Start with source health
Check snapshot time, vendor delay, chain completeness and OI date. If source health is degraded, every inference must be discounted regardless of how clean the number looks.
A practical workflow for using SDPI as probabilistic context — never as an entry or exit button.
Check snapshot time, vendor delay, chain completeness and OI date. If source health is degraded, every inference must be discounted regardless of how clean the number looks.
Read GEX sign, distance to the flip band, IV structure and liquidity. Positive and negative regimes describe possible hedging behavior, not guaranteed price direction.
Direction frames pressure bias, magnitude frames relative intensity and persistence distinguishes a transient print from a sustained state. Never use a threshold without horizon and Evidence Score.
Operational conviction rises when flow, gamma, fair basis and liquidity align. When they conflict, size down or wait. Conflict is information, not noise to hide.
Before acting, define what invalidates the hypothesis: crossing a flip band, flow reversal, degraded data, a macro event or rapid normalization of the futures residual.
Use HEDVARA for context and probabilistic timing only. Entry logic, risk, stops and position size remain your responsibility and should be tested independently.