Degenerate Index Quantitative research terminal
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Market research · research only

An index for degenerates

A decision-oriented view of single-ticker direction, volatility, event risk, and the evidence behind each model.

Preparing the latest market snapshot

Today at a glance

The market brief

Start here. These four summaries translate the latest completed research into the clearest available takeaways.

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Preparing the market brief

Current readings and research coverage will appear here.

Buy — strongest positive classifications
Long — positive directional classifications
Sell — negative directional classifications
Hold — no sufficiently clear direction

All current classifications

Daily Pick Board

Every completed single-ticker reading, ordered Buy, Long, Sell, then Hold. Classification strength and forecast direction are shown separately so a label is never mistaken for a guaranteed outcome.

Preparing ranked assets

Rank Asset Classification Expected move Market climate Direction Breakout structure

Current model readings

What the models see now

Each card answers one specific question. A reading is not treated as trustworthy just because it exists; later-period checks are shown separately below.

Research map

What is available, and what is still waiting

Missing inputs remain visible instead of being treated as neutral readings.

Awaiting data Model coverage Loading the shared research feed.

Awaiting model readings

Missing data remains visible and is never displayed as neutral.

Chronological checks

Model performance vs. baseline

These checks use later observations that were not available when the original model reading was made. Positive edge means the model beat a simple comparison after time moved forward.

Awaiting historical checks

Whole-strategy results

Returns, risk, and the simple comparison

Market-aware evidence

How each model behaved in different climates

Outcomes are matched only to the climate known on the original decision date.

Sharpe inference

Could the risk-adjusted result be luck?

This check does not create a signal. It challenges a strategy's reported risk-adjusted return for limited history, unusual returns, repeated trials, costs, and statistical dependence.

Research allocation

Did the modeled mix earn its complexity?

The learned allocator is compared with a simple chronological alternative. If it does not clear the comparison, the dashboard labels it diagnostic instead of presenting it as validated.

Specialist research

Specialist signals and supporting evidence

These feeds do different jobs. The dashboard states whether each one can produce a signal, supports another tool, or is waiting for the dated input needed to be useful.

Intraday options positioning

Same-day options pressure

Zero-days-to-expiration options expire at the end of the current trading session. This diagnostic estimates where concentrated dealer gamma exposure may influence intraday price behavior; it is not a directional or closing-price forecast.

Awaiting current-session options data A timestamped option chain and matching spot price are required.

Glossary & model map

How to read the research

Each section answers a different market question. Expand a category for technical definitions and the practical interpretation.

Daily Top Pick
Daily Top Pick
The highest-ranked single ticker in the current model output. It combines classification, expected direction, and supporting technical context; it is not a trade instruction.
Daily Pick Board
Buy
Market climate and next-session direction are aligned positively in the combined classification. This is the strongest positive research label, not a trade instruction.
Long
The next-session direction is positive, but the broader market-climate evidence is not fully aligned.
Sell
The next-session direction is negative in the combined classification. It is a model reading, not a guarantee that the asset will decline.
Hold
The component readings do not support a sufficiently clear positive or negative classification.
Expected move
The model’s estimated next-session percentage change. It is displayed separately from the classification because direction, market climate, and magnitude answer different questions.
Model readings and their jobs
Market climate
Groups return and trading-range behavior into broad conditions. Other tools can use that condition as context without calculating it again.
Next-day direction
Estimates the sign and size of the next daily move from shared market-history inputs.
Range expansion risk
Estimates whether the next session may move more than its recent normal range. It describes movement risk, not direction.
Chart-structure setups
Converging-price and rounded-base continuation checks can identify a setup, then use historical outcomes to show how comparable structures behaved.
Long-term move conviction
Checks whether a large multi-month move is supported by participation or looks vulnerable to stalling or reversal.
Specialist research roles
Can give a signal
The tool can produce a dated directional or event reading when its required inputs are available. The reading still needs its own historical validation.
Supports other signals
The tool adds quality or risk context to another setup. It is not presented as an entry-timing call by itself.
Awaiting data
The required dated input is missing. The card remains visible with the reason, and no neutral or zero signal is invented.
Historical evidence and Sharpe inference
Chronological validation
The model makes a reading using only information available at that time, then the later outcome is used to score it.
Baseline
A deliberately simple comparison used to test whether added model complexity contributed useful information.
Sharpe inference
A statistical challenge to an observed Sharpe ratio after accounting for sample size, unusual returns, dependence, costs, and repeated strategy trials. It validates evidence; it does not create a market signal.
Same-day options positioning
0DTE
“Zero days to expiration”: an option contract that expires at the end of the current trading session. Its sensitivity can change rapidly as price and time move.
Dealer gamma exposure (GEX)
An estimate of how option-market positioning may change dealers’ hedging demand as the underlying price moves. The estimate depends on an explicit dealer-position convention and available open-interest data.
Candidate pin
The strike with the largest modeled absolute gamma concentration. It is a potential area of intraday price influence, not a predicted closing price.
Call wall / put wall
Strikes with the largest modeled call-side or put-side gamma concentration. They describe positioning concentrations rather than guaranteed support or resistance.
GEX concentration
The share of modeled absolute gamma exposure located at the candidate pin. Higher concentration means the estimate is less evenly distributed across strikes.

Every output is a research classification. None is a guaranteed price, return, or trade recommendation.