Ridgeline · FIASCO — top-down market engine

Market Portal

Macro live-refreshable · sector & playbook data ~22 Jul 2026

Snapshot

What changed—

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Where we are

Growth axis—

Inflation axis—

Trajectory origin: seeded baseline

Macro inputs — edit to stress-test

Policy & risk overlay

Sector tilts — macro view

Layer 2 · Does price confirm the macro?

Each sector's macro tilt (L1) set against its actual relative-strength momentum. Agreement = high conviction. Conflict = the macro says one thing and the tape says another — the trades worth a second look.

Snapshot · 17 Jul 2026

SectorMacroMomentumRead

Layer 3 · Names inside the favored sectors

The most liquid leaders in the sectors that clear both filters (macro + momentum). These are a research shortlist, not signals — precise per-name ranking needs the market-data backend. Focus sectors are driven live by L1 × L2.

Intraweek playbook — today & tomorrow

Evidence-graded timing patterns for the trading week. strong = robust & current · moderate = real but conditional · weak = historical/decayed, shown for awareness. Bias, not a guarantee.

Today

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Tomorrow's hints

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Event radar

Hypothetical plays — $5,000, risk-averse, 1–3 DTE options

A thought exercise, not a signal service. Hit the button and Claude answers one fixed question, grounding itself in today's tape via live search. Educational only — not financial advice, not a recommendation to trade. Options carry a real risk of total loss.

“If you were trading with $5,000, were very risk-averse, and like to play 1–3 DTE options — which 3 plays should you be looking for today?”

Not run yet

Read this first. These ideas are generated on demand by an AI model for a hypothetical $5,000 account and a specific risk profile. They are not personalized advice, may be wrong or out of date, and do not account for your situation, taxes, or costs. 1–3 DTE options decay fast and can go to zero. Do your own research; consider paper-trading first.

What this is. A disciplined, transparent read of the cycle and the tape — decision-support, not investment advice or a predictor. Tilts are relative, the frameworks are probabilistic, and a transitional regime gives a weaker signal than a clean one. Macro refreshes live in this artifact; sector, stock, and playbook data run on the built-in snapshot until the market-data backend is wired.