Daily Signal Brief

Every chart here draws the platform's own recorded output, as recorded day by day; a series that has not been recorded is not drawn. The event chart counts the merger and tender situations the event desk is actively following and computing on. The deal-spread chart is the average gross spread across the announced-deal situations on that watch. The tail-risk chart is the model's structural estimate of the probability of a crash-scale move over the next 21 sessions (solid) and the next 5 (dashed) — the 21-session figure is the same one the Crash-risk band above reports for today. The options chart is the median short-dated at-the-money implied volatility across the single names the platform captures its own daily options surface for — a different quantity from the VIX. Index level and VIX closes remain available in the reference table for checking the Trend and Volatility bands against public data.

Each row names a corporate event the platform is following, its current procedural state, and the public filing that establishes it. The platform's research register carries the measurement work behind this watch; the rows above are observations, and none is a recommendation.

Each morning before the US open, the platform reduces its signal stack to the five bands above and one summary read. The bands are classifier outputs computed from live market data; the reference column names the public proxy each band is checked against, so every reading can be independently verified.

Reading the bands: Regime state is the multi-signal classifier's current label. Trend compares the index to its long moving average. Volatility reads the options market's expectation. Crash-probability is the model's structural tail-risk estimate. Dispersion measures how differently stocks are moving from one another. Subscribers receive the same five bands with the full underlying signal values, history, and delivery by email or API.

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