TOOLS — ORIGINAL SIGNAL
SSS is a proprietary 15-feature composite metric that monitors structural indicators to detect when the current regime may be under stress. It is the only tool of its kind — no competitor offers an equivalent.
The Structural Stress Score monitors 15 structural indicators simultaneously and outputs a 0-100 score. As more precursor conditions activate — the same conditions that have historically preceded regime transitions — the score rises.
SSS is designed to detect when the structural environment is changing, not where price is going. Regime transitions — the moments when the market shifts from positive to negative gamma, from compression to trending, from stable to volatile — are historically associated with some of the largest and most rapid price moves.
0-30 NORMAL — Structural indicators are quiet. The current regime appears stable.
31-55 WATCH — Some precursor indicators are elevated. The structure may be evolving.
56-75 CAUTION — Multiple indicators are firing. Historical patterns suggest the regime may be under stress.
76-90 IMMINENT — Strong precursor activity across multiple signals. Past data shows elevated probability of a regime transition when these conditions exist.
91-100 CONFIRMED — The structural picture has changed materially.
SSS inputs include REGD velocity, FPI divergence duration, gamma flip proximity, wall erosion rate, VIX proximity, GEX velocity, spot velocity, vanna/charm ratio, put/call ratio change, IV change, hedging velocity, regime age, and several interaction terms. Each feature captures a different dimension of structural stress.
The model was trained on 3,096 snapshots across 120 trading days of real market data. Weights are derived from logistic regression on labeled regime transition events. As more historical data accumulates, the model will be retrained with more sophisticated methods.
Gamma Sonar recomputes GEX from live greeks every 60 seconds on SPX, SPY, QQQ, and major indices — plus 90+ additional tickers on 5-minute cycles.
START 7-DAY FREE TRIAL →Gamma Sonar provides structural analytics for educational purposes only. Not financial advice. All models involve assumptions. Past patterns do not guarantee future results.