SPY Regimes + IB Classifier is a live-first market structure tool for SPY that focuses on premarket context, opening conditions, and an options-style expected move envelope—without the probability-table noise from older builds.

What it does

• Plots key levels built from 1-minute session logic for accuracy:

  • PMH/PML (Premarket High/Low, 04:00–09:29 ET)

  • YDH/YDL (Yesterday’s RTH High/Low, 09:30–16:00 ET)

  • Optional Y-mid

• Classifies the daily Regime (1–6) using PMH/PML vs YDH/YDL (inside, gap, overhang, etc.).

• Runs a PMR / IB day-type classifier at the RTH open (PM range vs base range + follow-through/touch behavior) and prints one clean label:

  • Double-Dist/Trend (bull/bear), Expanded Typical (top/bottom overhang), Trading Range, Typical Day, or Sideways/Indecisive.

• Adds Expected Move (±1σ) bands:

  • EM = Open \times IV \times \sqrt{T}

  • Latched at the RTH open and stays flat all day (no “curving” on history).

  • IV source selectable: Manual IV (recommended: ATM 0DTE from your broker) or VIX proxy.

Usage

Best on 1-minute charts. Toggle Show historical levels to display only today’s levels.

Disclaimer

Educational use only, not trading advice. Verify on your data/timeframe. Assumes U.S. equity sessions (04:00–16:00 ET). Expected Move depends on the chosen IV source.