Each brief states the move options are pricing. We score whether the day stayed inside it. "In line with the market's pricing" is the expected, honest outcome.
Range ratio = the rest-of-day high-low range divided by the priced straddle move.
Leans were right 4 of 13 graded (31%, n=13), versus 46.2% for simply always going long over the same days. A lean counts as right only if the close moved in its direction by more than 0.25x the straddle; neutral leans are not graded. This is internal tracking, not a headline accuracy figure.
We used to grade whether each symbol closed up or down. After honest re-scoring, skill was about 50-58% in every edition, which mostly tells you a coin flip is hard to beat; we switched to scoring against the move options price. The old record is kept unchanged below.
Directional calls (bullish / bearish) on SPY, SPX, QQQ, and IWM are scored daily against actual open-to-close price action. Neutral calls and flat days (<0.3% move) are not counted.