SPDR S&P 500 ETF Trust
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QuantSignals V3: SPY 0DTE Capitalize on Afternoon Reversal!

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SPY QuantSignals V3 0DTE 2025-11-17

Market Structure:
SPY is trading below VWAP (-0.38%) and showing a controlled downtrend through the morning session. Price is respecting lower highs and holding below intraday resistance at $676.26, signaling clear bearish structure despite mixed macro conditions.

Momentum Outlook:
Katy 1M predicts a bullish push into 2:22 PM (target ~$677.97) before a sharp reversal into close, aligning with typical 0DTE “late-day fade” patterns. Multi-timeframe technicals remain 100% bearish, and trend strength is elevated at 77.7%, increasing conviction in afternoon downside.

Order Flow Insight:
PCR at 0.83 shows light put preference, but max pain at $678 adds downward pressure by expiration. Gamma risk is low, meaning cleaner directional movement and less likelihood of pinning.

Key Levels:

Resistance: $676.26 → $677.90 (Katy peak zone)

Support: $669.48 (session low) → $667.80

Reversal Trigger Zone: $676.80–$678.00 (after 2:00 PM)

Timing Vision:
The highest-probability entry occurs AFTER the predicted 2:22 PM peak, targeting the expected decline into close. Afternoon volatility + 0DTE decay amplifies the move.

Vision Summary:
SPY is primed for a late-day reversal: morning weakness, midday relief rally, then clean afternoon fade. Best setup is a tight PUT entry at the peak zone ($676–678) with targets aligned to Katy’s projected closing drop.

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