SPY —

At a glance

Game plan

◆ 0 Day Oracle
SPY · paper-traded · scored on real exits
Today's trades PAPER · 1 CONTRACT EACH
Earlier days
Record by setup
Paper tests · paper, separate from the Oracle
Exit style test same trades, different exits
Follower alerts
Live stream levels · big flow · alerts · trades

Chart

SPY with the levels as they moved through the day, the forecast cone, and 0 Day Oracle's trades. Drag to move, pinch or scroll to zoom; drag the price axis or time axis to stretch just that one.

Time Price
King Floor / ceiling · call wall Put wall ▲▼ 0 Day Oracle entry · ◆ exit · ● alert
How to read the chart
dots = level through the day · thin line = morning wall Flip · walls (now) Expected move from the open GEX bands: thicker = more gamma · blue + / orange − · bars on the right = gamma now long dashes = yesterday's high / low Forecast: pick a time to see the cone as it stood then (uses only what was known at that time), or turn it off shaded cone = 95 / 80 / 50% close range · % on a level = chance of touching it by the close (tested 2018–26)

Dealer gamma

How market makers' hedging may push SPY around. Estimated from open interest.

Dampens moves Amplifies moves

Gamma heatmap

SPY, QQQ, SPX and IWM side by side, then SPY at every strike and expiry. The King (biggest gamma) is always shown.

Loading QQQ / SPX / IWM (they refresh every 10 min)…
Positive Negative

Replay

Gamma by strike through a saved session. A snapshot is saved every refresh while the page runs.

How accurate is it?

Read this before trusting a number.

Weekly report
Posts itself after Friday's close once a Discord webhook is set.
Wall tracker
Do the call wall and put wall really hold? Each day they're frozen at 6:45 am and 12:00 pm PT and checked at the close: did the high stay at or under the call wall, the low at or over the put wall? "Chance" is how often a level the same distance away held anyway, with no wall there (2018–26). Walls only work if they beat chance clearly, over 20+ days.
King tracker
Does price really get pulled to the King? Each day the King is frozen at 6:45 am and 12:00 pm PT, along with a mirror level the same distance on the other side of SPY. By the close we check which one SPY touched. Same distance means the same odds by plain chance, so the King only "pulls" if it gets touched clearly more often than the mirror.
Other ideas tested
Scored only on days each idea never learned from. 50% = coin flip.
IdeaDataResult
Predict the exact 4pm close (VWAP pull, momentum, gap fill, range middle, round-strike pin)2,200 days, 2018–26None beat "stays where it is now". Direction 47–52%.
0DTE options flow → next 60 min (call vs put $, OTM flow, surges, flow trend)6,600 moments, 2024–26No edge. Direction 49–53%, guessing "up" gets 52%.
Heaviest-volume strike as a magnet, before 2pm560 days, 2024–26No edge. SPY usually ends farther from it.
Last hour up/down at 12:00 / 12:30 pm PT (day's trend, first-half-hour momentum, last 30 min, VWAP, yesterday's close, high/low position)2,200 days, 2018–26No edge. All 47–52%.
Gap direction called at 4pm (before any after-hours trading)2,160 days, 2018–26Nothing beat "always up" (57%).
Heaviest-volume strike as a magnet, from 3pm~400 days, 2024–26Small lean: moved toward it 55–60% of the time, held each year. Avg pull only ~$0.15.
Limits
  • 0DTE ranges are tested from the open; during the day they're scaled for time left (that part isn't separately tested).
  • Gamma is an estimate — real dealer positions aren't public. Whether the regime predicts anything isn't tested yet; levels are saved daily so it can be.
  • Free Yahoo data, about 15 min delayed. Not financial advice.