[wJubran]

What and why

The network was opened to the data hosts, so I ran the terminal against live data for the first time.

What worked unchanged:

• The macro regime (FRED). It read REFLATION, with data to 2026-10-16.
• The Fundamental file (FRED and CFTC).
• Money Flow (Yahoo).
• Options for all five assets, built from the live SPY, QQQ, GLD, SLV and USO chains. These are Friday's close, because today is a weekend.

The levels look reasonable. For SPY at 763.25:

• The call wall is above spot and the put wall below it.
• The flip is 775, so the regime is NEGATIVE.
• The expected move is ±0.82% over 2 days.
• The put skew is positive.

What this PR fixes:

• Swing entropy always read CHAOTIC. On the live chains the open-interest score ran from 0.05 to 0.35, against cuts of 0.6 and 0.35. The new cuts are 0.30 and 0.15. The intraday volume score (0.25 to 0.50) keeps its cuts.
• Pill tooltips now describe what is computed:
  • walls: most call or put gamma above or below spot (was "largest OI");
  • HVL: most gamma (was "high-volume level");
  • expected move: first expiry after today (was "today's expiry").
• L01 card: it showed "BELOW FLIP" when there was no flip; it now shows "NO FLIP".
• Learning Center: the GEX and Levels articles (EN/AR) no longer say GEX comes from a nightly CBOE snapshot.

How it was tested

• pytest in backend/: options and local-analysis tests pass.
• Ran launcher.py --sim against the live network.
  • The runner built all five options files.
  • In Chromium, The Sauce, Levels and Heat Map rendered with no page errors (screenshots taken locally).
• Rebuilt frontend_build/.

Screenshots

Taken locally, not attached.

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