quality

72/100

live

No trade

Trade posture

No trade

active

The engine stays flat until directional alignment and contract quality both justify risk.

Directional thesis

Constructive tape with usable trend structure, but the engine still prefers discipline over forcing an entry

active

Bias leans bullish while SPY holds above VWAP, but safe mode remains observe-only until paper mode is explicitly enabled.

Using frontend-local fallback data because the backend is unavailable.
Signal as of Mar 11, 14:32:00stableawaiting first backend response

Underlying-led signal

Market Bias

bullish

SPY

$519.42+0.27%

Bias leans bullish while SPY holds above VWAP, but safe mode remains observe-only until paper mode is explicitly enabled.

5m impulse
+14 bps
15m impulse
+31 bps
VWAP distance
+0.11%
Intraday range
+0.54%

Execution context

Market State

Regime
trend
Trend
uptrend
Momentum
bullish
VWAP state
above-vwap
Breakout
inside-range
Volatility state
suitable
Chop score
29/100
Time quality
favorable
S/R state
tight
Volume ratio
1.12x
Realized vol
+0.42%
Support
$518.96
Resistance
$520.15
Mode
safe
Streaming
not ready
Data plan
Frontend local fallback only
Updated
Mar 11, 14:32:00

Confidence framework

Weighted scorecard

professional filters only

Direction

tradable
67/100
weighted

Explicit component weighting

Entry

mixed
55/100
weighted

Explicit component weighting

Exit

tradable
61/100
weighted

Explicit component weighting

Signal quality

mixed
58/100
weighted

Explicit component weighting

Fill quality

tradable
72/100
weighted

Explicit component weighting

Contract ranking

Best Call Candidate

fill 78
calltradable

SPY260311C00520000

2026-03-11 $520.00

0dte-primary • atm

Mark

$2.95

spread 92liquidity 82fill 78
Bid / ask
$2.92 / $2.98
Spread
+2.03%
Spread quality
92/100
Delta
0.47
Liquidity
82/100
Fill quality
78/100
Volume
12,480
Open interest
40,112
Premium fit
75/100
Quote freshness
88/100
Quote age
120 ms

0DTE remains the primary execution lane for this engine.

Strike is sitting close to ATM, which keeps directional responsiveness high.

Spread is controlled enough for realistic paper fills.

Contract ranking

Best Put Candidate

fill 72
puttradable

SPY260311P00518500

2026-03-11 $518.50

0dte-primary • slightly-itm

Mark

$2.40

spread 83liquidity 76fill 72
Bid / ask
$2.36 / $2.43
Spread
+2.92%
Spread quality
83/100
Delta
-0.42
Liquidity
76/100
Fill quality
72/100
Volume
9,430
Open interest
32,544
Premium fit
69/100
Quote freshness
82/100
Quote age
160 ms

0DTE remains the primary execution lane for this engine.

Strike is slightly ITM, which fits the disciplined fast-entry profile.

Volume and open interest are both healthy enough for disciplined entries and exits.

Thesis leader

Best Overall Candidate

fill 78
calltradable

SPY260311C00520000

2026-03-11 $520.00

0dte-primary • atm

Mark

$2.95

spread 92liquidity 82fill 78
Bid / ask
$2.92 / $2.98
Spread
+2.03%
Spread quality
92/100
Delta
0.47
Liquidity
82/100
Fill quality
78/100
Volume
12,480
Open interest
40,112
Premium fit
75/100
Quote freshness
88/100
Quote age
120 ms

Option side matches the bullish SPY thesis.

Spread is controlled enough for realistic paper fills.

Volume and open interest are materially above minimum liquidity thresholds.

Decision layer

Best Active Recommendation

No trade

Live thesis summary

Best current posture is still no trade. The call side has the cleaner candidate, but safe mode and the current entry-quality bar both keep the engine disciplined.

Entry state

Entry is currently invalid until the directional and execution requirements improve.

Exit state

Exit is not currently favored if a thesis-side position is already open.

Target idea

If a later phase confirms the long setup, first scale ideas would sit above 520.15.

Stop idea

If the setup is later taken, invalidate it on a clean loss of VWAP and nearby support.

Time stop

Stand aside if confirmation does not improve within the next several minutes.

Contract ranking

0DTE contracts receive primary ranking preference, with 1DTE held as secondary inventory only.

Wide spreads, weak liquidity, stale quotes, and unsuitable premium are hard penalties.

Best overall contract follows the current bullish SPY thesis rather than chasing the cheapest premium.

Risks to thesis

Resistance overhead near 520.15 can cap follow-through if tape stalls.

If VWAP support fails, the current bullish watchlist thesis weakens immediately.

Contract quality is acceptable, not exceptional, so the engine remains selective.

Risk notes

Mock data only: do not assume midpoint fills on every quote update.

Safe mode is the default, so actionable ideas are observed instead of auto-executed.

If support at 518.96 fails, the directional thesis resets rather than averaging down.

Positive alignment

Why This Trade

Price is holding above VWAP with higher lows on the microstructure chart.
The best call candidate has tighter spreads and stronger liquidity than the current put alternative.
Volume participation is acceptable enough to keep the long thesis on watch.

Discipline guardrails

Why Not Trade

Direction is constructive, not decisive; entry quality is still below the stricter Phase 7 bar.
Resistance overhead near 520.15 can cap follow-through if tape stalls.
Safe mode remains observe-only until paper mode is explicitly enabled.

Safe mode, paper flow, and session controls

Position & Execution

flat
safe modeobserve onlypaper-simulated
Side
NONE
Contract
none
Quantity
0
Avg entry
n/a
Current mark
n/a
Unrealized PnL
n/a
Session realized
$0.00
Risk estimate
n/a
Trades used
0/4
Max session loss
$350.00
Max risk / trade
$175.00
Opened
n/a

Thesis

No active position. Safe mode is observe-only while the engine waits for a cleaner directional edge.

Exit plan

Remain flat until paper mode is explicitly enabled and the signal/contract stack clears the entry bar.

Cooldown

Inactive

Re-entry guard

Inactive

Active blocks

Safe mode is observe-only.

Last order outcome

Status
skipped
Intent
enter_call
Contract
SPY260311C00520000
Fill assumption
n/a

Safe mode observed a valid directional setup without opening a paper trade.

Lifecycle events

Safe mode observed a valid directional setup without opening a paper trade.

Mar 11, 14:31:00

Automatic execution stays off until paper mode is explicitly enabled.

safe_mode_observe_onlyskippedSPY260311C00520000

Paper exit filled for SPY260311P00518500.

Mar 11, 14:14:00

Momentum faded into nearby support.

paper_exit_filledfilledSPY260311P00518500$25.00

Recent positions

SPY260311P00518500

$25.00

Momentum faded into nearby support.

Mar 11, 14:06:00 to Mar 11, 14:14:00

Decision and execution history

Recent Signals

TimeModeEventExecBiasActionContractHeadline
Mar 11, 14:31:00safesafe_mode_observe_onlyskippedbullishBuy call
69 dir
SPY260311C00520000

Safe mode observed a valid directional setup without opening a paper trade.

Safe mode is observe-only.

Mar 11, 14:24:00saferecommendation_observedskippedchopNo trade
51 dir
none

Range compression and declining tape urgency kept the engine flat.

Mar 11, 14:14:00paperpaper_exit_filledfilledbearishBuy put
74 dir
SPY260311P00518500

A paper put scalp was exited after downside continuation faded into support.

Structured logs, no-trade reasons, and run summaries

Review & Replay

Recent signals

bullishMar 11, 14:31:00

Safe mode observed a valid directional setup without opening a paper trade.

chopMar 11, 14:24:00

Range compression and declining tape urgency kept the engine flat.

No-trade reasons

Safe mode observe-only.

Resistance overhead stayed close.

Recommendation history

bullishBuy call
Mar 11, 14:31:00

The bullish watchlist improved, but safe mode and the current entry bar still kept the engine flat.

dir 69entry 66signal 64fill 74SPY260311C00520000
chopNo trade
Mar 11, 14:24:00

Chop risk stayed elevated, so the engine preserved capital instead of inventing edge.

dir 51entry 38signal 43fill 63

Replay summary

Latest replay

No replay run has been captured yet.

Latest backtest

No backtest run has been captured yet.

Tuning hooks

decision.min_market_direction_confidence

decision.min_entry_now_confidence

risk.max_risk_per_trade

risk.cooldown_minutes

contract.min_fill_quality_confidence

contract.min_candidate_fill_quality