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?