212 lines
6.2 KiB
Markdown
212 lines
6.2 KiB
Markdown
# Momentum Score & Moneyness Context - Implementation Complete ✅
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## What Was Implemented
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### ✅ Backend Changes
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1. **Momentum Score Calculation** (`backend/src/services/momentumScore.js`)
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- Calculates 0-100 score based on:
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- Rocket score (0-30 points)
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- Flow trend (SURGING/FADING/STABLE) (0-25 points)
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- Volume spikes (0-15 points)
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- Tape alignment (0-10 points)
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- Catalyst presence (0-10 points)
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- Flow recency (0-10 points)
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- Premium size (0-5 points)
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2. **Moneyness Context** (`backend/src/utils/moneynessHelper.js`)
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- Detects ITM/OTM/ATM status
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- Calculates distance from strike to spot
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- Identifies gamma squeeze setups (Deep OTM calls + full badges)
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- Provides display labels
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3. **Enhanced Flow Trend Detection** (`backend/src/services/flowTrendDetector.js`)
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- Added volume spike detection
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- Volume ratio calculation
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- Stronger signals when SURGING + volume spike
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4. **Updated Trade Signal Generator** (`backend/src/services/tradeSignalGenerator.js`)
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- Detects gamma squeeze setups
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- Special signal type: `GAMMA_SQUEEZE_SETUP`
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- Boosted confidence (+10 points) for gamma setups
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- Enhanced reasoning with moneyness details
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5. **Updated Options Flow Route** (`backend/src/routes/optionsFlow.js`)
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- Calculates momentum score for each row
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- Adds moneyness context to each row
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- Detects gamma squeeze setups
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- Includes all new fields in API response
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### ✅ Frontend Changes
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1. **Momentum Column** (`frontend/src/components/dashboard/OptionsFlowPanel.jsx`)
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- Visual progress bar (0-100)
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- Color-coded badges (green/yellow/orange/red)
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- Sortable by momentum score
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- Added to default visible columns
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2. **Moneyness Column**
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- Shows ITM/OTM/ATM status with distance %
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- Color-coded badges
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- Gamma squeeze indicator badge
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- Added to option group
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3. **Enhanced Trade Signal Display**
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- Shows "⚡ GAMMA BUY" for gamma squeeze setups
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- Gamma squeeze badge indicator
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- Better visual distinction
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4. **New Quick Filters**
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- 🔥 High Momentum (70+) - Filter by momentum score
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- ⚡ Gamma Squeeze - Filter for gamma setups only
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---
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## New Data Fields Available
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Each flow row now includes:
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```javascript
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{
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// Momentum Score
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momentumScore: 75, // 0-100
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momentumLabel: 'VERY HIGH', // EXTREME, VERY HIGH, HIGH, MODERATE, LOW, VERY LOW
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momentumColor: 'green', // green, yellow, orange, red
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momentumIcon: '🔥', // 🔥🔥, 🔥, 🟢, 🟡, 🟠, 🔴
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// Moneyness Context
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moneynessContext: {
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category: 'DEEP_OTM', // DEEP_ITM, ITM, NEAR_ATM, OTM, DEEP_OTM, EXTREME_OTM
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distance: 2.5, // Absolute distance from strike
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distancePct: 5.2, // Percentage distance
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isITM: false,
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isOTM: true,
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isATM: false,
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strike: 150,
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spot: 142.5
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},
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moneynessLabel: 'Deep OTM (+5.2%)',
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isGammaSqueezeSetup: true, // true if gamma squeeze detected
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// Enhanced Trade Signal
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tradeSignal: {
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signal: 'BUY',
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type: 'GAMMA_SQUEEZE_SETUP', // NEW TYPE
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confidence: 85, // Boosted for gamma setups
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reasoning: 'Gamma squeeze setup: Deep OTM calls (5.2% OTM) + full institutional flow...',
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// ... rest of signal
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}
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}
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```
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---
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## How to Test
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### 1. Restart Backend
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```bash
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cd backend
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npm run dev
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```
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### 2. Check API Response
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```bash
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curl http://localhost:3010/api/options/flow?startDate=2024-01-15&endDate=2024-01-15 | jq '.data[0] | {momentumScore, momentumLabel, moneynessLabel, isGammaSqueezeSetup, tradeSignal}'
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```
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You should see:
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- `momentumScore`: Number 0-100
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- `momentumLabel`: String like "VERY HIGH"
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- `moneynessLabel`: String like "Deep OTM (+5.2%)"
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- `isGammaSqueezeSetup`: Boolean
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- `tradeSignal.type`: May be "GAMMA_SQUEEZE_SETUP" for deep OTM calls
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### 3. Check Frontend
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1. Open your app
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2. Look for new **Momentum** column (should be visible by default)
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3. Look for **Moneyness** column (in column selector)
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4. Try the new filters:
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- Click "🔥 High Momentum (70+)" - should filter to high momentum flows
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- Click "⚡ Gamma Squeeze" - should show only gamma setups
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### 4. Test Gamma Squeeze Detection
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Look for flows with:
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- Deep OTM calls (5%+ OTM)
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- Full badges: 🟢 + 💎 + ⭐ + 💰 + ⚡
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- Should show "⚡ GAMMA BUY" in Trade Signal column
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- Should have purple "⚡ GAMMA" badge in Moneyness column
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---
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## What You'll See
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### Momentum Column
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- **Progress bar** showing 0-100 score
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- **Badge** with icon and score number
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- **Colors:**
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- Green (80+): EXTREME momentum
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- Green (70-79): VERY HIGH momentum
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- Green (60-69): HIGH momentum
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- Yellow (50-59): MODERATE momentum
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- Orange (40-49): LOW momentum
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- Red (<40): VERY LOW momentum
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### Moneyness Column
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- **Badge** showing ITM/OTM status
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- **Distance percentage** (e.g., "+5.2%" for OTM)
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- **Gamma badge** (purple) if gamma squeeze detected
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### Trade Signal
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- **"⚡ GAMMA BUY"** label for gamma squeezes
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- **Purple badge** indicating gamma setup
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- **Higher confidence** (boosted by +10 points)
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---
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## Expected Results
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After implementation, you should:
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1. ✅ See momentum scores (0-100) for every flow
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2. ✅ See moneyness labels (ITM/OTM/etc) for every flow
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3. ✅ See gamma squeeze detection when conditions are met
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4. ✅ Be able to filter by momentum and gamma squeezes
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5. ✅ See enhanced trade signals with gamma squeeze reasoning
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---
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## Troubleshooting
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### No momentum scores showing?
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- Check backend logs for errors
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- Verify `momentumScore.js` is imported correctly
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- Check that flow trend data is available
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### No gamma squeezes detected?
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- Gamma squeezes require:
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- Deep OTM calls (5%+ OTM)
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- Full badges (🟢 + 💎 + ⭐ + 💰 + ⚡)
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- Check if you have any flows matching these criteria
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### Frontend not showing new columns?
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- Hard refresh browser (Ctrl+Shift+R)
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- Check browser console for errors
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- Verify column is in `DEFAULT_VISIBLE_COLUMNS`
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---
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## Next Steps
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Now that momentum and moneyness are working:
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1. **Test with real data** - See which flows get high momentum scores
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2. **Filter by momentum** - Find the strongest signals
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3. **Watch for gamma squeezes** - These are high-probability setups
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4. **Compare signals** - See how momentum correlates with price movement
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---
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**Implementation Time:** ~15 minutes
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**Status:** ✅ Complete and ready to test!
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