Quant Signals

Quant Signals

Share this post

Quant Signals
Quant Signals
SPX 0DTE Options Trade Plan 2025-05-21

SPX 0DTE Options Trade Plan 2025-05-21

Henry Zhang's avatar
Henry Zhang
May 21, 2025
∙ Paid

Share this post

Quant Signals
Quant Signals
SPX 0DTE Options Trade Plan 2025-05-21
Share

Join our Discord channel for live trading signals and discussions:

SPX 0DTE Analysis Summary (2025-05-21)

Model Summaries

Grok/xAI Report

1-minute chart: short-term bullish (price above 10-EMA; RSI rising above 60; MACD histogram positive) 5-minute chart: bearish bias (price below 10- & 50-EMA; RSI neutral; MACD slightly negative) Daily chart: strong bullish trend (price above 10-EMA; RSI ~68; MACD positive) Sentiment: VIX moderate; max pain at 5900 may exert magnetic pull Conclusion: moderately bullish overall but mixed signals; confidence ~65% so no trade

Claude/Anthropic Report

1- & 5-minute charts: clear bearish momentum (price under key EMAs; RSI below neutral; MACD bearish) Daily chart: may be topping out after multi-week rally; RSI cooling from overbought Sentiment: rising VIX; bearish news; max pain at 5900; heavy put OI at 5875 Conclusion: strongly bearish; recommends buying 0DTE $5870 puts at ~$2.20; confidence 85%

Llama/Meta Report

Multi-timeframe mix: very short term neutral/slightly bullish; daily and medium term bearish (price under daily EMAs; MACD daily bearish) Sentiment: VIX normal but creeping higher; max pain at 5900; puts carry higher premiums/OI than calls Conclusion: strongly bearish; recommends buying 0DTE $5905 puts at $8.50; confidence 85%

This post is for paid subscribers

Already a paid subscriber? Sign in
© 2025 Henry Zhang
Publisher Privacy ∙ Publisher Terms
Substack
Privacy ∙ Terms ∙ Collection notice
Start writingGet the app
Substack is the home for great culture

Share