SPDR S&P 500 ETF Trust
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SPY QuantSignals 0DTE: Moderate Call Bias in Conflicted Tape

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SPY QuantSignals V3 — 0DTE Trading Information (2025-11-28)

🚀 0DTE High-Frequency Model (V3)

Symbol: SPY
Expiry: 2025-11-28 (Today)
Direction: BUY CALLS
Confidence: 58% (Moderate)
Risk Level: 🔴 HIGH

📈 Signal Details

Strike Focus: $680.00

Entry Range: $0.04

Target 1: $0.08 (+100%)

Stop Loss: $0.01 (tight stop due to 0DTE)

Gamma Risk: Low (rare for 0DTE)

Price vs VWAP: +0.09% (slightly above fair value)

📊 Market Context

Flow Intel: Bearish

Put/Call Ratio: 3.03 → heavy put buying pressure

This contradicts the model’s CALL direction.

Directional Snapshot:

Model sees short-term upside drift

Market flow positions lean bearish

Mixed environment → higher uncertainty

⚠️ Trade Considerations

0DTE = extreme time decay → profits must be taken quickly

Low entry price → lottery-style premium

Heavy bearish flow increases reversal risk

Confidence is below QS’s “strong conviction” threshold

🎯 Recommendation Type

BUY CALLS (Speculative)
✓ Very small size only
✓ Suitable for experienced 0DTE traders
✓ Fast exits required

Compliance: Educational QS Premium commentary. Not financial advice.

Pernyataan Penyangkalan

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