Public report library

Market reports that turn futures context into a reviewable workflow.

Browse report families for Initial Balance, Opening Range, VWAP, Volume Profile, orderflow, GEX, economic events, and personal execution quality. Use them to ask better research questions before committing risk.

Featured workflows

Core reports for market preparation

Start with the reports traders reach for when framing the session, reviewing fair value, or checking options-positioning context.

Market Structure/initial-balance

Initial Balance

Analyze the opening range to predict session direction, breakout targets, and day type classification.

Use cases

  • Opening range framework
  • Day-type preparation
  • Breakout/fade review

Sample questions

  • How often does ES expand beyond the first-hour range?
  • Which weekdays have the widest IB follow-through?
Market Structure/orb-breakout

Opening Range Breakout

Measure ORB breakout rates, extension targets, and retracement behavior for opening trades.

Use cases

  • ORB validation
  • Opening-drive review
  • Stop/target research

Sample questions

  • Does NQ tend to continue or retrace after an early breakout?
  • What extension level is historically common after the break?
Technical/vwap-std-dev-return

VWAP Standard Deviation Return

Mean reversion from VWAP bands — reversion probability at 1σ, 2σ, 3σ with time to revert.

Use cases

  • Mean-reversion review
  • Extension context
  • Intraday value reference

Sample questions

  • How often does price return to VWAP after a 2σ extension?
  • How long does reversion usually take by symbol?
Volume & Orderflow/volume-profile

Volume Profile & Orderflow

Review profile shape, POC, value area, HVN/LVN behavior, volume imbalance, and delta context in one research workflow.

Use cases

  • Accepted value zones
  • Low-volume acceleration areas
  • POC migration review

Sample questions

  • Where did the session accept the most volume?
  • Do LVNs act as acceleration zones or rejection zones for this symbol?
Options & Strategy/gex-regime-performance

GEX & Options Positioning

Research gamma regime behavior, zero-gamma levels, node freshness, options positioning scorecards, and flow-node conflict.

Use cases

  • Gamma regime context
  • Key node review
  • Index/options confluence

Sample questions

  • How has ES behaved in similar positive or negative gamma regimes?
  • Are key GEX nodes fresh, repeatedly tested, or exhausted?
Educational content and report outputs are for research and review only. Futures and options involve substantial risk. Past market behavior, backtests, and historical statistics do not guarantee future results.