{% extends 'base.html' %} {% load static %} {% block content %}

ES Risk Simulator

S&P 500 Futures Intraday Scenarios & Regime Analysis

{% if error %}
Engine Error: {{ error }}
{% endif %}

Analysis Control

{% csrf_token %}
{% if latest %}
{{ latest.expected_low|floatformat:2 }}
Simulated Mean
{{ latest.worst_case_5th|floatformat:2 }}
5th Percentile
{{ latest.drawdown_prob|floatformat:2 }}%
Incident Prob
{{ latest.bias }}

Daily Bias

Regime: {{ latest.regime|yesno:"High Volatility (Risk-Off),Low Volatility (Risk-On)" }}

Target Profit
{{ latest.take_profit|floatformat:2 }}
Stop Loss
{{ latest.stop_loss|floatformat:2 }}
{% else %}

No analysis available. Click the button to trigger the engine.

{% endif %}

Real-time Sentiment

RSS ANALYSIS FEED
{% if latest %}
{% endif %}
Bearish Neutral Bullish

What is this?

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.

How to use?

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.

Engine History

{% for item in history %}
{{ item.created_at|date:"M d, H:i" }}
{{ item.bias }} BIAS
{{ item.expected_low|floatformat:1 }}
{% empty %}
No history records found.
{% endfor %}

System Integrity

Markov Chain: ACTIVE
Data Feed: YFINANCE
Bias Engine: KALMAN-MOD
{% endblock %}