Hermēs DocumentationMarket Review
An auto-generated post-close review of ES / NQ / VIX — what happened today, how levels performed, and what to watch tomorrow.
Market Review is an auto-generated post-close recap that explains, in a dealer-positioning / GEX narrative, "what happened today, why, and what to watch tomorrow." It covers three core tickers — ES_SPX, NQ_NDX, and VIX.
Open it at /market-review.
Who can use it
- Any logged-in user — no specific tier required.
- Reports are generated automatically after the NY close; you can also generate one on demand (~30–60 seconds).
Panel walkthrough
Top bar
Date picker, ticker tabs (ES / NQ / VIX), the generated-at timestamp (placeholder reports are tagged), a link to the pre-market briefing, and Refresh / Generate buttons.
Narrative card
A regime label (e.g. positive-gamma pin / negative-gamma squeeze / range / trend day / tail-risk repricing), a one-line conclusion, a ~250–400 word story, plus metadata: OHLC, intraday realized range, and net DEX change.
Level Performance table
Columns: Status / Level / Price / Touched / Verdict. Status is validated ✅ / partial ⚠️ / failed ❌ / untouched —. Levels include Call Wall, Put Wall, HVL, 0Γ, +Γ OI, and −Γ OI.
Watch Tomorrow list
Importance-ranked cards, each with a kind badge (level migration / regime signal / event to-do / tail risk / whale hot zone / overview), an importance level, and an optional @ price.
Events timeline
Intraday events detected today (level touch/breach, gamma pin/squeeze, DEX flip, CVR spike, regime shift…), each with time, kind, price, and a quantitative metric. Collapsed by default.
Data-integrity footnote
Coverage % (color-coded by threshold), captured vs. expected minutes (RTH = 390 min), and any data-gap windows.
Typical workflow
- Open
/market-review(defaults to ES_SPX, today's ET date). - Pick the ticker tab and date.
- An existing report loads automatically; otherwise the empty state appears — click Generate (~30–60 s).
- Read the narrative → scan level performance → review tomorrow's watch list → expand the events timeline → check data integrity at the bottom.
If intraday data is under 30 minutes or generation fails, a structurally complete "placeholder" report is shown (with placeholder narrative text).