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S&P 500 Futures Intraday Scenarios & Regime Analysis
Regime: {{ latest.regime|yesno:"High Volatility (Risk-Off),Low Volatility (Risk-On)" }}
No analysis available. Click the button to trigger the engine.
This engine simulates 1,000 potential price paths for the S&P 500 E-mini (ES) futures. It combines historical volatility, a Markov Switching Model for regime detection, and real-time sentiment analysis to estimate intraday risk boundaries.
Watch the Tail Risk (VaR) level. In high volatility regimes, price tends to test these boundaries. The Bias suggests a directional lean based on combined indicators.