Synthetic Proxy · Not Real GEX

Sigma-Gamma V3 Market Engine

Manual

Options-free volatility pressure engine using sigma deviation, trend structure, volume pressure, and probability scoring.

This dashboard does not use option-chain GEX, dealer positioning, or open interest. It is a statistical volatility-pressure proxy based on price, sigma, trend, volume, and realized volatility.

Base universe: S&P500. Auto update every 1 hour during U.S. market hours and every 6 hours after hours. Filter changes apply instantly, and Refresh reloads the latest snapshot.

HIGH_PROBABILITY_SETUP HIGH_EXPANSION_PRESSURE MEAN_REVERSION_SIGNAL TREND_CONTINUATION EXTREME_SIGMA_UP EXTREME_SIGMA_DOWN

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Top Picks

High Probability / Trend / Breakout / Reversion / Volatility

Sigma-Recommendation Decision Matrix

X-axis = 22D Sigma position / Y-axis = Recommendation Score

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UPPER RIGHT

Best buy/hold area. High score, positive momentum.

UPPER LEFT

Rebound watch. Good score, weak momentum. Wait confirm.

LOWER RIGHT

Chase risk. Price strong, quality weak.

CENTER

Transition. Mixed signal. Wait clarity.

Sector Pressure Heatmap

Click a sector to filter

Stock Screener Table

Top 100 by market cap

Sigma

Shows how unusual the latest move is in standard deviation terms. Above +2 means stronger-than-normal upside pressure, and below -2 means stronger-than-normal downside pressure.

Synthetic Gamma-like

Uses price, volume, volatility, and trend inputs to estimate whether the market looks more stable or more prone to directional acceleration without relying on options data.

Positive Gamma-like

Usually points to a more anchored trading environment where moves are more likely to stay controlled around recent averages.

Negative Gamma-like

Signals an environment where trends can extend more easily in either direction, so volatility control and position sizing matter more.

Methodology / Disclaimer

Sigma is calculated from log returns using rolling mean and standard deviation. Synthetic Gamma-like Pressure is a proxy based on price magnet behavior, volatility expansion, volume shock, and trend acceleration. It does not use options open interest, dealer positioning, or real GEX data. This tool is for market regime analysis only and is not financial advice.