Deribit first; Binance spot when the pair is unsupported · Parente completed 4H decisions
Paper Trading · SMC + Parente
Qualified SMC entry and targets · Parente confirmation
Last scan 2026-11-02 17:08:53 UTC Telegram: not configured
Settings changed; recorded neural entries, stops, costs and consumed candles remain fixed.
Model and execution settings
Parente 5/2: 36 inputs → 128 → 64 → 32 → BUY / HOLD / SELL. This is the authors' published model, calibrated through 2022-12-04 15:59:59 UTC.
Automatic paper entries require a qualified Perky SMC setup and current Parente BUY confirmation. The plan supplies its structure stop and TP1–TP3. The configured paper exit strategy closes the remaining position on stop/TP3, Parente SELL, or the SMC CHoCH/BOS reversal. TP1 and TP2 are intermediate levels; there is no partial target exit.
Parente uses Binance spot/USDT four-hour candles, frozen feature scaler and base-volume calibration. SMC, charts and paper prices use the selected dashboard pair. Deribit supplies supported markets; Binance spot supplies pairs absent from Deribit, or all pairs when selected in Settings. Parente confirmations and exits retain the original Binance/USDT inputs. Paper fills apply configured fees and slippage to the selected market price; composite indices are reference prices.
Automatic entries may use available paper cash without those allocation limits. SMC qualification, Parente confirmation, recorded stops and targets still apply.
Manual paper entries can be recorded between signals. A later completed 4H Parente SELL can exit them; their recorded stops remain active. Existing recorded costs and levels stay with each trade after settings changes.
Fees 0.10% per side; slippage 0.05% per side. The largest class probability selects BUY, HOLD or SELL; these probabilities do not measure the chance of a profit.
Start a paper trade or invest unused paper cash. Choose a USD budget including the entry fee, or use available cash. Enter your own entry price, or leave it blank to use the current selected-pair price plus 0.05% slippage.
Current Parente decision remains valid until the next completed 4H close, while its input feed remains available.
36 input measurements · 1-row lookback
Z_score
-0.95481016
RSI
0.40428594
boll
0.11788748
ULTOSC
0.46379415
pct_change
-0.0048132
zsVol
-0.56709457
PR_MA_Ratio_short
-0.00281393
MA_Ratio_short
-0.01913245
MA_Ratio
-0.01634997
PR_MA_Ratio
-0.02189255
CDL2CROWS
0
CDL3BLACKCROWS
0
CDL3WHITESOLDIERS
0
CDLABANDONEDBABY
0
CDLBELTHOLD
0
CDLCOUNTERATTACK
0
CDLDARKCLOUDCOVER
0
CDLDRAGONFLYDOJI
0
CDLENGULFING
0
CDLEVENINGDOJISTAR
0
CDLEVENINGSTAR
0
CDLGRAVESTONEDOJI
0
CDLHANGINGMAN
0
CDLHARAMICROSS
0
CDLINVERTEDHAMMER
0
CDLMARUBOZU
0
CDLMORNINGDOJISTAR
0
CDLMORNINGSTAR
0
CDLPIERCING
0
CDLRISEFALL3METHODS
0
CDLSHOOTINGSTAR
0
CDLSPINNINGTOP
0
CDLUPSIDEGAP2CROWS
0
DayOfWeek
0
Month
11
Hourly
3
Model 8907c6f395dc8cf3
SELL: no eligible older paper entry or fresh executable quote
Deribit GEX
Loading options…
Deribit options · signed open-interest gamma proxy
Options included and currency conversions
Selected pair: BTC/USD. The rows show each option market's settlement currency. All prices and GEX are expressed in USD.
Call wall · largest call gamma—
Estimated gamma flip—
Put wall · largest put gamma—
▰ Positive GEX▰ Negative GEXBars show net GEX by strike
Gamma across index prices
Dashed vertical line: current model index. Amber dots: estimated sign changes. IV, open interest and each expiry's forward/index ratio stay fixed in this scenario.
Model and coverage
Calls contribute positive gamma; puts negative. The call and put walls are the largest call-gamma and absolute put-gamma concentrations separately. This sign convention is a positioning proxy: open interest does not identify dealer holdings. Both signed net and gross exposure are calculated.
Gamma uses published mark IV, each expiry's forward/index ratio and ACT/365 time. GEX = signed index-delta gamma × open interest in base coins × index price² × 1%. Deribit API options open interest already includes contract sizing; it is never multiplied by contract size again. Missing forwards or incomplete summaries exclude that settlement market. Listed option settlements and native strike currencies are discovered from Deribit instrument metadata. Strikes and forwards are converted to the selected quote using observed currency references. Exposure is measured in USD delta per 1% index move.
The flip reprices the chain with fixed IV, open interest and forward/index ratios over ±30% of the index. The nearest detected sign change is shown; there may be none or several.
Refresh: 2 minutes; stale after 5 minutes, conversion expiry or an included options expiry. Every configured base uses its currently listed settlement markets, discovered from the exchange catalogue. An asset without listed Deribit options reports GEX unavailable. All available Deribit settlement markets must be complete before GEX can guide existing positions.
Current Parente decision remains valid until the next completed 4H close, while its input feed remains available.
36 input measurements · 1-row lookback
Z_score
-1.25568592
RSI
0.47736408
boll
0.25663889
ULTOSC
0.49552545
pct_change
-0.00577709
zsVol
-0.46862164
PR_MA_Ratio_short
0.00624275
MA_Ratio_short
-0.01786483
MA_Ratio
-0.02304991
PR_MA_Ratio
-0.0117336
CDL2CROWS
0
CDL3BLACKCROWS
0
CDL3WHITESOLDIERS
0
CDLABANDONEDBABY
0
CDLBELTHOLD
0
CDLCOUNTERATTACK
0
CDLDARKCLOUDCOVER
0
CDLDRAGONFLYDOJI
0
CDLENGULFING
-0.8
CDLEVENINGDOJISTAR
0
CDLEVENINGSTAR
0
CDLGRAVESTONEDOJI
0
CDLHANGINGMAN
0
CDLHARAMICROSS
0
CDLINVERTEDHAMMER
0
CDLMARUBOZU
0
CDLMORNINGDOJISTAR
0
CDLMORNINGSTAR
0
CDLPIERCING
0
CDLRISEFALL3METHODS
0
CDLSHOOTINGSTAR
0
CDLSPINNINGTOP
0
CDLUPSIDEGAP2CROWS
0
DayOfWeek
0
Month
11
Hourly
3
Model 8907c6f395dc8cf3
Parente HOLD; waiting for SMC entry and Parente BUY confirmation
Deribit GEX
Loading options…
Deribit options · signed open-interest gamma proxy
Options included and currency conversions
Selected pair: ETH/USD. The rows show each option market's settlement currency. All prices and GEX are expressed in USD.
Call wall · largest call gamma—
Estimated gamma flip—
Put wall · largest put gamma—
▰ Positive GEX▰ Negative GEXBars show net GEX by strike
Gamma across index prices
Dashed vertical line: current model index. Amber dots: estimated sign changes. IV, open interest and each expiry's forward/index ratio stay fixed in this scenario.
Model and coverage
Calls contribute positive gamma; puts negative. The call and put walls are the largest call-gamma and absolute put-gamma concentrations separately. This sign convention is a positioning proxy: open interest does not identify dealer holdings. Both signed net and gross exposure are calculated.
Gamma uses published mark IV, each expiry's forward/index ratio and ACT/365 time. GEX = signed index-delta gamma × open interest in base coins × index price² × 1%. Deribit API options open interest already includes contract sizing; it is never multiplied by contract size again. Missing forwards or incomplete summaries exclude that settlement market. Listed option settlements and native strike currencies are discovered from Deribit instrument metadata. Strikes and forwards are converted to the selected quote using observed currency references. Exposure is measured in USD delta per 1% index move.
The flip reprices the chain with fixed IV, open interest and forward/index ratios over ±30% of the index. The nearest detected sign change is shown; there may be none or several.
Refresh: 2 minutes; stale after 5 minutes, conversion expiry or an included options expiry. Every configured base uses its currently listed settlement markets, discovered from the exchange catalogue. An asset without listed Deribit options reports GEX unavailable. All available Deribit settlement markets must be complete before GEX can guide existing positions.
Current Parente decision remains valid until the next completed 4H close, while its input feed remains available.
36 input measurements · 1-row lookback
Z_score
-0.48634133
RSI
0.35215882
boll
0.18135067
ULTOSC
0.45472669
pct_change
-0.00573919
zsVol
-0.35474842
PR_MA_Ratio_short
-0.01896111
MA_Ratio_short
-0.03237101
MA_Ratio
-0.02822297
PR_MA_Ratio
-0.05071833
CDL2CROWS
0
CDL3BLACKCROWS
0
CDL3WHITESOLDIERS
0
CDLABANDONEDBABY
0
CDLBELTHOLD
0
CDLCOUNTERATTACK
0
CDLDARKCLOUDCOVER
0
CDLDRAGONFLYDOJI
0
CDLENGULFING
0
CDLEVENINGDOJISTAR
0
CDLEVENINGSTAR
0
CDLGRAVESTONEDOJI
0
CDLHANGINGMAN
0
CDLHARAMICROSS
0
CDLINVERTEDHAMMER
0
CDLMARUBOZU
0
CDLMORNINGDOJISTAR
0
CDLMORNINGSTAR
0
CDLPIERCING
0
CDLRISEFALL3METHODS
0
CDLSHOOTINGSTAR
0
CDLSPINNINGTOP
0
CDLUPSIDEGAP2CROWS
0
DayOfWeek
0
Month
11
Hourly
3
Model 8907c6f395dc8cf3
SELL: no eligible older paper entry or fresh executable quote
Deribit GEX
Loading options…
Deribit options · signed open-interest gamma proxy
Options included and currency conversions
Selected pair: SOL/USDT. The rows show each option market's settlement currency. All prices and GEX are expressed in USDT.
Call wall · largest call gamma—
Estimated gamma flip—
Put wall · largest put gamma—
▰ Positive GEX▰ Negative GEXBars show net GEX by strike
Gamma across index prices
Dashed vertical line: current model index. Amber dots: estimated sign changes. IV, open interest and each expiry's forward/index ratio stay fixed in this scenario.
Model and coverage
Calls contribute positive gamma; puts negative. The call and put walls are the largest call-gamma and absolute put-gamma concentrations separately. This sign convention is a positioning proxy: open interest does not identify dealer holdings. Both signed net and gross exposure are calculated.
Gamma uses published mark IV, each expiry's forward/index ratio and ACT/365 time. GEX = signed index-delta gamma × open interest in base coins × index price² × 1%. Deribit API options open interest already includes contract sizing; it is never multiplied by contract size again. Missing forwards or incomplete summaries exclude that settlement market. Listed option settlements and native strike currencies are discovered from Deribit instrument metadata. Strikes and forwards are converted to the selected quote using observed currency references. Exposure is measured in USDT delta per 1% index move.
The flip reprices the chain with fixed IV, open interest and forward/index ratios over ±30% of the index. The nearest detected sign change is shown; there may be none or several.
Refresh: 2 minutes; stale after 5 minutes, conversion expiry or an included options expiry. Every configured base uses its currently listed settlement markets, discovered from the exchange catalogue. An asset without listed Deribit options reports GEX unavailable. All available Deribit settlement markets must be complete before GEX can guide existing positions.
Refresh paused while editing paper entries or alert preferences.
Live paper trades
Perky SMC + Parente paper simulation, including manual paper entries. Automatic entries require a qualified Perky setup and Parente BUY; its recorded stop, TP3, Parente SELL or the configured SMC CHoCH/BOS reversal closes the trade. Use Positions to record your actual trades.